Sembalangi, Nadella Maharani and Bustaman, Yosman Analysis of Diversification on Bank Risk: Evidence from Indonesian Commercial Banks 2010-2018. Journal. (In Press)
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Abstract
The purpose of this research is to investigate the relationship of each component deversification; revenue, asset, liability, and geographic diversification toward bank risk in Indonesia commercial banks. The relationship between diversification components and bank risk are analyzed individually using panel data. Observations of 50 Indonesian commercial banks are included for the period of 2010-2018. The Herfindahl-Hirschman index (HHI) and natural logarithm (Ln) are used as diversification determinants while bank risk is proxied by Z score. In the analysis control variables also considered using macroeconomic factors and banks specific factors. GDP and inflation used as proxies for macroeconomic factors while bank size, capital adequacy, and liquidityare the proxies for banks specific factors.
| Item Type: | Article |
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| Uncontrolled Keywords: | Revenue Diversification; Assets Diversification; Liability Diversification; Geographic Diversification; Non-interest Income |
| Subjects: | H Social Sciences > HG Finance H Social Sciences > HG Finance > HG1501-3550 Banking |
| Depositing User: | Faisal Ifzaldi |
| Date Deposited: | 26 Aug 2020 14:45 |
| Last Modified: | 26 Aug 2020 14:45 |
| URI: | http://repository.sgu.ac.id/id/eprint/1745 |
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