PENGARUH RISIKO PASAR, LIKUIDITAS, DAN RISIKO KREDIT TERHADAP PROFITABILITAS
PADA SEKTOR PERBANKAN KONVENSIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) PERIODE 2018-2022
Keywords:
Credit Risk, Liquidity, Market Risk, ProfitabilityAbstract
This research aims to test and analyze whether market risk, liquidity and credit risk variables have an effect on profitability. The object of this research is conventional banking sector companies listed on the IDX for the 2018-2022 period. The type of research used is correlational research with data collection methods using secondary data. The sampling method in this research was purposive sampling method. Based on the criteria determined in this research, a sample of 124 companies in the Conventional Banking Sector Listed on the Indonesian Stock Exchange (BEI) for the 2018-2022 period was obtained. The analysis technique used is multiple linear regression using SPSS version 20.This research provides results showing that: (1). Market risk has a positive and insignificant effect on profitability in the conventional banking sector listed on the Indonesia Stock Exchange (BEI) for the 2018-2022 period. (2). Liquidity has a positive and significant effect on profitability in the conventional banking sector listed on the Indonesia Stock Exchange (BEI) for the 2018-2022 period. (3). Credit risk has a negative and significant effect on profitability in the conventional banking sector listed on the Indonesia Stock Exchange (BEI) for the 2018-2022 period.
References
JURNAL
Ali, M., & Roosaleh Laksono, R. T. (2017). Pengaruh Net Interest Margin (NIM), Biaya Operasional Terhadap Pendapatan Operasional (BOPO), Loan to Deposit Ratio (LDR) dan Non Performing Loan (NPL) Terhadap Return On Assets (ROA). Jurnal Riset Akuntansi Dan Keuangan, 5(2), 1377–1392.
Badawi, A. (2017). Effect of Credit Risk, Liquidity Risk, and Market Risk Banking to Profitability Bank (Study on Devised Banks in Indonesia Stock Exchange). European Journal of Business and Management, 9(29), 1–8.
Dewi, S. P. (2017). Pengaruh Capital Adequacy Ratio, Non Performing Loan, Loan To Deposit Ratio Dan Efisiensi Operasional Terhadap Profitabilitas Perbankan Yang Terdaftar Di Bursa Efek Indonesia. Jurnal Akuntansi, 18(3), 422–437.
Mosey, A. C., Tommy, P., & Untu, V. (2018). Pengaruh Risiko Pasar dan Risiko Kredit Terhadap Profitabilitas Pada Bank Umum Bumn yang Terdaftar Di BEI Periode 2012-2016. Jurnal EMBA: Jurnal Riset Ekonomi, Manajemen, Bisnis Dan Akuntansi, 6(3), 1338–1347.
Mukaromah, N., & Supriono, S. (2020). Pengaruh Kecukupan Modal, Risiko Kredit, Efisiensi Operasional, Dan Likuiditas Terhadap Profitabilitas Perbankan Yang Terdaftar Di Bursa Efek Indonesia Tahun 2015 – 2017. Journal of Economic, Management, Accounting and Technology, 3(1), 67–78.
Nel Hazrah, Saprudin, T. N. W. T. (2019). Pengaruh Pertumbuhan Modal Kerja , Likuiditas dan Solvabilitas Terhadap Profitabilitas ( Studi Kasus pada PT Astra Internasional JISAMAR ( Journal of Information System , Applied , Management , Accounting and Researh ) e-
ISSN : Jisamar, 3(4), 79–88.
Pinasti, W. F. (2018). the Effect of Car, Bopo, Npl, Nim and Ldr To Bank Profitability. VII(1).
Pravasanti, Y. A. (2018). Pengaruh NPF dan FDR Terhadap CAR dan Dampaknya Terhadap ROA Pada Perbankan Syariah Di Indonesia. Jurnal Ilmiah Ekonomi Islam, 4(03), 148. https://doi.org/10.29040/jiei.v4i03.302
Rohmiati, E., Winarni, W., & Soebroto, N. W. (2019). Analisis Pengaruh Bopo, Npl, Nim, Dan Ldr Terhadap Profitabilitas Pada Bank Umum Di Indonesia Periode 2012-2017. Keunis, 7(1), 34.
Saputra, A., Arfan, M., & Saputra, M. (2019). Pengaruh Capital Adequacy Ratio, Net Interest Margin, Loan To Deposit Ratio Dan Non Performing Loan Terhadap Profitabilitas Bank Umum Non Devisa Di Indonesia Periode 2014-2016. Jurnal Perspektif Ekonomi Darussalam, 4(2), 199–212.
Saputra, M. M., Yudhawati, D., & Aminda, R. S. (2020). Pengaruh Loan To Deposit Ratio (Ldr) Dan Non Performing Loan (Npl) Terhadap Return On Asset (Roa). 3(1), 85–93.
Sidik, S., & Hendriyani, R. M. (2021). Pengaruh Resiko Pasar, Resiko Operasional, Resiko Likuiditas dan Kecukupan Modal Terhadap Profitabilitas (Studi Pada Bank Persero Yang Tercatat Di BEI Periode 2016-2019). ACCOUNTHINK : Journal of Accounting and Finance, 6(02), 118.
Silitonga, R. N., & Wirman. (2022). Perbandingan Pengaruh CAR dan BOPO Terhadap ROA pada Bank Konvensional dan Bank Umum Syariah Periode 2016-2020. EKSPAnSI: Jurna Ekonomi, Keuangan, Perbankan Da Akuntansi, 14(1).
Sukma, N., Saerang, I. S., & Tulung, J. E. (2019). Pengaruh Dana Pihak Ketiga, Risiko Kredit, Risiko Pasar Dan Risiko Operasional Terhadap Profitabilitas Pada Bank Kategori Buku 2 Periode 2014-2017. Jurnal EMBA: Jurnal Riset Ekonomi, Manajemen, Bisnis Dan Akuntansi, 7(3), 2751–2760.
Tehresia, S., Mesrawati, Dewi, M., Wijaya, E. Y., & Billyandi, C. (2021). Pengaruh Risiko Kredit, Risiko Likuiditas, Risiko Pasar, Dan Risiko Operasional Terhadap Profitabilitas Pada Perusahaan Sektor Perbankan. Jurnal Ilmiah Indonesia, 6(9), 4717–4730.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2024 This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Copyright @2023. This is an open-access article distributed under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License (http://creativecommons.org/licenses/by-nc-sa/4.0/) which permits unrestricted non-commercial used, distribution and reproduction in any medium
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
