Penyesuaian Penyangga Modal dan Risiko Bank-Bank di Indonesia Sebagai Respon Terhadap Potensi Krisis Keuangan di Tengah Kondisi Ketidakpastian Global

Abstract

This study aims to analyze the impact of capital buffer adjustment and risk adjustment on systemic risk, using a sample of 18 banks in Indonesia, from 2006 to 2020. The results of this study indicate that risk adjustment has a positive effect on systemic risk, and capital buffer adjustment has a negative effect on systemic risk. The results of this study also show that risk adjustments and capital buffer adjustments, in response to a potential financial crisis in the midst of global uncertainty, have different impacts on systemic risk depending on global conditions.