Browsing by Author "Andriani Hapsari, Ajeng"

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    An Empirical Study on Influence of Specific Bank's Variables on Bank's Default Risk: The Study Case of Foreign Exchange Banks in Indonesia
    (International Journal of Psychosocial Rehabilitation, Vol.24, Issue 02, 2020) Andriani Hapsari, Ajeng; M. Puspitasari, Devy
    Purpose: Risk management is an integral part of a sustainable foreign exchange banks in Indonesia. Purpose of this study was to conduct an empirical investigation and to determine the risk for sustainable management of foreign exchange banks in Indonesia, especially default risk. Design/methodology/approach: The method used in this article is using logit model. Goodness of fit test used to examine fit model or otherwise. Likelihood, Cox & Snell R Square and Hosmer-Lemeshow test used to verify the model. Wald statistic used to examine the effect of each independent variable on the dependent variable. Findings: The findings showed that risk on foreign exchange banks in Indonesia is influenced by specific's dan macroeconomics variables that affect the performance of foreign exchange banks. Non performing loan, credit quality, capital requirement, interest rate and inflation have an effect on the occurrence of default risk in foreign exchange banks in Indonesia. Research limitation/implications: This research uses secondary data from foreign exchange banking statistics for 68 months from July 2011 to February 2017 in Indonesia. Practical implications: This study contribute policy to mitigate risk bank (default risk) that can affect performance of foreign exchange banks in the challenge of being able to compete on a regional and international scale. Originality/value: In this study independent variable divide into the specific bank's variables (internal variables) and macroeconomics. The internal variables are non performing loan, capital requirement, credit quality and bank size. Interest rate and inflation are chosen as macroeconomics variables.
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    Implementation of Basel II and Good Corporate Governance towards Risk Management In Indonesian Banking Industry
    (International Journal of Psychosocial Rehabilitation, Vol.24, Issue 02, 2020) Andriani Hapsari, Ajeng; Aji Sumantri, Muhammad Bayu; Mohd Saudi, Mohd Haizam; Henry, John
    This study aims to examine the effect of Basel Capital Accord and Good Corporate Governance regulations on Risk Management in Indonesian Banking. The Basel Capital Accord variable is obtained from the report of Directorate of Banking Research and Regulation of Bank Indonesia on Basel II Implementation in Indonesia, and GCG Variable is measured using self assessment method according to Bank Indonesia Circular Letter no. 9/12 / DPNP. The population of this study is all Indonesian banks listed on the Indonesia Stock Exchange during the period 2011 to 2016 with the method of panel data regression analysis. This research is descriptive verification research with Purposive Sampling method which is one of Non Probability Sampling method. From the results of the study it was found that the Minimum Capital Ratio and Operational Risk positively and significantly influence the management of credit risk banking. While Ratio of Capital Adequacy Ratio and Operational Risk have positive and significant impact to operational risk management. Credit Risk has a negative and significant effect on credit risk management as well as Capital Adequacy Ratio which negatively and significantly influence to operational risk management