Pengaruh Modal Bank dan Regulasi Persyaratan Modal Minimum terhadap Kredit perbankan di Indonesia periode 2002:1-2007:3 (pendepatan ECM)

Emalia, Zulfa, Dr. Samsubar Saleh, M.Soc.Sc.

2008 | Skripsi | S1 Economics

The objective of this research to analyze the effect of bank capital dan capital requirement regulation on bank lending in Indonesia. This study employed monthly

time series data from 2002:1-2007:3 was taken from various publication. Method of analysis used in this study is Error Correction Model (ECM) and used ECM short run and long run ECM regression analysis. Capital act as "buffer" for possible future losses effectively regulating the safety and soundness in an attempt to create a banking system generally less prone to risk. The objective behind the 8% capital requirement is therefore purely microeconomic: A high level of equity capital is designed to overcome the asymmetric information problems implied by an entirely financed banking system. The result of ECM estimation show capital not statistically significant on bank lending. Regulation of capital requirement 8% unable to limit supply of credit

and has not effect bank lending because banking in Indonesia already have capital above minimum capital requirement. The statistic t-value of Error Correction term in this study was significant indicating the model was valid. Key words : Bank capital, capital requirement regulation, bank lending, ECM.

Kata Kunci : Modal Bank; Regulasi Bank; Modal Minimum; Kredit Perbankan; ECM