Determinants of Bank Business Risk According to Risk-Based Bank Rating Components Approach (A Case in Commercial Bank that Listed on Indonesia Stock Exchange)”

Haryakusuma, Kurnia (2015) Determinants of Bank Business Risk According to Risk-Based Bank Rating Components Approach (A Case in Commercial Bank that Listed on Indonesia Stock Exchange)”. Sarjana thesis, Universitas Brawijaya.

Abstract

Bank memiliki peran penting dalam perekonomian Indonesia, dengan prinsip yang fully-regulated, Perbankan Indonesia berkepentingan untuk menjaga kesehatan bank melalui Peraturan Bank Indonesia No. 13/1/PBI/2011 yang ditekankan melalui pendekatan berbasis risiko. Oleh karena itu, menarik untuk mengkaji faktor-faktor yang memengaruhi risiko bisnis bank umum yang tercatat di Bursa Efek Indonesia. Faktor-faktor tersebut terdiri dari risk profile (credit risk, liquidity risk, dan interest rate risk), good corporate governance, earnings, dan capital. Sample yang digunakan sebanyak 26 bank umum yang tercatat di Bursa Efek Indonesia selama periode penelitian sejak 2011-2013. Penelitian ini menggunakan analisis regresi linier berganda. Adapun hasil analisis yang didapat adalah risiko kredit berpengaruh secara signifikan terhadap risiko bisnis bank. Sementara, risiko likuiditas tidak berpengaruh terhadap risiko bisnis bank. Risiko Tingkat Bunga berpengaruh terhadap risiko bisnis bank. Good Corporate Governance tidak berpengaruh terhadap risiko bisnis bank. Earnings berpengaruh secara signifikan terhadap risiko bisnis bank. Capital tidak berpengaruh terhadap risiko bisnis bank. Dengan demikian, Implikasi penelitian secara keseluruhan adalah risiko bisnis bank dipengaruhi oleh tiga faktor dari risk- based bank rating yaitu risiko kredit, risiko suku bunga, dan rentabilitas.

English Abstract

Banks have important role on economy of Indonesia, with a fullyregulated principle, Banking Sectors in Indonesia concern to keep in a good performance according to Indonesia Bank Rules No. 13/1/PBI/2011 which emphasize on risk-based approach. Therefore, it is interesting to know the factors that affect commercial banks’ business risk that listed on Indonesia Stock Exchange. Those factors consist of risk profile (credit risk, liquidity risk, and interest rate risk), good corporate governance, earnings, and capital. The sample used in this researsh are 26 commercial banks that listed on Indonesia Stock Exchange during research period since 2011-2013. This research uses multiple linear regression analysis. The result of the findings are credit risk has effect against business risk. While, liquidity risk does not have effect against business risk. Interest rate risk has effect against business risk. Good corporate governance does not have effect against business risk. Earnings has significant effect against business risk. Capital does not have effect against business risk. Hence, the entire implication of the research is commercial banks’ business risk is affected by three factors from risk-based bank rating (credit risk, interest rate risk, and earnings).

Item Type:	Thesis (Sarjana)
Identification Number:	SKR/FE/2015/230/051503217
Subjects:	600 Technology (Applied sciences) > 658 General management
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	Budi Wahyono Wahyono
Date Deposited:	11 May 2015 13:51
Last Modified:	11 Nov 2021 03:36
URI:	http://repository.ub.ac.id/id/eprint/107809

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