文章基本信息

标题：Implementasi Basel I terhadap Tata Kelola Permodalan dan Risiko Kredit Perbankan di Indonesia
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作者：Ghozali Maski
期刊名称：Jurnal Aplikasi Manajemen
印刷版ISSN：1693-5241
电子版ISSN：2302-6332
出版年度：2011
卷号：9
期号：3
页码：1075-1082
语种：English
出版社：University of Brawijaya
摘要：The capital was important to the banks as a buffer against possible losses.For this reason,in 1988 the Bank for International Settlements (BIS) issued a draft capital framework known as the 1988 Basel Accord (Basel I).The purpose of this investigation is to find out the impact of Basel I implementation on capital and credit risk of Indonesian banking over the 2000–2004 period.Based on previous studies,the impact of Basel I was performed by banking behaviour on target capital and target credit risk which is represented by two variable categories,they are bank–specific variable and macroeconomic variable.Bank–specific variables consist of the size of bank,a measure of its asset quality,a measure of its liquidity,and a measure of its profitability whether the macroeconomic condition is represented by the growth of GDP.This research uses a simultaneous equation to analyze adjustments in capital and credit risk.The result estimation of simultaneous equation,were provides evidence,that Basel I has no impact on banking capital and credit risk for well–capitalized banks.This implies that Basel I implementation can not influence banks to change their capital either to improve their credit risk portfolio.
关键词：Basel I;Capital;Credit Risk;and Portofolio