Authors :
Lasty Agustuty
Volume/Issue :
Volume 5 - 2020, Issue 11 - November
Google Scholar :
http://bitly.ws/9nMw
Scribd :
https://bit.ly/37HGFMW
Abstract :
This study aims to examine the effect of bank
income on market risk and performance. Income is
measured by the proportion of income that comes from
fees and trading income. Market performance is
measured using the Tobins' Q ratio, while market risk is
measured using stock beta. By using panel data from 27
banks that public in Indonesia during the 2015-2019
period.
The results showed a positive and significant
relationship between fee-based income and marketbased performance based on the proxy of Tobin's Q
value. It is different from trading income, which shows a
positive and insignificant relationship with market
performance. The results of this study also indicate that
both fee-based income and trading income have no
significant negative effect on the beta value of stocks.
Keywords :
Fee Income, Trading Income, Performance, Bank Risk.
This study aims to examine the effect of bank
income on market risk and performance. Income is
measured by the proportion of income that comes from
fees and trading income. Market performance is
measured using the Tobins' Q ratio, while market risk is
measured using stock beta. By using panel data from 27
banks that public in Indonesia during the 2015-2019
period.
The results showed a positive and significant
relationship between fee-based income and marketbased performance based on the proxy of Tobin's Q
value. It is different from trading income, which shows a
positive and insignificant relationship with market
performance. The results of this study also indicate that
both fee-based income and trading income have no
significant negative effect on the beta value of stocks.
Keywords :
Fee Income, Trading Income, Performance, Bank Risk.
