Hasil Pencarian  ::  Simpan CSV :: Kembali

"Penelitian untuk mengetahui pengaruh tingkat modal (CAR), likuiditas (LDR) dan sektor makro ekonomi yaitu inflasi (INF), bunga (Rate), nilai tukar (Kurs) dan petumbuhan ekonomi (PDB) terhadap kredit perbankan (LTA) diIndonesia, dan apakah terdapat perbedaan diantara jenis bank dan perbedaan pada periode krisis. Analisis penelitian dilakukan menggunakan data panel dengan pendekatan dinamis untuk data tahun 2005 ? 2012. Hasil penelitian membuktikan bahwa pemberian kredit perbankan Indonesia dipengaruhi pemberian kredit sebelumnya, tingkat modal, likuiditas, bunga dan inflasi. Namun hasil menunjukan bahwa kurs dan petumbuhan ekonomi tidak berpengaruh signifikan terhadap kredit perbankan. Dan pada penelitian ini tidak terbukti adanya perbedaan diantara jenis bank. Sedangkan pada periode krisis terdapat perbedaan pengaruh signifikan negatif terhadap pertumbuhan kredit perbankan pada periode tahun 2007-Q2, tahun 2008-Q4 dan tahun 2009-Q2 yang berarti bahwa selama periode tersebut pertumbuhan kredit lebih rendah.

---

This research is to determine the effect of capital adequacy (CAR), liquidity (LDR) and the macro-economic sector, especially inflation (INF), interest (Rate), exchange rate (Kurs) and economic growth (GDP) of the bank credit (LTA) in Indonesia, and whether there are differences between types of banks and the difference in the period of crisis. In this study, data analysis was performed using a dynamic panel data approach for the data years 2005 - 2012 per 3-month period (quarter). Research shows that capital, liquidity, interest and inflation affect to Indonesia's banking loans. However, the results showed that exchange rate and economic growth have no significant effect on bank credit growth. In this study does not prove the differences between types of banks. While the crisis period were significant negatively influence the growth of bank credit in the period of 2007-Q2, 2008-Q4 and 2009-Q2, which means that during the period of lower credit growth."

"Penelitian ini bertujuan untuk menganalisis pengaruh faktor kondisi bank yang dilihat dari tingkat modal, likuiditas, dan market funding terhadap tingkat kredit bank. Penelitian ini mengambil sampel triwulanan dari 93 bank umum konvensional di Indonesia pada periode 2006 hingga 2015, yang mana terjadi krisis finansial global pada 2008-2009. Dengan menggunakan Fixed Effect Model, ditemukan bank dengan tingkat modal dan likuiditas tinggi akan menyalurkan kredit lebih banyak pada periode normal. Sementara itu, ketika periode krisis diperhitungan, ditemukan bahwa yang mempengaruhi tingkat kredit pada periode krisis adalah likuiditas dan market funding. Semakin tinggi likuiditas dan semakin sedikit jumlah market funding yang digunakan, maka semakin baik kemampuan bank dalam menyalurkan kreditnya.

---

This study aims to analyze the effect of capital, liquidity, and market funding on bank lending. This study uses a sample of quarterly observations of 93 commercial banks in Indonesia from year 2006 to 2015. The global financial crisis 2008 2009 happened within the period of study, which is taken into account in the analysis. Using Fixed Effect Model, the results show that high capital and liquidity has a significantly positive effect on lending on normal period. On the other hand, this study also find that bank lending is affected by liquidity and market funding during the crisis period. It indicates that holding more liquid asset and lower reliance on market funding help banks better sustained credit growth during the global financial crisis."

"Tujuan dari penelitian ini adalah untuk mengetahui pengaruh dari perubahan variabel makro ekonomi terhadap kecukupan modal perbankan, yang diproksikan oleh Capital Adecuecy Ratio (CAR). Variabel makro yang digunakan dalam penelitian ini adalah BI rate, jumlah uang beredar dalam arti luas (M2), nilai kurs rupiah terhadap dollar Amerika Serikat, produk domstik bruto, inflasi, dan harga minyak dunia. Data yang digunakan dalam penenilitian ini adalah data sekunder yang dipublikasikan oleh Bank Indonesia dari Maret 2005 s/d Desember 2011. Pengolahan data dalam penelitian ini menggunakan teknik analisi regresi linear berganda menggunakan data time series. Hasil dari pegolahan data menunjukkan bahwa variabel mikro yang paling berpengaruh terhadap CAR adalah jumlah uang beredar (M2).

