DAFTAR ISI

HALAMAN JUDUL/ SAMPUL DEPAN .......................................................... i

HALAMAN SAMPUL DALAM ....................................................................... ii
HALAMAN PENGESAHAN ........................................................................... iii
HALAMAN REFLEKSI................................................................................... iv
HALAMAN ABSTRAK (BAHASA INDONESIA) ............................................ v
HALAMAN ABSTRACT (BAHASA INGGRIS)................................................ vi
HALAMAN KATA PENGANTAR ................................................................... vii
HALAMAN DAFTAR ISI ................................................................................ ix
HALAMAN DAFTAR TABEL ......................................................................... xiii
HALAMAN DAFTAR GAMBAR ..................................................................... xiv
HALAMAN DAFTAR LAMPIRAN................................................................... xv
BAB I PENDAHULUAN.............................................................................. 1
1.1. Latar Belakang.......................................................................... 1
1.2. Rumusan Masalah.................................................................... 6
1.3. Tujuan Penelitian...................................................................... 6
1.4. Manfaat Penelitian.................................................................... 7
BAB II TINJAUAN PUSTAKA....................................................................... 8
2.1. Kajian Teori............................................................................... 8
2.1.1 Profil Risiko...................................................................... 8
2.1.1.1 Risiko Kredit......................................................... 10
2.1.1.1.1 Teori Risiko Kredit................................. 11
2.1.1.1.1.1 Consumer Credit Risk........... 12
2.1.1.1.2 Pengertian Risiko Kredit........................ 13
2.1.1.1.3 Pengukuran Risiko Kredit...................... 13
2.1.1.2 Risiko Pasar......................................................... 14
2.1.1.2.1 Teori Risiko Pasar................................. 15
2.1.1.2.1.1 Foreign exchange Risk......... 15
2.1.1.2.2 Pengertian Risiko Pasar........................ 16
2.1.1.2.3 Pengukuran Risiko Pasar...................... 16
2.1.1.3 Risiko Operasional............................................... 18
2.1.1.3.1 Teori Risiko Operasional........................ 18
2.1.1.3.2 Pengertian Risiko Pasar........................ 20
2.1.1.3.3 Pengukuran Risiko Pasar...................... 20
2.1.2 Good Corporate Governance........................................... 21
2.1.2.1Teori Good Corporate Governance....................... 21

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 2.1.2.1.1 Agency Theory....................................... 22
2.1.2.2 Pengertian Good Corporate Governance............. 23
2.1.2.3 Pengukuran Good Corporate Governance........... 24
2.1.3 Earnings........................................................................... 25
2.1.3.1Teori Earnings....................................................... 25
2.1.3.1.1 Compensatory Theory........................... 25
2.1.3.2 Pengertian Earnings............................................. 26
2.1.3.3 Pengukuran Earnings........................................... 27
2.1.4 Capital.............................................................................. 28
2.1.4.1Teori Modal........................................................... 28
2.1.4.1.1Teori risk capital...................................... 29
2.1.4.2 Pengertian modal................................................. 31
2.1.4.3 Pengukuran modal............................................... 31
2.1.5 Gross Domestic Product.................................................. 32
2.1.5.1Teori pertumbuhan ekonomi................................. 32
2.1.5.2 Pengertian Gross Domestic Product.................... 34
2.1.5.3 Pengukuran Gross Domestic Product.................. 35
2.1.6 Nilai Perusahaan.............................................................. 35
2.1.6.1 Theory of the firm................................................. 35
2.1.6.2 Pengertian Nilai Perusahaan................................ 36
2.1.6.3 Pengukuran Nilai Perusahaan.............................. 37
2.2. Hasil Penelitian Terdahulu........................................................ 38

BAB III KERANGKA KONSEPTUAL DAN HIPOTESIS…………………... 55

3.1. Kerangka Konseptual................................................................ 55

3.2. Hipotesis Penelitian................................................................... 65
3.2.1 Pengaruh Risiko Pembiayaan (Kredit) Terhadap Nilai
Perusahaan
.........................................................................................
.........................................................................................
65
3.2.2 Pengaruh Risiko Pasar Terhadap Nilai Perusahaan
.........................................................................................

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 .........................................................................................
66
3.2.3 Pengaruh Risiko Operasional Terhadap Nilai
Perusahaan
.........................................................................................
.........................................................................................
67
3.2.2 Pengaruh Ukuran Dewan Pengawas Syariah Terhadap
Nilai Perusahaan
.........................................................................................
.........................................................................................
68
3.2.3 Pengaruh ROA Terhadap Nilai Perusahaan..................... 69
3.2.5 Pengaruh CAR Terhadap Nilai Perusahaan..................... 70
3.2.6 Pengaruh GDP Terhadap Nilai Perusahaan..................... 70

BAB IV METODE PENELITIAN……………………………………………… 72

4.1. Jenis Penelitian......................................................................... 72

4.2. Rancangan Penelitian............................................................... 72
4.3. Obyek Penelitian....................................................................... 73
4.4. Populasi dan Sampel Penelitian................................................ 73
4.4.1 Populasi........................................................................... 73
4.4.2 Teknik Penarikan Sampel................................................. 74
4.4.3 Sampel............................................................................. 75
4.5. Jenis dan Sumber Data............................................................. 75
4.5.1 Jenis Data........................................................................ 75
4.5.2 Sumber Data.................................................................... 76
4.6. Metode Pengumpulan Data....................................................... 76
4.7. Metode Analisis Data................................................................ 76
4.7.1 Statistik Inferensial........................................................... 76
4.7.1.1 Uji Normalitas....................................................... 76
4.7.2 Statistik Deskriptif............................................................. 77
4.7.3 Uji Asumsi Klasik.............................................................. 78
4.7.3.1 Uji Multikolonieritas.............................................. 78

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 4.7.3.2 Uji Heteroskedastisitas......................................... 78
4.7.3.3 Uji Autokorelasi.................................................... 79
4.7.4 Penentuan Model Estimasi............................................... 79
4.7.4.1 Model Common Effect.......................................... 79
4.7.4.2 Model Fixed Effect (FEM)..................................... 79
4.7.4.3 Model Random Effect (REM)............................... 80
4.7.5 Pemilihan model (teknik estimasi) regresi data panel....... 80
4.7.5.1 Uji Chow............................................................... 80
4.7.5.2 Uji Hausman......................................................... 80
4.7.5.3 Uji Lagrange Multiplier.......................................... 81
4.7.6 Analisis regresi linier berganda........................................ 81
4.7.7 Pengujian Hipotesis.......................................................... 83
4.7.7.1 Uji t (Parsial)......................................................... 83
4.8. Uji Koefisien Determinasi (R2)................................................... 83
4.9. Definisi Operasional Variabel Penelitian................................... 84
4.9.1 Variabel Dependen........................................................... 84
4.9.2 Variabel Independen........................................................ 84

DAFTAR PUSTAKA....................................................................................... 69
LAMPIRAN.................................................................................................... 99

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