Determinasi Kinerja Bank Umum Konvensioanal Di Indonesia
DOI:
https://doi.org/10.32812/jibeka.v14i1.148Keywords:
ROA, CAR, LDR, BOPO, NPL, DPK, Inflation, Exchange rate, GDP.Abstract
Purpose of this research is to determine the performance of conventional commercial banks in Indonesia. Using monthly time series data from 2014-2018 taken from OJK, BPS, and BI. With regression method a analysis tools and ROA as dependent variable, and independent variable for bank internal factors using CAR, LDR, BOPO, NPL, DPK and macroeconomic factors using inflation, exchange rate, GDP. Result shown that BOPO, inflation, exchange rate have a negative and significant influence to ROA, while LDR, DPK have a positive and significant influence to ROA. For CAR, NPL, Exchange rate and GDP variable, do not have effect to ROA.
References
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Soeharjoto Soekapdjo, Lucky Nugroho, Ahmad Badawi, dan Wiwik Utami. (2018) Bad Debt Issues in Islamic Bank: Macro and Micro Influencing (Indonesia Cases). International Journal of Commerce and Finance. Vol. 4(1).
Sutrisno. (2016). Risiko, Efisiensi dan Kinerja Pada Bank Konvensional di Indonesia. Jurnal Ilmiah Akuntansi dan Bisnis. Vol. 11(2).
Sahara, Ayu Yunita. (2013). Analisis Pengaruh Inflasi, Suku Bunga BI, dan Produk Domestik Bruto Terhadap Return On Asset (ROA) Bank Syariah di Indonesia. Jurnal Ilmu Manajemen. Vol. 1(1).
Sukarno, Kartika Wahyu dan Muhamad Syaichu. (2006) Analisis Faktor-Faktor Yang Mempengaruhi Kinerja Bank Umum di Indonesia. Jurnal Studi Manajemen dan Organisasi. Vol. 3(2).
Trinugroho, I., Agusman, A., & Tarazi, A. (2014). Why have bank interest margins been so high in Indonesia since 1997/1998 financial crisis. Research in International Business and Finance, 32.
Utu, La. (2018). Effect of Extern Factors on Return on Asset (ROA) in Banking Industry in Indonesia Stock Exchange. International Journal of Scientific and Engineering Research. Vol 9(12).
Zeithaml, A., V. Parasuraman, A. and L. Berry L. (1985). Problems and Strategies in Services Marketing. Jurnal of Marketing. Vol. 49. (Spring).
www.bi.go.id
www.bps.go.id
www.ojk.go.id
Arimi, Millatina dan Mohammad Kholiq Mahfud. (2012). Analisis Faktor-Faktor yang Mempengaruhi Profitabilitas Perbankan (Studi Pada Bank Umum Yang Listed di Bursa Efek Indonesia Tahun 2007-2010). Diponegoro Journal of Management. Vol 1(2).
Ali, Khizer, Muhammad Farhan Akhtar dan Hafiz Zafar Ahmed. (2011). Bank Specific and Macroeconomic Indicators of Profitability-Empirical Evidence from the Commercial Banks of Pakistan. International Journal of Business and Social Science. Vol. 2(1).
Akhtar, Muhammad Farhan, Khizer Ali, dan Shama Sadaqat. (2011). Factor Influencing the Probability of Conventional Banks of Pakistan. International Reseach Journal of Finance and Economic. Issue 66.
Afanasieff, T., Lhacer, P., Nakane, M. (2002). The determinants of bank interest spreads in Brazil. Working Paper. Banco Central di Brazil.
Bahtiar Usman, Syofriza Syofyan, Lucky Nugroho, dan Soeharjoto. (2018) Foreign Bank Penetration And Its Impact On Banking Industries. Eurasian Journal of Economics and Finance, Vol. 6(1).
Bodie, Zvi dan Robert C. Marton. (2000). Finance. International Edition. Prnetice Hall International, Inc. USA.
