Premi Penjaminan Simpanan Berbasis Risiko: Studi Kasus LPS Indonesia

Nizar, Muhammad Afdi and Mansur, Alfan (2019): Premi Penjaminan Simpanan Berbasis Risiko: Studi Kasus LPS Indonesia.

Abstract

This research aims to: (i) identify banking performance indicators that can potentially become the basis for risk-based deposit insurance premium in Indonesia, (ii) estimate risk-based deposit insurance rates for individual banks; and (iii) approximate the incurred costs of premium for individual banks. The results show that a number of banking performance indicators that can be used as the basis for risk-based deposit insurance premium encompass such as capital adequacy ratio (CAR), loan to deposit ratio (LDR), non-performing loans, (NPL), and cost to income ratio (CIR). CAR poses the largest weight of 48.48 per cent. Another result estimates the risk-based deposit insurance rates for individual banks ranging from 0.200 to 0.352 per cent per annum. The other result reveals that big banks do not always have a better risk management compared to small banks. Also, banks with a good risk management, indicated by low scores in this research, will burden the same premium costs either based on risk-based scheme or the current flat rate scheme.

• Item Type: MPRA Paper
• English Title: Risk-Based Deposit Insurance Premium: A Case Study of Indonesia Deposit Insurance Corporation (IDIC)
• Language: Indonesian
• Keywords: flat rate, deposit insurer, premium, banking restructuring, banks’ risk, risk-based
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General; C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C54 - Quantitative Policy Modeling; G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages; G - Financial Economics > G2 - Financial Institutions and Services > G28 - Government Policy and Regulation; G - Financial Economics > G3 - Corporate Finance and Governance > G30 - General

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