THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS

This study aims to examine the effect of liquidity risk, credit risk, loan-to-deposit ratio (LDR), and bank size on the financial performance of banks in Indonesia listed on the Indonesia Stock Exchange (IDX) during the 2019-2023 period. The sample consists of 41 banks with a total of 205 annual ob...

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Main Authors: Vina Ayu Nur Septyana, Rani Lokonta Sari Sembiring Rani, Farah Margaretha Leon
Format: Article
Language:English
Published: Universitas Kristen Indonesian Paulus 2025-07-01
Series:Accounting Profession Journal (APAJI)
Subjects:
Online Access:https://ojsapaji.org/index.php/apaji/article/view/348
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author Vina Ayu Nur Septyana
Rani Lokonta Sari Sembiring Rani
Farah Margaretha Leon
author_facet Vina Ayu Nur Septyana
Rani Lokonta Sari Sembiring Rani
Farah Margaretha Leon
author_sort Vina Ayu Nur Septyana
collection DOAJ
description This study aims to examine the effect of liquidity risk, credit risk, loan-to-deposit ratio (LDR), and bank size on the financial performance of banks in Indonesia listed on the Indonesia Stock Exchange (IDX) during the 2019-2023 period. The sample consists of 41 banks with a total of 205 annual observations. The analysis method used is panel data regression with the Random Effect Model approach using Eviews 9.0 software. The results showed that liquidity risk, LDR, and bank size had a significant positive effect on financial performance proxied by Return on Assets (ROA), while credit risk had a significant negative effect on ROA. These findings indicate that liquidity management, efficiency in lending, and the scale of bank assets are important factors in increasing bank profitability.
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publishDate 2025-07-01
publisher Universitas Kristen Indonesian Paulus
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series Accounting Profession Journal (APAJI)
spelling doaj-art-e0b5f838fd5f4df6a32eefb931b2aa062025-08-20T02:46:40ZengUniversitas Kristen Indonesian PaulusAccounting Profession Journal (APAJI)2715-76952686-00582025-07-0172THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKSVina Ayu Nur Septyana0Rani Lokonta Sari Sembiring Rani1Farah Margaretha Leon2FACULTY OF ECONOMICS & BUSINESS TRISAKTI UNIVERSITYUniversitas TrisaktiFACULTY OF ECONOMICS & BUSINESS TRISAKTI UNIVERSITY This study aims to examine the effect of liquidity risk, credit risk, loan-to-deposit ratio (LDR), and bank size on the financial performance of banks in Indonesia listed on the Indonesia Stock Exchange (IDX) during the 2019-2023 period. The sample consists of 41 banks with a total of 205 annual observations. The analysis method used is panel data regression with the Random Effect Model approach using Eviews 9.0 software. The results showed that liquidity risk, LDR, and bank size had a significant positive effect on financial performance proxied by Return on Assets (ROA), while credit risk had a significant negative effect on ROA. These findings indicate that liquidity management, efficiency in lending, and the scale of bank assets are important factors in increasing bank profitability. https://ojsapaji.org/index.php/apaji/article/view/348Indonesian Banking Sector
spellingShingle Vina Ayu Nur Septyana
Rani Lokonta Sari Sembiring Rani
Farah Margaretha Leon
THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS
Accounting Profession Journal (APAJI)
Indonesian Banking Sector
title THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS
title_full THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS
title_fullStr THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS
title_full_unstemmed THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS
title_short THE ROLE OF LIQUIDITY RISK, INTEREST RATE RISK, AND CREDIT RISK IN INFLUENCING THE FINANCIAL PERFORMANCE OF INDONESIAN BANKS
title_sort role of liquidity risk interest rate risk and credit risk in influencing the financial performance of indonesian banks
topic Indonesian Banking Sector
url https://ojsapaji.org/index.php/apaji/article/view/348
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