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"We analyze the impact of universal banking on the real economy, by comparing the performance of a benchmark linear VAR model with a nonlinear projection process (Jordà, 2005) which tracks shocks asymmetries. We divide bank shocks into two categories—i.e., credit (loans) and fee-based shocks—and show that, based on U.S. data, fee-based shocks seem to have a significant feedback effect on real GDP and on the stock market. Bank fee-based activities are more sensitive to external shocks than traditional business lines (loans) and, more importantly, they are responsible for most of the feedback effects from the banking sector to the real economy and stock markets—especially during crises. Our results also indicate that in normal times, even if nonlinearities are less at play, the feedback effects remain significant, particularly since the 1997 regulatory changes."

"Saat ini perbankan syariah di Indonesia sedang berada pada persepsi negatif masyarakat yang menganggap bank syariah sama dengan bank konvensional. Salah satu penyebab utama anggapan masyarakat ini adalah karena bank syariah masih menggunakan suku bunga konvensional sebagai benchmark dalam menetapkan mark-up (marjin) pembiayaannya. Tesis ini bertujuan untuk mendapatkan alternatif pricing benchmark yang tidak mengandung unsur nonhalal (Islamic Pricing Benchmark) untuk dapat digunakan oleh perbankan syariah. Penelitian ini merupakan penelitian kuantitatif dengan metode simulasi dinamis stress testing. Tesis ini membahas beberapa usulan alternatif pricing benchmark yang disimulasikan pada beberapa bank sampel untuk melihat dampaknya pada profitabilitas dan permodalan bank. Hasil simulasi dinamis stress testing ini dijadikan sebagai referensi untuk menentukan alternatif pricing benchmark yang sesuai untuk diterapkan oleh perbankan syariah dengan mempertimbangkan akseptabilitas di industri perbankan syariah dan potensi pertumbuhan bank syariah di masa depan.

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Currently, Islamic banking in Indonesia is facing a negative public perception who position Islamic banks similar to conventional banks. One of the main causes of this public perception is that Islamic banks still use conventional interest rate benchmark to price (mark-up/margin) their financing. The purpose of this thesis is to find an alternative pricing benchmark (Islamic Pricing Benchmark) which does not contain non-halal elements and applicable for Islamic banks. This research is a quantitative research with a dynamic stress testing method. Technically, it explores some of the pricing benchmark alternatives which are simulated to some sample banks. The output of this stress testing simulation will be treated as a reference to determine appropriate pricing benchmark to be implemented in Islamic banks by considering its acceptability in Islamic banking industry and Islamic banks? growth prospect in the future."

"The ratio of Non-Performing Loan (NPL) and Capital Adequacy Ratio (CAR) is still a measure of bank soundness in various countries including Indonesia. Interdependence across bank condition, diversity of the size, market structure within banking industry, and macroeconomic variables, may be very complex and dynamic. This paper utilizes the advantage of PVAR model on capturing this complexity to analyze the dynamic relationship between the macroeconomic variables and the soundness of the banks.The result shows NPL of banks with small asset will increases rapidly when interest rate fluctuates. For banks with large asset, the increase in interest rates leads to larger reduction on their CAR. On the other hand, the result show banks with smaller capital are less able to adapt quickly to an increase in NPL due to exchange rate depreciation, therefore banks with smaller capital should be cautious about the exchange rate risk."

"Penelitian ini bertujuan untuk mengidentifikasi dampak konsentrasi kepemilikan bank terhadap risiko perbankan di Indonesia. Konsentrasi kepemilikan bank ditandai dengan tingginya komposisi saham yang dimiliki oleh satu pihak pemegang saham. Tingkat konsentrasi dibagi menjadi tiga level: (1) < 20%; (2) 20%-50%; (3) > 50%. Berdasarkan estimasi data panel terhadap individu bank di Indonesia, ditemukan bahwa tingginya konsentrasi kepemilikan bank akan meningkatkan risiko perbankan dan secara rata-rata bank dengan pemilik yang terkonsentrasi pada level 3 memiliki tingkat risiko paling besar diantara dua level konsentrasi lainnya. Selain itu, penelitian ini ikut mengkaji tingkat risiko jenis-jenis bank di Indonesia dimana jumlah bank dengan jenis Bank Umum Swasta Nasional yang banyak akan meningkatkan risiko perbankan.

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This study aims to identify the impacts of bank ownership concentration on banking risk in Indonesia. The ownership concentration is characterized by the high composition of shares that is held by one shareholder. The concentration is classified into three levels: < 20%; 20%-50%; > 50%. Based on panel data estimation using 115 banks from 2008-2017, it was found that higher concentration of ownership would increase the banking risk. Banks with ownership concentration on level 2 are riskier than the other levels. This study also examines the risk of specific types of Indonesia banking sector. The large number of National Private Commercial Bank tend to increase the banking risk."

