DETAIL KOLEKSI

Pengaruh bank specific dan macroeconomic terhadap credit risk industri perbankan yang terdaftar pada bursa efek indonesia


Oleh : Grace Febiola Puspita

Info Katalog

Penerbit : FEB - Usakti

Kota Terbit : Jakarta

Tahun Terbit : 2024

Pembimbing 1 : Maria C Widiastuti

Kata Kunci : bank specific, credit risk, macroeconomic

Status Posting : Published

Status : Lengkap


File Repositori
No. Nama File Hal. Link
1. 2024_SK_SMJ_022002107007_Halaman-Judul.pdf 11
2. 2024_SK_SMJ_022002107007_Surat-Pernyataan-Revisi-Terakhir.pdf 1
3. 2024_SK_SMJ_022002107007_Surat-Hasil-Similaritas.pdf 1
4. 2024_SK_SMJ_022002107007_Halaman-Pernyataan-Persetujuan-Publikasi-Tugas-Akhir-untuk-Kepentingan-Akademis.pdf 1
5. 2024_SK_SMJ_022002107007_Lembar-Pengesahan.pdf 4
6. 2024_SK_SMJ_022002107007_Pernyataan-Orisinalitas.pdf 1
7. 2024_SK_SMJ_022002107007_Formulir-Persetujuan-Publikasi-Karya-Ilmiah.pdf 1
8. 2024_SK_SMJ_022002107007_Bab-1.pdf 10
9. 2024_SK_SMJ_022002107007_Bab-2.pdf 27
10. 2024_SK_SMJ_022002107007_Bab-3.pdf 13
11. 2024_SK_SMJ_022002107007_Bab-4.pdf 11
12. 2024_SK_SMJ_022002107007_Bab-5.pdf 4
13. 2024_SK_SMJ_022002107007_Daftar-Pustaka.pdf 7
14. 2024_SK_SMJ_022002107007_Lampiran.pdf 15

P Penelitian ini bertujuan untuk menguji pengaruh bank specific dan macroeconomic terhadap credit risk industri perbankan yang terdaftar pada Bursa Efek Indonesia di Indonesia. Variabel independen dalam penelitian ini adalah liquidity creation (LC), capital adequacy ratio (CAR), bank funding diversity (BFD), loan growth (LG), return on asset (ROA), gross domestic product (GDP) dan inflation rate (IR) dengan credit risk sebagai variabel dependen yang diukur melalui non performing loan. Teknik pengambilan sampel yang digunakan adalah purposive sampling dengan jumlah sampel 30 bank konvensional periode 2019-2023. Metode analisis yang digunakan adalah regresu data panel dan pengolahan data melalui software Eviews 9.0. Hasil penelitian menunjukkan bahwa liquidity creation berpengaruh positif terhadap credit risk, capital adequacy ratio dan loan growth berpengaruh negatif terhadap credit risk. Hasil penelitian ini tidak menunjukkan pengaruh bank funding diversity, return on asset, gross domestic product, dan inflation rate terhadap credit risk. Melalui penelitian ini dapat menjadi referensi bagi perusahaan untuk mitigasi risiko kredit dengan memperhatikan liquidity creation, capital adequacy ratio, dan loan growth. Bagi investor, dapat mempermudah pengambilan keputusan untuk berinvestasi di bank.

T This study will look at the factors that influence of bank specific and macroeconomic on the credit risk of the banking industry listed on the Indonesia Stock Exchange in Indonesia. The independent variables in this study are liquidity creation (LC), capital adequacy ratio (CAR), bank funding diversity (BFD), loan growth (LG), return on assets (ROA), gross domestic product (GDP) and inflation rate (IR) with credit risk as the dependent variable measured through non performing loan. The sampling technique used was purposive sampling with a total sample of 30 conventional banks for the 2019-2023 period. The analysis method used is panel data regression and data processing through Eviews 9.0 software. The results showed that liquidity creation had a positive effect on credit risk, capital adequacy ratio and loan growth had a negative effect on credit risk. The results show insignificant effect of bank funding diversity, return on assets, gross domestic product, and inflation rate on credit risk. Through this research, it can be a reference for companies to mitigate credit risk with attention to liquidity creation, capital adequacy ratio, dan loan growth. For investors, it can facilitate decision making to invest in banks.

Bagaimana Anda menilai Koleksi ini ?