{"title":"2007年后金融危机和2016年后金融技术颠覆后市场风险在印尼银行财务绩效中的作用","authors":"Herman Karamoy, Hizkia H. D. Tasik","doi":"10.37394/232015.2023.19.60","DOIUrl":null,"url":null,"abstract":"The 2007-8 financial crisis and the 2016 technology disruption have motivated investors to be more aware of the financial performance of the banks in Indonesia. This study attempts to examine the strength of market risk post the financial crisis and financial technology disruption. To our knowledge, this is the first study to examine the advancement of market risk in the Indonesian banking industry following the crisis and disruption. Literature has shown that the role of market risk in other countries accentuates after the crisis. Using panel data from forty-nine banks listed in the Indonesia stock exchange during the 2009 – 2020 period, this study concentrates on the role of Market Risk Indicators (MRIs) in financial performance. The findings suggest that MRIs alter the profitability indicators. The effect of MRIs becomes more robust as moving further away from 2007. Additionally, there is no evidence that NIM has become a tool to manage risk.","PeriodicalId":53713,"journal":{"name":"WSEAS Transactions on Environment and Development","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Present Role of Market Risks in the Financial Performance of Indonesian Banks Post-2007 Financial Crisis and Post-2016 Financial Technology Disruption\",\"authors\":\"Herman Karamoy, Hizkia H. D. Tasik\",\"doi\":\"10.37394/232015.2023.19.60\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The 2007-8 financial crisis and the 2016 technology disruption have motivated investors to be more aware of the financial performance of the banks in Indonesia. This study attempts to examine the strength of market risk post the financial crisis and financial technology disruption. To our knowledge, this is the first study to examine the advancement of market risk in the Indonesian banking industry following the crisis and disruption. Literature has shown that the role of market risk in other countries accentuates after the crisis. Using panel data from forty-nine banks listed in the Indonesia stock exchange during the 2009 – 2020 period, this study concentrates on the role of Market Risk Indicators (MRIs) in financial performance. The findings suggest that MRIs alter the profitability indicators. The effect of MRIs becomes more robust as moving further away from 2007. Additionally, there is no evidence that NIM has become a tool to manage risk.\",\"PeriodicalId\":53713,\"journal\":{\"name\":\"WSEAS Transactions on Environment and Development\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-06-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"WSEAS Transactions on Environment and Development\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.37394/232015.2023.19.60\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Social Sciences\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"WSEAS Transactions on Environment and Development","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37394/232015.2023.19.60","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Social Sciences","Score":null,"Total":0}
The Present Role of Market Risks in the Financial Performance of Indonesian Banks Post-2007 Financial Crisis and Post-2016 Financial Technology Disruption
The 2007-8 financial crisis and the 2016 technology disruption have motivated investors to be more aware of the financial performance of the banks in Indonesia. This study attempts to examine the strength of market risk post the financial crisis and financial technology disruption. To our knowledge, this is the first study to examine the advancement of market risk in the Indonesian banking industry following the crisis and disruption. Literature has shown that the role of market risk in other countries accentuates after the crisis. Using panel data from forty-nine banks listed in the Indonesia stock exchange during the 2009 – 2020 period, this study concentrates on the role of Market Risk Indicators (MRIs) in financial performance. The findings suggest that MRIs alter the profitability indicators. The effect of MRIs becomes more robust as moving further away from 2007. Additionally, there is no evidence that NIM has become a tool to manage risk.
期刊介绍:
WSEAS Transactions on Environment and Development publishes original research papers relating to the studying of environmental sciences. We aim to bring important work to a wide international audience and therefore only publish papers of exceptional scientific value that advance our understanding of these particular areas. The research presented must transcend the limits of case studies, while both experimental and theoretical studies are accepted. It is a multi-disciplinary journal and therefore its content mirrors the diverse interests and approaches of scholars involved with sustainable development, climate change, natural hazards, renewable energy systems and related areas. We also welcome scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations.