ANALISIS EFISIENSI PERBANKAN DI INDONESIA: Metode Data Envelopment Analysis (DEA) dan Panel Tobit

ACHMAD FADHIL SHABIRIN, Prof. Dr. Nopirin, M.A.

2017 | Skripsi | S1 ILMU EKONOMI

Penelitian ini bertujuan untuk menganalisis tingkat efisiensi perbankan di Indonesia dari tahun 2010 kuartal 1 hingga tahun 2014 kuartal 4 menggunakan model variable return to scale (VRS), pengukuran berorientasi input, serta menggunakan pendekatan intermediasi dengan input adalah aset tetap, beban tenaga kerja, dan dana pihak ketiga, dengan ouput adalah tingkat kredit yang diberikan, pendapatan operasional, dan pendapatan non operasional. Penelitian ini juga menganalisis beberapa variabel yang mempengaruh perbankan di Indonesia menggunakan variabel aset, retrun on aset (ROA), capital adequacy ration (CAR), beban operasional pendapatan operasioanl (BOPO), loan to deposit ratio (LDR), net interest margin (NIM). Penelitian ini menggunakan metode data envelopment analysi (DEA) untuk mengetahui tingkat efisiensi bank, serta menggunakan analisis regresi data panel dengan menggunakan metode panel tobit. Hasil menunjukkan bahwa semua bank di Indonesia berdasarkan kepemilikan memiliki tingkat efisiensi yang baik, dilihat dari tingkat efisiensi teknis, bank persero dan bank umum swasta nasional (BUSN) devisa memiliki score efisiensi teknis yang paling tinggi, diikuti oleh bank umum swasta nasional (BUSN) non devisa, bank campuran, serta bank pembangunan daerah (BPD) dan bank asing. Hasil analisis selanjutnya menunjukkan bahwa variabel aset, return on assets (ROA), capital adequacy ration (CAR), beban operasional pendapatan operasional (BOPO), loan to deposit ratio (LDR), net interest margin (NIM) berpengaruh secara signifikan terhadap tingkat efisiensi teknis bank di Indonesia berdasarkan kepemilikan.

This study aimed to analyze the level of efficiency of banking in Indonesia from 2010 Q1 to 2014 Q4 using the model of variable returns to scale (VRS), measurement-oriented input, as well as the approach intermediation with the input is a fixed asset, the cost of labor, and funds third parties, with ouput is the level of loans, operating income, and non-operating income. This study also analyzed several variables that influence the banks in Indonesia using variable assets, return on assets (ROA), capital adequacy ration (CAR), operating expenses, income operasioanl (ROA), loan to deposit ratio (LDR), net interest margin (NIM). This study uses the data envelopment analysi (DEA) to determine the level of efficiency of the bank, as well as using panel data regression analysis using tobit panel. The results showed that all banks in Indonesia based on the ownership has a level of efficiency that is "good", judging by the level of technical efficiency, state banks and national private commercial bank (BUSN) foreign exchange has scores of technical efficiency is the highest, followed by national private commercial bank (BUSN) non foreign exchange, joint venture banks, as well as regional development banks (BPD) and foreign banks. The results of further analysis showed that the variables of assets, return on assets (ROA), capital adequacy ration (CAR), operating expenses, operating income (ROA), loan to deposit ratio (LDR), net interest margin (NIM) significantly affect the level of efficiency technical banks in Indonesia based on ownership.

Kata Kunci : Kata kunci: Efisiensi, data envelopment analysis (DEA), Model Tobit