Inclusion of Interest Rate Risk in Credit Risk on Bank Performance: Evidence in Indonesia

Safitri, Julia; Suyanto, Suyanto; Taolin, Maximus Leonardo; Prasilowati, Sri Lestari

doi:10.35838/jrap.2020.007.01.2

Cited by 7 publications

(16 citation statements)

References 1 publication

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“…The assumption is that when bad credit occurs, bank management will look for the best solution, one of which is the funds stored in bank capital which can be used in the event of default by customers due to various reasons, one of which is an increased interest rate, in line with ), Safitri, Taolin, et al (2020, Wahyudi et al (2020), include interest rate risk in credit risk and find that the greater credit risk, which is indicated by an increase in customer default, will reduce bank performance.…”

Section: Discussionmentioning

confidence: 99%

The Role of Noan Performing Financing (NPF) as A Mediator for The Relationship Between Operating Expenses and Operating Income (BOPO) on The Performance of Islamic Banks in Indonesia

Safitri

Shaferi

Nusair

et al. 2021

perisai

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This study aims to examine and analyze the relationship between the effect of operating costs and operating income on bank performance which is mediated by credit risk. Using data on Islamic banking companies listed on the IDX in 2012-2019. The methodology in this study uses secondary data. Data specification is panel data (pooled data) which is actually a combination of data consisting of time series data and cross-sectional data. The analysis tool used is SEM-PLS with the WarpPLS 7.0 application. The results of this study indicate that credit risk can partially mediate the effect of operating costs and operating income on bank performance. This research is successful in proving that the operational cost ratio is used to measure the level of efficiency and ability of a bank in conducting its operations. The smaller this ratio means the more efficient the operational costs borne by the bank concerned so that the possibility of a bank in a less problematic condition. The smaller this ratio, the better the bank's performance.

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Section: Discussionmentioning

confidence: 99%

The Role of Noan Performing Financing (NPF) as A Mediator for The Relationship Between Operating Expenses and Operating Income (BOPO) on The Performance of Islamic Banks in Indonesia

Safitri

Shaferi

Nusair

et al. 2021

perisai

Self Cite

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“…Hasil penelitian ini tidak sejalan dengan penelitian Al Zaidanin dan Al Zaidanin (2021) menyatakan bahwa CAR tidak memiliki pengaruh terhadap kinerja keuangan (ROA). Tetapi penelitian ini didukung oleh penelitian Safitri et al, (2020)…”

Section: Diskusiunclassified

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

Alyssa

Lestari

2022

IJD

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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 AbstrakPermasalahan 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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“…Furthermore, trading volume, EPS, and PER partially have a positive and significant effect on stock prices. Safitri et al, (2020) in her research entitled the effect of deposit rates and exchange rates on stock prices in the banking industry found that simultaneously there is a significant influence between deposit rates and exchange rates on stock prices. Partially, deposit rates and exchange rates have a significant effect on stock prices.…”

Section: Social and Culturementioning

confidence: 99%

“…The deposit interest rate variable in the research of Safitri et al, (2020) partially has a significant effect on stock prices. However, this did not occur in research conducted by Wulandari et al, (2009) and research conducted by (Stefanus & Robiyanto, 2020).…”

Section: Social and Culturementioning

confidence: 99%

Analisis Faktor-Faktor yang Mempengaruhi Harga Saham Industri Barang Konsumsi

Yuniawati

2022

Ltrts

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Penelitian ini bertujuan untuk mengkaji faktor-faktor yang mempengaruhi harga saham perusahaan barang konsumsi yang tercatat di Bursa Efek Indonesia (BEI). Faktor fundamental terdiri dari faktor Earnings Per Share (EPS), Debt to Equity Ratio (DER), Tingkat Inflasi, Suku Bunga, dan Nilai Tukar Mata Uang Asing. Faktor teknikal terdiri dari Volume Perdagangan Saham dan Harga Saham Sebelumnya. Populasi penelitian ini adalah 40 perusahaan barang konsumsi yang tercatat di BEI periode 2018-2021. Dengan menggunakan metode purposive sampling, diperoleh 28 perusahaan sampel. Model analisis yang digunakan dalam penelitian ini adalah regresi linier berganda. Hasil penelitian menunjukkan bahwa harga saham secara bersamaan dipengaruhi oleh faktor fundamental dan teknikal. Secara parsial, terdapat 4 variabel yang berpengaruh signifikan terhadap harga saham, yaitu: EPS, Suku Bunga, Nilai Tukar Mata Uang Asing, dan Harga Saham Sebelumnya. Arah pengaruh keempat variabel tersebut positif, sedangkan variabel DER, Tingkat Inflasi dan Volume Perdagangan Saham sebagian tidak berpengaruh signifikan terhadap harga saham.

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Inclusion of Interest Rate Risk in Credit Risk on Bank Performance: Evidence in Indonesia

Cited by 7 publications

References 1 publication

The Role of Noan Performing Financing (NPF) as A Mediator for The Relationship Between Operating Expenses and Operating Income (BOPO) on The Performance of Islamic Banks in Indonesia

The Role of Noan Performing Financing (NPF) as A Mediator for The Relationship Between Operating Expenses and Operating Income (BOPO) on The Performance of Islamic Banks in Indonesia

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

Analisis Faktor-Faktor yang Mempengaruhi Harga Saham Industri Barang Konsumsi

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