Bank Size, Capital Buffer, Efficiency, and Liquidity Risk in Indonesia Banking Industry

Abstract

The purpose of this study is to obtain empirical evidence of the influence of bank size, capital buffer and efficiency on liquidity risk. The research sample is a Conventional Commercial Bank that has a bank asset ratio value above 2% of total national banking assets and publishes financial statements in full during 2004-2019. Data analysis techniques in this study are panel data regression of EViews software. The results showed that bank size has a positive and significant influence on liquidity risk. Capital buffer has a positive and significant influence on liquidity risk. Efficiency that measured byBOPO ratio have a positive and significant influence on liquidity risk.