Pengaruh Manajemen Risiko terhadap Kinerja Keungan Bank BJB Periode 2008-2023

Abstact. financial intermediation function. However, banking activities are inseparable from various risks that may affect financial performance. This study aims to analyze the effect of risk management of the financial performance of Bank BJB during the 2008-2023 period, focusing on operational risk, liquidity risk, market risk, and capital adequacy risk.The research applies a quantitative approach using multiple linear regression (OLS). The data are secondary, obtained from Bank BJB’s annual reports and OJK for the 2008-2023 period. The analysis includes classical assumption tests and statistical tests with the assistance of EViews software. The result show that simultaneously operational risk, liquidity risk, market risk, and capital adequacy risk significantly affect financial performance. Partially, operational risk has a negative and significant effect with a coefficient of (0.0362), while liquidity risk (0.0266), market risk (0.4757), and capital adequacy risk (0.0275) have a positive and significant on financial performance. The R2 value of 0,87 indicates that 87,9% of the variation in financial performance is explained by these risk variables. These findings emphasize that effective risk management plays a crucial role in improving the financial performance Bank BJB. Abstrak. Perbankan memiliki peran penting dalam perekonomian nasional melalui fungsi intermediasi keuangan. Namun, aktivitas perbankan tidak terlepas dari berbagai risiko yang dapat memengaruhi kinerja keuangan. Penelitian ini bertujuan untuk menganalisis pengaruh manajemen risiko terhadap kinerja keuangan Bank BJB periode 2008-2023 dengan indikator risiko operasional, risiko likuiditas, risiko pasar, dan risiko kecukupan modal terhadap kinerja keuangan. Metode penelitian menggunakan pendekatan kuantitatif dengan analisis regresi linier berganda (OLS). Data yang digunakan berupa data sekunder dari laporan tahunan Bank BJB dan OJK selama periode 2008-2023. Analisis dilakukan melalui uji asumsi klasik dan uji statistik. Hasil penelitian menunjukkan bahwa secara simultan risiko operasional, risiko likuiditas, risiko pasar, dan risiko kecukupan modal berpengaruh signifikan terhadap kinerja keuangan. Secara parsial, risiko operasional berpengaruh negatif signifikan dengan koefisien (0,0362), sedangkan risiko likuiditas (0,0266), risiko pasar (0,4757), dan risiko kecukupan modal (0,0275) berpengaruh positif signifikan terhadap kinerja keuangan. Nilai R2 sebesar menunjukkan bahwa 87,03% variasi kinerja keuangan dapat dijelaskan oleh keempat variabel risiko tersebut.