scholarly journals Pengaruh risiko usaha terhadap rasio kecukupan modal inti (TIER 1) pada bank-bank kelompok buku 3 dan buku 4

2019 ◽  
Vol 7 (1) ◽  
Author(s):  
Adi Isa Ansori ◽  
Herizon Herizon
Keyword(s):  
Credit Risk ◽  
Liquidity Risk ◽  
Secondary Data ◽  
Operational Risk ◽  
Sampling Technique ◽  
Financial Statements ◽  
Market Risk ◽  
Linear Analysis ◽  
Tier 1 ◽  
Bank Group

This study tried to determine the effect of liquidity risk measured by LDR and IPR, Credit risk measured by APB and NPL, market risk measured by IRR and PDN, operational risk measured by BOPO, and FBIR both simultaneously or partially. On Core CAR (TIER 1) in Bank group of book 3 and book 4. The sample was selected using purposive sampling technique, consisting of five banks such as PT Bank Negara Indonesia, PT Bank Maybank Indonesia, PT Bank Tabungan Negara, PT Pan Indonesia Bank, and PT Bank Permata. The secondary data were taken from published financial statements starting from first quarter 2010 until second quarter 2015. They were collected by documentation method and analyzed using linear analysis. The result shows that, partially, LDR, IPR, NPL, PDN, BOPO and FBIR have significant effect on Core CAR (TIER 1). Simultaneously, LDR, IPR, APB, NPL, IRR, PDN, BOPO, and FBIR, as represented by liquidity risk, credit risk, market risk, and operational risk partially have significant effect on Core CAR (TIER 1) in Bank group of book 3 and book 4.

scholarly journals Analisis Perbandingan Risiko Keuangan Bank Konvensional dengan Bank Syariah

2020 ◽  
Vol 2 (1) ◽  
pp. 21-31
Author(s):  
Lulu Amalia Nusron
Keyword(s):  
Credit Risk ◽  
Financial Risk ◽  
Secondary Data ◽  
Operational Risk ◽  
Financial Statements ◽  
Market Risk ◽  
Financial Risks ◽  
Islamic Banks ◽  
Analysis Techniques ◽  
Conventional Banks

ABSTRACT             This study aims to compare financial risks in conventional banks with Sharia banks in Indonesia in the 2014-2018 period. The research object consisted of 8 banks, namely 4 conventional banks (BNI, BRI, BCA, and Mandiri) and 4 Islamic banks (BNIS, BRIS, BCAS, and Mandiri Syariah). The data ratio or source used is secondary data obtained from the official website IDX, in the form of the bank's 2014-2018 annual financial statements. The ratios used include: NPL / NPF for credit risk, LDR / FDR for liquidity risk, BOPO for operational risk, and NIM / NOM for market risk. This research uses t-test and Mann Whitney test different analysis techniques. Based on the results of data processing using the SPSS version 23 program, it is concluded that: 1) there is no difference in credit risk and liukidity risk conventional banks and Islamic banks.  2) there are differences in terms of operational risk and market risk a conventional bank and a sharia bank Keyword: financial risk, conventional banks, and Islamic banks.   ABSTRAK             Penelitian ini memiliki tujuan untuk membandingkan tentang risiko keuangan pada bank konvensional dengan bank Syariah di Indonesia periode tahun 2014-2018. Objek penelitian terdiri dari 8 bank, yaitu 4 bank konvensional (BNI, BRI, BCA, dan Mandiri) dan 4 bank syariah (BNIS, BRIS, BCAS, dan Mandiri Syariah). Sumber data berupa data rasio atau sekunder yang didapat dari web IDX., yang berupa laporan keuangan tahunan bank periode 2014-2018. Adapun rasio yang digunakan antara lain: NPL/NPF untuk risiko kredit, LDR/FDR untuk risiko likuiditas, BOPO untuk risiko operasional, dan NIM/NOM untuk risiko pasar. Penelitian ini menggunakan teknik analisis uji beda t-tes dan Mann Whitney. Berdasarkan hasil olah data menggunakan program spss versi 23, diperoleh kesimpulan bahwa: 1) tidak terdapat perbedaan dalam hal risiko kredit dan risiko likuiditas bank konvensional dan bank syariah 2) terdapat perbedaan dalam hal risiko operasional dan risiko pasar bank konvensional dengan bank syariah. Kata kunci: risiko keuangan, bank konvensional, dan bank syariah.