---

This research is aimed to identify the influence of macro economic variables to Capital Adequecy Ratio of Conventional Baning, which is proxide by CAR. The Macro variables used are rate of certified of Bak Indonesia, the money supply (M2), inflation, the exchange rate of rupiah to dollar US, and crued oil price. Data used in this research is secondary data, and data are taken from published banking statistic announced by Bank Indonesia from March 2005 to December 2011. Research method used in this study is Multi linear regression and used time series data. The result of this research shows that M2 significantly influence to CAR."

"Penelitian ini mempelajari hubungan antara posisi kecukupan modal minimum dengan biaya intermediasi keuangan dan perilaku pengambilan risiko sektor perbankan Indonesia dengan menggunakan kumpulan data panel dari 45 bank komersial Indonesia periode 2012 - 2017. Basel I, II dan III secara ketat diterapkan setelah krisis keuangan pada tahun 1997/1998 dan 2008 untuk memastikan stabilitas keuangan, diantaranya adalah dengan penerapan regulasi kecukupan modal minimum yang wajib dipenuhi oleh bank sesuai dengan profil risikonya. Namun demikian, apakah dampak persyaratan tersebut memberikan kontribusi yang positif bagi perbankan Indonesia, beberapa hasil studi empiris penelitian sebelumnya menunjukkan bahwa persyaratan modal yang ketat dapat memaksa bank untuk meningkatkan biaya intermediasi keuangan mereka yang disebabkan alokasi modal yang tidak optimal. Dengan menggunakan regresi data panel Generalized Least Square (GLS), kami menemukan bahwa rasio modal bank memiliki hubungan negatif dan signifikan terhadap biaya intermediasi keuangan dan perilaku pengambilan risiko sektor perbankan, artinya persyaratan modal minimum dapat menurunkan risiko atau bank risk taking sehingga bank menjadi efisien dan selanjutnya menurunkan biaya intermediasi keuangan.

---

This study examines the relationship between minimum capital adequacy, the cost of financial intermediation and risk taking behavior Indonesian banking sector by using panel data from 45 commercial banks period 2012 to 2017. Basel I, II and III are strictly applied after the financial crisis in 1997 / 1998 and 2008 to ensure financial stability, among others is by applying the minimum capital adequacy requirements that must be met by the bank in accordance with the risk profile. However, whether the impact of these requirements contributes positively to Indonesian banking, some previous empirical studies have shown that strict capital requirements can force banks to increase their financial intermediation costs due to the rising of capital cost. Using the Generalized Least Square (GLS) panel data regression, we found that the bank's capital ratio has a negative and significant relationship to the financial intermediation costs and risk-taking behavior of the banking sector, it means that minimum capital requirements can lower bank risk taking which in turn lower the bankruptcy cost that shown by the lower of bank return on equity and subsequently lowering the cost of financial intermediation."

"Penelitian ini meneliti pengaruh regulasi kecukupan modal dan karakteristik perusahaan terhadap perubahan tingkat modal dan risiko perusahaan. Observasi dilakukan terhadap 58 perusahaan asuransi kerugian di Indonesia selama kurun waktu 2007-2011. Data yang digunakan merupakan balanced panel data yang bersumber dari data perusahaan yang terdaftar di BAPEPAM-LK. Dengan menggunakan model estimasi Three-Stage Least Square (3SLS), diperoleh hasil bahwa regulasi kecukupan modal tidak memiliki pengaruh signifikan terhadap perubahan tingkat modal dan risiko. Karakteristik perusahaan berupa peluang pertumbuhan, volatilitas risiko, dan investasi saham berpengaruh signifikan terhadap tingkat modal, sementara diversifikasi, ukuran perusahaan, dan investasi saham berpengaruh signifikan terhadap tingkat risiko. Perusahaan dengan modal rendah lebih cepat menyesuaikan modal dan risiko mereka dibandingkan perusahaan dengan modal tinggi.

