"Penelitian ini membandingkan pengaruh indikator kesehatan bank umum terhadap tingkat profitabilitas bank umum sebelum dan setelah diterapkannya aturan mengenai kewajiban penyediaan modal minimum dengan memperhitungkan risiko pasar. Sebagai ukuran profitabilitas digunakan Return on Equity (ROE), sedangkan indikator kesehatan bank diwakili oleh Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Biaya Operasional terhadap Pendapatan Operasional (BOPO), dan Loan to Deposits Ratio (LDR). VariabeI Dummy digunakan untuk membedakan priode waktu sebelum dan setelah penerapan aturan tersebut dan untuk mengelompokkan bank berdasarkan modalnya.
Hasil penelitian menunjukkan CAR, NPL, LDR, BOPO, dan modal berpengaruh signifikan terhadap ROE serta terdapat perbedaan antara ROE dan pengaruh CAR terhadap ROE pada periode sebelum dan setelah diterapkannya aturan tersebut.
This research compares the effect of soundness indicators on the profitability between the pre- and post periods of the regulation about the minimum capital requirement for commercial banks taking into account market risk ROE is used as a measure of profitability, while Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Loan to Deposit Ratio (LDR) and Operational Expenses to Income Expenses Ratio (BOPO) are used as a indicator of soundness. Dummy Variables are used w separate those periods and to grouped banks base on its capital.
The result of this research shows that CAR, NFL, LDR, BOPO and capital have significant effect on ROE while ROE and the effect of CAR on ROE are different between those periods."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2006
