Putri, Reisa and Hasnawati, Sri and Hendrawaty, Ernie (2020) Risk-taking model in Indonesian banking companies. The Future Opportunities and Challenges of Business in Digital Era 4.0. pp. 53-57.

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Abstract

ABSTRACT: This paper aims to create a model that can measure how banks take the risk for their profit. Risks occur due to uncertain actions taken by the company. The final model performs which variables can explain bank risk-taking. The variables of risk-taking in this paper are capital, size, mergers and acquisitions, ownership, off-balanced sheet, LDR, BI rate, inflation, and GDP Growth. The sample data was limited to 28 banks listed in Bursa Efek Indonesia (BEI) in the period 2013-2017. The primary data source of all the variables includes financial statements, annual reports, ICMD (Indonesian Capital Market Directory), and the official website of the banks. There are four methods used to examine the best model, includ­ ing forwarding, backward, stepwise, and enter. R-squared, adjusted R-squared, AIC, SIC, and Cp Mallows are used for choosing the best model in each method.

Item Type: Article
Subjects: H Social Sciences > HG Finance
Divisions: Fakultas Ekonomi dan Bisnis (FEB) > Prodi Manajemen
Depositing User: DR ERNIE HENDRAWATY
Date Deposited: 12 Nov 2020 02:13
Last Modified: 12 Nov 2020 02:13
URI: http://repository.lppm.unila.ac.id/id/eprint/24976

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