---

This research examine the impact of Risk Based Capital (RBC) and firms? characteristics on changes of insurers? modal and risk level. 58 general insurance companies in Indonesia are observed within period of 2007-2011. By using balanced panel data of firm data and by using Three-Stage Least Squares (3SLS) estimation model, this research finds that RBC does not significantly affect modal and risk level. The firms characteristics, which are growth opportunities, risk volatility, and stock investment affect change of capital level significantly, while diversification, size, and stock investment affect change of risk level significantly. Low-capital insurers adjust capital and risk faster than insurers with high capital."

"Penelitian ini bermaksud untuk mengetahui kinerja bank umum di Indonesia selama tahun 2004 di mana kinerja tersebut meliputi beberapa aspek keuangan seperti modal, pertumbuhan kredit, likuiditas, kualitas dan profitabilitasnya. Ada pun tujuan dari penelitian ini adalah melihat apakah modal, pertumbuhan kredit dan faktor-faktor tingkat kesehatan yang ada, dapat mempengaruhi kinerja perbankan setiap tahunnya sehingga dapat diperoleh output yang diharapkan dapat membantu dunia perbankan untuk menciptakan kondisi usaha yang stabil.Dalam penelitian ini, penulis menggunakan metode regresi linier berganda (Ordinary Least Square) dengan menetapkan 1 (satu) variabel terikat yaitu Return on Asset (ROA) dan 5 (lima) variabel bebas yaitu : jutnlah modal inti, pertumbuhan kredit, Credit Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR) dan Non Performing Loan (NPL). Sebelum melakukan analisa terhadap hasil regresi, terlebih dahulu hasil tersebut diuji asumsi klasiknya dan signifikansinya sehingga dapat dipastikan hasil tersebut memenuhi standar BLUE (Best Linier Unbiased Estimator).Hasil penelitian didapati bahwa indikator pertumbuhan kredit, CAR dan NPL yang mempengaruhi ROA secara signifikan sedangkan jumlah modal inti dan LDR tidak ada pengaruhnya terhadap ROA. Walaupun demikian hasil ini masih harus lebih dikaji dengan metode dan observasi yang lebih baik di kemudian hari.

---

The thesis wants to depict the performance of banking industries in Indonesia, especially for period of 2004 where the bank's performance is visible from several financial aspects such as capital credit expansion, liquidity, portfolios quality and banks profitability. The main goal of this research is viewing how the capital, credit expansion and the determinant of banks soundness could be influencing its performance, and to establish some result which going to be assist for banking industries to create its stability condition.

The writer uses the ordinary least square and the variable consist of two parts once for independent variable (ROA Return of Asset) and fives variable for dependent variables which are Capital, Credit Expansion, Capital Adequacy Ratio (CAR), Loan to Deposit Ratio(LDR), and Non Performing Loan (NPL). Before starting the analyzing of the result of' regression we need to examine the result to prove its significance by mean of statistic and classic assumption test, therefore we can ascertain the result already has a BLUE (Best Linier Unbiased Estimator).

After completing the research and finding the result, we conclude that the bank's performance or ROA was influenced by credit expansion, Capital Adequacy Ratio (CAR) and Non Performing Loan (NPL) in dominant way. Even that case is discordant; the writer hope in the future the research can be an opinion to another researcher."

"Skripsi ini membahas bagaimana pengaruh antara faktor spesifik bank dan faktor makro ekonomi dengan likuiditas bank pada Bank umum di Indonesia dengan periode penelitian 2011-2015. Dari hasil penelitian didapatkan bahwa tingkat profitabilitas bank, unemployement rate dan GDP tidak memiliki pengaruh yang signifikan terhadap likuiditas bank. Hasil penelitian juga menunjukan bahwa funding cost, bank size, deposit dan CAR memiliki hubungan positif dan signifikan terhadap likuiditas bank.

---

This thesis discusses how the relatioship between bank specific factors and macroeconomic factors with bank liquidity at commercial banks in Indonesia with the study period 2011 2015. From the results of the study found that the level of bank profitability, unemployement rate and GDP has no significant effect on bank liquidity. The results also show that funding cost, bank size, deposit and CAR have positive and significant correlation to bank liquidity."

