Bank Risk Profile and Credit Growth in Indonesia
Abstract
Banks are one of the important industries in a country, whose importance is evidenced by the management of bank risks. The purpose of this research is to investigate the effect or impact of the risk profile disclosure on banking credit growth in Indonesia for the years 2016, 2017, and 2018. Commercial banks in Indonesia, which provide information related to a complete risk profile in the annual report from 2016 to 2018, were selected as the sample. The risk profile variable is an independent variable consisting of credit risk, market risk, and liquidity risk. Panel data regression with E-Views 8 was used for data processing. The results of the study prove that disclosure of credit risk, market risk, and liquidity have significant influences to the banking credit growth in Indonesia.
Keywords: risk profile, credit growth, credit risk, market risk, liquidity risk
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References
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Ozdemir, N. (2020). Liquidity Risk Management of Affiliated Banks Duringthe Sub-Prime Mortgage Crisis. The Review of Finance and Banking, 12(1), 31–47. https://doi.org/10.24818/rfb.20.12.01.03
Rai, I. A. A., & Purnawati, N. K. (2017). FAKTOR – FAKTOR YANG MEMPENGARUHI KREDIT PADA BANK Fakultas Ekonomi dan Bisnis Universitas Udayana , Bali , Indonesia Perkembangan dan peranan lembaga keuangan seperti perbankan menjadi salah satu hal penting dalam perkembangan ekonomi di suatu Negara , k. 6(11), 5941–5969.
Roring, G. D. J. (2013). Analisis Determinan Penyaluran Kredit oleh Bank Perkreditan Rakyat (BPR) di kota Manado. Jurnal EMBA, 1(3), 1030–1040.
Stanley Isanzu, J. (2017). The Impact of Credit Risk on the Financial Performance of Chinese Banks. Journal of International Business Research and Marketing, 2(3), 14–17. https://doi.org/10.18775/jibrm.1849-8558.2015.23.3002
Susi Hotmaida Hutabarat, Fitrawaty, E. W. N. (2018). An Analysis of Asset Growth, Profitability and Caiptal. International Journal of Business and Management Review, 6(2), 29–44.
Vodová, P. (2013). Determinants of Commercial Banks’ Liquidity in Poland. Proceedings of 30th International Conference Mathematical Methods in Economics, 962–967.
Ali, L., & Dhiman, S. (2017). The Impact of Credit Risk Management on Profitability: Evidence from Nepalese Commercial Banks. Journal of Commerce & Accounting Research, 8(2), 86–92. https://doi.org/10.2139/ssrn.2938546
Annor, E., & Obeng, F. (2018). Impact of Credit Risk Management on the Profitability of Selected Commercial Banks Listed on the Ghana Stock Exchange. Journal of Economics, Management and Trade, 20(2), 1–10. https://doi.org/10.9734/jemt/2017/36881
Aprilia, U. N., Rahadian, D., & Firli, A. (2017). PENGARUH TINGKAT KESEHATAN PERBANKAN TERHADAP PERTUMBUHAN LABA PADA BANK UMUM SWASTA NASIONAL DEVISA DI INDONESIA PERIODE 2012-2015. 4(3), 2393–2399.
Ayem, S., & Wahyuni, S. (2017). PENGARUH LOAN TO DEPOSIT RATIO , CAPITAL ADEQUACY RATIO , RETURN ON ASSET DAN NON PERFOMING LOAN TERHADAP RETURN SAHAM. 5(1). https://doi.org/10.24964/ja.v5i1.258
Babarinde, G. F., Idera TajudeenAbdul majeed, BabatundeKazeem, A., & AbdulkabirShuaib, A. (2020). Liquidity Risk Management and The Performance of Deposit Money Bank in Nigeria. LAPAI International Journal of Management and Social Sciences, 12(1), 1–12.
Cahyaningtyas, S. R., Sasanti, E. E., & Husnaini, W. (2017). Bank Risk Profile, Good Corporate Governance And Company Values in Banking Companies Go Public in Indonesia. Journal of Economics, Business & Accountancy Ventura, 20(1), 41. https://doi.org/10.14414/jebav.v20i1.759
Ekinchi, A. (2016). The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. International Journal of Economics and Financial Issues, 6(2), 427–434.
Fahrul, M., & Rusliati, E. (2018). Credit Risk, Market Risk, Operational Risk and Liquidity Risk on Profitability of Banks in Indonesia. Trikonomika, 15(2), 78. https://doi.org/10.23969/trikonomika.v15i2.387
Gadzo, S. G., Kportorgbi, H. K., & Gatsi, J. G. (2019). Credit Risk and Operational Risk on Financial performance of Universal Banks in Ghana: A Partial Least Squared Structural Equation Model (PLS SEM) Approach. Cogent Economics and Finance, 7(1), 1–16. https://doi.org/10.1080/23322039.2019.1589406
Hakimi, A., & Zaghdoudi, K. (2017). Liquidity Risk and Bank Performance: An Empirical Test for Tunisian Banks. Business and Economic Research, 7(1), 46–57. https://doi.org/10.5296/ber.v7i1.10524
Haryati, S., & Kristijadi, E. (2016). the Effect of Gcg Implementation and Risk Profile on Financial Performance At Go-Public National Commercial Banks. Journal of Indonesian Economy and Business, 29(3), 237–250. https://doi.org/10.22146/jieb.6471
Hasyim, D. (2014). Faktor-Faktor yang Mempengaruhi Penyaluran Kredit pada Bank Umum Periode 2008 dan 2012. Jurnal Pendidikan Ilmu-Ilmu Sosial, 6(2), 81–89.
