sparta, sparta (2022) DAMPAK RISIKO KREDIT DAN RISIKO LIKUIDITAS TERHADAP KINERJA KEUANGAN DAN KINERJA PASAR: SEBELUM DAN MASA PANDEMI COVID-19 PADA PERBANKAN DI INDONESIA. In: The 2nd IBS National Conference on Business and Finance 2022. 2, 2 . STIE INDONESIA BANKING SCHOOL, jakarta, pp. 1-21. ISBN 9786239855017
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Abstract
This study aims to find out how the impact of credit risk and liquidity risk on financial performance and stock market performance - before and during the COVID-19 pandemic on banking in Indonesia. This study took a sample of 38 banks that went public on the Indonesia Stock Exchange with the research period from 2018 to 2020, with a total of 114 observations. The research variables used were return on assets and stock returns as independent variables. while the dependent variables are nonperforming loans, loan to deposit ratios and dummy variables before and during the covid period. The control variables used in this study are firm size and capital adequacy ratio. The research equation used is OLS panel data. The results of this study found that: 1). there are no differences in credit risk, liquidity risk and financial performance in the pre-covid-19 and covid-19 periods, while the banking stock market performance before and during the covid-19 period, there was a significant positive difference, where the average stock return during the covid period was higher than before covid 19; 2). there is a negative impact of credit risk on banking financial performance, while credit risk has no impact on banking stock market performance before and during the covid period; and 3). there is a positive impact of liquidity risk on financial performance while on the performance of the banking stock market in Indonesia before and during the covid period, the impact was negative. The results of this study have implications for managers and regulators to monitor credit risk and liquidity risk both before the pandemic and during the pandemic so that stock market performance and the financial performance of the banking industry are not disrupted. Besides that, the relaxation policy during the pandemic made by the regulator can be considered for use in future crises by making modifications according to applicable conditions.
| Item Type: | Book Section |
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| Uncontrolled Keywords: | Credit risk, liquidity risk, financial performance, banking stock market performance, the covid-19 pandemic |
| Subjects: | H Social Sciences > HF Commerce > HF5601 Accounting |
| Divisions: | Prodi S1 Akuntansi |
| Depositing User: | Sparta Sparta |
| Date Deposited: | 18 Aug 2022 21:24 |
| Last Modified: | 21 Aug 2022 08:12 |
| URI: | http://repository.ibs.ac.id/id/eprint/5143 |
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