Beberapa Variabel yang Mempengaruhi Capital Buffer pada Industri Perbankan Indonesia (Studi pada Bank Umum Syariah yang Terdaftar di Otoritas Jasa Keuangan Periode 2013-2017)

Ramadhan, Anugrah (2019) Beberapa Variabel yang Mempengaruhi Capital Buffer pada Industri Perbankan Indonesia (Studi pada Bank Umum Syariah yang Terdaftar di Otoritas Jasa Keuangan Periode 2013-2017). Sarjana thesis, Universitas Brawijaya.

Abstract

Penyediaan kebutuhan permodalan menjadi salah satu ukuran utama dalam pengawasan perbankan karena suatu bank dapat dikatakan sehat dinilai dari kecukupan modal yang dimiliki. Kebutuhan permodalan bank dapat dilihat dari nilai Capital Adequancy Ratio (CAR). Bank akan menjaga CAR di atas rasio kecukupan modal minimum yang ditetapkan oleh regulator. Perbedaan selisih antara CAR bank dengan CAR yang ditetapkan oleh regulator disebut Capital Buffer. Penelitian ini bertujuan untuk mengetahui dan menjelaskan: (1) Pengaruh Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Return On Assets (ROA), dan Bank Size secara simultan terhadap Capital Buffer. (2) Pengaruh Financing to Deposit Ratio (FDR) secara parsial terhadap Capital Buffer. (3) Pengaruh Non Performing Financing (NPF) secara parsial terhadap Capital Buffer. (4) Pengaruh Return On Assets (ROA) secara parsial terhadap Capital Buffer. (5) Pengaruh Bank Size secara parsial terhadap Capital Buffer. Jenis penelitian yang digunakan adalah penelitian eksplanasi dengan pendekatan kuantitatif. Sampel yang digunakan sebanyak 10 Bank Umum Syariah dengan periode penelitian 2013-2017. Metode analisis yang digunakan adalah analisis regresi data panel dengan model terpilih fixed effects. Hasil penelitian ini menjelaskan bahwa: (1) Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Return On Assets (ROA), dan Bank Size secara simultan berpengaruh signifikan terhadap Capital Buffer. (2) Financing to Deposit Ratio (FDR) secara parsial berpengaruh negatif dan signifikan terhadap Capital Buffer. (3) Non Performing Financing (NPF) secara parsial berpengaruh positif dan tidak signifikan terhadap Capital Buffer. (4) Return On Assets (ROA) secara parsial berpengaruh positif dan signifikan terhadap Capital Buffer. (5) Bank Size secara parsial berpengaruh positif dan tidak signifikan terhadap Capital Buffer. Besarnya nilai Adjusted R2 adalah 0,9253 atau 92,53%. Saran bagi Bank Umum Syariah adalah menentukan besaran Capital Buffer yang harus ditahan dengan tepat agar dapat meredam ketidakpastian risiko bisnis. Saran bagi peneliti selanjutnya diharapkan mampu memperluas analisis terkait variabel-variabel yang mempengaruhi Capital Buffer dan menggunakan metode analisis yang lain seperti Generalized Method of Moment (GMM).

English Abstract

Provision of capital requirements is one of the main measures in banking supervision because a good bank is assessed from the capital adequacy. Bank’s capital requirements can be seen from the value of Capital Adequancy Ratio (CAR). The Bank will maintain a CAR above the minimum capital adequacy set by the regulator. The difference between the bank CAR and the CAR set by the regulator is called Capital Buffer. This study aims to identify and explain: (1) The simultaneous effect of Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Return on Assets (ROA), and Bank Size on Capital Buffer. (2) The partial effect of Financing to Deposit Ratio (FDR) on Capital Buffer. (3) The partial effect of Non Performing Financing (NPF) on Capital Buffer. (4) The partial effect of Return On Assets (ROA) on Capital Buffer. (5) The partial effect of Bank Size on Capital Buffer. The type of research used is explanatory research with a quantitative approach. The sample used are 10 Sharia Banks with the 2013-2017 research period. The analytical method used is panel data regression analysis with selected fixed effects model. The results of this study explain that: (1) Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Return On Assets (ROA), and Bank Size simultaneously have a significant effect on Capital Buffer; (2) Financing to Deposit Ratio (FDR) partially has a negative and significant effect on Capital Buffer; (3) Non Performing Financing (NPF) partially has a positive and insignificant effect on Capital Buffer; (4) Return On Assets (ROA) partially positive and significant effect on Capital Buffer; (5) Bank Size partially has a positive and insignificant effect on Capital Buffer. The value of Adjusted R2 is 0,9253 or 92,53%. The suggestion for Sharia Banks is to determine the amount of Capital Buffer that must be appropriately held in order to reduce uncertainty of business risk. The suggestion for the next researcher is to be able to expand the analysis related to the variables that affect Capital Buffer and use other analytical methods such as Generalized Method of Moment (GMM).

Item Type:	Thesis (Sarjana)
Identification Number:	SKR/FIA/2019/338/051906383
Uncontrolled Keywords:	Capital Buffer, Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Return On Assets (ROA), Bank Size, Data Panel-Capital Buffer, Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), Return On Assets (ROA), Bank Size, Panel Data
Subjects:	600 Technology (Applied sciences) > 658 General management > 658.1 Organization and financial management > 658.15 Financial management > 658.154 Budgeting
Divisions:	Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga
Depositing User:	soegeng sugeng
Date Deposited:	31 Oct 2020 13:46
Last Modified:	21 Oct 2021 06:39
URI:	http://repository.ub.ac.id/id/eprint/172185

Text Anugrah Ramadhan.pdf Download (8MB)

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