PENGARUH RISIKO KREDIT, RISIKO LIKUIDITAS, DAN MODAL BANK TERHADAP PROFITABILITAS BANK UMUM DI INDONESIA TAHUN 2011–2022

Hauracitra Eska Garinda, Valentino Budhidharma

Abstract


Penelitian ini menganalisis pengaruh dari risiko kredit, risiko likuiditas, dan modal bank terhadap profitabilitas bank umum di Indonesia tahun 2011-2022. Penelitian ini dilakukan dengan menguji hipotesis yang menjelaskan tentang hubungan antara risiko kredit, risiko likuiditas, dan modal bank terhadap profitabilitas bank yang diproyeksikan dengan variable ROA dan ROE. Teknik penelitian yang digunakan adalah regresi data panel kepada bank yang terdaftar di BEI periode 2011-2022. Hasil penelitian ini menunjukan bahwa risiko kredit berpengaruh positif signifikan terhadap profitabilitas. Risiko likuiditas berpengaruh negative tidak signifikan. Modal bank berpengaruh positif siginifikan terhadap ROA dan tidak signifikan terhadap ROE.

Keywords


Profitabilitas; Risiko Kredit; Risiko Likuiditas; Modal Bank

Full Text:

PDF

References


Abbas, F., Iqbal, S., & Aziz, B. (2019). The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period:‎ A comparative study of US and Asia. Cogent Economics & Finance, 7(1), 1605683. https://doi.org/10.1080/23322039.2019.1605683

Abdelmoneim, Z., & Yasser, M. (2023). The impact of bank performance and economic growth on bank profitability: CAMEL model application in middle-income countries. Banks and Bank Systems, 18(3), 205–220. https://doi.org/10.21511/bbs.18(3).2023.17

Adusei, M. (2015). Bank profitability: Insights from the rural banking industry in Ghana. Cogent Economics & Finance, 3(1), 1078270. https://doi.org/10.1080/23322039.2015.1078270

Aladwan, D. M. S. (2015). The Impact Of Bank Size On Profitability “An Empirical Study On Listed Jordanian Commercial Banks".

Anggreni, M. R., & Suardhika, I. M. S. (2014). Pengaruh Dana Pihak Ketiga, Kecukupan Modal, Risiko Kredit Dan Suku Bunga Kredit Pada Profitabilitas.

Bank Indonesia. (1998). Undang-Undang Republik Indonesia Nomer 10.

Chen, Y.-K., Shen, C.-H., Kao, L., & Yeh, C.-Y. (2018). Bank Liquidity Risk and Performance. Review of Pacific Basin Financial Markets and Policies, 21(01), 1850007. https://doi.org/10.1142/S0219091518500078

De Hoyos, R. E., & Sarafidis, V. (2006). Testing for Cross-Sectional Dependence in Panel-Data Models. The Stata Journal: Promoting Communications on Statistics and Stata, 6(4), 482–496. https://doi.org/10.1177/1536867X0600600403

Dietrich, A., & Wanzenried, G. (2011). Determinants of bank profitability before and during the crisis: Evidence from Switzerland. Journal of International Financial Markets, Institutions and Money, 21(3), 307–327. https://doi.org/10.1016/j.intfin.2010.11.002

Ekinci, R., & Poyraz, G. (2019). The Effect of Credit Risk on Financial Performance of Deposit Banks In Turkey. Procedia Computer Science, 158, 979–987. https://doi.org/10.1016/j.procs.2019.09.139

Fatihuddin, D., Firmansyah, M. A., & Andrianto. (2019). Manajemen Bank. CV. Penerbit Qiara Media.

Hill, R. C., Griffiths, W. E., & Lim, G. C. (2018). Principles of econometrics (4. ed). Wiley.

Isayas, Y. N. (2022). Determinants of banks’ profitability: Empirical evidence from banks in Ethiopia. Cogent Economics & Finance, 10(1), 2031433. https://doi.org/10.1080/23322039.2022.2031433

Kusumaningtyas, E., Sugiyanto, Subagyo, E., Adinugroho, W. C., Jacob, J., Berry, Y., Nuraini, A., Sudjono, & Syah, S. (2022). Konsep dan Praktik Ekonometrika Menggunakan Eviews. Academia Publication.

Le, T. D. Q. (2020). The interrelationship among bank profitability, bank stability, and loan growth: Evidence from Vietnam. Cogent Business & Management, 7(1), 1840488. https://doi.org/10.1080/23311975.2020.1840488

Martins, A. M., Serra, A. P., & Stevenson, S. (2019). Determinants of real estate bank profitability. Research in International Business and Finance, 49, 282–300. https://doi.org/10.1016/j.ribaf.2019.04.004

Mei, C. L., Nsiah, T. K., Barfi, R., & Bonsu, M. O.-A. (2019). Credit Risk And Bank Profitability Of Commercial Banks In Ghana. EPRA International Journal of Research & Development (IJRD), 74–83. https://doi.org/10.36713/epra3836

Nurwulandari, A., Hasanudin, H., Subiyanto, B., & Pratiwi, Y. C. (2022). Risk Based bank rating and financial performance of Indonesian commercial banks with GCG as intervening variable. Cogent Economics & Finance, 10(1), 2127486. https://doi.org/10.1080/23322039.2022.2127486

Nuryanto, U. W., Salam, A. F., Sari, R. P., & Suleman, D. (2020). Pengaruh Rasio Kecukupan Modal, Likuiditas, Risiko Kredit dan Efisiensi Biaya Terhadap Profitabilitas Pada Bank Go Public. Moneter - Jurnal Akuntansi dan Keuangan, 7(1), 1–9. https://doi.org/10.31294/moneter.v7i1.6777

Parenrengi, S., & Hendratni, T. W. (2018). Pengaruh dana pihak ketiga, kecukupan JMSAB modal dan penyaluran kredit terhadap profitabilitas bank.

Rossi, S., Borroni, M., Piva, M., & Lippi, A. (2019). Abnormal Loan Growth and Bank Profitability: Some Evidence from the Recent Crisis. International Journal of Business and Management, 14(7), 36. https://doi.org/10.5539/ijbm.v14n7p36

Saleh, I., & Abu Afifa, M. (2020). The effect of credit risk, liquidity risk and bank capital on bank profitability: Evidence from an emerging market. Cogent Economics & Finance, 8(1), 1814509. https://doi.org/10.1080/23322039.2020.1814509

Sugiarto, S., & Lestari, H. S. (2018). Faktor-Faktor Yang Mempengaruhi Profitabilitas Bank Pada Bank Konvensional Yang Terdaftar Di Bursa Efek Indonesia. Jurnal Manajemen dan Pemasaran Jasa, 10(2), 267–280. https://doi.org/10.25105/jmpj.v10i2.2510


Refbacks

  • There are currently no refbacks.


Copyright (c) 2024 Hauracitra Eska Garinda, Valentino Budhidharma

Creative Commons License
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

favicon  Fakultas Ekonomi dan Bisnis | Universitas Pelita Harapan | Kampus Universitas Pelita Harapan | Gedung F Lt. 12 | Lippo Karawaci, Tangerang - 15811 | Telp 021-5460901 | Fax 54210992