Pengaruh Risiko Pasar, Risiko Kredit dan RisikoOperasional Terhadap KinerjaKeuangan Perbankan (Studi Empiris pada Perusahaan Perbankan yang Terdaftar di BEI Tahun 2010-2015)

Abstract

In this research will make know and test the market risk, credit risk, and  operational risk (empirical study on banking companies listed on the Stock Exchange). Proxy using the return on assets for the financial performance; net interest margin (NIM) to market risk; non performing loan (NPL) to credit risk; and operational expense operational income (OEOI) to operational risk.

This type of research is the causative associative. The population is all banking companies listed in Indonesia Stock Exchange during6 years that is 2010 to 2015. The sample is determined by purposive sampling to obtain a sample of 28 companies. Types of data using secondary data obtained fromwww.idx.co.id. The data collection technique is the engineering documentation. Analysis of this research using multiple regression analysis.

The empirically result showed operation efficiency as measured by net interest margin (NIM) has a positive not significant effect to financial performance on banking companies, credit risk as measured by non performing loan (NPL) has a negative and significant effect to financial performance on banking companies, and operational expense operational income (OEOI)has a negative oand significant effect to financial performance on banking companies.

Based on the above results, it is suggested for banking companies to reduce operational expense as low as possible because of low operational expense could increase banking companies profit and the bank must consider the risk of loans that lack of payment by small until bank profits can also increased.

Key Words : Return On Assets,  Net Interest Margin, Non Performing Loan, Operational Expense Operational Income