scholarly journals Analisis Risk Profile dan Pengaruhnya Terhadap Tingkat Pengembalian Aset pada Perusahaan Perbankan BUMN yang Terdaftar Di Bursa Efek Indonesia Periode 2015 – 2019

2021 ◽  
Vol 6 (1) ◽  
pp. 281
Author(s):  
Muhammad Ridho Almuhdhor
Keyword(s):  
Credit Risk ◽  
Linear Regression Analysis ◽  
Liquidity Risk ◽  
Operational Risk ◽  
Market Risk ◽  
Risk Profile ◽  
Statistical Testing ◽  
Significant Positive Effect ◽  
Negative Effect ◽  
Positive Effect

This study aims to analyze how the risk profile level of state-owned banking companies in the period 2015-2019 and test how it affects the rate of return of assets simultaneously and partially. This study uses census techniques that make all state-owned banking companies in the period 2015-2019 as a sample of research. By using multiple linear regression analysis tools and overall statistical testing (F test) and partial (t test), it can be concluded that based on the risk profile level of state-owned banking companies in the period 2015-2019, where Credit Risk shows state-owned banks on healthy criteria, Market Risk and Operational Risk shows state-owned banks on very healthy criteria while Liquidity Risk shows state-owned banks on fairly healthy criteria. Then based on simultaneous research Credit Risk, Market Risk, Liquidity Risk and Operational Risk have a significant positive effect on the return of assets, while partially Credit Risk has a negative effect insignificant, Market Risk and Liquidity Risk have a significant positive effect while Operational Risk has a significant negative effect on the return rate of assets.

scholarly journals The effect of third-party funds, credit risk, market risk, and operational risk on profitability in banking

2021 ◽  
Vol 10 (2) ◽  
pp. 179-185
Author(s):  
Jullie Jeanette Sondakh ◽  
Joy Elly Tulung ◽  
Herman Karamoy
Keyword(s):  
Credit Risk ◽  
Linear Regression Analysis ◽  
Operational Risk ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Market Risk ◽  
Third Party ◽  
Net Interest Margin ◽  
Risk Variable ◽  
Negative Effect

The study aimed to investigate the effect of third-party funds, credit risk, market risk, and operational risk on profitability in banking, especially on the banks included in BUKU 2 category simultaneously or partially. The sampling technique used in the study was saturated sampling. Therefore, a number of 54 banks was obtained as samples. The data in the study were quantitative data, namely in form of financial statements of banking companies included in BUKU 2 category for the period 2014–2017. The data were obtained from the websites of the concerned banks. The research method used was multiple linear regression analysis. In the study, to measure the third-party funds variable we used third-party fund (TPF) ratio, to measure the credit risk variable we used non-performing loan (NPL) and non-performing financing (NPF) ratio, to measure the market risk variable we used net interest margin (NIM) ratio, to measure the operational risk variable we used BOPO ratio, and to measure the profitability variable we used return on assets (ROA) ratio. The result of the study showed that partially third-party funds and credit risk had no significant effect on profitability, partially market risk had a significant positive effect on profitability, and partially credit risk had a significant negative effect on profitability. While simultaneously, third-party funds, credit risk, market risk, and operational risk had a significant effect on profitability.

scholarly journals Risiko Perbankan, Working Capital Turn Over, dan Profitabilitas

2021 ◽  
Vol 31 (7) ◽  
pp. 1732
Author(s):  
Ni Made Bunga Ayu Cahyani ◽  
I Ketut Sujana
Keyword(s):  
Credit Risk ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Liquidity Risk ◽  
Operational Risk ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Working Capital ◽  
Study Population ◽  
Turn Over