"Tujuan penelitian ini adalah untuk mengetahui hubungan penyaluran kredit perbankan, pembiayaan pasar modal dan pertumbuhan sektor riil di Indonesia, kemudian akan dilakukan analisis bagaimanakah peranan dari masing- masing variabel tersebut dalam menjelaskan perubahan variabel lainnya, termasuk respon tiap variabel pada periode selanjutnya apabila terjadi shcck baik yang disebabkan oleh dirinya sendiri maupun oleh variabel lain. Alat statistik yang digunakan adalah Vector Autoregression (VAR) dan uji kausalitas Granger. Pola hubungan antar variabel dalam model VAR dianalisis dengan Impulse Response Function (IRF) dan Variance Decomposition (VD), Sebelum dilakukan regresi dengan model VAR terlebih dahulu dilakukan uji stasionerHasil Uji stasioner dengan menggunakan unit root test menunjukan bahwa ketiga variabel stasioner pada first difference. Berdasarkan hasil uji empirik dengan mengunakan metode kausalitas Granger dan VAR, dapat disimpulkan bahwa perubahan volume penyaluran kredit dan perubahan pertumbuhan sektor riil memiliki hubungan saling mempengaruhi, perubahan pembiayaan pasar modal (total issurance saham dan obligasi) dan perubahan pertumbuhan sektor riil juga memiliki hubungan saling mempengaruhi dan perubahan pembiayaan pasar modal (total issurance saham dan obligasi) berpengaruh terhadap perubahan volume penyaluran kredit namun tidak sebaliknya. Dalam menjelaskan perubahan volume kredit secara umum peranan pembiayaan pasar modal lebih dominan/signifikan dibandingkan sektor riil, kemudian dalam menjelaskan perubahan pembiayaan pasar modal peranan sektor riil lebih dominan/signifikan dibandingkan volume kredit dan perubahan sektor riil peranannya lebih dapat dijelaskan oleh volume kredit dibandingkan pembiayaan pasar modal. Adanya shock pada volume kredit secara umum akan direspon positif oleh sektor riil, dan direspon negatif oleh pembiayaan pasar modal, adanya shock pada pembiayaan pasar modal secara umum akan direspon positif oleh sektor riil dan volume kredit walaupun tidak secara spontan, kemudian adanya shock pada perubahan sektor riil akan secara umum direspon positif oleh perubahan volume kredit dan direspon negatif oleh pembiayaan pasar modal.

---

The aim of this research is to know the relationship of banking credit funding, financial Capital market and the real sector growth in Indonesia then will be analyzed of the role of each variable in explaining changes in other variables, including the response of each variable in the next period when the shock occurred caused by themselves or by other variable. Statistical tool used was the regression of Vector Autoregression model (VAR) and Granger’s causality. Patiem uf the relationship between variables in VAR model will be analyzed with the Impulse Response Function (IRF) and variance Decomposition (VD). Prior to the regression model with VAR, first stationery test conducted.

The results of stationery test with a unit root test shows that the three variables are stationer in the first difference. Based on the results of empirical tests using the method of Granger’s causality and VAR, it can be concluded that changes in the volume of credit funding and changes in the real sector growth have relationships affect each other, changes in financial Capital market (total issuance bonds and stocks) and changes in the real sector growth also have relationships affect each other and changes in financial Capital market (total issurance bond and stock) changes affect the volume of credit, but not vice versa. To Explain the changes in the volume of credit in general, the role of Capital markets more dominant / significant compared to the real sector, and changes in the role of Financial Capital market, the real sector more dominant/significant than the volume of credit and changes in the real sector role can be explained more by credit volume compare to the financial Capital market. There is shock at the volume of credit in general responded positive by the real sector, and negative by Financial Capital market, the financial shock on the Capital markets in general will be responded positive by the real sector and the volume of credit even if not spontaneously, then there is a shock in the change of sector real general ly responded positive by volume changes and negative responds by credit and financial capital market."

