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"Penelitian ini bertujuan untuk mengetahui pengaruh faktor spesifik bank dan makroekonomi terhadap likuiditas bank umum konvensional yang terdaftar di BEI pada periode 2012-2016. Variabel yang mewakili faktor spesifik bank dalam penelitian ini adalah rasio profitabilitas return on asset ROA, cost of funding, bank size, deposits, dan Capital Adequacy Ratio CAR . Faktor makroekonomi yang diuji adalah inflasi, tingkat pengangguran dan GDP. Pengujian dilakukan dengan model regresi data panel dengan metode random effect dengan estimator generalized least square GLS. Hasil regresi yang dilakukan, menemukan bahwa ROA dan bank size berpengaruh positif namun tidak signifikan terhadap likuiditas bank. Kemudian cosf of fund, deposits, CAR dan GDP berpengaruh positif signifikan terhadap likuiditas bank. Selanjutnya variabel inflasi dan tingkat pengangguran berpengaruh negatif dan tidak signifikan terhadap likuiditas bank.

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This study aims to determine the effect of bank specific and macroeconomic factors on the liquidity of conventional commercial banks listed on the IDX in the period 2012 2016. The variables that represent bank specific factors in this research are profitability ratio of return on asset ROA , cost of funding, bank size, deposits, and Capital Adequacy Ratio CAR. The macroeconomic factors tested were inflation, unemployment and GDP. This study using panel data with random effect methods generalized least square estimator to test the model. The result of this research found that ROA and bank size have positive but not significant effect to bank liquidity. Then cosf of fund, deposits, CAR and GDP have a significant positive effect on bank liquidity. Furthermore, the variables of inflation and unemployment rate have a negative and insignificant effect on bank liquidity."

"ABSTRACTPenelitian ini bertujuan untuk menganalisis perbedaan profitabilitas bank BUMN dengan bank BUSN pada periode sebelum, saat, dan sesudah krisis. Lebih dalam lagi, penelitian ini mencoba mengetahui pengaruh faktor spesifik bank dan faktor eksternal pada profitabilitas bank. Profitabilitas bank terdiri dari ROA, ROE, dan NIM. Faktor spesifik bank terdiri dari CAR, LDR, dan NPL. Sedangkan faktor eksternal terdiri dari GDP dan inflasi. Data yang digunakan berupa data panel, yang terdiri dari empat bank BUMN dan empat bank BUSN dengan nilai aset terbesar sampai Q2 2018, dan dibagi menjadi tiga periode, sebelum krisis (2002-2006), saat krisis (2007-2009) dan setelah krisis (2010-2017). Hasil regresi panel menunjukkan bahwa tidak ada pengaruh signifikan dari sebelum dan saat krisis pada profitabilitas kedua bank, namun berbeda signifikan pada ROA dan ROE dalam periode setelah krisis.  Adapun pengaruh faktor spesifik bank dan eksternal bank bervariasi pada profitabilitas bank BUMN dan bank BUSN.

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ABSTRACTThis study aims to measure the differences of profitability in state owned banks and private owned banks from before, during, and after the crisis. Another aim is to analyze the effect of bank specific and external factors on both banks. Bank profitability is based on ROA, ROE, and NIM. Internal bank factors consist of CAR, LDR, and NPL. Whereas external factors consist of GDP and inflation. Panel data is applied, consisting four state owned banks and four private owned banks with the largest asset value until Q2 2018, and divided into three periods, pre-crisis (2002-2006), during crisis (2007-2009) and post crisis (2010-2017). The panel regression results show no significant influence from before and during the crisis on the profitability of both banks, but significant on ROA and ROE after the crisis. Bank specific and external factors effects vary from state owned banks and private owned banks."

"Penelitian ini bertujuan untuk menganalisis pengaruh dari variabel-variabel yang mewakili determinan spesifik bank (asset size, capital adequacy, asset quality, credit risk, deposit dan non-interest income) dan makroekonomi (economic activity, inflation, dan interest rate) terhadap profitabilitas (return on asset dan return on equity) dan produktivitas (Malmquist index) pada bank umum yang terdaftar di Bursa Efek Indonesia tahun 2008-2012. Penelitian ini merupakan penelitian kuantitatif dengan menggunakan regresi data panel.Hasil penelitian menunjukkan bahwa untuk pengukuran dengan return on asset, determinan profitabilitas yang memiliki pengaruh signifikan terhadap profitabilitas adalah asset size, credit risk, non-interest income, dan economic activity. Pada pengukuran dengan return on equity, determinan yang memiliki pengaruh signifikan terhadap profitabilitas adalah asset size, credit risk, dan economic activity. Sedangkan pada pengukuran dengan Malmquist index, determinan yang memiliki pengaruh signifikan terhadap produktivitas adalah deposit, non-interest income, economic activity, inflation, dan interest rate.

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This research aims to analyze the effect of variables that representing bank-specific determinants (asset size, capital adequacy, asset quality, credit risk, deposit and non-interest income) and macro economy (economic activity, inflation, and interest rate) towards profitability (return on asset and return on equity) and productivity (Malmquist index) of commercial bank listed in the Indonesia Stock Exchange in 2008-2012. This research is a quantitative research and utilizes panel regression method in the process.