This study aims to obtain empirical evidence of the effect of credit risk, liquidity risk, operational risk, and working capital turnover on the profitability of banking companies. The study population was 45 banking companies listed on the Indonesia Stock Exchange (BEI) for the 2015-2019 period. With a purposive sampling technique, this study used 17 samples of companies. Through multiple linear regression analysis techniques, the results show credit risk and operational risk partially have a negative and significant effect on the profitability of banking companies. It means the lower the credit risk and operational risk faced, the greater the profitability can be generated. This study also shows liquidity risk and working capital turnover partially have a positive and insignificant effect on the profitability of banking companies. This means that the higher the risk of liquidity and working capital turnover faced, will not be able to increase the profitability of banking companies. Keywords: Credit Risk; Liquidity Risk; Operational Risk; Working Capital Turn Over.

scholarly journals Determinasi Pembiayaan Murabahah Berbasis Analisis Resiko Pada Bank Umum Syariah di Indonesia

2020 ◽  
Vol 7 (01) ◽  
pp. 43-52
Author(s):  
Laely Aghe Africa
Keyword(s):  
Credit Risk ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Liquidity Risk ◽  
Secondary Data ◽  
Operational Risk ◽  
Multiple Linear Regression Analysis ◽  
Profit Sharing ◽  
Jel Classification ◽  
Financing Risk

ABSTRACT       Majority of people in Indonesia prefer Murabahah financing to other types of loans in Indonesia Sharia Banks. Murabahah financing must also be influenced by a number of factors in the banking industry. This research aimed to analyze whether the following factors such us credit risk, liquidity risk and operational risk can influence Murabahah Financing.Credit risk is proxied by CKPN (Allowance For Impairment Losses Of Credits), NPF (Non Performing Financing), Risk Concentration of Funds Distribution to Core Debtors. Liquidity risk is proxy by FDR (Financing to Depoit Ratio) and profit sharing financing to total financing, Operational risk is proxied by BOPO (Operating Expense To Operating Revenue). This study uses secondary data from the Indonesia Stock Exchange for the period 2009-2018. Data analysis technique used in this study is multiple linear regression analysis techniques using SPSS 23. The result of the study are that credit risk and liquidity risk affect to Murabahah Financing. Beside that, it has implication for Islamic banking companies can minimize the risks that exist in company so that Murabahah financing continues to  demand the customer. ABSTRAK       Mayoritas masyarakat di Indonesia lebih memilih jenis peminjaman Murabahah daripada jenis pinjaman lainnya pada Bank Syariah di Indonesia. Pembiayaan murabahah juga pastinya dipengaruhi oleh beberapa faktor pada industri perbankan. Penelitian ini bertujuan  untuk menganalisa beberapa faktor yang dapat mempengaruhi pembiayaan murabahah berdasarkan beberapa rasio risiko antara lain risiko kredit, risiko likuiditas dan risiko operasional, dimana untuk risiko kredit diproksikan dengan rasio Cadangan Kerugian Penurunan Nilai (CKPN), Non Performing Financing (NPF), Konsentrasi Risiko Penyaluran Dana Kepada Debitur Inti. Risiko Likuiditas diproksikan dengan rasio Financing to Depoit Ratio (FDR) dan pembiayaan bagi hasil terhadap total pembiayaan, Sedangkan risiko Operasional diproksikan oleh rasio Biaya Operasional Pendapatan Operasional (BOPO). Penelitian ini menggunakan data sekunder dari Bursa Efek Indonesia (BEI) periode 2009-2018. Teknik analisis data yang digunakan pada penelitian ini ialah teknik analisis regresi linear berganda dengan menggunakan SPSS 23. Hasil dari penelitian adalah bahwa risiko kredit dan risiko likuiditas berpengaruh terhadap pembiayaan murabahah. Disamping itu Implikasi untuk perusahaan perbankan syariah dapat lebih meminimalisasikan risiko-risiko yang ada diperusahaan agar pembiayaan Murabahah sesuai dengan permintaan nasabah. JEL Classification: G32, G21

scholarly journals Does corporate governance affect bank risk management? Case study of Indonesian banks

2020 ◽  
Vol 4 (2) ◽  
pp. 127-139
Author(s):  
Ika Permatasari
Keyword(s):  
Risk Management ◽  
Corporate Governance ◽  
Credit Risk ◽  
Liquidity Risk ◽  
Operational Risk ◽  
Market Risk ◽  
Bank Risk ◽  
Content Type ◽  
Good Corporate Governance ◽  
The Relationship

