银行业的风险概况、安全债券和债券评级

Eri Wijayanti, I. Yuliana
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引用次数: 3

摘要

该研究旨在评估风险概况对印度尼西亚证券交易所(IDX)银行业债券评级的影响,并对PT PEFINDO的债券进行评级。采用目的抽样法选取样本。人口是2015-2018年在印度尼西亚证券交易所上市的银行。总体为44家银行,选取16家银行作为样本。分析使用描述性统计和偏最小二乘(PLS)来测试结构和结构模型。结果表明,不良贷款(NPL)和存贷比(LDR)直接对债券评级有显著的直接正向影响,而证券对债券评级没有直接的显著影响,证券强化了信用与债券评级之间的风险关系。然而,证券弱化了流动性风险与债券评级之间的关系。变量表明,这些变量可以解释债券评级的44.4%,而其余的55.6%受到研究模型中未包含的其他变量的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Risk Profile, Secure Bond, and Bond Rating in Banking Industry
The research aimed to assess the impact of the Risk Profile on the banking industry bond ratings in Indonesia Stock Exchange (IDX) and have a rating for bonds at PT PEFINDO. Sampleswere selected by purposive sampling method. The population were banks listed on the Indonesia Stock Exchange in 2015-2018. The population was 44 banks and 16 banks were selected as samples. The analysis a used descriptive statistics and Partial Least Square (PLS) for testing structural and structural models. The results show that Non-Performing Loan (NPL)and Loan to Deposit Ratio (LDR) directly have a significant direct positive effect on bond ratings, and security directly do not have a significant effect on bond ratings, security strengthen risk relationships credit with a bond rating. However, security weakens the relationship between liquidity risk and the bond rating. The variables indicate that these variables can explain the bond rating of 44,4% while the remaining 55,6% is influenced by other variables not contained in the research model.
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