The effect of market intervention policy through capping rate on credit growth

This research aims to analyze the impact of capping policy on the credit growth in the banking sector and the potential risk of insolvency. We use the dynamic panel data method on Indonesian data over January 2006 - November 2018. The results shows that monetary policy through reference interest...

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Main Authors: EC, Anung Herlianto, Sofilda, Eleonora, Hamzah, Muhammad Zilal, Ginting, Ari Mulianta
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2020
Online Access:http://journalarticle.ukm.my/17077/
http://journalarticle.ukm.my/17077/1/jeko_54%283%29-2.pdf
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author EC, Anung Herlianto
Sofilda, Eleonora
Hamzah, Muhammad Zilal
Ginting, Ari Mulianta
author_facet EC, Anung Herlianto
Sofilda, Eleonora
Hamzah, Muhammad Zilal
Ginting, Ari Mulianta
author_sort EC, Anung Herlianto
building UKM Institutional Repository
collection Online Access
description This research aims to analyze the impact of capping policy on the credit growth in the banking sector and the potential risk of insolvency. We use the dynamic panel data method on Indonesian data over January 2006 - November 2018. The results shows that monetary policy through reference interest rate (BI Rate) maintains the rate stability under normal conditions. However, in a state of shock, it shows that the policy was no longer effective in reducing the interest rate that deviates market far above the BI Rate. Therefore, a more ‘repressive’ policy is needed for the economy to continue to grow. Furthermore, the results show a policy mix between macroprudential (Central Bank) and micro-prudential (Financial Services Authority) authorities through the interaction between the BI Rate and capping. This is effective for maintaining interest stability in supporting target credit growth and minimizing risk of insolvency. The results also show that the direct interaction between macroprudential regulation and micro-prudential policy contribute to reducing the occurrence of credit shocks. Therefore, the coordination mechanism between BI and Financial Services Authority in determining interest rates needs to be regulated in a ‘rigid’ manner, in order to create synergies between monetary targets and macroeconomic conditions.
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spelling oai:generic.eprints.org:170772021-07-16T02:05:25Z http://journalarticle.ukm.my/17077/ The effect of market intervention policy through capping rate on credit growth EC, Anung Herlianto Sofilda, Eleonora Hamzah, Muhammad Zilal Ginting, Ari Mulianta This research aims to analyze the impact of capping policy on the credit growth in the banking sector and the potential risk of insolvency. We use the dynamic panel data method on Indonesian data over January 2006 - November 2018. The results shows that monetary policy through reference interest rate (BI Rate) maintains the rate stability under normal conditions. However, in a state of shock, it shows that the policy was no longer effective in reducing the interest rate that deviates market far above the BI Rate. Therefore, a more ‘repressive’ policy is needed for the economy to continue to grow. Furthermore, the results show a policy mix between macroprudential (Central Bank) and micro-prudential (Financial Services Authority) authorities through the interaction between the BI Rate and capping. This is effective for maintaining interest stability in supporting target credit growth and minimizing risk of insolvency. The results also show that the direct interaction between macroprudential regulation and micro-prudential policy contribute to reducing the occurrence of credit shocks. Therefore, the coordination mechanism between BI and Financial Services Authority in determining interest rates needs to be regulated in a ‘rigid’ manner, in order to create synergies between monetary targets and macroeconomic conditions. Penerbit Universiti Kebangsaan Malaysia 2020 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/17077/1/jeko_54%283%29-2.pdf EC, Anung Herlianto and Sofilda, Eleonora and Hamzah, Muhammad Zilal and Ginting, Ari Mulianta (2020) The effect of market intervention policy through capping rate on credit growth. Jurnal Ekonomi Malaysia, 54 (3). pp. 15-25. ISSN 0127-1962 https://www.ukm.my/fep/jem/content/2020-3.html
spellingShingle EC, Anung Herlianto
Sofilda, Eleonora
Hamzah, Muhammad Zilal
Ginting, Ari Mulianta
The effect of market intervention policy through capping rate on credit growth
title The effect of market intervention policy through capping rate on credit growth
title_full The effect of market intervention policy through capping rate on credit growth
title_fullStr The effect of market intervention policy through capping rate on credit growth
title_full_unstemmed The effect of market intervention policy through capping rate on credit growth
title_short The effect of market intervention policy through capping rate on credit growth
title_sort effect of market intervention policy through capping rate on credit growth
url http://journalarticle.ukm.my/17077/
http://journalarticle.ukm.my/17077/
http://journalarticle.ukm.my/17077/1/jeko_54%283%29-2.pdf