ANALISIS PROFITABILITAS 10 BANK UMUM KONVENSIONAL DI INDONESIA PERIODE 2001:Q4-2016:Q3

MAHARANI KARINA P, Muhammad Edhie Purnawan, M.A., Ph.D.

2017 | Skripsi | S1 ILMU EKONOMI

Sektor jasa keuangan berperan besar pada efisiensi serta keberlanjutan jalannya perekonomian suatu negara. Sektor perbankan, khususnya bank umum konvensional, mendominasi pangsa aset dari sektor jasa keuangan di Indonesia. Sehingga, kinerja bank yang baik secara individual dan dalam sistem perbankan penting untuk dicermati. Kinerja bank yang dapat diukur melalui rasio profitabilitas, yakni Return On Assets (ROA), dipengaruhi oleh dua faktor, yakni faktor internal dan eksternal bank. Penelitian ini bertujuan untuk menganalisis faktor determinan profitabilitas menggunakan data panel 10 Bank Umum Konvensional dengan total aset terbesar di Indonesia sebagai objek penelitian mencangkup periode 2001-2016, yang dibagi ke dalam tiga persamaan sesuai jenis kepemilikan bank, yakni Bank Umum Milik Negara, Bank Umum Swasta Nasional, serta keseluruhan sampel bank umum. Hasil yang ditemukan adalah terdapat korelasi antara Capital Adequacy Ratio, Loan to Deposit Ratio, Biaya Operasional terhadap Pendapatan Operasional, dan Nilai Tukar terhadap ROA. Selain itu, terdapat korelasi negatif Non Performing Loans dan adanya korelasi positif antara Tingkat Inflasi terhadap ROA pada persamaan keseluruhan sampel dan sampel Bank Umum Swasta Nasional, tetapi tidak signifikan berkorelasi pada sampel Bank Umum Milik Negara.

Financial services sector has an essential role on the efficiency and continuity of any country s economy. Banking sector, especially conventional banks, dominates financial services sector total assets in Indonesia. Therefore, bank performance either as an individual bank or as apart of banking system is important to be observed. Banking performance can be determined by profitability ratio, Return On Assets (ROA) that influenced by two factors, internal and external factors. This research aims is to analyze determinant factors of banks profitability with panel data of Indonesian 10 largest conventional banks in parantheses (by assets) during 2001-2016, which has divided into three equations by its type of ownership, such as State-Owned Banks, National Private Banks, and all banks samples equation. The results show there are some of the variables such as Capital Adequacy Ratio, Loan to Deposit Ratio, Cost to Income Ratio, and Exchange Rate correlated with ROA. Furthermore, Non Performing Loans is negatively correlated with ROA, while Inflation rate is positively correlated with it in the National Private Banks and all banks samples equation. However, in State-Owned Banks equation, both variables are not significantly correlated with ROA.

Kata Kunci : profitability, panel data, ROA, conventional banks