PENGARUH NON INTEREST INCOME BANK TERHADAP RISIKO DI INDONESIA

MAYANG SALIGURI, SE, Dr. Mamduh M. Hanafi, MBA.,

2013 | Tesis | S2 Manajemen

Tujuan dari studi ini adalah untuk menguji pengaruh diversifikasi pendapatan terhadap risiko bank di Indonesia. Berdasarkan data Laporan Rugi/Laba Bank Umum Devisa periode 2003-2011, pendapatan bank di Indonesia dapat dibagi menjadi tiga kategori yaitu fee based income, trading income, serta net non-interest income. Analisis balanced panel data dilakukan sebelum dan setelah outlier ditiadakan. Analisis dilakukan dengan menggunakan Panel Least Square (PLS). Hasil analisis data dengan outlier menunjukkan bahwa fee based income berpengaruh positif terhadap risiko. Sedangkan trading income dan net non-interest berpengaruh negatif terhadap risiko. Berbeda dengan data dengan outlier, hasil analisis data tanpa outlier menunjukkan net non-interest income berpengaruh negatif terhadap risiko kegagalan (Zscore) dan berpengaruh positif terhadap risiko kegagalan (ZP) dan risiko leverage.

The aim of this study was to examine the effect of income diversification on bank risk in Indonesia. Based on the Report of Loss / Profit Bank Umum Devisa 2003-2011 period, bank earnings in Indonesia can be divided into three categories: fee-based income, trading income and net non-interest income. Balanced panel data analysis was performed before and after the outlier excluded. The analysis used Panel Least Square (PLS) with heteroskedastisity and autocorrelation correction. The results of analysis using data with outlier indicated that fee-based income showed a positive effect on risk, while trading income and net non-interest income indicated a negative effect on risk. In contrast to data with outliers, the analysis result of the data without outlier showed net non-interest income negatively affect risk of failure (Zscore) and affect positively to the risks of failure (ZP) dan the risk of leverage (ZP2).

Kata Kunci : diversifikasi pendapatan, fee based income, trading income, non-interest income, risiko bank