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Title: | Pengaruh Kondisi Makroekonomi Terhadap Kinerja Perbankan di Indonesia |
Other Titles: | The Impact of Macroeconomics Condition on Banking Performance in Indonesia |
Authors: | Achsani, Noer Azam Dilla, Salsa Nursadi, Indah |
Issue Date: | 2021 |
Publisher: | IPB University |
Abstract: | Beberapa penelitian menganalisis pengaruh kondisi makroekonomi terhadap
kinerja perbankan, namun masih menghasilkan kesimpulan yang inkonsisten.
Untuk itu, penelitian ini kembali menganalisis pengaruh kondisi makroekonomi
terhadap kinerja perbankan berdasarkan lima indikator rasio kinerja keuangan,
yaitu rasio profitabilitas, permodalan, efisiensi, risiko kredit, dan likuiditas di
Indonesia dengan menggunakan pemodelan Autoregressive Distributes Lag
(ARDL). Hasil estimasi menunjukan variabel-variabel makroekonomi memiliki
hubungan atau keseimbangan jangka panjang dengan kelima indikator rasio kinerja
perbankan. Dalam jangka panjang, rasio profitabilitas (ROA) dipengaruhi oleh nilai
tukar. Rasio permodalan (CAR) dipengaruhi oleh IPI, inflasi, IHSG, dan harga
minyak dunia. Rasio efisiensi (BOPO) dipengaruhi oleh IPI dan inflasi. Rasio risiko
kredit (NPL) dipengaruhi oleh inflasi, nilai tukar, dan IHSG. Serta rasio likuiditas
(LDR) dipengaruhi oleh nilai tukar, IHSG, dan harga minyak dunia. Pengaruh
jangka pendek, rasio profitabilitas (ROA) dipengaruhi oleh IPI dan inflasi. Rasio
permodalan (CAR) dipengaruhi oleh IPI, inflasi, dan IHSG. Rasio risiko kredit
(NPL) dipengaruhi oleh IPI, inflasi, dan harga minyak dunia. Serta rasio likuiditas
(LDR) dipengaruhi oleh inflasi, nilai tukar, dan IHSG. Several studied analyzed the impact of macroeconomics conditions on banking performance, but still yielded inconsistent conclusions. Therefore, this studied again analyzes macroeconomic conditions impact on banking performance based on five indicators of financial performance ratios, namely profitability, capital, efficiency, credit risk, and liquidity ratio in Indonesia used Autoregressive Distributes Lag (ARDL) modeling. The estimation results showed that macroeconomic variables had a long-term balance or relationship with the five banking performance ratio indicators. In the long run, profitability ratio (ROA) was affected by exchange rate. The capital ratio (CAR) was affected by IPI, inflation, IHSG, and oil price. The efficiency ratio (BOPO) was affected by IPI and inflation. The credit risk ratio (NPL) was affected by inflation, exchange rate, and IHSG. And the liquidity ratio (LDR) was affected by exchange rate, IHSG, and oil price. Short term effects, profitability ratio (ROA) was affected by IPI and inflation. The capital ratio (CAR) was affected by IPI, inflation, and IHSG. The credit risk ratio was affected by IPI, inflation, and oil price. And the liquidity ratio (LDR) was affected by inflation, exchange rate, and IHSG. |
URI: | http://repository.ipb.ac.id/handle/123456789/107684 |
Appears in Collections: | UT - Economics and Development Studies |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Skripsi Indah Nursadi (H14170021).pdf Restricted Access | Fullteks | 11.79 MB | Adobe PDF | View/Open |
Abstrak Indah Nursadi (H14170021).pdf Restricted Access | Abstrak | 174.14 kB | Adobe PDF | View/Open |
Bab 1.pdf Restricted Access | Bab 1 Pendahuluan | 1.01 MB | Adobe PDF | View/Open |
Bab 2.pdf Restricted Access | Bab 2 Tinjauan Pustaka | 1.86 MB | Adobe PDF | View/Open |
Bab 3.pdf Restricted Access | Bab 3 Metode | 1.47 MB | Adobe PDF | View/Open |
Bab 4.pdf Restricted Access | Bab 4 Hasil dan Pembahasan | 3.07 MB | Adobe PDF | View/Open |
Bab 5.pdf Restricted Access | Bab 5 Simpulan dan Saran | 278.97 kB | Adobe PDF | View/Open |
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