Pengaruh Manajemen Risiko Kredit Terhadap Kinerja Keuangan Bank Umum Yang Terdaftar Di Bursa Efek Indonesia

Authors

  • Heidy Puspa Alyssa Universitas Trisakti, Indonesia
  • Henny Setyo Lestari Universitas Trisakti, Indonesia

DOI:

https://doi.org/10.37950/ijd.v4i1.184

Keywords:

bank capital, commercial banks, credit risk, financial performance, liquidity risk, operational risk

Abstract

Abstract

The problem in this study is whether credit risk has an influence on the financial performance of conventional commercial banks in Indonesia 2014 - 2020. This study aims to determine the effect of credit risk and other risk variables on ROA. The research method used is panel data regression with REM. The result of this study is that credit risk calculated by the NPL ratio has a significant effect while the LLR ratio has no effect on ROA. For other risk variables, namely, CAR, CIR and LDR have a significant effect on ROA. For bank managers and investors, it is necessary to pay attention to the value of NPL, CAR, CIR and LDR in making management and investment decisions.

Keywords: bank capital, commercial banks, credit risk, financial performance, liquidity risk, operational risk

 

Abstrak

Permasalahan pada penelitian ini adalah apakah risiko kredit memiliki pengaruh terhadap kinerja keuangan bank umum konvensional di Indonesia 2014 -2020. Maka penelitian ini bertujuan untuk mengetahui pengaruh risiko kredit dan variabel risiko lain terhadap ROA. Metode penelitian yang digunakan adalah regresi data panel dengan REM. Hasil dari penelitian ini adalah risiko kredit yang dihitung dengan rasio NPL berpengaruh signifikan sedangkan rasio LLR tidak berpengaruh terhadap ROA. Untuk variabel risiko lain yaitu, CAR, CIR dan LDR berpengaruh signifikan terhadap ROA. Bagi manajer bank dan investor perlu memperhatikan nilai NPL, CAR, dan CIR dalam pengambilan keputusan manajemen maupun investasi.

Kata Kunci: bank umum, kinerja keuangan, permodalan bank, risiko kredit, risiko likuiditas, risiko operasional

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Published

2022-03-17

Issue

Volume 4 Issue 1 (2022)

Section

Articles

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