 The Study of Risk-Weighted Assets on the Effects of Loan Exposure Valuation towards Credit Default (an empirical study on middle and top local banks listed in Indonesia stock exchange period 2008–2012)Tigor Sitorus ()
Copernican Journal of Finance & Accounting, 2015, vol. 4, issue 2, 159-176 Abstract: This study aims at investigating and testing the mediated effect of risk-weighted assets on the effects of loan exposure valuation towards credit default at the local banks listed in Indonesian Stock Exchange from the period of 2008 to 2012. The Structural Equation Modelling by Amos Software 21.00 was used to analyze the data, and the result shows high goodness of fit while the simultaneous and individual tests generate significant result. The result of analysis shows that: (1) the loan exposure valuation does not give significantly positive influence to credit default; (2) the loan exposure valuation gives significantly positive influence to risk-weighted assets; (3) the risk-weighted assets give significantly positive influence to credit default. Therefore, the mediated effect of risk-weighted assets on the effects of loan exposure valuation towards credit default has more strength compared to the direct effect of loan exposure valuation to credit default. Keywords: Loan; Valuation; Risk (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:cpn:umkcjf:v:4:y:2015:i:2:p:159-176 Access Statistics for this article Copernican Journal of Finance & Accounting is currently edited by Leszek Dziawgo More articles in Copernican Journal of Finance & Accounting from Uniwersytet Mikolaja Kopernika |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.