Prakoso, Muhammad Fajar Dito and Prof. Setyo Tri Wahyudi, S.E., M.Ec., Ph.D., (2024) Kompetisi, Efisiensi, Dan Stabilitas Bank: Studi Empiris Perbankan Di Indonesia (2017-2022). Sarjana thesis, Universitas Brawijaya.
Abstract
Pentingnya peran perbankan sebagai lembaga intermediasi, tetap menyimpan risiko sistemik jika stabilitasnya terganggu. Penelitian ini mengamati hubungan dari kompetisi dan efisiensi terhadap stabilitas perbankan. Pengamatan dilakukan pada 31 bank umum konvensional di Indonesia periode 2017-2022. Variabel kompetisi bank diproksikan dengan indeks Lerner. Efisiensi bank diperoleh dengan metode Data Envelopment Analysis (DEA). Selanjutnya, stabilitas bank diwakili z-score. Secara rata-rata, stabilitas bank menurun selama periode pengamatan. Sedangkan, kompetisi bank menunjukkan penguatan dan efisiensi bank memiliki tren meningkat. Pengujian hipotesis dalam penelitian ini menggunakan system Generalized Method of Moments (GMM). Temuan dari penelitian ini membuktikan adanya dampak negatif dari kompetisi yang signifikan terhadap stabilitas bank. Sedangkan, efisiensi tidak memberikan pengaruh signifikan untuk stabilitas bank. Teridentifikasi juga bahwa stabilitas bank dipengaruhi secara signifikan oleh ukuran bank, pertumbuhan ekonomi, dan inflasi. Penelitian ini berkontribusi terhadap literatur akademis dan memberikan pandangan yang lebih holistik untuk pemahaman dinamika perbankan dalam perekonomian Indonesia.
English Abstract
The important role of banks as intermediary institutions is widely recognized, although they also carry systemic risks which may actualize upon disturbances in their stability. This research observes the effects of competition and efficiency on the stability of banks in 31 conventional commercial banks in Indonesia during the 2017-2022 period. The competition was proxied by Lerner’s index, the efficiency was measured using Data Envelopment Analysis (DEA), and the stability was represented by the Z-score. The banks’ stability in general has decreased during the observation period, while the competition has increased, and the efficiency has been in an increasing trend. The hypotheses of this study were assessed using the Generalized Method of Moment (GMM). The results prove the negative significant impacts of competition on the banks’ stability and the insignificant effect of efficiency. Further, the banks’ stability was also proven to be significantly influenced by their size, economic growth, and inflation. This research contributes to academic literatures and provides a more holistic view in the understanding about the dynamics of banks in Indonesia’s economy.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0524020044 |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 22 May 2024 08:20 |
| Last Modified: | 22 May 2024 08:20 |
| URI: | http://repository.ub.ac.id/id/eprint/219186 |
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