Cite

1. Adrian and Shin. (2007). Financial System and Macroeconomic Resilience, Liquidity and Financial Cycles. 6th BIS Annual Conference, June 2007, Brunnen.10.2139/ssrn.1165583Search in Google Scholar

2. Ashraf, A., Hassan, M., Putnam, K., Turunen-Red, A., (2019) Prudential regulatory regimes, accounting standards, and earnings management in the banking industry, Bulletin of Monetary Economics and Banking, 21, 367-394.10.21098/bemp.v21i3.975Search in Google Scholar

3. Barberis, Nicolas. (2011). Psychology and the Financial Crisis of 2007-2008. Michael Haliassos ed., MIT Press, 2013.10.2139/ssrn.1742463Search in Google Scholar

4. ____ (2018). Psychology-based Models of Asset Prices and Trading Volume. Handbook of Behavioral Economics.Search in Google Scholar

5. Basel Committee for Bank Supervision (2008). Principles for Sound Liquidity Risk Management and Supervision. Bank for International Settlements Working Paper, September.Search in Google Scholar

6. ____ (2013a). Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools. Bank for International Settlements, JanuarySearch in Google Scholar

7. ____ (2013b). Liquidity Stress Testing: A Survey of Theory, Empirics and Current Industry and Supervisory Practices. Bank for International Settlements Working Paper, No. 24, October.Search in Google Scholar

8. ____ (2014). Basel III: The Net Stable Funding Ratio. Bank for International Settlements Working Paper, October.Search in Google Scholar

9. ____ (2016. Regulatory Consistency Assessment Programme (RCAP): Assessment of Basel III LCR regulations – Indonesia. Basel Committee on Banking Supervision.Search in Google Scholar

10. Blancer, Nicolas, Mitra, Srobona., Morsy, Hanan., Otani, Akira., Severo, Tiago., & Valderrama, Laura. (2013). Systemic Risk Monitoring (“SysMo”) Toolkit – A User Guide. IMF Working Paper, July.10.5089/9781484383438.001Search in Google Scholar

11. Breuer, Thomas, Jandaˇcka, Martin, Rheinberger, Klaus, & Summer, Martin. (2009). How to Find Plausible, Severe, and Useful Stress Scenario. International Journal of Central Banking, September.Search in Google Scholar

12. Brunnermeier, M. K., & Pedersen, L.H. (2008). Market Liquidity and Funding Liquidity. The Review of Financial Studies, 22 (6) : 2201–2238.10.1093/rfs/hhn098Search in Google Scholar

13. Borio, Claudio. (2009). Ten Propositions about Liquidity Crises. BIS Working Papers: 293.10.2139/ssrn.1511622Search in Google Scholar

14. Clerc, Laurent, Giovannini, Alberto, Langfield, Sam, Peltonen, Portes, Richard, & Scheicher, Martin. (2016). Indirect Contagion: The Policy Problem. European Systemic Risk Board Occasional Paper Series.10.2139/ssrn.3723340Search in Google Scholar

15. Cho, S., & Hahm, J. H. (2014). Foreign Currency Noncore Bank Liabilities and Macroprudential Levy in Korea. Emerging Markets Finance and Trade, 50(6), 5-18.10.1080/1540496X.2014.1013871Search in Google Scholar

16. Čihák, Martin. (2007). Introduction to Applied Stress Test. IMF Working Paper WP/07/59.10.5089/9781451866230.001Search in Google Scholar

17. Dang, Tri Vi, Gorton, Gary, & Holmström, Bengt. (2015). The Information Insensitivity of Security. Columbia University Working Paper.Deutsche Bank. (2016), Annual report 2016.Search in Google Scholar

18. De Bandt, Oliver., & Hartmann, Philipp. (2000). Systemic Risk: A Survey. European Central Bank Working Paper No. 35, November.10.2139/ssrn.258430Search in Google Scholar

