Pengaruh Risiko Kredit, Risiko Pasar, dan Risiko Likuiditas Terhadap Profitabilitas Bank BUMN yang Terdaftar pada Bursa Efek Indonesia Periode 2016-2023

Ilvi Nur Diana, Abdul Wahid Mahsuni, Junaidi Junaidi

Abstract


This study aims to analyze the effect of credit risk, market risk, and liquidity risk on the profitability of state-owned Banks listed on the Indonesia Stock Exchange in the period 2016-2023. This study uses secondary data obtained from the annual financial reports of state-owned Banks listed on the Indonesia Stock Exchange during the specified period. The dependent variable in this study is profitability as measured using Return on Assets (ROA), while the independent variables include credit risk, market risk, and liquidity risk as measured by the non-performing loan (NPL) ratio, market beta ratio, and bank liquidity ratio, respectively. The analysis technique used is panel data regression to test the relationship between these variables. The results of this study are expected to provide a clearer picture of the risk factors that affect the profitability of state-owned banks, as well as provide useful information for policy making and managerial decisions in managing banking risk.

Keywords: Credit risk, market risk, liquidity risk, profitability, state-owned banks, Indonesia stock exchange


Full Text:

PDF

References


Dewi, E. T., & Srihandoko, W. (2008). Pengaruh Risiko Kredit dan Risiko Likuiditas Terhadap Profitabilitas Bank Eneng Trisnawati Dewi dan Wimpi Srihandoko.

Fahmi, I. (2012). Analisis Kinerja Keuangan. Alfabeta.

Hanafi, M. M. (2015). Manajemen Keuangan. Yogyakarta: BPFE .

Hardanto, S. S. ,. (2006). Manajemen Risiko Bagi Bank Umum (Jakarta: PT Gramedia).

Hasibuan, H. M. (2006). Dasar-dasar perbankan (Cetakan 5). Bumi Aksara.

Ismail. (2016). Perbankan syariah. Prenadamedia Group.

Jin, J., Yu, Z. & Mi, & C. (2012). Grey Systems: Theory and Application, Vol. 2 No. 3,. Commercial bank credit risk management based on grey incidence analysis, Issue Emerald Group Publishing Limited.

Kasmir. (2016). Bank dan lembaga keuangan lainnya Edisi Revisi 2014 Cetakan ke-17. RajaGrafindo Persada.

Kasmir. (2019). Pengantar manajemen keuangan Edisi kedua Cetakan ke-7, Maret 2019. Prenadamedia.

Ramadhan, N. A. (2018). PENGARUH RISIKO KREDIT, RISIKO LIKUIDITAS DAN RISIKO PASAR TERHADAP PROFITABILITAS PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2017.

Silitonga, R. N., & Manda, G. S. (2022). Pengaruh Risiko Kredit dan Risiko Likuiditas terhadap Kinerja Keuangan pada Bank BUMN Periode 2015-2020. Jurnal Maksipreneur: Manajemen, Koperasi, Dan Entrepreneurship, 12(1), 22. https://doi.org/10.30588/jmp.v12i1.948

Windasari, D., & Purwanto, A. (2020). PENGARUH RISIKO KREDIT, RISIKO PASAR, RISIKO LIKUIDITAS, DAN RISIKO MODAL TERHADAP RETURN SAHAM DENGAN UKURAN PERUSAHAAN SEBAGAI VARIABEL MODERATING. DIPONEGORO JOURNAL OF ACCOUNTING, 9(3), 1–12. http://ejournal-s1.undip.ac.id/index.php/accounting


Refbacks

  • There are currently no refbacks.


e_Jurnal Ilmiah Riset Akuntansi is indexed by:

e_Jurnal Ilmiah Riset Akuntansi is licensed under a Creative Commons Attribution 4.0 International License