PurposeThe purpose of this study is to examine the relationship between corporate governance and risk management of Indonesian banks.Design/methodology/approachImplementation of good corporate governance is measured by good corporate governance composite rating, which is the result of bank's self-assessment. Bank risk managements are measured by market risk, credit risk, liquidity risk and operational risk.FindingsThe study results showed that good corporate governance implementation in Indonesia was able to influence bank risk. There were differences in credit risk, liquidity risk and operational risk in banks with different governance ratings, but not at market risk.Originality/valueThe effectiveness of risk management and good corporate governance implementation is needed to enable banks to identify problems early, to follow up on rapid improvements and to be more resilient to crises. This study is an analysis of the relationship between corporate governance and banks' risk management in Indonesia. In particular, risk management is measured by four risks: market risk, credit risk, liquidity risk and operation risk.

PENGARUH PENERAPAN MANAJEMEN RISIKO TERHADAP KINERJA KEUANGAN (STUDI PADA BANK UMUM KELOMPOK USAHA)

Analisis ◽  
2021 ◽  
Vol 11 (1) ◽  
pp. 21-35
Author(s):  
Nurfauziah Nurfauziah ◽  
Sri Mulyati
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Stock Returns ◽  
Liquidity Risk ◽  
Operational Risk ◽  
Market Risk ◽  
Group 4 ◽  
Bank Stock ◽  
Book Group ◽  
Group 1

Risk management is part of a comprehensive business strategy with the aim of contributing to protecting and increasing shareholder value. An increase in stock value indicates an increase in stock returns obtained by investors. This study examines the effect of risk management implementation on bank stock returns as seen from the bank book group, namely bank book group 1, bank book group 2, bank book group 3 and bank book group 4. The application of risk management is seen from credit risk, liquidity risk, risk. operational and market risk. The research was conducted on all commercial banks that went public and were active from 2015 to 2019, as many as 44 banks. The results of the study state that: overall (for all bank book groups) the application of risk management, namely credit risk, liquidity risk, operational risk and market risk does not affect stock returns, except for bank book group 1, credit risk and operational risk and market risk for book group 4 has a significant effect on stock returns.

PENGARUH RISIKO KREDIT, RISIKO PASAR DAN RISIKO LIKUIDITAS TERHADAP KINERJA KEUANGAN PERBANKAN (Studi pada Bank Umum Konvensional yang terdaftar di Bursa Efek Indonesia periode 2014-2018)

2020 ◽  
Vol 4 (1) ◽  
pp. 1-9
Author(s):  
Natalia Desiko
Keyword(s):  
Credit Risk ◽  
Financial Performance ◽  
Research Method ◽  
Liquidity Risk ◽  
Secondary Data ◽  
Total Sample ◽  
Market Risk ◽  
Sampling Techniques ◽  
Significant Positive Effect ◽  
Positive Effect

This study aims to determine the effect of credit risk on the financial performance of banks, the effect of market risk on bank financial performance, the effect of liquidity risk on bank financial performanc. The research method used in this is a quantitative method. The population observed in this study was all conventional cemmercial banks listed on the idx for the period 2015 to 2018. The population in this study was 42 banking companies sampling techniques with a total sample of 56. The type of data used is secondary data. The results showed that Credit Risk (NPL) no significant positive effect on finanial performance (ROA), Market Risk (NIM) has a significant positive effect on bank financial performance (ROA). Liquidity Risk (LDR) has a significant positive effect on bank financial performance (ROA). Credit risk (NPL), market risk (NIM) and liquidity risk (LDR) have different effects. Because seen by the t test, where there are variables that cannot be seen.  

scholarly journals Credit Risk, Market Risk, Operational Risk and Liquidity Risk on Profitability of Banks in Indonesia

