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Please use this identifier to cite or link to this item: https://repository.uksw.edu/handle/123456789/25068
Title: Risk Profile, Good Corporate Governance, dan Financial Performance
Authors: Silaban, Samuel Torang Pandapotan
Keywords: credit risk;liquidity risk;market risk;operational risk;financial performance;GCG;NPL;LDR;NIM;BOPO;ROA;selft assessment
Issue Date: 4-May-2018
Abstract: Tujuan penelitian ini yaitu untuk mengetahui pengaruh credit risk, liquidity risk, market risk, dan operational risk terhadap financial performance dengan GCG sebagai variabel moderating. Objek penelitian ini adalah bank umum nasional go public. Berdasarkan pada teknik purposive sampling, sampel penelitan ini sebanyak 34 bank. Data yang digunakan adalah rasio NPL, LDR, NIM, BOPO, ROA, dan peringkat komposit hasil dari penggabungan nilai selft assessment yang berasal dari laporan keuangan tahunan setiap bank dari tahun 2015-2016. Teknik analisis data pada penelitian ini menggunakan Moderated Regression Analysis (MRA). Hasil penelitian ini menunjukkan bahwa GCG memiliki peran Pure Moderator ketika digunakan sebagai moderating untuk mengetahui pengaruh Liquidity Risk dan Market Risk terhadap Financial Performance dan GCG tidak memoderatori pengaruh Credit Risk dan Operational Risk terhadap Financial Performance. Sehingga hasil penelitian ini dengan menggunakan variabel GCG sebagai variabel moderating menunjukkan bahwa variabel Credit Risk dan Operational Risk berpengaruh negatif signifikan terhadap financial performance. Sedangkan Liquidity Risk dan Market Risk berpengaruh positif tetapi tidak signifikan terhadap financial performance.
The research in this study aimed to find out the influential of credit risk, liquidity risk, market risk, and operational risk on financial performance with GCG as a moderating variable. The national bank go public as the main object in this research. According to the purposive sampling, there are 34 bank used as the sample. It used the ratio NPL, LDR, NIM, BOPO, ROA, and also supported by the composite ranking result of selft assessment merging from the financial report of each bank in 2015 to 2016. The data were analyzed by using Moderated Regression Analysis (MRA). The result showed that GCG has a pure role moderator when it used to find out the influence of liquidity risk and market risk toward financial performance. Moreover, GCG did not take a big role as a moderating variable in giving influence for the credit risk and operational risk toward financial performance. So that by using GCG as the moderating variable, credit risk and operational risk had negative influence significantly concerning to the financial performance. Whereas, on the other way the liquidity risk and market risk give insignificant possitve influence for the financial performance.
URI: https://repository.uksw.edu/handle/123456789/25068
Appears in Collections:T1 - Accounting

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