Berger, A. N., W. C. Hunter dan S. G. Time. (1993). The Efficiency of Financial Institution, A Riview and Preview of Reseach Past, Present and Furure. Journal of Banking and Finance. No. 17(2-3).
Chou, Te-Kuang dan Agung Dharmawan Buchdadi. (2016). Bank Performance and Its Underlying Factors: A Study of Rural Banks in Indonesia. Accounting and Finance Research. Vol. 5, No. 3.
Castro, Vitor. (2013). Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI. GEMF Working Papers.
Curak, M., Poposki, K., & Pepur, S. (2012). Profitability Determinants of the Macedonian Banking Sector in Changing Environment, Procedia - Social and Behavioral Sciences. 44.
Crowe, K. (2009). Liquidity Risk Management- More Importance Than Ever. Harland Financial Solution. 3.
Dietrich, A., & Wanzenried, G. (2014). The determinants of commercial banking profitability in low-, middle-, and high-income countries. Quarterly Review of Economics and Finance. Vol. 54(3).
Dietrich, A., & Wanzenried, G. (2011). Determinants of bank profitability before and during the crisis: Evidence from Switzerland. Journal of International Financial Markets, Institutions and Money. Vol. 21(3).
Dincer, H., G. Gencer, N. Orhan dan K. Sahinbas. (2011). Performance Evaluation of The Turkish Banking Sector After The Global Crisis Via CAMELS Ratios. Procedia - Social and Behavioral Sciences. 24.
Diamond, D. dan R. Rajan. (2001) Liquidity Risk, Liquidity creation, and Financial Fragility: A Theory of Banking. The Journal of political Economy. Vol 109(2).
Demirguc-Kunt, Asli dan Enrica Detragiache (1998). The Determinants of Banking Crises in Developing and Developed Countries. IMF Staff Papers. Quarterly journal of the IMF. Vol. 45(1).
Edo, Deisy Setiawati Ratu dan Ni Luh Putu Wiagustini. (2014). E-Jurnal Ekonomi dan Bisnis Universitas Udayana. Vol. 3(11).
Fischer, Stanley. (1997). Central Banking: The Challenges Ahead Financial System Soundness. Financial and Development Journal. January.
Hasanudin, Muhamad dan Prihatiningsih. (2010). Analisis Pengaruh Dana Pihak Ketiga, Tingkat Suku Bunga Kredit, Non Performance Loan (NPL) dan Tingkat Inflasi Terhadap Penyaluran Kredit Bank Perkreditan Rakyat (BPR) di Jawa Tengah. Jurnal Teknis. Vol. 5(1).
Halling, M. dan Hayden, E. (2006) Bank Failure Prediction: A Two Step Survival Time Approach. CREDIT Conference. Austrian National Bank. Vienna. 31.
Irianti, Tjiptowati Endang. (2011) Pengaruh Rasio Kecukupan Modal, Likuiditas, dan Total Dana Pihak Ketiga Terhadap Tingkat Profitabilitas Perusahaan Perbankan. Jurnal Ilmiah Inkoma. Vol. 24(1).
Joseph, Mabvure Tendai, Gwangwava Edson, Faitira Manuere, Matibvu Clifford dan Komoyo Michael. (2012). Non Performance Loans in Commercial Banks: A Case of CBZ Bank Limited in Zimbabwe. Interdiciplinary Journal of Contemporary Reseach in Business. Vol. 24(1).
Jamal, Amer Azian Abdul, Mohd Rahimie Abdul Karim, Masyhuri Hamidi. (2012). Determinants of commercial Banks’ Return on Asset: Panel Evidence from Malaysia. International Journal of Commerce, Business and Management. Vol. 1(3).
Jenkinson,N. (2008). Strengthening Regimes for Controlling Liquidity risk. Euro Money Conference on Liquidity and Funding Risk Management. London: Bank of England.
Khrawish, Husni Ali, W. Z. Siam and Khrawish A. H. (2011). Determinants of Islamic Banks Profitability: Evidence from Jordan. Middle Eastern Finance and Economics Journal. (13).
