Abstract
Banking market concentration is an interesting banking topic to study because the banking market structure plays an important role in a country's banking system. This study aims to determine the relationship between banking market concentration and bank risk taking, and bank capital as a moderating variable on the relationship between bank capital and bank risk taking. The test was conducted using multiple linear regression on 104 conventional commercial banks in Indonesia from 2007 to 2016. The results of this study indicate that banking market concentration has a positive effect on bank risk-taking, and bank capital weakens the positive effect of bank market concentration on bank risk-taking.
Highlights
Banking market concentration is an interesting banking topic to study because the banking market structure plays an important role in a country's banking system
This study aims to determine the relationship between banking market concentration and bank risk taking, and bank capital as a moderating variable on the relationship between bank capital and bank risk taking
The results of this study indicate that banking market concentration has a positive effect on bank risk-taking, and bank capital weakens the positive effect of bank market concentration on bank risk-taking
Summary
Metode Analisis Data yang telah dikumpulkan kemudian diolah dan dianalisis dengan pengujian statistika yang meliputi: Statistika deskriptif, uji asumsi klasik, dan uji hipotesis. Terdapat 2 model persamaan untuk menguji hipotesis dalam penelitian ini, yaitu: Keterangan: Risk i,t = pengambilan risiko bank i pada periode t. Koefisien determinasi (R-square) mengukur varians berapa besar variabel dependen yang bisa dijelaskan oleh variabel independen pada model persamaan yang digunakan. Koefisien determinasi memiliki nilai yang berkisar antara 0 sampai dengan 1. HASIL DAN PEMBAHASAN Deskriptif statistik pada penelitian ini meliputi jumlah observasi, rata-rata, standar deviasi, nilai minimum, dan nilai maksimum dari setiap variabel penelitian yang dapat dilihat pada Tabel 2. Berdasarkan Tabel 2 tampak bahwa pengambilan risiko bank yang diukur dengan NPL memiliki nilai rata-rata sebesar 0,2020; nilai minimum sebesar 0,0000; dan nilai maksimum sebesar 0,0733. Pada variabel kosentrasi perbankan yang diukur dengan HHI Aset memiliki nilai rata-rata sebesar 0,0711; nilai minimum sebesar 0,0620; dan nilai maksimum sebesar 0,0966. Modal bank yang diukur dengan Equity to Total Asset(ETA) memiliki nilai rata-rata sebesar. Nilai modal bank maksimal mengindikasikan bahwa penggunaan modal sendiri yang lebih tinggi untuk membiayai aktiva bank atau dengan kata lain penggunaan dana pinjaman yang lebih rendah
Sign-in/Register to view highlights & summary Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Jurnal Manajemen Teori dan Terapan| Journal of Theory and Applied Management
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
