Since 2014
Systemic risk, bank’s capital buffer, and leverage
Economic Journal of Emerging Markets
View Archive Info| Field | Value | |
| Title |
Systemic risk, bank’s capital buffer, and leverage
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| Creator |
Wibowo, Buddi; Department of Management, Economic and Business Faculty, Universitas Indonesia, Jakarta
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| Subject |
banking, risk management
Systemic risk, bank competition, distance-to-default, capital buff-er, leverage G21, G31, G33 |
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| Description |
This paper measures individual bank’s impact on banking systemic risk and examines the effect of individual bank’s capital buffer and leverage to bank’s systemic risk impact in Indonesia during 2010-2014. Using Merton’s distance-to-default to measure systemic risk, the study shows a significant negative relationship between bank’s capital buffer and systemic risk. High capital buffer tends to lowering bank’s impact on systemic risk. Bank’s leverage level also influences its contribution to systemic risk, even though the impact is much lower compared to that of capital buffer impact.
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| Publisher |
Universitas Islam Indonesia
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| Contributor |
—
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| Date |
2017-10-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article — |
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| Format |
application/pdf
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| Identifier |
http://journal.uii.ac.id/index.php/JEP/article/view/7288
10.20885/ejem.vol9.iss2.art4 |
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| Source |
Economic Journal of Emerging Markets; Volume 9 Issue 2, 2017; 150-158
2502-180X 2086-3128 |
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| Language |
eng
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| Relation |
http://journal.uii.ac.id/index.php/JEP/article/view/7288/7395
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| Coverage |
developing countries
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| Rights |
Copyright (c) 2017 Economic Journal of Emerging Markets
http://creativecommons.org/licenses/by-sa/4.0 |
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