Pengaruh Risiko Likuiditas dan Risiko Kredit serta Efisiensi Bank terhadap Stabilitas Keuangan Bank pada Bank Konvensional di Indonesia
DOI:
https://doi.org/10.30872/hqamz706Keywords:
Bank Financial Stability, Liquidity Risk, Credit Risk, Bank Effeciency, Conventional BanksAbstract
Penelitian ini bertujuan untuk menganalisis pengaruh risiko likuiditas, risiko kredit dan efisiensi bank terhadap stabilitas keuangan bank pada bank konvensional di Indonesia. Stabilitas keuangan bank merupakan aspek penting dalam menjaga keberlangsungan sistem keuangan dan perekonomian suatu negara. Penelitian ini menggunakan data sekunder berupa laporan keuangan bank konvensional di Indonesia periode 2020-2024. Metode analisis yang digunakan adalah regresi data panel dengan bantuan software Eviews 12. Variabel risiko likuiditas diukur menggunakan Liquidity to Total Assets (LTA), risiko kredit diukur menggunakan Non-Performing Loan (NPL), efesiensi bank diukur menggunakan rasio BOPO, sedangkan stabilitas keuangan bank diproksikan dengan Z-Score. Hasil penelitian menunjukkan bahwa risiko likuiditas berpengaruh negatif dan tidak signifikan terhadap stabilitas keuangan bank. Risiko kredit berpengaruh positif namun tidak signifikan terhadap stabilitas keuangan bank. Sementara itu, efisiensi bank bepengaruh negatif dan signifikan terhadap stabilitas keuangan bank. Temuan ini menunjukkan bahwa efisiensi operasional menjadi faktor penting dalam menjaga stabilitas keuangan bank
References
Abdelaziz, H., Rim, B., & Helmi H. (2020). The Interactional Relationships Between Credit Risk, Liquidity Risk and Bank Profitability In MENA Region. Global Business Review, 23(3), 1-23. https://doi.org/10.1177/0972150919879304
Adusei, M., (2015). The impact of bank size and funding risk on bank stability. Cogent Economic and Finance, 3(1), 1-19. http://dx.doi.org/10.1080/23322039.2015.1111489
Ali, M., & Chin Hong Puah. (2018). The internal determinants of bank profitability and stability: An insight from banking sector of Pakistan. Management Research Review, 42(1), 49-67. https://doi.org/10.1108/MRR-04-2017-0103
Ali, M., & Chin Hong Puah. (2018). Does Bank Size and Funding Risk Effect Banks’ Stability? A Lesson from Pakistan. Global Business Review, 19(5), 1166-1186. https://doi.org/10.1177/0972150918788745
Allen, F., & Gale, D. (2004). Competition and financial stability. Journal of Money, Credit, and Banking. 36(3b), 453–480. https://doi.org/10.1353/mcb.2004.0038
Allen, F., Ellena Carletti, & Douglas Gale. (2014). Money, financial stability and efficiency. Journal of Economic Theory, 149 (1), 100-127. http://dx.doi.org/10.1016/j.jet.2013.02.002
Almekhlafi, A., K. Almekhlafi, M. Kargbo, & X. Hu. (2016). A study of credit risk and commercial banks’ performance in Yemen: Panel evidence. Journal of Management Policies and Practices, 4 (1), 57-69. https://doi.org/10.15640/jmpp.v4n1a4
Amara, T., & Mohamed Mabrouki. (2019). The Impact of Liquidity and Credit Risk on the Bank Stability. Journal of Smart Economic Growth. 4(2), 97-116. https://orcid.org/0000-0001-9072-2266
Ayagre, Philip., Emmanuel S-Kumankoma, Anthony, Q.Q., & Patrick, O.A. (2024). Does banking consolidation improve bank stability? Evidence from Sub-Saharan Africa. Journal of Financial Regulation and Compliance, 32(1), 1358-1988. https://doi.org/10.1108/JFRC-03-2024-0039
Badan Pusat Statistik. (2024). Jumlah Bank dan Kantor bank (Unit), 2023. Badan Pusat Statistik. Indonesia. https://www.bps.go.id/id/statistics-table/2/OTM3lzl=/jumlah-bank-dan-kantor-bank--unit-.html
Bank Indonesia. (2021). Stabilitas Sistem Keuangan dan Peran Bank Indonesia. Bank Indonesia. https://www.bi.go.id/fungsi-utama/stabilitas-sistem-keuangan/ikhtisar/default.aspx
Bank Indonesia. (2024). Stabilitas Sistem Keuangan Terjaga, Transisi Keuangan Hijau Terus Diperkuat. Bank Indonesia. https://www.bi.go.id/id/publikasi/ruang-media/news-release/pages/sp_2621624.aspx
Berger, A.N., & De Young, R. (1997) Problem Loans and Cost Efficiency in Commercial Banks. Journal of Banking & Finance, 21, 849-870.
