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Journal : JURNAL ILMIAH GLOBAL EDUCATION

Analisis Pengaruh Risiko Pembiayaan, Risiko Likuiditas, dan Risiko Pasar Terhadap Profitabilitas dengan Nilai Tukar Sebagai Variabel Moderasi (Studi pada Perbankan yang Terdaftar di Bursa Efek Indonesia) Astuti, Tifany Yeldi; Putri, Anne
Jurnal Ilmiah Global Education Vol. 6 No. 1 (2025): JURNAL ILMIAH GLOBAL EDUCATION, Volume 6 Nomor 1, Maret 2025
Publisher : LPPM Institut Pendidikan Nusantara Global

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55681/jige.v6i1.3594

Abstract

Using the exchange rate as a moderator, this study aims to analyze the relationship between profitability, credit risk (as assessed by nonperforming loans), liquidity risk (as measured by loan default rates), and market risk (as measured by net interest margin) in banks listed on the Indonesia Stock Exchange. Banks that will be trading on the Indonesia Stock Exchange in 2020 and 2022 are the subject of this study. For our investigation, we employ a purposive sample strategy. Panel data regression, which integrates cross-sectional and time series data, is applied to the data in Eviews 10 software. The results of the test, which use the Random Effect Model method, demonstrate that the NPL, LDR, and NIM variables all have an impact on Return On Assets at the same time, as evidenced by a Prob value (F-Statistic) of 0.0000 <0.05. Positive effects on ROA are produced by the NIM variable. Nevertheless, the LDR and NIM variables have a negative impact on ROA. The study found that NPL, LDR, and NIM add up to 22.68% of ROA. In the fiscal years 2020–2022, there was no indication from the interaction test that the exchange rate modifies the effect of non-investment margins, non-performing loans, and non-investment credit on return on assets (ROA) for Indonesia Stock Exchange-listed banks
Co-Authors Adriani Adnani Albab, Gani Ulil Alfin, Aidil Alfiona, Fifa Ali, Helmi Amelia, Dona AMIN, AL - Ananda Yuliska Rahma Andri Narwan Andria, Yass Anggreni, Melisa Aprileny Aprileny Apripeli, Yolanda Aries Tanno Astuti, Tifany Y Astuti, Tifany Yeldi Asyari, Asyari Asyrafil Mustaqmah, Sri Aulia Alfacrisy avis, mairinal Defriko Gusma Putra delfi, Delfi Hurnis hurnis Desanty, Rini Dian Rahmawaty Dirgantara, Arie Surya Dona Amelia Dona Ikranova Donal, Endri Dwina Indriani, Jennisa een, Eka Hendrayani hendrayani Efendi, Andra Eka Risma Putri Emi Handriana F Friscayuarisanti Fadhilah, Zahra Nur Fahlevi, Mochammad Fauzi Fauzi Fitria Fitria Astari Fitria Fitria Fitria, Dian Friscayuarisanti, F Gelvi, Gelvi Hadayanti, Mardiah Hakim, Ilham Handana, Bonny hayatunnufus hayatunnufus Heliyani, Heliyani Helma Yuniati Hendrayani, Eka Hendriadi, Rio Herawati, Novi Hesi Eka Puteri Hurnis, Delfi ia, Fitria fitria Iiz Izmuddin Ilham Setiawan Ilham Wahyudi Indriani, Jennisa Dwina Isnanda Kemala, Sri Kevry Ramdany Khairani, Zelfia Kuliman Kuliman, Kuliman Laravia Nendri Layla Hafni Len, Yullina Eliza Liz Izmuddin Mairinal Avis Muslim, Irwan Mustaqimah, Sri Asyrafil Narwan, Andri Nasfi, Nasfi Nasriandani, Elvi nazif, muhammad Ningsih, Andria - Nisa, Khairi Nono Afriyanto Novel, Ismail Nugroho, Rizky Adhitya Nurfitriyenny Nurfitriyenny Putra, M. Shama Rahayu, Rita Rahmawati Rahmawati Rany Syafrina Rany Syafrina Renita Astri Rezkina Hayati Rio Hendriadi Roza, Elvia Sabri Saifuddin Saifuddin sandra dewi Sari, Laynita Sari, Rika Novita Sherlly Rahmadani RS Siregar, Ahmad Zuhri SITI MARYAM Siti Maryam Supriyanita, Rina Supryanita, Rina Suryanto, Dasep Syarif, Azmi Tessa Yuliani Tetty Tetty Yandrizon, Yandrizon Yulianda Nofika Sari Yurniwati Yurniwati Zuripal, Zuripal