Determinan Risiko Likuiditas pada Sektor Perbankan di Indonesia
), Robith Hudaya(2),
(1) Universitas Mataram
(2) Universitas Mataram
Corresponding Author
Abstract
Pengelolaan risiko likuiditas merupakan tugas yang sangat krusial terutama dalam sektor perbankan. Untuk menghindari risiko likuiditas perbankan dibutuhkan perencanaan yang seimbang antara likuiditas dan profitabilitas. Penelitian ini bertujuan untuk menganalisis determinan risiko likuiditas perbankan di Indonesia. Variabel yang digunakan sebagai determinan risiko likuiditas yakni capital adequacy ratio, basel, return on assets, leverage, dan ukuran bank. Model yang digunakan yaitu common effect, fixed effect, dan random effect. Sampel yang digunakan pada penelitian ini yakni sebanyak 25 bank di Indonesia pada periode tahun 2019 hingga 2022. Hasil penelitian ini menunjukkan bahwa capital adequacy ratio dan leverage menunjukkan hasil negatif terhadap risiko likuiditas dan konsisten pada ketiga model. Untuk variabel basel dan ukuran bank masih menunjukkan hasil yang berbeda pada masing-masing model. Dari hasil penelitian ini menunjukkan bahwa capital adequacy ratio dan leverage memiliki pengaruh yang signifikan terhadap risiko likuiditas perbankan. Sedangkan, capital adequacy ratio, basel, return on assets, dan ukuran bank memiliki pengaruh yang tidak signifikan terhadap risiko likuiditas perbankan. Oleh karena itu, pembuat kebijakan dan pimpinan bank perlu mempertimbangkan karakteristik bank ketika mengelola risiko likuiditas, seperti capital adequacy ratio dan leverage.
Keywords
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