Maulydia, Dewi Sri (2025) Analisis Pengaruh Eksposur Risiko Terhadap Kinerja Pengelolaan Risiko Perbankan Dengan GCG Sebagai Pemoderasi (Studi pada Bank Umum yang Terdaftar di BEI). Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
Restrictions on economic activity during the Covid-19 pandemic had a negative impact on banking stability in Indonesia, as reflected in the decline in risk management effectiveness in 2020. Bank risk exposure does not only arise during crises such as pandemics but is also inherent in their operational activities. Therefore, this study was conducted to provide an overview of the quality of risk management in commercial banks in Indonesia through an analysis of the influence of credit risk, market risk, operational risk, and liquidity risk on banking risk management performance; as well as to test the role of Good Corporate Governance (GCG) as a moderating variable. The research subjects were commercial banks listed on the Indonesia Stock Exchange (IDX) during the period 2019-2024. A total of 15 banks were selected as research samples based on criteria determined through purposive sampling. The approach used was quantitative, employing panel data regression analysis and moderation regression techniques. The results of the study indicate that credit risk and operational risk have a significant negative effect on bank risk management performance, while market risk and liquidity risk do not show a significant effect. GCG strengthens the negative relationship between operational risk and risk management performance, but it is unable to moderate the relationship between credit risk and liquidity risk on bank risk management performance.
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HC Economics | ||||||||
| Divisions: | Faculty of Economic > Departement of Economics | ||||||||
| Depositing User: | Dewi Sri M Lydia - | ||||||||
| Date Deposited: | 17 Jul 2025 08:11 | ||||||||
| Last Modified: | 17 Jul 2025 08:11 | ||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/39700 |
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