The effects Bank Indonesia rate (BI Rate), earnings assets loan to deposits ratio (LDR), and non performing loan (NPL) to profitability

WIJAYA, Muh. Fahmi, Marwan Asri, Prof. Dr. MBA

2009 | Tesis | S2 Magister Manajemen

Penelitian ini bertujan untuk mengetahui pengaruh suku bunga Bank Indonesia (BI rate), asset produktif, rasio pinjaman terhadap dana pihak ketiga, dan kredit bermasalah terhadap keuntungan bank umum di Indonesia, dan mengetahui signifikansi pengaruh variabel-variabel tersebut terhadap keuntungan bank umum di Indonesia. Menggunakan data suku bunga Bank Indonesia (BI rate) dan data tahunan dari 22 bank yang sudah go public periode 2004-2007 pada rasio keuntungan terhadap aset (ROA,) asset produktif, rasio pinjaman terhadap dana pihak ketiga (LDR), dan kredit bermasalah (NPL). Hasil penelitian ini menunjukkan bahwa suku bunga Bank Indonesia dan kredit bermasalah (NPL) mempunyai pengaruh negatif terhadap rasio keuntungan terhadap aset (ROA), sedangkan asset produktif dan rasio pinjaman terhadap dana pihak ketiga (LDR) mempunyai pengaruh positif terhadap rasio keuntungan terhadap asset (ROA). Asset produktif, dan kredit bermasalah (NPL) mempunyai pengaruh yang signifikan terhadap rasio keuntungan terhadap asset (ROA), sedangkan suku bunga Bank Indonesia (BI rate) dan rasio pinjaman terhadap dana pihak ketiga (LDR) mempunyai pengaruh yang tidak signifikan.

This research is aimed to investigate the effects of Bank Indonesia rate (BI rate), earnings assets, loan to deposits ratio (LDR), and non performing loan (NPL) to Indonesian Commercial Banks’ Profitability, as well as to examine which variable that has significant influence. Using annually data from 22 listed commercial banks over the period 2004-2007 of return on assets (ROA), earnings assets, loan to deposits ratio (LDR), and non performing loan (NPL) and annually average Bank Indonesia rate (BI rate) in the same period, the writer tried to reach the objective of this research. The result of this research showed that Bank Indonesia rate (BI rate) and non performing loan (NPL) have negative impact on the Return on Assets (ROA) of listed commercial banks, conversely, earnings assets and loan to deposits ratio (LDR) have positive impact. Furthermore, the impacts of earnings assets and non performing loan (NPL) to the return on assets (ROA) are significant, whereas Bank Indonesia rate (BI rate) and loan to deposits ratio (LDR) are not significant.

Kata Kunci : Rasio keuntungan terhadap aset (RAO), Suku bunga Bank Indonesia (BI rate), Besar aset produktif, Rasio pinjaman terhadap dana pihak ketiga (LDR) ,Kredit bermasalah, Return on Assets (ROA), earnings assets, loan to deposits ratio (LDR), and non performing