"Krisis keuangan di Amerika Serikat yang dikenal dengan Subprime Mortgages telah memicu tsunami global, yang kembali mengkoreksi perekonomian dunia. Bagi Indonesia, sebenarnya dampak langsung dari krisis Subprime Mortgage tidak terlalu besar karena dinamika pasar modal di Indonesia sangat didorong oleh emiten (perusahaan) yang berbasis pada komoditas pertambangan dan perkebunan. Artinya, dinamika pasar modal yang disokong oleh pergerakan drastis beberapa perusahaan saja, telah menopang dinamika ekonomi secara umum. Seperti bursa-bursa dunia Iainnya yang terkena lmbas krisis finansial Arnerika, Bursa Efek Indonesia memberlakukan kebijakan auto rejection guna menjaga stabilitas harga-harga di bursa, Penelitian ini ditujukan untuk mengetahui pengaroh implementasi kebijakan auto rejection terhadap saham-saham pertambangan dan perbankan dalam kelompok indeks BISNIS-27. Hasil penelitian menunjukkan:(1) Secara individual dengan menggunakan sampel dari saham pertambangan dan saham perbankan yang tergabung dalam Kelompok Indeks BISNIS-27 terdapat perubahan harga saham pada saat penerapan kebijakan auto rejection; (2) Secara individual dengan menggunakan sampel dari saham pertambangan dan saham perbankan yang tergabung dalam Kelompok lndeks BISNIS-27 terdapat perubahan volatilitas harga saham pada saat penerapan kebijakan auto rejection; (3) Secara agregat dengan menggunakan sampel dari saham pertambangan dan saham perbankan yang tergabung dalam Kelompok Indeks BISNJS-27 terdapat perubahan pertumbuhan (growth) harga saham pada saat penerapan kebijakkan auto rejection.

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The financial crisis in the United States, known as Subprime Mortgages, has triggered a global tsunami, which again corrected the world economy. For Indonesia, in fact the direct impact of the Subprime Mortgage crisis was not too big because the dynamics of the capital market in Indonesia was strongly driven by issuers (companies) based on mining and plantation commodities. This means that the dynamics of the capital market, supported by the drastic movements of a few companies, have underpinned the dynamics of the economy in general. Like other world exchanges that were affected by the international financial crisis, the Indonesia Stock Exchange implemented an auto rejection policy to maintain the stability of prices on the exchange. -27. The research results show:

(1) Individually using a sample of mining stocks and banking stocks that are members of the BISNIS-27 Index Group, there is a change in stock prices when the auto rejection policy is implemented;

(2) Individually by using a sample of mining stocks and banking stocks that are members of the BISNIS-27 Index Group, there is a change in stock price volatility when the auto rejection policy is implemented;

(3) In aggregate using a sample of mining stocks and banking stocks that are members of the BISNIS-27 Index Group, there is a change in share price growth when the auto rejection policy is implemented."

"Industri perbankan menjadi salah satu sektor yang memimpin dalam penggunaan teknologi informasi. Salah satunya adalah layanan keuangan digital dalam bentuk aplikasi mobile banking. Penelitian ini bertujuan untuk mengetahui pengaruh aplikasi mobile banking terhadap profitabilitas perbankan Indonesia. Penelitian ini menggunakan data panel dari 12 bank di Indonesia yang sudah memiliki aplikasi mobile banking dan diolah menggunakan metode random effect model selama periode 2006-2013. Hasil penelitian menunjukkan bahwa aplikasi mobile banking memiliki hubungan positif dengan profitabilitas tetapi tidak signifikan. Hubungan positif ini dapat mendorong perbankan untuk menghadirkan keuangan inklusif melalui layanan keuangan digital di Indonesia.

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The banking industry has become one of the leading sectors in using the information technology; or instance digital finance service in the form of mobile banking application. This study discusses the impact of mobile banking application on Indonesian banking profitability. The study used panel data of 12 banks in Indonesia which have mobile banking application and was processed using the random effect model within the 2006 to 2013 period. The results show that the mobile banking application has a positive relationship with profitability although not significant. This positive relationship can encourage banks to enhance their profitability performance, since it may increase people participation in banking and financial systems."

"This paper presents an application of the Discrete Kirchhoff-Mindlin Triangular (DKMT) element for error estimation in composite structures. The DKMT element passed the patch tests and gave good results in many plate bending applications. The DKMT element formulation in composite application uses the same technique as the Discrete Kirchhoff-Mindlin Quadrilateral (DKMQ) composite introduced. The benchmark tests for composite plates have been analyzed, as validation, using the methods employed by Srinivas (1973) and Pagano (1970). The DKMT plate bending element gave a good performance in convergence tests and can be used as one of tools in analyzing composite structures. Moreover, error estimation using various recovery methods such as Averaging, Projection and Superconvergent Patch Recovery (SPR) has been studied. All recovery methods used give similar results."

"ABSTRACTThis paper empirically assesses the relation between bank performance and capital regulation for Islamic banks from 13 countries and evaluates whether the relation varies with bank size, capital, and liquidity. We find small Islamic banks to be less stable and less profitable, they also cut lending growth as capital regulation becomes more stringent. The stability and lending growth of big Islamic banks are, however, directly related to capital regulation. Further, capital regulation adversely affects the profitability of Islamic banks with low liquidity and high capital holdings. While capital regulation is needed, it should not be adopted in a blanket manner for all Islamic banks."