Kepemilikan Pemerintah, Kepemilikan Asing Dan Perilaku Pengambilan Risiko Bank Dengan Pendekatan Z-Score
DOI:
https://doi.org/10.30737/ekonika.v6i1.917Keywords:
Kepemilikan Pemerintah, Kepemilikan Asing, Perilaku Pengambilan Risiko Bank, Z-scoreAbstract
Penelitian ini bertujuan untuk menguji pengaruh kepemilikan pemerintah dan asing terhadap perilaku pengambilan risiko bank dengan menggunakan pendekatan Z-score. Penelitian ini menggunakan data dari 76 bank umum konvensional di Indonesia selama periode 2012-2018. Variabel dependen perilaku pengambilan risiko bank diukur menggunakan Z-Score. Variabel independen kepemilikan bank diukur menggunakan proporsi pemegang saham pemerintah dan asing. Variabel kontrol adalah ukuran bank, likuiditas bank, efisiensi operasional bank, umur bank, dan produk domestik bruto. Terakhir, dalam robustness test, penelitian ini membagi sampel berdasarkan dummy kepemilikan untuk melihat peran kepemilikan pemerintah dan asing pada bank pemerintah dan swasta (domestik dan asing). Hasil menunjukkan bahwa kepemilikan pemerintah tidak terbukti dalam mengurangi perilaku pengambilan risiko bank, sebaliknya, kepemilikan asing terbukti dalam meningkatkan perilaku pengambilan risiko bank pada seluruh sampel dan sampel bank swasta.Downloads
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