Tingkat Persaingan Bank dan Risiko Sistemik Perbankan: Kasus Indonesia


  • Buddi Wibowo Fakultas Ekonomi dan Bisnis, Universitas Indonesia
  • Andree Prasetyo Siantoro Fakultas Ekonomi dan Bisnis, Universitas Indonesia




Abstrak. Penelitian ini bertujuan untuk menguji pengaruh tingkat persaingan bank terhadap risiko sistemik perbankan di Indonesia untuk periode 2010-2014. Dengan menggunakan metode Lerner Index sebagai pengukuran tingkat persaingan bank dan metode Merton's distance-to-default sebagai basis pengukuran risiko sistemik, hasil riset menunjukan tingkat persaingan individual bank secara signifikan berpengaruh negatif terhadap risiko sistemik perbankan Indonesia. Semakin rendah tingkat konsentrasi pasar perbankan akan menurunkan tingkat risiko sistemik. Tingginya tingkat persaingan bank mendorong bank-bank untuk mendiversifikasikan risiko-risikonya sehingga menyebabkan sistem perbankan semakin kokoh.

Kata kunci: Risiko sistemik, persaingan bank, distance-to-default, lerner index, profitabilitas

Abstract. The objective of this research is to measure the effect of individual bank competitiveness on bank systemic risk in Indonesia during 2010-2014. Using Lerner Index to measure bank degree of competitiveness and Merton's distance-to-default to measure systemic risk, result a significant negative relationship between bank degree of competitiveness and systemic risk. The less concentrated of banking market cause systemic risk reduction. The greater bank degree of competitiveness encourages banks to take more diversified risks, causes a fragile banking system.

Keywords: Systemic risk, bank competition, distance-to-default, lerner index, profitability


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Author Biographies

Buddi Wibowo, Fakultas Ekonomi dan Bisnis, Universitas Indonesia

Department of Management Senior Researcher

Andree Prasetyo Siantoro, Fakultas Ekonomi dan Bisnis, Universitas Indonesia

Departemen Manajemen, Junior Researcher


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How to Cite

Wibowo, B., & Siantoro, A. P. (2018). Tingkat Persaingan Bank dan Risiko Sistemik Perbankan: Kasus Indonesia. Jurnal Manajemen Teknologi, 17(3), 166–179. https://doi.org/10.12695/jmt.2018.17.3.1