Skip to main content Skip to main navigation menu Skip to site footer

Kausalitas Granger Liquidity Creation, Regulatory Capital, dan Bank Profitability

Granger Liquidity Creation Causality, Regulatory Capital, and Bank Profitability

Authors
  • Sabrina Universitas Sumatera Utara
  • Syarief Fauzie Universitas Sumatera Utara
Issue       Vol 6 No 1 (2023): Talenta Conference Series: Local Wisdom, Social, and Arts (LWSA)
Section       Articles
Section      

Copyright (c) 2023 Talenta Conference Series: Local Wisdom, Social and Arts (LWSA)

Creative Commons License

This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Galley      
DOI: https://doi.org/10.32734/lwsa.v6i1.1713
Keywords: Liquidity Creation Regulatory Capital Profitability
Published 2023-01-15

Abstract

Penelitian ini bertujuan untuk mengetahui hubungan kausalitas antara Liquidity Creation, Regulatory Capital dan Bank Profitability pada perbankan di Indonesia periode 2007-2017. Metode analisis yang digunakan adalah Kausalitas Granger dalam menjelaskan hubungan variabel Liquidity Creation, Regulatory Capital dan Bank Profitability pada perbankan di Indonesia. Hasil penelitian menunjukkan tidak terdapat hubungan kausalitas dua arah maupun satu arah antara Liquidity Creation dengan Regulatory Capital pada perbankan di Indonesia. Terdapat hubungan kausalitas satu arah antara Regulatory Capital dengan Bank Profitability pada perbankan di Indonesia. Selanjutnya, tidak terdapat hubungan kausalitas dua arah maupun satu arah antara Liquidity Creation dengan Bank Profitability pada perbankan di Indonesia.

 

This study aims to determine the causal relationship between Liquidity Creation, Regulatory Capital and Bank Profitability in banking in Indonesia for the 2007-2017 period. The analytical method used is Granger Causality in explaining the relationship between Liquidity Creation, Regulatory Capital and Bank Profitability variables in Indonesian banking. The results of the study show that there is no two-way or one-way causality relationship between Liquidity Creation and Regulatory Capital in banking in Indonesia. There is a one-way causality relationship between Regulatory Capital and Bank Profitability in banking in Indonesia. Furthermore, there is no two-way or one-way causality relationship between Liquidity Creation and Bank Profitability in banks in Indonesia.