TRIKONOMIKA ◽  
2016 ◽  
Vol 15 (2) ◽  
pp. 78 ◽  
Author(s):  
Muhammad Fahrul ◽  
Ellen Rusliati
Keyword(s):  
Credit Risk ◽  
Stock Exchange ◽  
Liquidity Risk ◽  
Operational Risk ◽  
Market Risk ◽  
Operating Income ◽  
Net Interest Margin ◽  
Verification Methods ◽  
Income Ratio ◽  
Positive Effect

This study examines the effect of credit risk, market risk, operational risk, and liquidity risk on profitability of banks listed on the Indonesia Stock Exchange in 2010-2014. The method used is descriptive and verification methods, with a sample of 30 banks and using multiple regression analysis. The results showed that credit risk does not partially affect profitability. Market risk, operational risk, and liquidity risk partially have positive effect on profitability. It simultaneously shows that credit risk, market risk, operational risk and liquidity risk have effect on the profitability of banks amounted to 67.1%. Improvement of Non-Performing Loan, Net Interest Margin, Operating Expenses to Operating Income Ratio, and Loan to Deposit Ratio will increase the Profitability. 

scholarly journals Determinasi Pembiayaan Murabahah Berbasis Analisis Resiko Pada Bank Umum Syariah di Indonesia

2020 ◽  
Vol 7 (01) ◽  
pp. 43-52
Author(s):  
Laely Aghe Africa
Keyword(s):  
Credit Risk ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Liquidity Risk ◽  
Secondary Data ◽  
Operational Risk ◽  
Multiple Linear Regression Analysis ◽  
Profit Sharing ◽  
Jel Classification ◽  
Financing Risk

ABSTRACT       Majority of people in Indonesia prefer Murabahah financing to other types of loans in Indonesia Sharia Banks. Murabahah financing must also be influenced by a number of factors in the banking industry. This research aimed to analyze whether the following factors such us credit risk, liquidity risk and operational risk can influence Murabahah Financing.Credit risk is proxied by CKPN (Allowance For Impairment Losses Of Credits), NPF (Non Performing Financing), Risk Concentration of Funds Distribution to Core Debtors. Liquidity risk is proxy by FDR (Financing to Depoit Ratio) and profit sharing financing to total financing, Operational risk is proxied by BOPO (Operating Expense To Operating Revenue). This study uses secondary data from the Indonesia Stock Exchange for the period 2009-2018. Data analysis technique used in this study is multiple linear regression analysis techniques using SPSS 23. The result of the study are that credit risk and liquidity risk affect to Murabahah Financing. Beside that, it has implication for Islamic banking companies can minimize the risks that exist in company so that Murabahah financing continues to  demand the customer. ABSTRAK       Mayoritas masyarakat di Indonesia lebih memilih jenis peminjaman Murabahah daripada jenis pinjaman lainnya pada Bank Syariah di Indonesia. Pembiayaan murabahah juga pastinya dipengaruhi oleh beberapa faktor pada industri perbankan. Penelitian ini bertujuan  untuk menganalisa beberapa faktor yang dapat mempengaruhi pembiayaan murabahah berdasarkan beberapa rasio risiko antara lain risiko kredit, risiko likuiditas dan risiko operasional, dimana untuk risiko kredit diproksikan dengan rasio Cadangan Kerugian Penurunan Nilai (CKPN), Non Performing Financing (NPF), Konsentrasi Risiko Penyaluran Dana Kepada Debitur Inti. Risiko Likuiditas diproksikan dengan rasio Financing to Depoit Ratio (FDR) dan pembiayaan bagi hasil terhadap total pembiayaan, Sedangkan risiko Operasional diproksikan oleh rasio Biaya Operasional Pendapatan Operasional (BOPO). Penelitian ini menggunakan data sekunder dari Bursa Efek Indonesia (BEI) periode 2009-2018. Teknik analisis data yang digunakan pada penelitian ini ialah teknik analisis regresi linear berganda dengan menggunakan SPSS 23. Hasil dari penelitian adalah bahwa risiko kredit dan risiko likuiditas berpengaruh terhadap pembiayaan murabahah. Disamping itu Implikasi untuk perusahaan perbankan syariah dapat lebih meminimalisasikan risiko-risiko yang ada diperusahaan agar pembiayaan Murabahah sesuai dengan permintaan nasabah. JEL Classification: G32, G21

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