PENGARUH RISIKO SUKU BUNGA, RISIKO LIKUIDITAS, RISIKO KREDIT TERHADAP KINERJA BANK UMUM KONVENSIONAL (KATEGORI LIMA BESAR BANK DENGAN ASET TERBESAR) PERIODE 2010 – 2019
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Institusion
STIE Indonesia Banking School
Author
Napitupulu, Elly
Subject
HG Finance
Datestamp
2022-09-11 12:35:55
Abstract :
This Research goals are to examine and to analyze the effect of interest rate risk, liquidity risk and credit risk on the performance of commercial banks in Indonesia. The sample taken are 5 (five) conventional commercial banks that had the largest assets during the period of 2010 to 2019. The research method uses the multiple linear regression method. The measurement of banks performance in this research uses the return of asset ratio (ROA) as the dependent variable and the measurement of interest rate risk uses the Gap Ratio (GR) between Interest-Rate Sensitive Asset and Interest-Rate Sensitive Liabilities, liquidity risk uses the loan to deposit ratio (LDR) and credit risk uses a non performing loan (NPL) as independent variable. The results of this research shows that interest rate risk and liquidity risk had no significant effect on the performance of 5 (five) conventional commercial banks with the largest asset, while credit risk had a significant and negative effect on the performance of 5 (five) conventional commercial banks with the largest asset.
This Research goals are to examine and to analyze the effect of interest rate risk, liquidity risk and credit risk on the performance of commercial banks in Indonesia. The sample taken are 5 (five) conventional commercial banks that had the largest assets during the period of 2010 to 2019. The research method uses the multiple linear regression method. The measurement of banks performance in this research uses the return of asset ratio (ROA) as the dependent variable and the measurement of interest rate risk uses the Gap Ratio (GR) between Interest-Rate Sensitive Asset and Interest-Rate Sensitive Liabilities, liquidity risk uses the loan to deposit ratio (LDR) and credit risk uses a non performing loan (NPL) as independent variable. The results of this research shows that interest rate risk and liquidity risk had no significant effect on the performance of 5 (five) conventional commercial banks with the largest asset, while credit risk had a significant and negative effect on the performance of 5 (five) conventional commercial banks with the largest asset.
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