An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016

This paper studies the Loan Loss Provisioning behavior by banks in Indonesian for the period 2011 through 2000. We test the X-efficiencies, Z-score, Macroeconomic Variable, Income smoothing and Capital management hypothesis. This study concludes that LLP is influenced by more than one factor. There...

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Main Author: Wu, Zihang
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/45807/
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author Wu, Zihang
author_facet Wu, Zihang
author_sort Wu, Zihang
building Nottingham Research Data Repository
collection Online Access
description This paper studies the Loan Loss Provisioning behavior by banks in Indonesian for the period 2011 through 2000. We test the X-efficiencies, Z-score, Macroeconomic Variable, Income smoothing and Capital management hypothesis. This study concludes that LLP is influenced by more than one factor. There is a significant positive relationship between X-efficiencies and LLP, Z-score has a significant negative related with LLP, Macroeconomic variables only unemployment rate significantly negative associated with LLP. There is a countercyclical of loan loss provisions in Indonesian banks. Besides that, we find management of banks adopt income smoothing to manipulate their earning in Indonesian banks. Also, the management of banks with higher capital use capital ratio to boost their capital.
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spelling nottingham-458072018-04-17T15:17:32Z https://eprints.nottingham.ac.uk/45807/ An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016 Wu, Zihang This paper studies the Loan Loss Provisioning behavior by banks in Indonesian for the period 2011 through 2000. We test the X-efficiencies, Z-score, Macroeconomic Variable, Income smoothing and Capital management hypothesis. This study concludes that LLP is influenced by more than one factor. There is a significant positive relationship between X-efficiencies and LLP, Z-score has a significant negative related with LLP, Macroeconomic variables only unemployment rate significantly negative associated with LLP. There is a countercyclical of loan loss provisions in Indonesian banks. Besides that, we find management of banks adopt income smoothing to manipulate their earning in Indonesian banks. Also, the management of banks with higher capital use capital ratio to boost their capital. 2017-09-12 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/45807/1/dissertation.pdf Wu, Zihang (2017) An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016. [Dissertation (University of Nottingham only)] Loan loss provisions income smoothing X-efficiency Z-score capital management macroeconomic variables
spellingShingle Loan loss provisions
income smoothing
X-efficiency
Z-score
capital management
macroeconomic variables
Wu, Zihang
An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016
title An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016
title_full An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016
title_fullStr An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016
title_full_unstemmed An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016
title_short An analysis of Loan Loss Provisioning (LLP) behavior in Indonesian Banking from 2011 to 2016
title_sort analysis of loan loss provisioning (llp) behavior in indonesian banking from 2011 to 2016
topic Loan loss provisions
income smoothing
X-efficiency
Z-score
capital management
macroeconomic variables
url https://eprints.nottingham.ac.uk/45807/