https://doi.org/10.1016/S0378-4266(97)00003-4
Chand, S.A., Ronald R.K., & Peter J.S. (2021). Determinants of Bank Stability in a Small Island Economy : A Study of Fiji. Accounting Research Journal, 34 (1), 22-42. https://doi.org/10.1108/ARJ-06-2020-0140
Cheng, Limei., Takyi K. Nsiah, Ofori Charles, & Abraham L. Ayisi. (2020). Credit risk, operational risk, liquidity risk on profitability. A study on South Africa commercial banks. A PLS-SEM Analysis. Revista Argentina de Clínica Psicológica, 29(5), 5–18. https://doi.org/10.24205/03276716.2020.1002
DeYoung, R., & Karen Y.J. (2016). Do Banks Actively Manage Their Liquidity?. Journal of Banking and Finance, 66 (2016), 143-161. http://dx.doi.org/10.1016/j.jbankfin.2015.11.013 0378-4266
Djebali, N., & Zaghdoudi, K. (2020) .Threshold effects of Liquidity Risk and Credit Risk on Bank Stability in the MENA region. Journal of Policy Modeling, 42(5), 1049-1063. https://doi.org/10.1016/j.jpolmod.2020.01.013
Drehmann, M., & Nikolaou, K. (2013). Funding liquidity risk: definition and measurement. Journal of Banking & Finance, 37(7), 2173-2182. https://doi.org/10.1016/j.jbankfin.2012.01.002
Dutta, Kumar Debasis & Malika Saha. (2021). Do competition and efficiency lead to bank stability? Evidence from Bangladesh. Future Business Journal, 7(6), 1-12. https://doi.org/10.1186/s43093-020-00047-4
Elbadry, Ahmed. (2018). Banks’s Financial Stability and Risk Management Abstract. Journal of Islamic Accounting and Bussiness Research, 2(2), 1-27. https://doi.org/10.1108/JIABR-03-2016-0038
European Central Bank. (2024). Financial Stability Review, May 2024. European Central Bank. https://www.ecb.europa.eu/press/financial-stability-publications/fsr/html/ecb.fsr202405~7f212449c8.en.html
Ghenimi, A., Chaibi, H., & Omri, M.A.B. (2017). The Effects of Liquidity Risk on Bank Stability: Evidence from the MENA Region. Borsa Istanbul Review. 17(4), 238-248. https://doi.org/10.1016/j.bir.2017.05.002
Ghosh, S., & Sanyal, B. (2019). Determinants of Operating efficiency of Commercial Banks In India: Insight from Panel Regression Model. The Impacts of Monetary Policy in the 21st Century. Perspectives From Emerging Economiec, 7(23), 253-263. https://doi.org/10.1108/978-1-78973-319-820191025
Gupta, J., & Kashiramka, S. (2020). Financial stability of banks in India: Does liquidity creation matter?. Pacific Basin Finance Journal, 64(9), 101439. https://doi.org/10.1016/j.pacfin.2020.101439
Hassan, M. K., Khan A, & Paltrinieri A. (2018). Liquidity Risk, Credit Risk and Stability in Islamic and Conventional Banks. Research in International Business and Finance, 48(C), 17-31. https://doi.org/10.1016/j.ribaf.2018.10.006
Ihsan, A., Mustafa, A., Kaleem, U., & Syed, N.S. (2021). Non-performing Loans and Bank Stability: Evidence from Pakistan. International Journal of Innovation, Creativity and Change, 15(8), 207-226.
