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Wulan Dari
Durham University Business School, Durham University, United Kingdom
Economics, Econometrics & Finance

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Macroeconomic effect and risk-taking behavior in a dual banking system Faaza Fakhrunnas; Wulan Dari; Mustika Noor Mifrahi
Economic Journal of Emerging Markets Volume 10 Issue 2, 2018
Publisher : Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20885/ejem.vol10.iss2.art5

Abstract

This study aims to analyze the relationship between macroeconomic factors and risk-taking behavior in a dual banking system. Adopting a panel cointegration approach, this research posits macroeconomic factors as exogenous variables and risk-taking behavior as endogenous variables. With having 468 quarterly-observations consisting of 18 banks in Indonesia during 2010-Q4 to 2017-Q1, it finds that the risk-taking behavior of the banks has a long-term relationship with macroeconomic factors. Moreover, conventional bank has long-term relationship to macroeconomic nonetheless it results inversely to Islamic bank. In terms of bank-specified characteristics, bank size and equity to asset ratio are substantial factors for the banks’ risk mitigation.
Co-Authors Faaza Fakhrunnas Mustika Noor Mifrahi