Inclusion of Interest Rate Risk In Credit Risk On Bank Performance: Evidence In Indonesia

Julia, Safitri and Suyanto, Suyanto and Maximus L, Taolin and Sri Lestari, Prasilowati (2020) Inclusion of Interest Rate Risk In Credit Risk On Bank Performance: Evidence In Indonesia. JRAP (Jurnal Riset Akuntansi dan Perpajakan), Universitas Pancasila.

[img] Text (Cek Plagiarisme)
5-Inclusion of Interest Rate Risk In Credit.pdf

Download (4MB)
Official URL: http://journal.univpancasila.ac.id/index.php/jrap/...

Abstract

This study aims to empirically examine the effect of liquidity on bank performance through the inclusion of interest rate risk on credit risk (INRISK) as a mediator. Where the inclusion of interest rate risk in credit risk (INRISK) is a novel concept developed from the synthesis of monetary theory, financial intermediation theory and liquidity theory, as an attempt to mediate the research gap between the effect of liquidity on bank performance. This study uses panel data with 30 companies as samples and uses the study period from 2010 to 2018, resulting in 270 observational data. All samples are banking companies listed on the IDX. The analytical tool used in this study was PLS-Sem with the WarpPLS 5.0 application.

Item Type: Other
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: Faculty of Law, Arts and Social Sciences > School of Management
Depositing User: Julia Safitri
Date Deposited: 06 Oct 2020 14:13
Last Modified: 06 Oct 2020 14:13
URI: http://repository.stieipwija.ac.id/id/eprint/432

Actions (login required)

View Item View Item