PENGARUH PENERAPAN MANAJEMEN RISIKO TERHADAP RETURN SAHAM PADA INDUSTRI PERBANKAN DI INDONESIA

Nugroho, Pipit (2014) PENGARUH PENERAPAN MANAJEMEN RISIKO TERHADAP RETURN SAHAM PADA INDUSTRI PERBANKAN DI INDONESIA. S2 thesis, UAJY.

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Abstract

This study aims to determine how far the effect of the application of risk management consists of bebeberapa yan variables such as credit risk, interest rate risk, hedging, risk capital adequacy and operational risk on stock returns on companies listed on the Stock Exchange. In this study, the object that is used is the banking industry in Indonesia whose shares are listed on the Stock Exchange. In this thesis, the researcher uses trend analysis, value - average, principle component analysis, discriminant analysis, descriptive statistics, the data panel and the last classical assumption. The data used are taken from the financial statements of banks published. Processing data using SPSS and Eviews for multivariate techniques for panel data regression. From the results of the study showed that the four variables affect stock return risk management in the banking industry in Indonesia. Operational risk also affects the banking stock returns, for JCI itself does not affect stock returns in banking. From these results it follows that the increase in the company's performance will be good or bad impact on risk management capabilities

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