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All Journal EKONOMIS : Journal of Economics and Business JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi)
Rinda Siaga Pangestuti
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Economics, Econometrics & Finance

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Apakah Peningkatan Risiko Likuiditas, Risiko Kredit, dan Risiko Suku Bunga Berdampak Terhadap Profitabilitas Bank? Allifiyani H; Rinda Siaga Pangestuti
Ekonomis: Journal of Economics and Business Vol 5, No 1 (2021): Maret
Publisher : Universitas Batanghari Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33087/ekonomis.v5i1.316

Abstract

Banking performance has decreased on average in terms of credit quality, liquidity, ability to generate net interest income, and profitability in the last two years. This indicates an increase in credit risk, liquidity risk, interest rate risk, and bank profitability risk. This study contributes in providing an explanation regarding banking performance which can lead to a decline in profitability that can influence investment decision making by investors in terms of the performance of the issuer. This research is included in the category of quantitative research with a sample of commercial banks in Indonesia selected based on purposive sampling method. The results of this study indicate that the lower the credit risk the higher the bank's profitability, the higher the interest rate risk the higher the bank's profitability, and the liquidity risk which has a significant positive effect on the performance of banks listed on the Indonesia Stock Exchange in the 2016-2018 period.
THE EFFECT OF CREDIT AND LIQUIDITY RISK AGAINST SYSTEMIC RISK IN FOUR ASEAN BANKS Rinda Siaga Pangestuti
JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) Vol 4, No 1 (2018): Vol 4, No 1 (2018)
Publisher : Universitas Pakuan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (199.909 KB) | DOI: 10.34204/jiafe.v4i1.1072

Abstract

This study examines the effect of credit risk and liquidity risk on the potential increases in systemic risk of the banking sector in four ASEAN banks. Two systemic risk measurements, namely dCoVaR and MES, are used in order to evaluate the effect of credit risk and liquidity risk on systemic risk of individual bank (dCoVaR) and systemic risk when the market is in distress (MES). The result from the regressions shows that credit risk and liquidity risk significantly affect systemic risk at the market distress. Meanwhile, credit risk and liquidity risk do not affect systemic risk of individual bank. The crisis affects systemic risk is showed by two regressions which are conducted in four ASEAN banks. The result is interesting because when the regression is conducted for all the countries, there is a positive and significant effect of crisis on systemic risk in four ASEAN banks, but when it is conducted for each country (as an additional analysis), not all the countries are affected by the crisis. 
Co-Authors Allifiyani H