Pengaruh Penerapan Manajemen Risiko Terhadap Kinerja Keuangan Perbankan ( Studi Pada 10 Bank Terbesar Di Indonesia Tahun 2017 Periode 2013-2017 )

Hezqi Trevian Afif, Dewa Putra Krishna Mahardika

Abstract

ABSTRAK Dalam penelitian ini penulis bertujuan untuk menguji pengaruh penerapan manajemen risiko kredit (NPL), risiko likuiditas (LDR) dan risiko operasional (BOPO) terhadap kinerja keuangan perbankan pada 10 Bank terbesar di Indonesia berdasarkan total aset tahun 2017 periode 2013-2017. Data yang digunakan adalah data yang diperoleh dari laporan keuangan yang tecatat pada Bursa Efek Indonesia. Populasi dalam penelitian ini ada 10 Bank terbesar di Indonesia berdasarkan total aset tahuh 2017. Pemilihan sampel yang digunakan yaitu purposive sampling dan diperoleh 10 Bank dengan periode penelitian pada tahun 2013- 2017. Metode analisis data dalam penelitian ini adalah analisi regresi data panel dengan menggunakan software Eviews versi 9. Berdasarkan hasil penelitian, variabel risiko kredit (NPL), risiko likuiditas (LDR) dan risiko operasional (BOPO) berpengaruh secara simultan terhadap kinerja keuangan perbankan (ROA). Sedangkan secara parsial risiko kredit (NPL) dan risiko likuiditas (LDR) tidak berpengaruh terhadap kinerja keuangan perbankan (ROA) dan risiko operasional (BOPO) berpengaruh terhadap kinerja keuangan. Hasil penelitian ini menyarankan bahwa setiap bank harus mengawasi dan memperbarui penerapan manajemen risiko terutama risiko operasional agar kinerja keuangan perbankan dapat terus berkembang dari tahun ke tahun. Kata Kunci : Penerapan manajemen risiko, Risiko kredit, Risiko likuiditas, Risiko operasional, Kinerja keuangan ABSTRACT In this study the author aims to examine the effect of the implementation of credit risk management which is proxied by Non Performing Loans (NPL), liquidity risk which is proxied by Loan to Deposit Ratio (LDR) and operational risk which is proxied by Operational Costs (BOPO0 on banking financial performance at 10 Banks the largest in Indonesia based on total assets in 2017 for the period 2013-2017.The data used is data obtained from financial statements that are recorded on the Indonesia Stock Exchange. The population in this study are 10 of the largest banks in Indonesia based on total assets in 2017. The selection of samples used was purposive sampling and obtained 10 banks with a research period in 2013-2017. The method of data analysis in this study is panel data regression analysis using Eviews version 9 software. Based on the results of the study, the credit risk variable (NPL), liquidity risk (LDR) and operational risk (BOPO) have a simultaneous effect on banking financial performance (ROA). While partially credit risk (NPL) and liquidity risk (LDR) have no effect on banking financial performance (ROA) and operational risk (BOPO) affect financial performance. The results of this study suggest that each bank must oversee and update the implementation of risk management, especially operational risk so that the financial performance of the bank can continue to grow from year to year. Keywords: Implementation of risk management, credit risk, liquidity risk, operational risk, financial performance

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