DINAMIKA RISIKO KREDIT BANK PEMBANGUNAN DAERAH DI INDONESIA PERIODE 2011-2016
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Abstract
Tujuan penelitian adalah untuk menganalisis pengaruh variabel spesifik perbankan seperti informasi modal terhadap aktiva tertimbang menurut risiko diukur dengan rasio CAR, informasi total pinjaman terhadap total aset diukur dengan rasio LTA, informasi ukuran bank, informasi laba setelah pajak terhadap rata-rata aset diukur dengan rasio ROE, dan informasi inefisiensi bank yang diukur dengan rasio BOPO terhadap Risiko Kredit yang diukur dengan rasio NPL. Populasi yang dijadikan obyek penelitian berjumlah 26 BPD di Indonesia 2011-2016. Penelitian ini menggunakan data panel dengan jumlah data observasi sebanyak 156. Data sekunder diolah dengan metode Generalized Method of Moment. Hasil penelitian menunjukkan bahwa informasi modal terhadap aktiva tertimbang menurut risiko, laba setelah pajak terhadap rata-rata modal, dan inefisiensi berpengaruh negatif terhadap Risiko Kredit pada BPD di Indonesia. Sementara informasi total pinjaman terhadap total aset dan ukuran bank berpengaruh positif terhadap risiko kredit pada BPD di Indonesia.
The purpose of this study is to analyze the effect of specific bank variables represented by CAR (Capital Adequacy Ratio), LTA (Loan to Asset) Ratio, Size, ROE (Return on Equity) Ratio, and Inefficiency on credit risk measured by NPL on Regional Development Bank in Indonesia. Population of this research taken as the object of observation amounted to 26 Regional Development Banks in Indonesia in the period 2011 - 2016. This research is using panel data with total data amounted to 156 firm-years observation. Secondary data is processed with Generalized Method of Moment. The result showed CAR, ROE, and Inefficiency have negative impact on NPL in Regional Development Bank in Indonesia. Meanwhile, LTA and Size have positive impact on NPL in Regional Development Bank in Indonesia.
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