19. Drehmann, Mathias & Juselius, Mikael (2013) Evaluating Early Warning Indicators of Banking Crises: Satisfying Policy Requirements. Bank for International Settlement Working Paper.10.1016/j.ijforecast.2013.10.002Search in Google Scholar

20. Diamond, Douglas W. & Dybvig, Philip H. (1983) Bank Runs, Deposit Insurance, and Liquidity. Journal of Political Economy, Vol. 91, No. 3, June, pp. 401-419.10.1086/261155Search in Google Scholar

21. Diamond, Douglas W. & Rajan, Raghuram (2001). Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking. Journal of Political Economy, Vol. 109, No. 2 (April 2001), pp. 287-327.10.1086/319552Search in Google Scholar

22. ____ (2005). Liquidity Shortage and Banking Crises. The Journal of Finance, Vol. LX, No. 2 (April 2005), pp. 615 – 647.10.1111/j.1540-6261.2005.00741.xSearch in Google Scholar

23. Duijm, Patty, & Wierts, Peter. (2014). The Effects of Liquidity Regulation on Bank Assets and Liabilities. Duisenberg School of finance - Tinbergen Institute Discussion PaperSearch in Google Scholar

24. Edwards, Franklin R., & Mishkin, Frederic S. (1995). The Decline of Traditional Banking: Implications for Financial Stability and Regulatory Policy. NBER Working Paper Series.10.3386/w4993Search in Google Scholar

25. Eichengreen, Barry. (2016). Hall of Mirrors: The Great Depression, the Great Recession, and the Uses-and Misuses-of History. Oxford University Press; Reprint edition (October 1, 2016).Search in Google Scholar

26. Ekananda, M., (2017) Macroeconomic condition and banking industry performance in Indonesia, Bulletin of Monetary Economics and Banking, 20, 71-98.10.21098/bemp.v20i1.725Search in Google Scholar

27. European Central Bank. (2008). EU Banks’ Liquidity Testing and Contingency Funding Plans. November.Search in Google Scholar

28. Gauthier, C., Souissi, M., & Liu, X. (2014). Introducing Funding Liquidity Risk in A Macro Stress-testing Framework. International Journal of Central Banking, 10(4), 105-141.Search in Google Scholar

29. Geithner, Timothy F. Final Written Testimony on Global Financial Crisis. Testimony to House of Financial Services Committee.Search in Google Scholar

30. Goodhart, Charles. (1999). Myths about the Lender of the Last Resort. International Finance 2:3, pp. 339-60.10.1111/1468-2362.00033Search in Google Scholar

31. Gorton, Gary & Metrick, Andrew. (2009a). Haircut. National Bureau of Economic Research Working Paper Series.Search in Google Scholar

32. Gorton, Gary & Metrick, Andrew. (2009b). Securitized Banking and the Run on Repo. National Bureau of Economic Research Working Paper Series.10.3386/w15223Search in Google Scholar

33. ____ (2012). Getting up to Speed on the Financial Crisis: A One-Weekend-Reader’s Guide. NBER Working Paper No. 17778.Search in Google Scholar

34. ____ (2018). Global Financial Crisis and Capital Markets. Yale School of Management Lecture Material.Search in Google Scholar

35. Hałaj, Grzegorz, & Kok, Christoffer. (2013). Assessing Interbank Contagion Using Simulated Networks. European Central Bank Working Paper.10.1007/s10287-013-0168-4Search in Google Scholar

36. Harun, Cicilia A., Wijayanti, Rani., Rachmanira, Sagita., & Nattan, R. Renanda., (2016). Macroprudential Liquidity Instrument: The Case of Indonesia. Bank Indonesia Working Paper, September.Search in Google Scholar

37. Heider, Florian, & Hoerova, Marie. (2009). Interbank Lending, Credit Risk Premia and Collateral. International Journal of Central Banking, Vol. 5, pp. 1-3910.2139/ssrn.1498988Search in Google Scholar

