Pengaruh Risiko Likuiditas Dan Faktor Makro Ekonomi (Inflasi) Terhadap Profitabilitas Perbankan

Abstract

Liquidity risk is one of the risks that banks need to pay attention to because it deals directly with banking profitability. This study examines the effect of liquidity risk and macroeconomic factors (inflation) on banking profitability. The sample used is a bank listed on the Indonesian stock exchange in 2009-2015. Liquidity risk is proxied with deposit, cash, liquidity gap and non performing loan. Macroeconomic factors are proxied with inflation. Bank performance is proxied with profitability ie profit before tax. All variables except inflation are simplified by natural logarithms. The analysis used is a simple linear regression test. The results obtained in this study are deposits and cash have a positive effect on bank profitability. The liquidity gap and the negative impact on the profitability of banks while inflation did not affect the profitability of banks. This research is expected to be a reference to future research related to liquidity risk that must be faced by banks. Limitations in this study were a limited sample size, using only simple regression tests and examining only one economic factor. Further research is expected to increase the number of samples, perform multiple regression tests and add other macroeconomic factors.