Pengaruh Tingkat Kecukupan Modal, Likuiditas, Risiko Pasar, Dan Risiko Kredit Terhadap Kinerja Keuangan Pada Bank Konvensional (Studi Empiris Pada Bank Konvensional Terdaftar Di BEI)

Abstract: This research is performed on order to test the influence of the variable capital adequacy, liquidty, market risk, and credit risk toward financial performance. Methodology research as the sample used purposive sampling. Sample was accured 30 Bank Konvensional. Data analysis with multilinear regression of ordinary least square and hypotheses test used t-statistic and f-statistic at level of significance 5%. Classic assumption examination which consist of data normality test multicolinearity test, heteroskedasticity test and autocorrelation test is also being done to test the hypotheses. During research period show asvariable and data research was normal distributed. Based on test, multicolinearity test, , heteroskedasticity test and autocorrelation test classic assumption deviation has no founded. This indicate that the available data has fulfill the condition to use multilinear regression model. This result of research show that variable capital adequacy, liquidity, and credit risk did not influence financial performance. Variable market risk positive significant influence toward financial performance. Prediction capability from these four variable toward financial performance is 45.3% where the balance 54.7% is affected to other factor which was not to be entered to research model.
Keywords: financial performance, capital adequacy, liquidity, market risk, credit risk
Penulis: Puteri Qaniah Dayu
Kode Jurnal: jpakuntansidd150524

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