38. Hidayati, N.., Siregar, H., Pasaribu, S., (2017) Determinant of efficiency of the Islamic banking in Indonesia, Bulletin of Monetary Economics and Banking, 20, 29-48.10.21098/bemp.v20i1.723Search in Google Scholar

39. Hill, Hal. (2012). The Best of Times and the Worst of Times: Indonesia and Economic Crises. Australia National University Working Paper in Trade and Development No. 2012/13.Search in Google Scholar

40. Ibrahim, M., (2019) Capital regulation and Islamic banking performance: A panel evidence, Bulletin of Monetary Economics and Banking, 22, 47-68.10.21098/bemp.v22i1.1029Search in Google Scholar

41. Ibrahim, M.H., and Law, S.H., (2019) Financial intermediation costs in a dual banking system: The role of Islamic banking, Bulletin of Monetary Economics and Banking, 22, 531-552.10.21098/bemp.v22i4.1236Search in Google Scholar

42. International Monetary Fund. (2014). Bank Size and Systemic Risk. IMF Staff Discussion Note SDN 14/04, May.10.5089/9781498353922.002Search in Google Scholar

43. ____ (2017). Indoensia: Financial System Stability Assessment — Press Release and Statement by the Executive Director for Indonesia. IMF Country Report No. 17/152.10.5089/9781484303559.002Search in Google Scholar

44. Iriana, Reiny, & Sjoholm, Fredrik. (2002). Indonesia’s Economic Crisis: Contagion and Fundamentals. The Developin Economics, XL-2 (June 2002): 135-51.10.1111/j.1746-1049.2002.tb01004.xSearch in Google Scholar

45. Jobst, Andreas A., Ong, Li Lian, & Schmieder, Christian. (2017). Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems. IMF Working Paper.10.5089/9781475597240.001Search in Google Scholar

46. Jung, Y., Kim, S., & Yang, D. Y. (2017). Optimal macroprudential policies and house prices in Korea. Emerging Markets Finance and Trade, 53(11), 2419-2439.10.1080/1540496X.2017.1322503Search in Google Scholar

47. Karim, N., Al-Habshi, S., Abduh, M., (2016) Macroeconomics indicators and bank stability: A case of banking in Indonesia, Bulletin of Monetary Economics and Banking, 18, 431-448.10.21098/bemp.v18i4.609Search in Google Scholar

48. King, Brett. (2018). Bank 4.0: Banking Everywhere, Never at a Bank. Marshall Cavendish Business.10.1002/9781119506515Search in Google Scholar

49. Lee, M., Asuncion, R. C., & Kim, J. (2016). Effectiveness of macroprudential policies in developing Asia: an empirical analysis. Emerging Markets Finance and Trade, 52(4), 923-937.10.1080/1540496X.2015.1103137Search in Google Scholar

50. Levy-Yeyati, E., Martinez Peria, M. S., & Schmukler, S. L. (2010). Depositor behavior under macroeconomic risk: evidence from bank runs in emerging economies. Journal of Money, Credit and Banking, 42(4), 585-614.10.1111/j.1538-4616.2010.00300.xSearch in Google Scholar

51. Lucas, R. E. (1976, January). Econometric policy evaluation: A critique. In Carnegie-Rochester conference series on public policy (Vol. 1, pp. 19-46). North-Holland.10.1016/S0167-2231(76)80003-6Search in Google Scholar

52. Melecky, M., & Podpiera, A. M. (2012). Macroprudential stress-testing practices of central banks in central and southeastern Europe: Comparison and challenges ahead. Emerging Markets Finance and Trade, 48(4), 118-134.10.2753/REE1540-496X480407Search in Google Scholar

53. Muljawan, Dadang, Taruna, Aditya A. & Harun, Cicilia A. (2013). Banking Liquidity Redux. Bank Indonesia working paper.Search in Google Scholar

54. Mulyaningsih, T., Daly, A., Miranti, R., (2016) Nexus of competition and stability: Case of banking in Indonesia, Bulletin of Monetary Economics and Banking, 18, 333-350.10.21098/bemp.v18i3.555Search in Google Scholar

