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ABSTRAKPenelitian ini bertujuan untuk mempelajari pengaruh faktor-faktor internal dan
eksternal bank terhadap tingkat penyangga modal perbankan Indonesia. Objek
penelitian adalah bank umum konvensional yang beroperasi di Indonesia selama
periode penelitian yaitu tahun 2008 hingga 2013. Faktor-faktor internal yang diuji
pengaruhnya terhadap tingkat penyangga modal adalah profitabilitas, kredit
bermasalah, likuiditas, pertumbuhan kredit, diversifikasi pendapatan, dan ukuran
bank. Sementara faktor eksternal yang digunakan adalah siklus bisnis. Estimasi
model dilakukan dengan menggunakan regresi panel Fixed Effect Model. Dari
hasil regresi yang dilakukan, semua faktor internal menunjukkan pengaruh
signifikan terhadap tingkat penyangga modal kecuali kredit bermasalah.
Sedangkan untuk siklus bisnis, juga ditemukan mempengaruhi tingkat penyangga
modal secara signifikan negatif.
ABSTRACTThe aim of this study is to explore the impact of bank?s internal and external
factors toward capital buffer level in Indonesian banks. Using panel regression,
this study seeks to examine the effect of several factors on capital buffer for the
period of 2008 to 2013. The variables of bank?s internal factors that are being
explored are profitability, the non-performing loan (NPL), liquidity, credit
growth, income diversification, and size. While external factor is business cycle.
The Fixed Effect Model of panel regression is being employed in the model
estimation. The findings reveal that all of internal factor?s play an important role
in influencing capital buffer except NPL. For the business cycle, was also found
affect toward capital buffers significantly., The aim of this study is to explore the impact of bank’s internal and external
factors toward capital buffer level in Indonesian banks. Using panel regression,
this study seeks to examine the effect of several factors on capital buffer for the
period of 2008 to 2013. The variables of bank’s internal factors that are being
explored are profitability, the non-performing loan (NPL), liquidity, credit
growth, income diversification, and size. While external factor is business cycle.
The Fixed Effect Model of panel regression is being employed in the model
estimation. The findings reveal that all of internal factor’s play an important role
in influencing capital buffer except NPL. For the business cycle, was also found
affect toward capital buffers significantly.]