Dzaky, Ahmad Nur and Faishal Fadli,, S.E.,M.E.,Ph.D (2023) Pengaruh Profil Risiko Dan Modal Terhadap Profitabilitas Bank Dengan Efisiensi Operasional Sebagai Variabel Mediasi. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini berfokus pada analisis pengaruh rasio Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Biaya Operasional Pendapatan Operasional (BOPO), dan Non Performing Loan (NPL) terhadap Return on Assetss (ROA) dalam sektor perbankan Indonesia selama periode 2010-2019. Melalui pendekatan regresi linier berganda, studi ini mengeksplorasi bagaimana keempat variabel tersebut mempengaruhi profitabilitas bank, yang diukur melalui ROA. Metode penelitian yang diterapkan adalah asosiatif kuantitatif, menggunakan model path analysis dalam analisis Structural Equation Modeling (SEM). Penelitian ini menemukan hubungan secara langsung, baik pada Loan to Deposit to Ratio (LDR), Non Performing Loan (NPL), dan Capital Adequacy Ratio (CAR) tidak memiliki pengaruh langsung yang signifikan terhadap Return on Assets (ROA). Namun, pada Beban Operasional dan Pendapatan Operasional (BOPO) memiliki pengaruh langsung yang signifikan secara negatif terhadap Return on Assets (ROA). Kemudian secara tidak langsung, BOPO berhasil memediasi pengaruh secara tidak langsung, baik pada LDR yang memiliki pengaruh signifikan secara negatif terhadap ROA, NPL yang memiliki pengaruh signifikan secara negatif terhadap ROA, dan CAR yang memiliki pengaruh signifikan secara positif terhadap ROA.
English Abstract
Indonesia is one of the developing countries that utilizes the role of foreign debt to finance development, thus increasing foreign debt which will cause economic problems, especially after the recession and pandemic. This study aims to look at the position of Indonesia's foreign debt and examine the factors that affect foreign debt in Indonesia in the long term and short term with independent variables Inflation, Exchange Rate, The Fed Funds Rate (FFR), Budget Deficit, and Exports. With time series data for the period 2005-2022 and the analysis method used is the Error Correction Model (ECM) and classical assumption test using Eviews10. The results stated that in the long term the exchange rate and export variables have a positive and significant influence, while inflation has a negative and significant influence on foreign debt. On the other side, in the short term only the Fed Funds Rate variable has a negative and significant influence. Simultaneously all variables have a significant influence, both in the long and short term. Based on the research conducted, it is hoped that this research will be a means of developing theoretical knowledge and provide a contribution, both for further research and the government in controlling Indonesia's Foreign Debt.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | :0523020769 |
| Uncontrolled Keywords: | CAR, LDR, NPL, BOPO, & ROA |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 27 Feb 2024 02:44 |
| Last Modified: | 27 Feb 2024 04:26 |
| URI: | http://repository.ub.ac.id/id/eprint/216554 |
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