Pranata, Kevin and Siahaan, Antonius TP. (2016) Analyses and Implementation of Liquidity Coverage Ratio ( BASEL III ) in Bank Central Asia. Bachelor thesis, Swiss German University.

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Abstract

The main purpose of this thesis is to understand and bring forth the issue of implementation regarding Basel III focusing on liquidity risk in Bank Central Asia by analyzing the detention of liquid assets at Bank Central Asia based on the liquidity defined by BASEL III into the form of LCR (Liquidity Coverage Ratio) is affected by non performing loan, loan to deposit ratio and uncommitted credit. The data used is secondary data collected from financial statement data of Bank Central Asia and additional data from other banks to create the comparison. Method for data processing will be the multiple regression model to test the hypothesis. Bank Central Asia will take a new step in implementing Basel III focusing on liquidity risk. Basel Committee keep on improving Basel I, II, III to keep enhancing understanding of key supervisory issues and improve the quality of banking supervision worldwide. Tests proved that the liability period of 1 month significantly influence detention liquid assets and can be demonstrated with short-term cash flow does not significantly influence the detention of liquid assets, but net cash flow for a period of 12 months significantly affect detention liquid assets of banks in Indonesia.

Item Type:	Thesis (Bachelor)
Uncontrolled Keywords:	LCR; HQLA; Non Performing Loan; Loan to Deposit Ratio Uncommitted Credit; Net Cash Flow; BASEL III
Subjects:	H Social Sciences > HF Commerce > HF5001 Business H Social Sciences > HG Finance H Social Sciences > HG Finance > HG1501-3550 Banking
Divisions:	Faculty of Business Administration and Communication > Department of Business Administration
Depositing User:	Atroridho Rizky
Date Deposited:	03 Nov 2020 13:43
Last Modified:	03 Nov 2020 13:43
URI:	http://repository.sgu.ac.id/id/eprint/1347

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