PENGARUH NON INTEREST INCOME, GROWTH OF ASSET, LOAN TO ASSET, CAR, DAN LOAN LOSS PROVISION TO ASSET TERHADAP RISIKO BANK
Abstract: The increasing
demands of financial services and technology has led the bank to increase their
service to compete in the banking industry. Other service that bank provide by
now will increase non interest income and led to bank income diversification.
This research was conducted to examine the effect of bank income
diversification (non interest income), Growth of assets (ΔTA), Loan to asset,
CAR, and Loan loss provision to asset towards bank risk measured by SDROA
(Deviation Standard of Return on Asset) and SDROE (Deviation Standard of Return
on Equity). We use commercial banks that listed on Indonesia Stock Exchange
(IDX) through period 2011-2015 as a sample of the research and based on
purposive sampling, we selected 24 banks as the sample of this research. We use
multiple regression analysis to examine the effect.
The Result indicate that some determinants of Bank Risk such as NNII,
Loan to Asset, and Loan Loss Provision to Asset affect SDROA (Standard
Deviation of Return on Asset) as a risk measure, and NNII, ΔTA, and Loan Loss
Provision to Asset affect SDROE (Standard Deviation of Return on Equity) as
other risk measure. However, Capital
Adequacy Ratio do not affect bank risk that measured by SDROA and SDROE in this
research by another variables which not include in these research model.
Keywords: Bank Risk, Non
Interest Income, Diversification, SDROA SDROE
Penulis: Ardhilo Putra, Wisnu
Mawardi
Kode Jurnal: jpmanajemendd170922
