The Effect of Liquidity Creation on Bank Capital: A Case Study in Indonesia
被引:1
|
作者:
Fuad, Ahmad
论文数: 0引用数: 0
h-index: 0
机构:
Univ Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
STIE Ekuitas, Fac Econ & Business, Bandung, IndonesiaUniv Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
Fuad, Ahmad
[1
,3
]
Disman, Disman
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h-index: 0
机构:
Univ Pendidikan Indonesia, Fac Econ & Business, Kota Bandung, Jawa Barat, IndonesiaUniv Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
Disman, Disman
[2
]
Nugraha, Nugraha
论文数: 0引用数: 0
h-index: 0
机构:
Univ Pendidikan Indonesia, Fac Econ & Business, Kota Bandung, Jawa Barat, IndonesiaUniv Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
Nugraha, Nugraha
[2
]
Mayasari, Mayasari
论文数: 0引用数: 0
h-index: 0
机构:
Univ Pendidikan Indonesia, Fac Econ & Business, Kota Bandung, Jawa Barat, IndonesiaUniv Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
Mayasari, Mayasari
[2
]
Fuad, Ahmad
论文数: 0引用数: 0
h-index: 0
机构:
Univ Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
STIE Ekuitas, Fac Econ & Business, Bandung, IndonesiaUniv Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
Fuad, Ahmad
[1
,3
]
机构:
[1] Univ Pendidikan Indonesia, Jl Dr Setiabudi 229, Kota Bandung 40154, Jawa Barat, Indonesia
[2] Univ Pendidikan Indonesia, Fac Econ & Business, Kota Bandung, Jawa Barat, Indonesia
[3] STIE Ekuitas, Fac Econ & Business, Bandung, Indonesia
来源:
JOURNAL OF ASIAN FINANCE ECONOMICS AND BUSINESS
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2021年
/
8卷
/
05期
关键词:
Moderation;
Bank Competition;
Liquidity Creation;
Bank Capital;
FINANCIAL STABILITY;
COMPETITION;
D O I:
10.13106/jafeb.2021.vol8.no5.0649
中图分类号:
F [经济];
学科分类号:
02 ;
摘要:
This paper aims to examine the moderating role of bank competition on the effect of liquidity creation on bank capital. We measure bank competition using the Lerner index approach, liquidity creation using the Catfat approach, and bank capital using the capital to total asset ratio approach. This test also considers control variables from bank-specific factors such as Return on Assets, Loan to Deposit Ratio, and Non-Performance Loans as well as macroeconomic factors such as Gross Domestic Product, inflation, and Bank Indonesia interest rates. The sampling technique used was purposive sampling. The data sample obtained was 96 banks from a population of 114 banks in Indonesia which consistently operated during the period 2008-2018. Hypothesis testing uses panel data regression analysis techniques through the first model of the Hayes method. The results show that the negative effect of liquidity creation on bank capital depends on competition. We found that bank competition at any level (low, medium, high) negatively moderates (weakens) the effect of liquidity creation on bank capital in all banks. This finding is consistent with the view that banks may strengthen their capital in response to bank competition which may decrease the level of bank liquidity creation.
机构:
Bank Korea, 39 Namdaemun Ro, Seoul, South KoreaBank Korea, 39 Namdaemun Ro, Seoul, South Korea
Kim, Dohan
Sohn, Wook
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机构:
KDI Sch Publ Policy & Management, 263 Namsejong Ro, Sejong 339007, South Korea
Bank Korea Econ Res Inst, 263 Namsejong Ro, Sejong 339007, South KoreaBank Korea, 39 Namdaemun Ro, Seoul, South Korea
机构:
Tilburg Univ, Dept Finance, CentER, European Banking Ctr, NL-5000 LE Tilburg, NetherlandsTilburg Univ, Dept Finance, CentER, European Banking Ctr, NL-5000 LE Tilburg, Netherlands
Castiglionesi, Fabio
Feriozzi, Fabio
论文数: 0引用数: 0
h-index: 0
机构:
IE Univ, IE Business Sch, Segovia, SpainTilburg Univ, Dept Finance, CentER, European Banking Ctr, NL-5000 LE Tilburg, Netherlands
Feriozzi, Fabio
Loranth, Gyoengyi
论文数: 0引用数: 0
h-index: 0
机构:
Univ Vienna, A-1010 Vienna, AustriaTilburg Univ, Dept Finance, CentER, European Banking Ctr, NL-5000 LE Tilburg, Netherlands