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.

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.

scholarly journals Relationship Between Risk Management Practices and Investment Decisions in Bank of Kigali, Rwanda

2020 ◽  
Vol 1 (1) ◽  
pp. 88-107
Author(s):  
Gedion Alang’o Omwono ◽  
Kayumba Annette
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Best Practice ◽  
Management Practices ◽  
Investment Decisions ◽  
Liquidity Risk ◽  
Market Risk ◽  
Risk Tolerance ◽  
Credit Risk Management ◽  
Risk Monitoring

The purpose of this study was to examine the relationship between risk management practices and investment decisions in Bank of Kigali, Rwanda. This study adopted correlational research design. Descriptive statistics include those of the mean, standard deviation and frequency distribution while inferential statistics involves use of spearman’s coefficient correlations. Linear regression was used where ANOVA was carried on each variable. The study found that there was a correlation between liquidity risk management, default risk management and market risk management with performance of the Banks. The study findings indicated that credit risk management (r=0.096, p<0.01), liquidity risk management (r=0.347, p<0.01), market risk management (r=0.506, p<0.01) and operational risk management (r=0.612, p<0.01) on financial performance. It however found that the Banks do not involve experts and consultants in market risk management thus recommendations were made for the Banks to revise their credit risk management policies, open up and share information with other players on market risk thus involve consultants more in their market risk management and to be more proactive than reactive in risk management. The study concluded that, risk management has a positive influence on the investment decisions and that risk monitoring can be used to make sure that risk management practices are in line with proper best practice risk monitoring policies which also helps bank management to discover exposures at early stages and make corrective actions. The study recommended that, Senior management should develop strategies, policies and practices to manage risk in accordance with the Banks risk tolerance and to ensure that the bank maintains sufficient liquidity risk cover.

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.

Corporate governance in relationship with bank risk management

2021 ◽  
pp. 2150034
Author(s):  
Ika Permatasari
Keyword(s):  
Risk Management ◽  
Corporate Governance ◽  
Credit Risk ◽  
Liquidity Risk ◽  
Market Risk ◽  
Data Sources ◽  
Annual Reports ◽  
Bank Risk ◽  
Financial Reports ◽  
The Relationship

The purpose of this research is to examine the relationship between corporate governance and risk management of Indonesian banks. Bank risk managements are measured by market risk, credit risk, and liquidity risk. The samples used in this study were all banks registered in Indonesia during the 2010–2016 period. The data sources were obtained from the annual reports and bank financial reports. The results show that corporate governance implementation in Indonesia was able to affect credit risk and liquidity risk. There were differences in credit risk and liquidity risk in banks with different governance ratings, but not at market risk.

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 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. 

Risiko Kredit, Likuiditas Dan Kecukupan Modal Terhadap Profitabilitas Berdampak Pada Return Saham

2017 ◽  
Vol 9 (2) ◽  
pp. 103-118
Author(s):  
Sesilya Kempa
Keyword(s):  
Credit Risk ◽  
Stock Returns ◽  
Liquidity Risk ◽  
Capital Adequacy ◽  
Bank Stock Returns ◽  
Negative Effect ◽  
Bank Stock ◽  
Relationship Of ◽  
The Relationship ◽  
Positive Effect

There are the problem of credit risk, liquidty risk and capital adequacy affecting the level of the bank performance. The study is aimed to find empirical evidence of the relationship of credit risk, liquidity risk and capital adequacy toward profitability and its impact to bank stock returns. This study uses causality approach with path analysis techniques to obtain results. The results showed that credit risk (NPL) has negative effect toward the profitability (ROA and ROE). While liquidity risk (LDR) has positive effect on ROA and capital adequacy (CAR) affects neghatively toward ROE. Furthermore, ROA negatively affects stock returns and ROE has positive effect on stock return.

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