Imam Gunadi
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PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK Doddy Zulverdi; Imam Gunadi; Bambang Pramono
Buletin Ekonomi Moneter dan Perbankan Vol 8 No 4 (2006)
Publisher : Bank Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (318.2 KB) | DOI: 10.21098/bemp.v8i4.147

Abstract

This paper establishes an analytical model of the banking liquidity management behavior based on microeconomic theory. We include the exchange rate as one of an important factor on the banking liqudity management behavior. In addition, we examine the impact of bank’s capital condition (flexible and fixed) on the banking liquidity management behavior. Inculding these two factors provide a better model in explaining the actual banking liquidity management behavior.The callibrated model is applicable on analyzing the effectiveness of the monetary policy, distinguishing the bank category and analyzing the impact of the monetary policy, simulating the impact of the monetary policy or simulating the impact of the bank regulatory. However, the model is still in the static framework model, and we leave the dynamic specification as further research.Keyword: portfolio bank, nilai tukar, modal bankJEL: G21, C61, E44