期刊名称：Journal of Central Banking Theory and Practice
电子版ISSN：2336-9205
出版年度：2020
卷号：9
期号：2
页码：155-182
DOI：10.2478/jcbtp-2020-0018
语种：English
出版社：Sciendo
摘要：In determining its Domestic Systemic Important Banking (D-SIB), Indonesia implemented the Global Systemic Important Banking (G-SIB) based on three of five indicators, those being size, interconnectedness, and complexity. Both the G-SIB and the Indonesian D-SIB use an equal weight for each indicator, that is, 1/5 and 1/3 respectively. However, the weight could be modified by using the eigenvector of the Principal Component Analysis (PCA). We showed that this new weighting system was better than the official weighting system (referred to in this paper as the POJK approach) based on the Financial Services Authority (OJK) regulation No.46/POJK.03/2015.
关键词：Eigenvectors;Indonesia;Principal Component Analysis;Systemic Important Banking;Weighting
