Market Reaction on Banking performance after Basel 3 Regulation Announcement

T, Yosua Leonard (2022) Market Reaction on Banking performance after Basel 3 Regulation Announcement. S1 thesis, UNIVERSITAS ATMA JAYA YOGYAKARTA.

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Abstract

The Asian financial crisis was a period of financial crisis that gripped much of East Asia and Southeast Asia beginning in July 1997 and raised fears of a worldwide economic meltdown due to financial contagion. So, in order to combat such crisis Basel 3 Regulation was created to reduce the risk of future liquidity shocks. However due to the increase of capital buffer required by the regulation banks might have a smaller amount of capital for their operational funds. The purpose of this study is to analyze the impact of Basel 3 regulation to market reaction based on banks performance. This study uses banks in Indonesia for the sample that was listed in IDX before 2010, since the regulation was announced in 2011, and the market data for 2015-2017 in the duration before Basel 3 and 2018- 2020 for after the finalization of the regulation. the analytical tool used is 2 simple regression and z-statistic to compare both models. The result of this study shows that there is no significant difference in the market reaction after the Basel 3 regulation announcement.

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