Abstrak RSS

THE EFFECT OF COMPETITION ON SYSTEMIC RISK IN INDONESIAN BANKING INDUSTRIES

THE EFFECT OF COMPETITION ON SYSTEMIC RISK IN INDONESIAN BANKING INDUSTRIES
GIANTI HAIDI MAZAYA
Unpad
Inggris
Unpad
, , , ,

The objective of this research is to determine the effect of the banking competition
level on the systemic risk in Indonesia for the period of 2008-2017. Panzar-Rosse
Model is used to measure degree of competition and conditional value at risk
method is used to measure a systemic risk. The research shows a positive
relationship between the degree of banking competition and the systemic risk. The
higher level of banking competition increases the level of systemic risk.