Lucky Nugroho, Wiwik Utami, Caturida Meiwanto Doktorlina, Soeharjoto, dan engku Chandra Husnadi (2017). Islamic Banking Capital, Challenge to Increase Business Expansion (Indonesia Case). International Journal of Commerce and Finance. Vol. 3(2).
Llewellyn, D. (2002). An Analysis of the Causes of Racent Banking Crises. European Journal of Finance. 36.
Macfarlane, Ian J. (1999). Statement to Parliamentary Committee. Reserve Bank of Australia Bulletin. January.
Ofumbia, Sebastian dan Uremadu. (2012). Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System. International Journal of Academic Research in Accounting, Finance and Management Science. Vol. 2(1).
Olson, Dennis and Taisier A. Zoubi. (2011). Efficiency and bank profitability in MENA countries. Emerging Markets Review. Vol. 12(2).
Prasetyo, Wawan. (2015). Analisis Faktor-Faktor Yang Mempengaruhi Profitabilitas Perbankan. Jurnal Ekonomi dan Studi Pembangunan. Vol. 7(1).
Puspitasari, Diana. (2009). Analisis Pengaruh CAR, NPL, PDN, NIM, BOPO, LDR, dan suku bunga SBI Terhadap ROA. Tesis. Universitas Diponegoro. Semarang.
Pratama, Billy Arma. (2010). Analisis Faktor-Faktor Yang Mempengaruhi Kebijakan Penyaluran Kredit Perbankan (Studi Pada Bank Umum di Indonesia, Periode 2005-2009). Tesis Universitas Diponegoro, Semarang
Ponco, Budi, 2008, Analisis Pengaruh CAR, NPL, BOPO, NIM dan LDR Terhadap Roa. Tesis Universitas Diponegoro. Semarang.
Peraturan Bank Indonesia No. 6/10/PDI/2004 tentang Sistem Penilaian Tingkat Kesehatan Bank Umum.
Soeharjoto Soekapdjo, Lucky Nugroho, Ahmad Badawi, dan Wiwik Utami. (2018) Bad Debt Issues in Islamic Bank: Macro and Micro Influencing (Indonesia Cases). International Journal of Commerce and Finance. Vol. 4(1).
Sutrisno. (2016). Risiko, Efisiensi dan Kinerja Pada Bank Konvensional di Indonesia. Jurnal Ilmiah Akuntansi dan Bisnis. Vol. 11(2).
Sahara, Ayu Yunita. (2013). Analisis Pengaruh Inflasi, Suku Bunga BI, dan Produk Domestik Bruto Terhadap Return On Asset (ROA) Bank Syariah di Indonesia. Jurnal Ilmu Manajemen. Vol. 1(1).
Sukarno, Kartika Wahyu dan Muhamad Syaichu. (2006) Analisis Faktor-Faktor Yang Mempengaruhi Kinerja Bank Umum di Indonesia. Jurnal Studi Manajemen dan Organisasi. Vol. 3(2).
Trinugroho, I., Agusman, A., & Tarazi, A. (2014). Why have bank interest margins been so high in Indonesia since 1997/1998 financial crisis. Research in International Business and Finance, 32.
Utu, La. (2018). Effect of Extern Factors on Return on Asset (ROA) in Banking Industry in Indonesia Stock Exchange. International Journal of Scientific and Engineering Research. Vol 9(12).
Zeithaml, A., V. Parasuraman, A. and L. Berry L. (1985). Problems and Strategies in Services Marketing. Jurnal of Marketing. Vol. 49. (Spring).
www.bi.go.id
www.bps.go.id
www.ojk.go.id
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Published
29-02-2020
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Soekapdjo, S. (2020). Determinasi Kinerja Bank Umum Konvensioanal Di Indonesia. Jurnal Ilmiah Bisnis Dan Ekonomi Asia, 14(1), 35–45. https://doi.org/10.32812/jibeka.v14i1.148
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