Analisis Pengaruh Perkembangan Bank Digital Terhadap Kinerja Bank Konvensional

Stephanie Tanggara, Eddy Junarsin, Ph.D., CFP

2023 | Tesis | S2 MANAJEMEN (MM) JAKARTA

Tujuan dari penelitian ini adalah menganalisis bagaimana pengaruh antar variabel dari perkembangan bank digital terhadap kinerja bank konvensional. Variabel bank digital yang diuji berupa rasio Capital to Assets, rasio Provisions to Loan, rasio Net Profit Margin, rasio Return on Assets, rasio Loan to Deposit, dan rasio Net Interest Margin. Keenam variabel bank digital masing-masing mewakili indikator dari CAMELS yang menunjukkan tingkat kesehatan bank. Variabel terkait kinerja bank konvensional yang diuji berupa rasio Return on Assets, Return on Equity, Dana Pihak Ketiga yang dihimpun, dan Kredit yang disalurkan dari bank konvensional. Metode yang digunakan untuk melakukan analisis data adalah analisis regresi linear, yang didahului dengan uji statistik deskriptif dan uji asumsi klasik.

Pengamatan dan hasil uji yang dilakukan atas data bulanan untuk periode Januari 2019 hingga Desember 2022 menunjukkan bahwa variabel rasio Return on Assets bank digital memiliki pengaruh yang signifikan terhadap seluruh variabel bank konvensional yang diuji. Variabel rasio Capital to Assets bank digital memiliki pengaruh signifikan terhadap Return on Asset, Dana Pihak Ketiga, dan kredit yang disalurkan bank konvensional. Variabel rasio Net Interest Margin bank digital memiliki pengaruh signifikan terhadap Return on Asset, Return on Equity dan kredit yang diberikan bank konvensional. Variabel rasio Net Profit Margin bank digital berpengaruh signifikan terhadap Dana Pihak Ketiga bank konvensional. Variabel rasio Loan to Deposit bank digital memiliki pengaruh signifikan terhadap Return on Asset bank konvensional. Sedangkan variabel rasio Provisions to Loan bank digital tidak memiliki pengaruh yang signifikan terhadap seluruh variabel bank konvensional yang diuji.

The study aims to examine on the effect of digital bank growth on the performance of conventional bank. Digital bank variables used in this study are the Capital to Assets ratio, the Provisions to Loans ratio, the Net Profit Margin ratio, the Return on Assets ratio, the Loan to Deposit ratio, and the Net Interest Margin ratio. Each digital bank variables represent CAMELS indicator which suggested the soundness of a bank. Variables related to the performance of conventional banks used in this study are the Return on Assets ratio, the Return on Equity ratio, Third Party Funds, and Loans. The method used for this study is linear regression analysis, which is preceded by descriptive statistical tests and classical assumption tests.

Results on the observation and test performed on monthly data for the period January 2019 to December 2022, show that the ratio of digital bank’s Return on Asset has a significant effect on all conventional bank’s variables tested. The Capital to Assets ratio of digital bank has a significant effect on Return on Assets ratio, Third Party Funds, and Loans of conventional banks. The Net Interest Margin ratio of digital bank has a significant effect on Return on Assets ratio, Return on Equity ratio, and Loans of conventional banks. The Net Profit Margin ratio of digital bank has a significant effect on Third Party Funds of conventional banks. The Loan to Deposit ratio of digital banks has a significant effect on the Return on Assets ratio of conventional banks. Meanwhile, the Provisions to Loan ratio of digital bank does not have a significant effect on all conventional bank’s variables tested.

Kata Kunci : digitalisasi, transformasi digital, bank digital, bank konvensional, digital banking, CAMELS, Capital to Assets, Provisions to Loan, Net Profit Margin, Return on Asset, Return on Equity, Net Interest Margin, Loan to Deposit, Dana Pihak Ketiga, Kredit