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The Behaviour of Banking Financial Stability in ASEAN‐5

Dwi Oktaviyanti and Muhammad Edhie Purnawan

Economic Papers, 2019, vol. 38, issue 4, 329-344

Abstract: This research is aimed at analysing the cyclicality of banking financial stability, the impact of bank ownership status, bank size group and macroprudential policies on banking financial stability (Z‐score) of ASEAN‐5 countries. The study implements generalised method of moments system estimator and bank‐level data (2011:Q1–2017:Q1). The result indicates that the banking financial stability shows countercyclical behaviour. While government ownership does not affect financial stability, it tends to increase credit risk. Large and small bank group do not have significant different risk‐taking behaviour. Loan‐to‐Value ratio does not affect financial stability but significantly mitigates credit risk. An increase in reserve requirement lowers financial stability.

Date: 2019
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Handle: RePEc:bla:econpa:v:38:y:2019:i:4:p:329-344