55. Purwono, R., Yasin, M., (2019) The convergence test of Indonesia banking inefficiency: Do macroeconomic indicators matter? Bulletin of Monetary Economics and Banking, 21, 123-137.10.21098/bemp.v21i1.946Search in Google Scholar

56. Sakti, M., Achsani, N., Syarifuddin, F., (2018) Online banking implementation: Risk mapping using ERM approach, Bulletin of Monetary Economics and Banking, 20, 279-306.10.21098/bemp.v20i3.824Search in Google Scholar

57. Schmieder, Christian, Hesse, Heiko, Neudorfer, Benjamin, Puhr, Claus, & Schmitz, Stefan W. (2012). Next Generation System-Wide Liquidity Stress Testing. IMF Working Paper.Search in Google Scholar

58. Schmidt, Lawrence, Timmermann, Allan, & Wermers, Russ. (20116). Runs on Money Market Mutual Funds. The American Economic Review, Vol. 106, No. 9 (September 2016), pp. 2625-265.10.1257/aer.20140678Search in Google Scholar

59. Schuermann, Til. (2014). Stress Testing Banks. International Journal of Forecasting.10.1016/j.ijforecast.2013.10.003Search in Google Scholar

60. Seung, H.L., Ho, S.M., Jong, H.L., Ji, H. B., Sejin, Y., & Dongkyu, C. (2013). Systemic Risk Assessment Model for Macroprudential Policy. Macroprudential Analysis Department, Bank of Korea.Search in Google Scholar

61. Stiglitz, Joseph E. and Andrew Weiss (1981). Credit Rationing in Markets with Imperfect Information. The American Economic Review, Vol. 71, No. 3 (Jun., 1981), pp. 393-410.Search in Google Scholar

62. Sunarmo, (2018) Market structure and competition of Islamic banking in Indonesia, Bulletin of Monetary Economics and Banking, 20, 307-324.10.21098/bemp.v20i3.855Search in Google Scholar

63. Tabak, B. M., Guerra, S. M., Miranda, R. C., & de Souza, S. R. S. (2012). Stress Testing Liquidity Risk: The Case of the Brazilian Banking System (No. 302).Search in Google Scholar

64. Taruna, Aditya A. & Harun, Cicilia A. (2016a). The Gap Identification of Bank Indonesia’s Stress Testing Framework and Bank of Korea’ System Risk Assessment: Diagnostic. Bank Indonesia Working Paper.Search in Google Scholar

65. Taruna, Aditya A. & Harun, Cicilia A. (2016b). The Estimation of Systemic Risk Indicators Using Threshold Logic. Bank Indonesia Working Paper.Search in Google Scholar

66. Taruna, Aditya A. & Harun, Cicilia A. (2017). Credit Risk Estimation Using Micro Risk Component. Bank Indonesia Working Paper.Search in Google Scholar

67. Tucker, Paul. (2019). Is the Financial System Sufficiently Resilient: A Research Programme and Policy Agenda. BIS Working Paper No. 792.Search in Google Scholar

68. Tirole, Jean. (2011). Illiquidity and All Its Friends. Journal of Economic Literature, Vol. 49, No. 2 (June 2011), pp. 287-325.10.1257/jel.49.2.287Search in Google Scholar

69. Wong, T. C., & Hui, C. H. (2009). A liquidity Risk Stress-testing Framework with Interaction between Market and Credit Risks. Available at SSRN 1370826.10.2139/ssrn.1370826Search in Google Scholar

70. Yang, L., & Yi, Y. (2019). Effectiveness of macroprudential policies under maturity mismatch. Emerging Markets Finance and Trade, 1-26.10.1080/1540496X.2019.1627194Search in Google Scholar

eISSN:
2336-9205
Language:
English
Publication timeframe:
3 times per year
Journal Subjects:
Business and Economics, Business Management, other