KARIMAH, WAFI AKHLAQIL (2026) PENGARUH GREEN BANKING, RETURN ON EQUITY, DAN ENVIRONMENTAL, SOCIAL, AND GOVERNANCE TERHADAP RISIKO KREDIT BANK BERBASIS FUZZY STRUCTURAL DENGAN KUALITAS ASET SEBAGAI VARIABEL MODERASI (Studi Kasus Pada Sektor Perbankan Indonesia KBMI 3 & 4 Tahun 2020- 2024). S2 thesis, Universitas Mercu Buana Jakarta - Menteng.
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Abstract
This study examines the effects of Green Banking, Return on Equity (ROE), and Environmental, Social, and Governance(ESG) performance on bank credit risk, with Asset Quality acting as a moderating variable. The population consists of 18 Indonesian conventional commercial banks classified as KBMI 3 and KBMI 4 and listed on the Indonesia Stock Exchange during the 2020–2024 period. Using purposive sampling based on the completeness of financial and sustainability reports, 14 banks were selected, resulting in 70 balanced panel observations. Data were collected from annual reports, sustainability reports, and official publications of the Financial Services Authority and the Indonesia Stock Exchange. Panel data regression was employed, with credit risk measured using the Fuzzy Structural Risk of Default(FSRD) approach to capture gradual and non- linear risk characteristics. The results indicate that Green Banking has a positive and significant effect on credit risk, reflecting transitional risk during the early phase of green financing implementation. ROE shows no significant effect on credit risk. ESG performance and Asset Quality have negative and significant effects on credit risk. Asset Quality does not moderate the relationship between Green Banking and credit risk but strengthens the negative effects of ROE and ESG. These findings suggest that banking risk stability is more strongly influenced by asset quality and sustainability integration than by short-term profitability. Penelitian ini bertujuan menganalisis pengaruh Green Banking, Return on Equity (ROE), dan Environmental, Social, and Governance (ESG) terhadap risiko kredit bank dengan Kualitas Aset sebagai variabel moderasi. Populasi penelitian terdiri atas 18 bank umum konvensional kategori KBMI 3 dan KBMI 4 yang terdaftar di Bursa Efek Indonesia periode 2020–2024. Sampel ditentukan menggunakan purposive sampling berdasarkan kelengkapan laporan keuangan dan laporan keberlanjutan, sehingga diperoleh 14 bank dengan total 70 observasi data panel seimbang. Data dikumpulkan melalui studi dokumentasi dari laporan tahunan, laporan keberlanjutan, serta publikasi resmi Otoritas Jasa Keuangan dan Bursa Efek Indonesia. Analisis dilakukan menggunakan regresi data panel dengan pengukuran risiko kredit berbasis Fuzzy Structural Risk of Default (FSRD) untuk menangkap karakter risiko yang bersifat gradual dan non-linear. Hasil penelitian menunjukkan bahwa Green Banking berpengaruh positif dan signifikan terhadap risiko kredit, yang mencerminkan adanya risiko transisi pada fase awal implementasi pembiayaan hijau. ROE tidak berpengaruh signifikan terhadap risiko kredit. ESG dan Kualitas Aset berpengaruh negatif dan signifikan terhadap risiko kredit. Kualitas Aset tidak memoderasi hubungan antara Green Banking dan risiko kredit, namun memperkuat pengaruh negatif ROE dan ESG. Temuan ini menegaskan bahwa stabilitas risiko perbankan lebih ditentukan oleh kualitas aset dan integrasi keberlanjutan dibandingkan oleh profitabilitas jangka pendek.
| Item Type: | Thesis (S2) |
|---|---|
| NIM/NIDN Creators: | 55124010012 |
| Uncontrolled Keywords: | Credit Risk, Fuzzy Structural Risk of Default, Green Banking, ESG, Asset Quality. Risiko Kredit, Fuzzy Structural Risk of Default, Green Banking, ESG, Kualitas Aset. |
| Subjects: | 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan > 332.1 Banks/Bank, Perbankan 600 Technology/Teknologi > 650 Management, Public Relations, Business and Auxiliary Service/Manajemen, Hubungan Masyarakat, Bisnis dan Ilmu yang Berkaitan > 658 General Management/Manajemen Umum |
| Divisions: | Pascasarjana > Magister Manajemen |
| Depositing User: | ZAIRA ELVISIA |
| Date Deposited: | 05 Mar 2026 08:20 |
| Last Modified: | 05 Mar 2026 08:20 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/101404 |
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