NAVIGATING BANK LIQUIDITY IN INDONESIA: AN EXAMINATION OF INFLUENTIAL FACTORS AND THEIR SHIFT AMIDS COVID-19

Taufik Eko Hidayanto, Kusdhianto Setiawan, Sivilekonom., Ph.D.

2024 | Tesis | S2 MANAJEMEN (MM) JAKARTA

Studi ini menyelidiki pengaruh faktor internal dan eksternal terhadap likuiditas bank di Indonesia selama pandemi COVID-19. Faktor internal yang diteliti adalah Return on Asset (ROA), Total Aset, dan Non-Performing Loan (NPL), semenara faktor eksternal meliputi Produk Domestik Bruto (GDP) Riil dan Uang Beredar (M2). Model Liquidity Coverage Ratio (LCR)dan Net Stable Funding Ratio (NSFR) yang digunakan dalam studi ini menunjukan perubahan signifikan dalam hubungan antar faktor selama pandemi. Temuan studi ini menunjukan bahwa pandemi telah memengaruhi likuiditas bank di Indonesia dan faktor-faktor yang terkait, sehingga berdampak pada sektor perbankan secara keseluruhan di Indonesia. Studi ini diakhiri dengan merekomendasikan penelitian lebih lanjut untuk mengeksplorasi perubahan ini dan strategi untuk mengelola risiko likuiditas selama krisis global

This study investigates the influence of internal and external factors on the liquidity of banks in Indonesia during COVID-19 pandemic. The internal factors examined are Return on Assets (ROA), Total Assets, and Non-Performing Loans (NPL), while the external factors include Real Gross Domestic Product (GDP) and Money Supply (M2). The Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) model used in the study revealed significant changes in these relationships during the pandemic. The findings indicate that the pandemic has influenced the liquidity of Indonesian banks and the factors affecting it, thereby impacting the overall banking sector in Indonesia. This study concludes by recommending further research to explore these changes and strategies to manage liquidity risk during global crisis

Kata Kunci : Bank Liquidity, LCR, NSFR, COVID-19 Pandemic, Indonesian Bank