Pengaruh Risiko terhadap Profitabilitas Bank yang Terdaftar di Bursa Efek Indonesia

Abstract

This research was conducted to determine the effect of market risk, credit risk liquidity risk and, operational risk on the profitability of banks listed on the Indonesia Stock Exchange from 2020 to 2022. In 2020 to 2022 the Covid-19 pandemic occurred, this resulted in the occurrence of large-scale social restrictions. These large-scale social restrictions hamper existing economic activities so that economic growth decreases. This of course results in declining banking profitability. During the Covid-19 pandemic, the risks experienced by banks increased. Banking management is required to be able to manage existing risks in order to maintain profitability and not experience losses. The population of this study is all banks listed on the Indonesia Stock Exchange from 2020 to 2022. The sample selection in this study used a purposive sampling method, through the sample selection method used, 23 banks were obtained that met the predetermined sample criteria. The data in this research was obtained through secondary data from the Indonesian Stock Exchange website. The data that has been obtained is then tested using descriptive statistical analysis, classical assumption testing, panel data regression analysis, model testing, and hypothesis testing. The results of the research that has been carried out are that market risk has a positive effect on profitability. Credit risk has a negative effect on profitability. Liquidity risk has no effect on profitability. Operational risk has a negative effect on profitability.