Hansen. 2021, Stock Market Liquidity, Bank Size and Credit Risk Affect on Bank Liquidity Creation of Commercial Banks Listed on IDX 2015-2019; Case study of Banking Sector (under the guidance Rizky Yudarrudin, SE., MM).
The purpose of this studi was to determine the effect of Stock Market Liquidity, Bank Size and Credit Risk on Bank Liquidity Creation. This research was conducted on banking companies listed on the Indonesia Stock Exchange from 2015-2019 period. Based of sampling technique uses purposive sampling so that the sample can be used as much as 43 companies. The type of data used is quantitative data and the data source is the annual reports published on the official website of the Indonesia Stock Exchange and the Central Bureau of Statistics Indonesia. The analytical tools used are descriptive statistics and panel data regression. The results obtained show that (1) Stock Market Liquidity has a negative and significant impact on Bank Liquidity Creation. (2) Interest Rate has a positive and not significant impact on Bank Liquidity Creation. (3) Return on Assets has a positive and not significant impact on Bank Liquidity Creation.
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