ANALISIS - SCIENTIFIC JOURNAL OF ECONOMICS, MANAGEMENT, BUSINESS, AND ACCOUNTING
Vol. 11 No. 1 (2021): ANALISIS VOL. 11 TAHUN 01 EDISI MARET 2021

PENGARUH PENERAPAN MANAJEMEN RISIKO TERHADAP RETURN SAHAM PERBANKAN BERDASARKAN KELOMPOK BUKU BANK

Nurfauziah Nurfauziah (Universitas Islam Indonesia)
Sri Mulyati (Universitas Islam Indonesia)



Article Info

Publish Date
16 Jun 2021

Abstract

Risk management is part of a comprehensive business strategy with the aim of contributing to protecting and increasing shareholder value. An increase in stock value indicates an increase in stock returns obtained by investors. This study examines the effect of risk management implementation on bank stock returns as seen from the bank book group, namely bank book group 1, bank book group 2, bank book group 3 and bank book group 4. The application of risk management is seen from credit risk, liquidity risk, risk. operational and market risk. The research was conducted on all commercial banks that went public and were active from 2015 to 2019, as many as 44 banks. The results of the study state that: overall (for all bank book groups) the application of risk management, namely credit risk, liquidity risk, operational risk and market risk does not affect stock returns, except for bank book group 1, credit risk and operational risk and market risk for book group 4 has a significant effect on stock returns.

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Journal Info

Abbrev

analisis

Publisher

Subject

Economics, Econometrics & Finance

Description

SCIENTIFIC JOURNAL OF ECONOMICS, MANAGEMENT, BUSINESS AND ACCOUNTING with the registered number print ISSN 1907-5189; online ISSN 2722-6328, is an open access, peer-reviewed journal whose goal is to publish original research papers on current issues in general economics, management, accounting, ...