Prasetyo, TriUtomo (2015) Pengaruh Perubahan Kebijakan Giro Wajib Minimum Dan Internal Perbankan Terhadap Tingkat Profitabilitas Bank: Studi Pada Bank Persero Di Indonesia Periode 2011:3 – 2014:4. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini menguji pengaruh perubahan kebijakan giro wajib minimum yang ditetapkan oleh Bank Indonesia (GWM) dan faktor internal perbankan (ukuran bank (LOGTA), dana pihak ketiga (LOGDPK), jumlah kredit yang disalurkan (LOGLOAN), non-performing loan (NPL), dan net interest margin (NIM)) terhadap profitabilitas (return on assets (ROA) dan return on equity (ROE)) bank persero di Indonesia. Hasil analisis data panel dengan metode fixed effect menunjukkan adanya pengaruh simultan variabel-variabel independen terhadap ROA dan ROE. Secara parsial, variabel NPL dan NIM memiliki pengaruh negatif dan positif terhadap ROA dan ROE. Variabel LOGDPK dan LOGLOAN hanya memiliki pengaruh positif dan negatif terhadap ROE. Sedangkan variabel GWM berpengaruh negatif terhadap ROE, tidak signifikan terhadap ROA. Hasil ini menunjukkan bahwa bank merespon perubahan kebijakan GWM yang cenderung meningkat dengan negatif meskipun tidak terlalu signifikan. Hal ini dikarenakan bank dapan mempertahankan pendapatan bunganya. Di sisi lain, hubungan negatif pada kredit dengan profitabilitas menunjukkan bahwa bank tidak dapat mengumpulkan kembali dana kreditnya. Hal ini mengindikasikan kualitas kredit yang buruk.
English Abstract
This study examines the effect of reserve requirements changes and bank-specific factors on the profitability of Indonesian state-owned banks. The bank profitability is measured by return on assets (ROA) and return on equity (ROE). Fixed effect model is used in order to analyze the balanced panel data. The result shows that the reserve requirements changes only affect ROE, negatively and significantly. NPL has a negative and significant effect on both ROA and ROE, while NIM has a positive and singifikan effect. Deposits has a positive and significant effect on ROE, while loans has a negative and significant effect. These results suggest that banks respond negatively to the increse in reserve requirements, even though not quite much. It is because banks can maintain their interest income. On the other side, the negative relationship between loans and profitability suggests that banks cannot manage to regain their own resources that have been lent to their customers. It indicates a poor credit quality.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2015/432/ 051505362 |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Kustati |
| Date Deposited: | 08 Sep 2015 10:54 |
| Last Modified: | 08 Sep 2015 10:54 |
| URI: | http://repository.ub.ac.id/id/eprint/108031 |
Actions (login required)
 |
View Item |