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All Journal EKONOMIS : Journal of Economics and Business JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) Proceeding International Collaborative Conference on Multidisciplinary Science
Rinda Siaga Pangestuti
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Economics, Econometrics & Finance Other

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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. 
ESG Performance and Bank Soundness in Indonesia: Evidence from Conventional and Islamic Banks Rinda Siaga Pangestuti; Raymond Raymond; Joel Imanuel Gustian; Patrialis Ardy Kusuma
Proceeding International Collaborative Conference on Multidisciplinary Science Vol. 3 No. 1 (2026): June : ICCMS (Proceeding International Collaborative Conference on Multidiscipl
Publisher : International Forum of Researchers and Lecturers

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.70062/iccms.v3i1.265

Abstract

This study examines the relationship between environmental, social, and governance (ESG) performance and bank soundness in Indonesia during 2020–2025, a period marked by rapid expansion of sustainable-finance disclosure. Based on stakeholder, legitimacy, and risk-management theories, this research analyzes the influence of ESG performance, bank size, and capital adequacy on bank soundness. The study uses an unbalanced panel dataset of 23 Indonesian banks, consisting of 19 conventional and 4 Islamic banks, with 138 bank-year observations obtained from LSEG/Refinitiv Datastream. The analysis employs static panel regression with return on assets (ROA) as the dependent variable and applies model selection tests, including Chow, Breusch–Pagan Lagrange-Multiplier, and Hausman tests. The findings indicate that ESG performance has a positive but insignificant relationship with bank soundness, while bank size shows a more consistent positive effect. Capital adequacy does not demonstrate a significant influence. Robustness tests using alternative indicators confirm that ESG effects remain directionally positive but statistically limited. The study concludes that the ESG–soundness relationship in Indonesian banking remains inconclusive, while institutional scale continues to be a stronger determinant of bank performance.
Co-Authors Allifiyani H Joel Imanuel Gustian Patrialis Ardy Kusuma Raymond Raymond