RISIKO KREDIT, RISIKO LIKUIDITAS TERHADAP KINERJA KEUANGAN PADA BANK UMUM KONVENSIONAL YANG TERDAFTAR DI BURSA EFEK INDONESIA

Abstract

This study discusses the effect of credit risk and liquidity risk on the financial performace of conventional commercial banks listed on the Indonesia stock exchange for the 2017-2021 period. This research is a quantitative research with the sampling used is purposive sampling. The analytical method used is panel data analysis using the EVIEWS program. Where Y=3.789093-0.892527X1+0.01498X2. The results of the normality test showed that the normality value was 0.643 > 0.05. so it can be concluded that data are statistically normality distributed and suitable to be used as data for research. The results showed that the Credit Risk (NPL) variable had a significant negative effect and the Liquidity Risk variable had no significant effect. And credit and liquidity risks have an influence on financial performancen