Open AccessFaktor-Faktor Yang Mempengaruhi Risiko Kredit Sektor Perbankan Di Bursa Efek Indonesia
Author(s) -
Rifka Ariyani,
Evaliati Amaniyah
Publication year - 2021
Publication title -
jurnal kajian ilmu manajemen
Language(s) - English
Resource type - Journals
eISSN - 2797-0167
pISSN - 2775-3093
DOI - 10.21107/jkim.v1i1.10597
Subject(s) - credit risk , business , capital adequacy ratio , stock exchange , profitability index , financial system , operational risk , market liquidity , credit rating , order (exchange) , liquidity risk , finance , risk management , economics , profit (economics) , microeconomics
Bank fundamental factors affect credit risk management policies, because by knowing the internal conditions of the bank, the credit extension policy will be adjusted, in order to minimize the risk of failure or bad credit that creates losses for the Bank. The purpose of this study is to determine the factors that affect credit risk in the banking sector in Indonesia in 2015-2019. This study uses a quantitative approach and statistical tools like multiple regression analysis in conducting hypothesis testing. The results showed that the factors affecting credit risk in the banking sector on the Indonesia Stock Exchange were capital adequacy (CAR) and management quality (BOPO), while profitability (NIM) and liquidity (LDR) did not affect the credit risk (NPL) of the banking sector on the Indonesia Stock Exchange. The coefficient of determination (R2) in this study was 32.1%, so that about 67.9% of the credit risk was explained by other variables not examined in this study.