| NIM | C1B015089 |
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| Namamhs | ALDY SETIAWAN |
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| Judul Artikel | PENGARUH RISIKO KREDIT DAN RISIKO LIKUIDITAS TERHADAP STABILITAS BANK |
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| Abstrak (Bhs. Indonesia) | Penelitian ini menganalisa pengaruh risiko kredit dan risiko likuiditas terhadap stabilitas bank. Peneliti menggunakan sampel bank konvensional di Indonesia dengan teknik purposive sampling sehingga menghasilkan sampel sejumlah 28 bank dengan periode 2013-2017. Peneliti menghipotesiskan beberapa hipotesis untuk mengetahui pengaruh risiko kredit dan risiko likuiditas terhadap stabilitas bank sebelum dan sesudah disertakan variabel kontrol baik secara parsial maupun secara interaksi, serta untuk mengetahui hubungan timbal balik antara risiko kredit dan risiko likuiditas. Hasil penelitian dengan metode analisis regresi data panel menunjukan bahwa risiko kredit sebelum disertakan variabel kontrol tidak berpengaruh terhadap stabilitas bank, sedangkan setelah disertakan variabel kontrol menjadi berpengaruh negatif terhadap stabilitas bank. Risiko likuiditas menunjukan hasil berpengaruh positif terhadap stabilitas bank baik sebelum dan sesudah disertakan variabel kontrol. Interaksi risiko kredit dan risiko likuiditas sebelum disertakan variabel kontrol tidak berpengaruh terhadap stabilitas bank, sedangkan sesudah disertakan variabel kontrol menjadi berpengaruh positif terhadap stabilitas bank. Selain itu, dengan model persamaan simultan baik risiko kredit maupun risiko likuiditas tidak mempengaruhi satu sama lain atau tidak terdapat hubungan timbal balik antara kedua risiko tersebut. Temuan dalam penelitian ini memberikan wawasan baru mengenai risiko dan faktor yang mempengaruhi stabilitas bank serta mendukung usaha-usaha pihak-pihak terkait dalam rangka memperkuat stabilitas sistem keuangan nasional. |
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| Abtrak (Bhs. Inggris) | This study analyzes the influence of credit risk and liquidity risk on bank stability. The researcher used a sample of conventional banks in Indonesia with a purposive sampling technique, and then producing a sample of 28 banks with the period 2013-2017. The researcher hypothesized several hypotheses to know the effect of credit risk and liquidity risk on bank stability before and after control variables included both partially and interactively, and to know the reciprocal relationship between credit risk and liquidity risk. The results of the study with panel data regression analysis method show that credit risk before included control variable does not affect to the bank stability. While after being included the control variable show that credit risk has a negative effect to the bank stability. Liquidity risk has a positive effect on bank stability both before and after control variable is included. The interaction of credit risk and liquidity risk has no effect to the bank stability before control variable is included, while after being included the control variable the interaction has positive effect to the bank stability. In addition, with simultaneous equation models both credit risk and liquidity risk do not affect each other or there is no reciprocal relationship between the two risks. The findings of this study provide new insights regarding risks and factors that influence bank stability and support the efforts of related parties in order to strengthen national financial system stability. |
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| Kata kunci | Risiko Kredit, Risiko Likuiditas, Stabilitas Bank, dan VariabeL Kontrol |
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| Pembimbing 1 | Dr. Sudarto, M.E |
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| Pembimbing 2 | Ekaningtyas Widiastuti, S.E., M.Si |
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| Pembimbing 3 | Sulistyandari, S.E., M.Si |
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| Tahun | 2019 |
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| Jumlah Halaman | 21 |
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| Tgl. Entri | 2019-05-14 12:35:23.948308 |
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