Mencegah Gejolak Keuangan dengan Manajemen Risiko Likuiditas Perbankan
DOI:
https://doi.org/10.26740/bisma.v4n2.p145-153Keywords:
liquidity risk, risk management, stress testing, contingency funding planAbstract
Sound liquidity risk management is needed to deal with the impact of liquidity risk that can bring contagion effects that threatens the financial system stability of a country. This study aims to analyze the necessary issues in liquidity risk management in Indonesia, which emphasized on four pillars. The main pillars of the bank's liquidity risk management include active oversight board of commissioners and directors; policies, procedures, and liquidity risk limits; liquidity risk management process; and internal control systems.References
Allen, Franklin dan Douglas Gale. 2000. Financial Contagion. Journal of Political Economy, Vol. 108, No. 1, pp. 1-33.
Anas, E., & Mounira, B. A. 2008. Managing Risks and Liquidity in an Interest Free Banking Framework: The Case of the Islamic Banks. International Journal of Business and Management , 80-95.
Bank for International Settlements. 2008. Liquidity Risk: Management and Supervisory Challenges. Basel Committee on Banking Supervision
_________. 2009. Principles for Sound Stress Testing Practices and Supervision.
_________. 2010. Sound Practices for Managing Liquidity in Banking Organisations. Basel Committee on Banking Supervision.
Bank Indonesia. 2007. Booklet Stabilitas Sistem Keuangan. Jakarta.
_________. 2009. Consultatif Paper, Manajemen Risiko Likuiditas Untuk Perbankan di Indonesia. Direktorat Penelitian dan Pengaturan Perbankan.
Davis, Phillip E. 2008. Liquidity, Financial Crises and the Lender of Last Resort”How Much of a Departure is the Sub-prime Crisis? A chapter in Lessons from the Financial Turmoil of 2007 and 2008. Reserve Bank of Australia.
Dedu, Vasile dan Dan Costin NIÈšESCU. 2012. Basel III Between Global Thinking and Local Acting. Theoretical and Applied Economics, Volume XIX, No. 6(571), pp. 5-12.
Diamond, D. W. dan Dybvig P. H. 1983. Bank Runs, Deposit Insurance, and Liquidity. Journal of Political Economy 91 (3): 401419.
Diamond, Douglas W. Dan Raghuram G. Rajan. 2001. Banks and Liquidity. The American Economic Review, Vol. 91, No. 2, Papers and Proceedings of the Hundred Thirteenth Annual Meeting of the American Economic Association (May, 2001), pp. 422-425.
Freixas, Xavier, Bruno M. Parigi, dan Jean-Charles Rochet. 2000. Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. Journal of Money, Credit and Banking, Vol. 32, No. 3, Part 2: What Should Central Banks Do?, pp. 611-638.
Furfine, Craig H. 2003. Interbank Exposures: Quantifying the Risk of Contagion. Journal of Money, Credit and Banking, Vol. 35, No. 1, pp. 111-128.
Ismal, Rifki. 2011. Depositors' Withdrawal Behavior in Islamic Banking: Case of Indonesia. Humanomics, Vol. 27 Iss: 1 pp. 61 76.
Matz, Leonard M. 2011. Liquidity Risk Management. Issue 1, preceding p9-1-9-67. 68p.
Schinasi, Garry. 2006. Safeguarding of Financial Stability: Theory and Practice. (Washington: International Monetary Fund).
Simorangkir, Iskandar. 2011. Penyebab Bank Runs di Indonesia: Bad Luck atau Fundamental? Buletin Ekonomi Moneter dan Perbankan, Juli 2011.
Strahan, Philip E. 2012. Liquidity Risk and Credit in the Financial Crisis. FRBSF Economic Letter: 2012-15.
Taylor, Charles. 2009. Managing Systemic Risk. Briefing Paper #11. Financial Reform Project.
Valužis, M. dan T. Židuļina. 2009. Bank Liquidity Risk and Its Contagion Effects in The Baltic Financial Sector. Scientific Journal of Riga Technical University, Volume 18.
Anas, E., & Mounira, B. A. 2008. Managing Risks and Liquidity in an Interest Free Banking Framework: The Case of the Islamic Banks. International Journal of Business and Management , 80-95.
Bank for International Settlements. 2008. Liquidity Risk: Management and Supervisory Challenges. Basel Committee on Banking Supervision
_________. 2009. Principles for Sound Stress Testing Practices and Supervision.
_________. 2010. Sound Practices for Managing Liquidity in Banking Organisations. Basel Committee on Banking Supervision.
Bank Indonesia. 2007. Booklet Stabilitas Sistem Keuangan. Jakarta.
_________. 2009. Consultatif Paper, Manajemen Risiko Likuiditas Untuk Perbankan di Indonesia. Direktorat Penelitian dan Pengaturan Perbankan.
Davis, Phillip E. 2008. Liquidity, Financial Crises and the Lender of Last Resort”How Much of a Departure is the Sub-prime Crisis? A chapter in Lessons from the Financial Turmoil of 2007 and 2008. Reserve Bank of Australia.
Dedu, Vasile dan Dan Costin NIÈšESCU. 2012. Basel III Between Global Thinking and Local Acting. Theoretical and Applied Economics, Volume XIX, No. 6(571), pp. 5-12.
Diamond, D. W. dan Dybvig P. H. 1983. Bank Runs, Deposit Insurance, and Liquidity. Journal of Political Economy 91 (3): 401419.
Diamond, Douglas W. Dan Raghuram G. Rajan. 2001. Banks and Liquidity. The American Economic Review, Vol. 91, No. 2, Papers and Proceedings of the Hundred Thirteenth Annual Meeting of the American Economic Association (May, 2001), pp. 422-425.
Freixas, Xavier, Bruno M. Parigi, dan Jean-Charles Rochet. 2000. Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. Journal of Money, Credit and Banking, Vol. 32, No. 3, Part 2: What Should Central Banks Do?, pp. 611-638.
Furfine, Craig H. 2003. Interbank Exposures: Quantifying the Risk of Contagion. Journal of Money, Credit and Banking, Vol. 35, No. 1, pp. 111-128.
Ismal, Rifki. 2011. Depositors' Withdrawal Behavior in Islamic Banking: Case of Indonesia. Humanomics, Vol. 27 Iss: 1 pp. 61 76.
Matz, Leonard M. 2011. Liquidity Risk Management. Issue 1, preceding p9-1-9-67. 68p.
Schinasi, Garry. 2006. Safeguarding of Financial Stability: Theory and Practice. (Washington: International Monetary Fund).
Simorangkir, Iskandar. 2011. Penyebab Bank Runs di Indonesia: Bad Luck atau Fundamental? Buletin Ekonomi Moneter dan Perbankan, Juli 2011.
Strahan, Philip E. 2012. Liquidity Risk and Credit in the Financial Crisis. FRBSF Economic Letter: 2012-15.
Taylor, Charles. 2009. Managing Systemic Risk. Briefing Paper #11. Financial Reform Project.
Valužis, M. dan T. Židuļina. 2009. Bank Liquidity Risk and Its Contagion Effects in The Baltic Financial Sector. Scientific Journal of Riga Technical University, Volume 18.
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Published
2018-06-06
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Permatasari, I. (2018). Mencegah Gejolak Keuangan dengan Manajemen Risiko Likuiditas Perbankan. BISMA (Bisnis Dan Manajemen), 4(2), 145–153. https://doi.org/10.26740/bisma.v4n2.p145-153
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