PERILAKU PERBANKAN INDONESIA DALAM MENGHINDARI RISIKO KREDIT SETELAH KRISIS EKONOMI

Abstract

This research aimed to estimate the short run and long run (steady state) model on investment credit supply, which influenced on risk hindering behavior by banking, and taking banking regulation into model as an external shock. Analyzing on investment credit market is related with asymmetric information problem and dynamic decision. Using Autoregressive Distributed Lag Error Correction Model (ARDL-ECM) to analyze this behavior for long run model because all variables were integrated on different level I(0) and I(1). This behavior was influenced by real interest rate on rupiah investment credit, expected on real interest rate on rupiah investment credit, and inflation in short and long run. Banking regulation was influenced the credit risk hindering behavior on banking, and on average, every change in explanatory variables need 56 days by banking to adjust their behavior on investment credit supply.