ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI RISIKO LIKUIDITAS PADA BANK KONVENSIONAL (Studi pada Bank yang Termasuk Badan Usaha Milik Pemerintah dan Bank Asing di Indonesia dan Malaysia Periode Tahun 2011 sampai dengan 2015)
Abstract: The banking system
has an important role to play in the real sector because of its function as an
intermediary institution which is a financial institution that connects between
parties who have excess funds to parties who are in need of funds through
financial services. One of focuses on this research is liquidity risk. The
purpose of this study is to analyze the effect of non-performing loans, net
working capital, return on assets, capital adequacy ratio and size against
liquidity risk in conventional banks in Malaysia and Indonesia in 2011-2015.
This research using multiple regression analysis and population in this
research are banks that included in local and foreign banks which are sorted by
using purposive sampling method. The total research population is 32 banks
consisting of 24 samples of conventional banks in Indonesia and 8 samples of
conventional banks in Malaysia.
The results showed that non performing loans and capital adequacy ratio
do not affect liquidity risk in both models. While return on assets has a
positive and significant impact on liquidity risk of conventional banks in
Indonesia and has no effect on conventional banks in Malaysia. Variable net
working capital does not affect liquidity risk in conventional banks in
Indonesia while banks in Malaysia have positive and significant effect. And
variable size has no effect on liquidity risk in Indonesia and has a
significant negative effect on conventional banks in Malaysia.
Keywords: non performing
loans, net working capital, return on asset, capital adequacy ratio, size,
liquidity risk
Penulis: Alwan Azhary, Harjum
Muharam
Kode Jurnal: jpmanajemendd170916
