DETERMINAN RISIKO LIKUIDITAS PADA INDUSTRI PERBANKAN YANG BERKATEGORI TOO BIG TO FAIL DI INDONESIA

Lasty Agustuty, Abdul Rakhman Laba, Muhammad Ali, Muhammad Sobarsyah

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Tujuan dari penelitian ini adalah untuk mendapatkan bukti empiris dari pengaruh ukuran bank, capital buffer, efisiensi dan kredit macet pada risiko likuiditas. Sampel penelitian adalah Bank Umum Konvensional yang memiliki nilai rasio aset bank di atas 2% dari total aset perbankan nasional (Bank Too Big To Fail) dan menerbitkan laporan keuangan secara penuh selama 2004-2019. Teknik analisis data dalam penelitian ini adalah regresi data panel EViews. Hasil penelitian menunjukkan bahwa ukuran bank memiliki pengaruh positif dan signifikan terhadap risiko likuiditas. Capital buffer memiliki pengaruh positif dan signifikan terhadap risiko likuiditas. Efisiensi yang diukur dengan rasio BOPO memiliki pengaruh positif dan signifikan terhadap risiko likuiditas. Kredit macet yang diukur dengan rasio NPL memiliki pengaruh positif dan signifikan terhadap risiko likuiditas.
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Kata Kunci : Ukuran Bank, Capital Buffer, Efisiensi, Kredit Macet, Risiko Likuiditas

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Referensi


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DOI: https://doi.org/10.37531/mirai.v5i2.646

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