PENGARUH RISIKO KREDIT, RISIKO LIKUIDITAS, RISIKO OPERASIONAL, RISIKO SUKU BUNGA TERHADAP PROFITABILITAS BANK DI NEGARA BERKEMBANG ASEAN-3 PERIODE 2019-2023

Yofita, Zhara (2026) PENGARUH RISIKO KREDIT, RISIKO LIKUIDITAS, RISIKO OPERASIONAL, RISIKO SUKU BUNGA TERHADAP PROFITABILITAS BANK DI NEGARA BERKEMBANG ASEAN-3 PERIODE 2019-2023. Sarjana (S1) thesis, Universitas Islam 45.

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Abstract

Zhara Yofita (41183402210050) The Effect of Credit Risk, Liquidity Risk, Operational Risk, and Interest Rate Risk on Bank Profitability in ASEAN-3 Developing Countries, 2019–2023 . v + 117 pages + 7 tables + 12 figures + 5 graphs + 31 appendices Keywords: Credit Risk, Liquidity Risk, Operational Risk, Interest Rate Risk, Profitability, ROA, ASEAN-3. The purpose of this study is to determine the effect of credit risk, liquidity risk, operational risk, and interest rate risk on profitability in banks in ASEAN-3 developing countries, including Indonesia, Malaysia, and the Philippines, during the 2019–2023 period. Profitability is proxied using Return on Assets (ROA). This study uses all banks in the ASEAN-3 developing countries category. This study uses secondary data and a purposive sampling method. The analysis method used was panel data regression, with the best model selected using the Chow test, the Hausman test, and the Lagrange Multiplier test. Hypothesis testing was conducted using partial tests (t-test), simultaneous tests (F-test), and the coefficient of determination (Adjusted R²). The results showed that, regionally in the ASEAN-3 region, NPL had a negative and significant effect on ROA, LDR had a negative and significant effect, BOPO had a negative and significant effect, and NIM had a positive and significant effect on ROA. The Covid-19 dummy variable regionally showed a negative and significant effect on ROA, indicating that the Covid-19 pandemic has put pressure on banking profitability in the ASEAN-3 region. The results of the simultaneous test (F-test) showed that all independent variables together had a significant effect on ROA. The coefficient of determination (Adjusted R²) indicated that the independent variables were able to explain 14% of the variation in ROA at the ASEAN-3 level. Bibliography: 56 (1973-2025)

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