PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK

PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK

This paper establishes an analytical model of the banking liquidity management behavior based on microeconomic theory. We include the exchange rate as one of an important factor on the banking liqudity management behavior. In addition, we examine the impact of bank’s capital condition (flexible and...

Full description

Bibliographic Details
Main Authors: Doddy Zulverdi, Imam Gunadi, Bambang Pramono
Format: Article
Language:Indonesian
Published: Bank Indonesia 2007-02-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/147
id doaj-3df329ecd85f4c7e831abd512f960837
record_format Article
spelling doaj-3df329ecd85f4c7e831abd512f9608372020-11-25T00:27:25ZindBank IndonesiaBulletin Ekonomi Moneter dan Perbankan1410-80462460-91962007-02-0184503 – 528503 – 52810.21098/bemp.v8i4.147147PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANKDoddy ZulverdiImam GunadiBambang PramonoThis paper establishes an analytical model of the banking liquidity management behavior based on microeconomic theory. We include the exchange rate as one of an important factor on the banking liqudity management behavior. In addition, we examine the impact of bank’s capital condition (flexible and fixed) on the banking liquidity management behavior. Inculding these two factors provide a better model in explaining the actual banking liquidity management behavior. The callibrated model is applicable on analyzing the effectiveness of the monetary policy, distinguishing the bank category and analyzing the impact of the monetary policy, simulating the impact of the monetary policy or simulating the impact of the bank regulatory. However, the model is still in the static framework model, and we leave the dynamic specification as further research. Keyword: portfolio bank, nilai tukar, modal bank JEL: G21, C61, E44https://www.bmeb-bi.org/index.php/BEMP/article/view/147
collection DOAJ
language Indonesian
format Article
sources DOAJ
author Doddy Zulverdi
Imam Gunadi
Bambang Pramono
spellingShingle Doddy Zulverdi
Imam Gunadi
Bambang Pramono
PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
Bulletin Ekonomi Moneter dan Perbankan
author_facet Doddy Zulverdi
Imam Gunadi
Bambang Pramono
author_sort Doddy Zulverdi
title PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
title_short PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
title_full PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
title_fullStr PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
title_full_unstemmed PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
title_sort pengembangan model portfolio bank dengan memasukkan faktor nilai tukar dan faktor kondisi modal bank
publisher Bank Indonesia
series Bulletin Ekonomi Moneter dan Perbankan
issn 1410-8046
2460-9196
publishDate 2007-02-01
description This paper establishes an analytical model of the banking liquidity management behavior based on microeconomic theory. We include the exchange rate as one of an important factor on the banking liqudity management behavior. In addition, we examine the impact of bank’s capital condition (flexible and fixed) on the banking liquidity management behavior. Inculding these two factors provide a better model in explaining the actual banking liquidity management behavior. The callibrated model is applicable on analyzing the effectiveness of the monetary policy, distinguishing the bank category and analyzing the impact of the monetary policy, simulating the impact of the monetary policy or simulating the impact of the bank regulatory. However, the model is still in the static framework model, and we leave the dynamic specification as further research. Keyword: portfolio bank, nilai tukar, modal bank JEL: G21, C61, E44
url https://www.bmeb-bi.org/index.php/BEMP/article/view/147
work_keys_str_mv AT doddyzulverdi pengembanganmodelportfoliobankdenganmemasukkanfaktornilaitukardanfaktorkondisimodalbank
AT imamgunadi pengembanganmodelportfoliobankdenganmemasukkanfaktornilaitukardanfaktorkondisimodalbank
AT bambangpramono pengembanganmodelportfoliobankdenganmemasukkanfaktornilaitukardanfaktorkondisimodalbank
_version_ 1725339890268241920

Similar Items