Peraturan Bank Indonesia Nomor: 13/ 1 /PBI/2011, (2011).
Isnurhadi, Kartika, I., & Umrie, H. M. A. R. H. (2015). PENGARUH LOAN TO DEPOSIT RATIO ( LDR ), NONPERFORMING LOAN ( NPL ) DAN NET INTEREST MARGIN ( NIM ) TERHADAP PERTUMBUHAN PINJAMAN USAHA KECIL DAN MENENGAH. Jurnal Manajemen Dan Bisnis Sriwijaya, 13(1), 95–104.
Khairani, R. D., & Dillak, V. J. (2018). PENGARUH RISK PROFILE , GOOD CORPORATE GOVERNANCE , EARNINGS DAN CAPITAL ( RGEC ) TERHADAP RETURN SAHAM ( Studi Kasus Perusahaan Perbankan di Bursa Efek Indonesia tahun 2012-2016 ) THE INFLUENCE OF RISK PROFILE , GOOD CORPORATE GOVERNANCE , EARNINGS AND C. 5(1), 811–819.
Kiplimo, K. S., & Kalio, A. M. (2015). Influence of Credit Risk Management Practices on Loan Performance of Microfinance Institutions in Baringo County. International Journal of Economics, Commerce and Management, 3(10), 2260–2267. https://doi.org/10.5281/zenodo.572281
Munangi, E., & Sibindi, A. B. (2020). An Empirical Analysis of the Impact of Credit Risk on the Financial Performance of South African Banks. Academy of Accounting and Financial Studies Journal, 24(3).
Muriithi, J. G., & Waweru, K. M. (2017). Liquidity Risk and Financial Performance of Commercial Banks in Kenya. International Journal of Economics and Finance, 9(3), 256–265. https://doi.org/10.5539/ijef.v9n3p256
Muthii Wanjohi, S. (2017). The Effect of Financial Risk Management on the Financial Performance of Commercial Banks in Kenya. International Journal of Finance and Banking Research, 3(5), 70. https://doi.org/10.11648/j.ijfbr.20170305.12
Nurlela, L. (2018). Metodologi Penelitian Terapan: Aplikasi SPSS, EVIEWS, Smart PLS, dan AMOS. 1–407.
Otoritas Jasa Keuangan. (2018a). Laporan Profil Industri Perbankan. https://ojk.go.id/id/kanal/perbankan/data-https://ojk.go.id/id/kanal/perbankan/data-dan-statistik/laporan-profil-industri-perbankan/Pages/-Laporan-Profil-Industri-Perbankan-Triwulan-IV-2018.aspx
Otoritas Jasa Keuangan. (2018b). Statistik Perbankan Indonesia 2018.
Ozdemir, N. (2020). Liquidity Risk Management of Affiliated Banks Duringthe Sub-Prime Mortgage Crisis. The Review of Finance and Banking, 12(1), 31–47. https://doi.org/10.24818/rfb.20.12.01.03
Rai, I. A. A., & Purnawati, N. K. (2017). FAKTOR – FAKTOR YANG MEMPENGARUHI KREDIT PADA BANK Fakultas Ekonomi dan Bisnis Universitas Udayana , Bali , Indonesia Perkembangan dan peranan lembaga keuangan seperti perbankan menjadi salah satu hal penting dalam perkembangan ekonomi di suatu Negara , k. 6(11), 5941–5969.
Roring, G. D. J. (2013). Analisis Determinan Penyaluran Kredit oleh Bank Perkreditan Rakyat (BPR) di kota Manado. Jurnal EMBA, 1(3), 1030–1040.
Stanley Isanzu, J. (2017). The Impact of Credit Risk on the Financial Performance of Chinese Banks. Journal of International Business Research and Marketing, 2(3), 14–17. https://doi.org/10.18775/jibrm.1849-8558.2015.23.3002
Susi Hotmaida Hutabarat, Fitrawaty, E. W. N. (2018). An Analysis of Asset Growth, Profitability and Caiptal. International Journal of Business and Management Review, 6(2), 29–44.
Vodová, P. (2013). Determinants of Commercial Banks’ Liquidity in Poland. Proceedings of 30th International Conference Mathematical Methods in Economics, 962–967.
Published
2021-01-05
How to Cite
GURENDRAWATI, Etty et al.
Bank Risk Profile and Credit Growth in Indonesia.
Jurnal Ilmiah Akuntansi dan Bisnis, [S.l.], v. 16, n. 1, p. 84-95, jan. 2021.
ISSN 2303-1018.
Available at: <https://ojs.unud.ac.id/index.php/jiab/article/view/65815>. Date accessed: 19 apr. 2024.
doi: https://doi.org/10.24843/JIAB.2021.v16.i01.p06.
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