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Determinan Capital Buffer: Kajian Empirik Industri Perbankan Nasional

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(1)

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(2)

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(3)

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(4)

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(5)

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(6)

& ((( . . # # " " " # . 0 # % # " . " # " " 2 . # " " # " " # # # " " . . # # " " % # " . . # " * # # # " $ & % # &' () ' ( " . " $ " # ' ( " # # 1 ' ( " . ' ( " " # . " $ . # # " " " $ " # # # # " / / &+ +) # 6 &+ ) . " 0 " # " # # 1 # D &+ +)$ 1 &+ +) . % 2 # " # 1 6 # 1 &+ ) " 0 " # &# %#!# $ " . " " " . " " # . " # * # " " # # " " # ! ) &%B,) %B, # # ! # ! # " # " " # , ! # %B, . " " " # # " 2 " " ! # # # # # # " # . " # " # . . # " " # " " $ # " " . # " # " # " # 1 " . " # $ " # . # ( " # " " # " 1 # " & ,%) " ,% " . / " # ,% . " 0 " " # 8 &+ 9) . %B, " # %B,$ # , &+ 4) . " 0 " " # # " 1 0 &+ 4) %B, " # ,%

(7)

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(8)

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(9)

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

(10)

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(11)

# # " # - ( % " " < 3+ & * # $ + ;) F =@6 9 $ # ( % <4$<< $ # " # # # " 2 # " # " # " # % # " <4$<< # " # " $ " " # # " # 2 ( % " # $ " " # " # # # # 2$ " # # # " 2 # # # . # # # " # $ # 1 " # # $ # " # ( % " # # / " " # # 6 # 1

&+ )$ , # &+ ) # &+ 4)$ # #

. # " . " # # - " $ - - , / . " 0 & A ) " # % & ,%) # , " 0 " " % # " . # 0 # " " " " # " # # & # 6 0 $ + ) " # " " # # ! # " % 1 " # " . . . " $ . " # # / # # , # &+ ) " 0 " # " # # # # " # # / # . # 6 # 1 &+ ) # . , # &+ ) # " " # " " - #$#" . / - , / . " 0 " # " " # / # # # # 1 " # " # % # " # # ' ($ # ' ( # " 1 # " & ,%) " % " . 1 ' ($ " # " # # " $ # " # 1 " . ' ( " $ " # " # $ # " # ' ( # " 0 # # " # $ # " 1 " . ' ( . " # $ " # #

(12)

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

(13)

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

(14)

& ((( + $ F$ # / ! A$ 6 33; J% " # 1 # # # # K$ 0 $ +<& ) 9 #$ - # # + 3 - % " 0 % $ # ! # F ! ) % 5 % /119 ./( 8 " # 1 # + 8 8 6 1 6 # # (> 9; # * # -+ 4L+ 0 6 ? +$ ' +$ ' ! " + $ / ;3 8 $ / # # @ 6 0 # + 4 , 2 , $( # $ % " $ # - # % 2 6 # " - # # F 0 7 & :+ 8 $ ,% = AM A$ 8 I 1 ! $ # 0 * # 6 ! # ; + 4$ B " + = $ ( 0 + 3 % 7 5 % 7 # 1 ,## @ / $ 1 + + 2 # % - # 1 6 # # B 0 6 ? 4 &+) / $ = / $ & 333) 5 % & 5 % 0 # $ 'F /

*# $ 8 ' + 7 & ! & & <

6 3 ) ! F - % . = # # F $ - # 6 $ , + 3 # % ,#. ' $ ; B " + 3 2 # , $ - + 1 2 $ " $ " , ! # 7 - # 1 6 # # 6 0 6 ? + & ) 2 $ D + 5 5 = & ) * % ! - 7 ! 1 ( # $ F = = # 6 0 1 334 % % & % % @ * 6 8 # 6 $ 8 # 1 + % $ 2 6 . $ 7 # ( # # N %

(15)

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

(16)

& ((( +

+ 9 ( * #

? $ ' " # - $ 6 + 4 N # #

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