PENGARUH IMPLEMENTASI BASEL III TERHADAP TINGKAT SUKU BUNGA PINJAMAN BANK DI INDONESIA

TIRTA AYU MAHARANI, Mamduh M. Hanafi, Dr., M.B.A

2018 | Tesis | MAGISTER MANAJEMEN (KAMPUS JAKARTA)

Implementasi Basel III di Indonesia bertujuan menjadikan perbankan lebih resilient dan tahan terhadap shock. Dengan syarat perodalan yang lebih ketat, serta perbaikan kualitas modal yang harus dipenuhi dengan jenis modal common equity, Basel III dianggap dapat menaikan biaya modal bank konvensional secara umum. Penelitian ini menganalisa pengaruh implementasi Basel III terhadap kenaikan suku bunga pinjaman akibat adanya kenaikan cost of capital dengan adanya kenaikan syarat modal minimum yang berasal dari ekuitas atau ratio common equity tier 1 (CET1). Size dari bank juga dianggap dapat mempengaruhi besar kecil dampak Basel III terhadap perubahan suku bunga kredit. Oleh sebab itu, penelitian ini memasukan variabel dummy BUKU bank untuk menganalisa dampak Basel III pada masing-masing BUKU. Penelitian ini menggunakan uji regresi pooled OLS model dengan periode penelitian 2010 – 2017. Hasil regresi menjelaskan, bahwa kenaikan rasio CET1 pada bank di Indonesia positif signifikan menaikan suku bunga kredit sebesar 2-3 bps p.a. Kata Kunci: Basel III, Modal Bank, KPMM, Common Equity, Rasio Modal Tier 1, Common Equity Tier 1, Pooled Data, OLS, BUKU Bank, Suku Bunga Kredit, Suku Bunga Pinjaman, Bank Konvensional, Cost of Capital, Cost of Fund, Bank, Eviews10.0

The new framework of banking risk management has been implemented in Indonesia through Basel III. The regulation aimed to set bank in Indonesia become more resilient. Basel III requires banks to increase its core capital especially with common equity. Hence, changing in bank’s equity will increasing bank’s cost of capital since equity is high cost source of financing. This study employs 75 banks in Indonesia to analyse the impact of Basel III within 2010 - 1017. This study predicts the implementation of regulation caused higher bank loan rate. Capital ratio is not the only factor that triggered loan rate adjustment, but it is also determined by bank size. Dummy Variable BUKU is engaged as proximating the bank size. Basel III assumed will impacts smaller size of bank subsequently its inflexibility to access the source of financing.The result of coefficient regression tells increasing in CET 1 Ratio will significantly followed by rise of lending rate 2-3 bps p.a. Keywords: Basel III, Bank Capital, Common Equity, Common Equity Tier 1, Bank Capital Tier 1, OLS, BUKU Category, Loan Interest Rate, Banking, Cost of Capital, Cost of Fund, Eviews, Indonesia Banking Industry

Kata Kunci : Basel III, Modal Bank, KPMM, Common Equity, Rasio Modal Tier 1, Common Equity Tier 1, Pooled Data, OLS, BUKU Bank, Suku Bunga Kredit, Suku Bunga Pinjaman, Bank Konvensional, Cost of Capital, Cost of Fund, Bank, Eviews10.0