{"title":"银行基本动态：优化银行管理的作用","authors":"Moch. Doddy Ariefianto, Tasha Sutanto, Cecilia Jesslyn","doi":"10.1108/jfep-04-2023-0094","DOIUrl":null,"url":null,"abstract":"<h3>Purpose</h3>\n<p>This study aims to investigate the dynamic relationships between profitability, credit risk, liquidity risk and capital in Indonesian banking industry.</p><!--/ Abstract__block -->\n<h3>Design/methodology/approach</h3>\n<p>The authors use a panel vector autoregression model that incorporates macroeconomic variables: growth, interest rate, foreign exchange. The analysis is based on a monthly panel data set of 88 banks spanning from January 2012 to September 2021, which comprises 10,296 bank-month observations.</p><!--/ Abstract__block -->\n<h3>Findings</h3>\n<p>Our key findings highlight (i) permanent credit cost and liquidity cost pass through practices, (ii) complementary function of liquidity and capital, (iii) earning management motivated asset write off and (iv) credit risk-liquidity risk neutrality. In addition, the authors observe that the banks demonstrated resilience to macroeconomic shocks.</p><!--/ Abstract__block -->\n<h3>Research limitations/implications</h3>\n<p>Our study have shown some interesting dynamic patterns of fundamentals; nevertheless, unified theoretical underpinning of the process is still unavailable. This should be an important future reasearch avenue.</p><!--/ Abstract__block -->\n<h3>Practical implications</h3>\n<p>The study brings significant implications for regulatory and supervisory practices aimed at enhancing the financial stability of banks.</p><!--/ Abstract__block -->\n<h3>Originality/value</h3>\n<p>We conduct estimation of Indonesian banks system in dynamic perspective and perform impulses responses.</p><!--/ Abstract__block -->","PeriodicalId":45556,"journal":{"name":"Journal of Financial Economic Policy","volume":null,"pages":null},"PeriodicalIF":1.3000,"publicationDate":"2024-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bank fundamental dynamics: the role of optimal bank management\",\"authors\":\"Moch. Doddy Ariefianto, Tasha Sutanto, Cecilia Jesslyn\",\"doi\":\"10.1108/jfep-04-2023-0094\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<h3>Purpose</h3>\\n<p>This study aims to investigate the dynamic relationships between profitability, credit risk, liquidity risk and capital in Indonesian banking industry.</p><!--/ Abstract__block -->\\n<h3>Design/methodology/approach</h3>\\n<p>The authors use a panel vector autoregression model that incorporates macroeconomic variables: growth, interest rate, foreign exchange. The analysis is based on a monthly panel data set of 88 banks spanning from January 2012 to September 2021, which comprises 10,296 bank-month observations.</p><!--/ Abstract__block -->\\n<h3>Findings</h3>\\n<p>Our key findings highlight (i) permanent credit cost and liquidity cost pass through practices, (ii) complementary function of liquidity and capital, (iii) earning management motivated asset write off and (iv) credit risk-liquidity risk neutrality. In addition, the authors observe that the banks demonstrated resilience to macroeconomic shocks.</p><!--/ Abstract__block -->\\n<h3>Research limitations/implications</h3>\\n<p>Our study have shown some interesting dynamic patterns of fundamentals; nevertheless, unified theoretical underpinning of the process is still unavailable. This should be an important future reasearch avenue.</p><!--/ Abstract__block -->\\n<h3>Practical implications</h3>\\n<p>The study brings significant implications for regulatory and supervisory practices aimed at enhancing the financial stability of banks.</p><!--/ Abstract__block -->\\n<h3>Originality/value</h3>\\n<p>We conduct estimation of Indonesian banks system in dynamic perspective and perform impulses responses.</p><!--/ Abstract__block -->\",\"PeriodicalId\":45556,\"journal\":{\"name\":\"Journal of Financial Economic Policy\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2024-06-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Financial Economic Policy\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1108/jfep-04-2023-0094\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Financial Economic Policy","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1108/jfep-04-2023-0094","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"ECONOMICS","Score":null,"Total":0}
Bank fundamental dynamics: the role of optimal bank management
Purpose
This study aims to investigate the dynamic relationships between profitability, credit risk, liquidity risk and capital in Indonesian banking industry.
Design/methodology/approach
The authors use a panel vector autoregression model that incorporates macroeconomic variables: growth, interest rate, foreign exchange. The analysis is based on a monthly panel data set of 88 banks spanning from January 2012 to September 2021, which comprises 10,296 bank-month observations.
Findings
Our key findings highlight (i) permanent credit cost and liquidity cost pass through practices, (ii) complementary function of liquidity and capital, (iii) earning management motivated asset write off and (iv) credit risk-liquidity risk neutrality. In addition, the authors observe that the banks demonstrated resilience to macroeconomic shocks.
Research limitations/implications
Our study have shown some interesting dynamic patterns of fundamentals; nevertheless, unified theoretical underpinning of the process is still unavailable. This should be an important future reasearch avenue.
Practical implications
The study brings significant implications for regulatory and supervisory practices aimed at enhancing the financial stability of banks.
Originality/value
We conduct estimation of Indonesian banks system in dynamic perspective and perform impulses responses.
期刊介绍：
The Journal of Financial Economic Policy publishes high quality peer reviewed research on financial economic policy issues. The journal is devoted to the advancement of the understanding of the entire spectrum of financial policy and control issues and their interactions to economic phenomena. Economic and financial phenomena involve complex trade-offs and linkages between various types of risk factors and variables of interest to policy makers and market participants alike. Market participants such as economic policy makers, regulators, banking and competition supervisors, corporations and financial institutions, require timely and robust answers to the contemporary and emerging policy questions. In turn, such answers require thorough input by the academics, policy makers and practitioners alike. The Journal of Financial Economic Policy provides the forum to satisfy this need. The journal publishes and invites concise papers to enable a prompt response to current and emerging policy affairs.
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