Faktor-faktor yang mempengaruhi rasio modal pada bank go public periode tahun 2000-2007

DAMANIK, Dorman Meison, Boyke Rudy Purnomo, SE., MM

2008 | Tesis | S2 Magister Manajemen

Studi ini bertujuan untuk mempelajari: variabel bebas (portofolio risk, profitability, bank deposit from non-bank customer, provision, Regulatory pressure, size and non performing loans) memiliki pengaruh terhadap rasio modal bank go public di Indonesia periode 2000-2007. Metode pengumpulan data adalah purposive sampling. Berdasarkan model yang dikembangkan Shrieves and Dahl (1992) menggunakan Generalized Method of Moments (GMM) dalam melihat variabel yang mempengaruhi rasio modal. Hasil penelitian menunjukkan bahwa portofolio risk, profitability, bank deposit from non-bank customer, provision, Regulatory pressure and non performing loans berpengaruh positif terhadap rasio modal sedangkan size memiliki pengaruh negatif terhadap rasio modal.

This paper planned to examine independent variables (portofolio risk, profitability, Bank deposit from non-bank customer, provision, Regulatory pressure, size and non performing loans) has influence capital ratio of go public banking industry in periode 2000-2007. through the use of accounting data from Indonesian go public banking between 2000-2007. The method data collected using purposive sampling. Building on previous work by Shrieves and Dahl (1992), we use a Generalized Method of Moments (GMM) to analyse predict capital ratio. This results indicate has a positive influence between changes in portofolio risk, profitability, Bank deposit from non-bank customer, provision, Regulatory pressure and non performing loans and the capital ratio, and size has a negative influence to capital ratio.

Kata Kunci : Rasio modal,Portofolio risk,Profitability,Bank deposit from non,bank customer,Provision,Regulatory pressure,Size and non performing loans, Capital ratio, portofolio risk, profitability, Bank deposit from nonbank customer, provision, regulatory pressure, s