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DETERMINAN LIKUIDITAS BANK UMUM DI INDONESIA SEBELUM DAN SAAT PANDEMI COVID-19

ANDHINA VIAJENG S, Dr. Leo Indra Wardhana, M.Sc., CFP.

2021 | Tugas Akhir | D4 PERBANKAN

Penelitian ini bertujuan untuk menguji berbagai determinan likuiditas bank, yaitu Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Assets (ROA), dan size (ukuran perusahaan) sebelum dan saat krisis Pandemi Covid-19. Sampel penelitian yang digunakan adalah bank umum di Indonesia sebanyak 109 perusahaan dengan data kuartalan selama periode 2019-2020. Hasil penelitian menunjukkan bahwa terdapat perbedaan rata-rata Loan to Deposit Ratio (LDR) bank yang lebih rendah selama periode Pandemi Covid-19. Pada periode sebelum pandemi CAR berpengaruh positif dan size berpengaruh negatif terhadap LDR bank umum di Indonesia, sementara ROA dan NPL tidak berpengaruh. Pada periode saat pandemi, pengaruh positif CAR terhadap LDR melemah, sementara ROA berpengaruh negatif dan NPL berpengaruh positif terhadap LDR bank umum di Indonesia, sedangkan size tidak berpengaruh terhadap LDR.

This study aims to investigate various determinants of bank liquidity, Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return On Assets (ROA), and bank size on bank's liquidity, before and during the crisis from the Covid-19 Pandemic. The sample of the study is 109 commercial banks in Indonesia, with quarterly data from 2019-2020. The study shows that the Loan to Deposit Ratio (LDR) during the Covid-19 pandemic is significantly lower. Before the pandemic, CAR has a positive influence on LDR while bank size negatively impacts LDR. However, ROA and NPL do not have any impact on LDR. During the pandemic, the positive effect of CAR on LDR is weakened, while ROA have a negative effect and NPL appear to have a positive impact on LDR. On the other hand, the effect of size on LDR disappear.

Kata Kunci : CAR, NPL, ROA, size, Pandemi Covid-19, likuiditas.

  1. D4-2021-450771-abstract.pdf  
  2. D4-2021-450771-bibliography.pdf  
  3. D4-2021-450771-tableofcontent.pdf  
  4. D4-2021-450771-title.pdf