Full Description

Penelitian ini menganalisis pengaruh ukuran bank terhadap pengambilan risiko pada bank-bank umum konvensional yang terdaftar di Bursa Efek Indonesia sepanjang periode 2005-2014, dengan kondisi bahwa nilai market-to-book ratio bank dan umur bank dijaga konstan. Ukuran bank diukur menggunakan natural logarithm dari nilai total aset bank sedangkan ukuran pengambilan risiko bank mengacu pada formulasi Z-score. Penelitian dilakukan dengan mengacu pada metode data panel dan informasi keuangan berbasis kuartal. Hasil penelitian ini menunjukkan bahwa ukuran bank berpengaruh positif dan signifikan terhadap pengambilan risiko. Selain itu, dekomposisi atas nilai Z-score menunjukkan bahwa bank-bank umum konvensional terbuka yang semakin bertumbuh besar di Indonesia cenderung meningkatkan pengambilan risikonya dengan cara meningkatkan leverage.

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This study investigates the effect of bank size on risk-taking for conventional commercial banks in Indonesia which are listed on Indonesia Stock Exchange during period 2005-2014, under condition of which market-to-book ratio and bank age are controlled to remain constant. Bank size is measured by natural logarithm of bank?s total assets whereas the measure of bank risk-taking follows Z-score formulation. This study follows data panel method and quarterly financial information. Results of this study show that bank size positively and significantly affects risk-taking. In addition, a decomposition of Z-score shows that growing-in-size listed conventional commercial banks in Indonesia tend to engage in excessive risk-taking through increased leverage.