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Pengaruh pergerakan berbagai jenis nilai suku bunga [SBI, JIBOR, Premi SWAP] dan USD terhadap perubahan volume transaksi SWAP di Indonesia

Interest rate and exchange rate are the most important variable in the economics life each country, which are change everyday. And the swap is one of a vehicle for hedging interest rate and exchange rate risk, which is growth rapidly since introduced because it's simple and easy to be used. This research tries to find out the relationship among the changes of several interest rates, between the changes of USD and the changes of SBI rate and swap rate, also the affect of those variable changes to the volume of swap transaction changes; so couId provide information about the tool of derivative swap to solve the problem caused of interest rate and exchange rate volatility risks. To find out the interest rates and exchange volatility rate, this research count with using the classical logarithmic volatility. And to find out the relationship among variables, this reseach use granger causality. At last, to find out which variables who affect the volume of swap transaction changes, this reseach use muItivariable regression.
The resuIts show that the volatility of variables affected a high economics' risks. Those risk affect volume of swap transation in Indonesia. Variables which straightly affect the volume of swap transaction changes are JIBORs' rate changes and USD changes. Those are negatively effect, means that when JIBOR and USD change negatively affected a growth of transaction swaps' volume up.
It is concluded that to use swap mechanism based to JIBOR rate and USD changes, without ignoring other interest rates changes and other factors which couId affeted the risks' rate in Indonesia.

Ketersediaan

Informasi Detail

Judul Seri

No. Panggil

332.645 HAM p

Penerbit

Bandung : Program Studi Magister Manajemen Universitas Katolik Parahyangan., 2004

Deskripsi Fisik

58 p. : il. ; 29 cm

Bahasa

Indonesia

ISBN/ISSN

-

Klasifikasi

332.645

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

SUKU BUNGA

Info Detail Spesifik

94399T/DIG - PMM

Pernyataan Tanggungjawab

Marince R. Hambali

Versi lain/terkait

Lampiran Berkas

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