"Krisis moneter yang terjadi di Indonesia pada tahun 1997-1998, 2005, dan 2008 membuat bank-bank mengalami kesulitan likuiditas. Kondisi tersebut menyebabkan risiko kredit/tingkat kredit bermasalah pada saat itu meningkat karena banyak perusahaan yang mengalami kesulitan keuangan dan tidak mampu mengembalikan kredit yang dimiliki kepada bank. Di sisi lain, bank juga harus memiliki modal yang cukup untuk mengantisipasi penarikan dana besar-besaran pada suatu saat oleh nasabahnya. Peningkatan kredit bermasalah (NPL) membuat bank cukup rentan terhadap guncangan ekonomi yang akan terjadi jika bank tidak memiliki modal (CAR) yang cukup. Dalam kondisi ekonomi yang buruk (shock), bank perlu berhati-hati karena tidak ada yang dapat memperkirakan luas dan dalamnya krisis keungan. Oleh karena itu, bank harus melakukan stress testing secara berkala untuk memperkirakan kemampuan bank bertahan pada kondisi yang buruk. Metode yang digunakan dalam penelitian ini adalah Vector Auto Regressive (VAR) yang mampu memperkirakan jangka waktu (lag) yang optimal yang dapat mempengaruhi variabel itu sendiri dalam persamaan regresi linier atau model yang dibentuknya. Hasil penelitian ini menunjukkan bahwa peningkatan inflasi dan nilai tukar IDR/USD berpengaruh positif terhadap NPL, sedangkan peningkatan Pendapatan Domestik Bruto (GDP) dan BI Rate berpengaruh negatif terhadap NPL dengan lag 1 (1 kuartal). Pada saat terjadi shock, NPL akan meningkat dan mencapai NPL tertinggi pada 5 - 7 kuartal setelah terjadinya shock. Peningkatan NPL tersebut tidak sama untuk semua jenis bank. Berdasarkan struktur kepemilikan bank, Bank Campuran dan Bank Asing memiliki risiko kredit tertinggi, sedangkan BUSN Non Devisa dan BPD memiliki risiko kredit terkecil akibat terjadinya shock. Risiko kredit tersebut menyebabkan tingkat CAR Bank menurun namun masih berada di atas ketentuan Bank Indonesia, yaitu 8%.

---

Banks had liquidity problems in Indonesia monetary crisis in 1997-1998, 2005 and 2008. The condition caused credit risk/the level of non-performing loans (NPL) increased because many companies had financial difficulties and are not able to repay the loan to the Bank. On the other hand, Banks also must have enough capital to anticipation of massive withdrawals (rush) at any time by the customer. Increasing in non-performing loans makes banks quite vulnerable to economic shocks that would occur if the bank has no sufficient capital (CAR). In bad economic conditions (shock), Banks need to be careful because no one can predict the breadth and depth of the financial crisis. Therefore, Banks should conduct stress tests periodically to estimate the banks' ability to survive in harsh conditions. The methodology used in this research is the Vector Auto Regressive (VAR) that is able to estimate the length of time (lag) that can affect the optimal variable itself in a linear regression equation or model of the formation. The results of this research represented that the increase in inflation and exchange rate IDR/USD have positive effect on NPL, while the increase in Gross Domestic Product (GDP) and BI rate have negative effect on NPL with lag one (one quarter). In the time of a shock, NPL will increase and reached the highest NPL in 5 - 7 quarters after the shock. The increase in NPL is not the same for all types of banks. Based on the ownership structure of banks, the Joint Venture Bank and Foreign Owned Bank have the highest credit risk, while the Non-Foreign Exchange Commercial Bank and Regional Development Bank have the smallest credit risk due to shock. Credit risk causes Bank's CAR level declined but it remained above the Bank Indonesia regulation, which is 8%."

"[ ABSTRAK Penelitian ini bertujuan untuk melihat pengaruh dari diversifikasi pendapatan yang dilakukan bank umum di Indonesia terhadap risiko kredit, kecukupan modal dan profitabilitas bank tersebut. Diversifikasi pendapatan diukur dengan melihat porsi pendapatan non bunga terhadap total pendapatan. Hipotesis diuji dengan regresi panel data melalui analisis random effect model. Penelitian ini menggunakan observasi data dari 180 bank umum di Indonesia periode 2011- 2013. Penelitian ini menunjukkan bahwa diversifikasi pendapatan yang dilakukan oleh bank memiliki hubungan positif dengan risiko kredit, kecukupan modal dan profitabilitas bank.

---

ABSTRACT This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

, This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

]"