Risiko Likuiditas Dan Determinannya: Studi Empiris Pada Bank Swasta Nasional Devisa Di Indonesia

Abstract

The purpose of this study is to examine the influence of bank's characteristics on liquidity risk in the case of 22 out of 35 commercial banks in Indonesia, by using data in the period 2010-2015. The results show some important things. First, Capitalization has a positive effect on liquidity risk. Second, cash reserves and loan to deposit ratio also negatively affect liquidity risk. These results are supported by both proxies for liquidity risk, i.e. liquid assets to total assets and liquid assets to customer deposits and short-term funding. Third, the fifth characteristics of other banks, namely non-performing loans, size, profitability, loss loan reserve, no effect on liquidity risk.

Pengaruh Instrumen Kebijakan Makroprudensial Terhadap Likuiditas Bank Umum Syariah

“…Terjadinya penurunan dan tidak stabilnya kondisi perekonomian turut mempengaruhi kondisi likuiditas perbankan. Likuiditas adalah kemampuan bank dalam memenuhi kewajiban bank yang harus dibayar sesuai pada waktunya (Departemen Pendidikan Nasional, 2008) Penurunan cadangan likuiditas dapat berakibat pada risiko likuiditas bank (Pangeran, 2017). Cadangan likuiditas yang terlalu rendah dapat menghambat operasional bank dan menyebabkan bank dilikuidasi.…”