Iqbal, M., Lukmanul, H., & Muhammad Abdul Aziz. (2024). Determinants of Islamic Bank Stability in Asia. Journal of Islamic Accounting and Business Research, 15(4),1759-0817. https://doi.org/10.1108/JIABR-07-2022-0174
Kementerian Keuangan. (2016). Undang-Undang Republik Indonesia Nomor 10 Tahun 1998 Tentang Perbankan. Kemenkeu. Indonesia. https://jdih.kemenkeu.go.id/fulltext/1998/10tahun~1998uu.htm
Kementerian Keuangan. (2023). Pandemi Covid-19 dan Menurunnya Perekonomian Indonesia. Kemenkeu. Indonesia. https://www.djkn.kemenkeu.go.id/artikel/baca/16064/Pandemi-Covid -19-Dan-Menurunnya-Perekonomian-Indonesia.html
Khan, S., Aziza, N.A., & Nawaz, A.D. (2024). Islamic and Conventional Banks Stability in Indonesia. Etikonomi Journal, 23(1), 167-182. Doi : 10.15408/etk.v23i1.33879
Korbi Fakhri, & Khemaies Bougatef. (2017). Regulatory capital and stability of Islamic and conventional banks. International Journal of Islamic and Middle Eastern Finance and Management, 10(3), 312-330. https://doi.org/10.1108/IMEFM-06-2016-0079
Louzis, D.P., Angelos, T.V., & Vasilios, L.M. (2012). Macroeconomic and Bank-specific Determinants of Non-perfoeming Loans in Greece: A Comparative Study of Mortgage, Business and Cunsumer Loan Portfolios. Journal of Banking & Finance, 36(4), 1012-1027. https://doi.org/10.1016/j.jbankfin.2011.10.012
Matey, J. (2021). Bank Liquity Risk and Bank Credit Risk: Implication on Bank Stability in Ghana. International Journal of Scientific, 7(4), 29-36.
Ngaira, P. A., & J. Miroga. (2018). Determinants of financial stability of listed commercial banks in Kenya. The Strategic Journal of Business & Change Management, 5(4), 1074–1097. doi: 10.61426/sjbcm.v5i4.931
Otoritas Jasa Keuangan. (2017). Stabilitas Sistem Keuangan. https://ojk.go.id
Ozili, P.K. (2018). Banking stability determinants in Africa. International Journal of Managerial Finance, 14 (4), 462-483. https://doi.org/10.1108/IJMF-01-2018-0007
Phan, H.T., S. Anwar, W.R.J. Alexander, & H.T.M. Phan. (2019). Competition, Efficiency and Stability: An Empirical Study of East Asian Commercial Banks, North American Journal of Economics & Finance, 50 (C), 100990. https://doi.org/10.1016/j.najef.2019.100990
Rahman, S.M.K., Chowdhury, M.A.F., & Tania, T.C. (2021). Nexus among Bank Competition, Efficiency and Financial Stability: A Comprehensive Study in Bangladesh. Journal of Asian Finance, Economics and Business, 8(2), 0317–0328 https://doi.org/10.13106/jafeb.2021.vol8.no2.0317
Saunders, Anthony, & Marcia Millon Cornett. (2018). Financial Institutions Management: A Risk Management Approach, 9th ed., New York: McGraw-Hill Education.
Setiawan, A., Sudarto., Widiastuti, E., (2019). The Influence of Credit Risk and Liquidity Risk on Bank Stability. International Conference on Rural Development and Entrepreneurship, 5 (1), 1169-1177. ta
Shahriar, A., Saima, M., Zobayer, A., Esra, S. D., & Md. Abul, Kalam, Azad. (2022). Bank stability, performance and efficiency: an experience from West Asian countries. IIM Ranchi Journal of Management Studies, 2(1), 31-47. https://doi.org/10.1108/IRJMS-02-2022-0017
Smith, J. A., Michael Grill, & Jan Hannes Lang. (2024). The Leverage Ratio, Risk-Taking and Bank Stability. Journal of Financial Stability, 74(2024): 100833. https://doi.org/10.1016/j.jfs.2020.100833
Tan, Y., & Christos, F. (2017). Risk, competition and efficiency in banking: Evidence from China. Global Finance Journal, 35(C), 223-236. https://doi.org/10.1016/j.gfj.2017.12.001
Trad, N., Houssem Rachdi, Abdelaziz Hakimi, & Khaled Guesmi, (2017).Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle. The Journal of Risk Finance, 18(4), 381-397. https://doi.org/10.1108/JRF-10-2016-0134
Zaghdoudi (2019). The Effect of Risk on the Stability of Tunisian Conventional Bank. Asian Economic and Financial Review, 9(8), 389-401. Doi: https://doi.org/10.18488/journal.aefr.2019.93.389.401
Downloads
Published
Issue
Section
License
Copyright (c) 2026 Jumriana, Wirasmi Wardhani
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
