PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK
Document Type
Article
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
Recommended Citation
Zulverdi, Doddy; Gunadi, Imam; and Pramono, Bambang
(2006)
"PENGEMBANGAN MODEL PORTFOLIO BANK DENGAN MEMASUKKAN FAKTOR NILAI TUKAR DAN FAKTOR KONDISI MODAL BANK,"
Bulletin of Monetary Economics and Banking: Vol. 8:
No.
4, Article 2.
DOI: https://doi.org/10.21098/bemp.v8i4.147
Available at:
https://bulletin.bmeb-bi.org/bmeb/vol8/iss4/2
First Page
503
Last Page
528
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License
Country
Indonesia
Affiliation
Bank Indonesia