The results indicates that for return on asset measures, determinants that have significant effect towards profitability were asset size, credit risk, non-interest income, and economic activity. Return on equity measurement shows that determinants that have significant effect towards profitability were asset size, credit risk, and economic activity. Whereas on Malmquist index measurement, determinants that have significant effect towards productivity were deposit, non-interest income, economic activity, inflation, and interest rate."

"ABSTRAKTujuan penelitian ini adalah untuk menguji pengaruh indikatormakroekonomi dan karakteristik spesific-firm terhadap profitabilitas bank syariahdi Asia periode 2008-2012. Indikator makroekonomi berupa GDP growth danInflasi, sedangkan karakteristik specific firm berupa leverage, capitalization,operating expense, asset quality, number of branch, dan firm size. Profitabilitasbank diukur dengan ROA dan ROE. Metode regresi menggunakan Least SquaresMethod (LSM) untuk mengolah jenis data unbalanced panel dan balanced panel.Hasil penelitian menunjukkan determinan yang mempengaruhi ROAsecara positif signifikan adalah capital, firm size, GDP growth, dan inflasi,sementara determinan yang mempengaruhi ROA secara negatif signifikan adalahleverage dan operating expense. Asset quality dan number of branch tidakberpengaruh signifikan terhadap ROA. Faktor determinan yang mempengaruhiROE secara positif signifikan adalah capital, number of branch, GDP growth, daninflasi, sementara determinan yang mempengaruhi ROE secara negatif signifikanadalah operating expense, dan asset quality. Leverage dan firm size tidakberpengaruh signifikan terhadap ROE.

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ABSTRACTThe purpose of this study is to examine the effect of macroeconomicindicators and firm-specific characteristics on the profitability of Islamic banks inAsia for period 2008-2012. Macroeconomic indicators using variables GDPgrowth and inflation, while the firm-specific characteristics using variablesleverage, capitalization, operating expense, asset quality, number of branches, andfirm size. Bank profitability measured by ROA and ROE. Research method usingLeast Squares Method regression (LSM) to process the data types unbalancedpanels and balanced panels.The result of this research shows that capital, firm size, GDP growth, andinflation are determinants affecting ROA with positive and significant influence,while operating expense and leverage are significantly negative determinants thataffect ROA. Asset quality and number of branches doesn’t have significantinfluence to ROA. The research also shows that determinant factors that affectROE with positive and significant influence are capital, number of branch, GDPgrowth, and inflation. While operating expense, and asset quality are determinantsthat affect significantly negative to ROE. Leverage and firm size doesn’t have asignificant influence to ROE."

"Penelitian ini bertujuan untuk menganalisis pengaruh faktor spesifik-bank, proporsi pembiayaan bagi hasil, dan makroekonomi terhadap tingkat Non-Performing Financing pada Bank Pembiayaan Rakyat Syariah (BPRS). Metode yang digunakan dalam penelitian ini adalah regresi data panel EGLS. Penelitian ini menggunakan data laporan publikasi dari BPRS beraset besar sebagai model 1 dan 153 BPRS sebagai model 2 untuk mengestimasi pengaruh faktor-faktor tersebut. Faktor spesifik-bank yang digunakan adalah rasio kecukupan modal bank, rasio efisiensi bank, Financing to Deposit Ratio, dan pertumbuhan pembiayaan. Proporsi pembiayaan bagi hasil diukur melalui rasio Profit-Loss Sharing. Sementara, faktor makroekonomi terdiri dari inflasi dan pertumbuhan Gross Domestic Product (GDP). Hasil dari penelitian ini menunjukkan bahwa pada model 1, rasio efisiensi berpengaruh positif dan signifikan terhadap tingkat NPF. Sedangkan pertumbuhan pembiayaan berpengaruh negatif dan signifikan terhadap tingkat NPF. Sedangkan, pada model 2, rasio efisiensi bank, rasio FDR, dan inflasi berpengaruh signifikan positif terhadap tingkat pembiayaan bermasalah.

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This study aims to analyze the effect of bank-specific factors, the proportion of profit-sharing financing, and macroeconomics on the level of Non-Performing Financing in Islamic Rural Banks (BPRS). The method used in this study is EGLS panel data regression. This study uses published report data from BPRS with large assets as model 1 and 153 BPRS as model 2 to estimate the influence of these factors. The bank-specific factors used are the bank's capital adequacy ratio, bank efficiency ratio, Financing to Deposit Ratio, and financing growth. The proportion of profit sharing financing is measured through the Profit-Loss Sharing ratio. Meanwhile, macroeconomic factors consist of inflation and Gross Domestic Product (GDP) growth. The results of this study indicate that in model 1, the efficiency ratio has a positive and significant effect on the level of NPF. While financing growth has a negative and significant effect on the NPF level. Whereas in model 2, bank efficiency ratios, FDR ratios, and inflation have a significant positive effect on the level of non-performing financing."

"Dalam kegiatan operasionalnya bank selalu menghadapi risiko. Credit/financing risk merupakan salah satu risiko penting dalam kegiatan perbankan dimana pemberian kredit/pembiayaan merupakan kegiatan utama bank. Sektor Perbankan Global mengatasi tantangan dalam tahun-tahun terakhir ini. Dengan adanya tantangan ini bank juga mengalami pertumbuhan, selain itu bank syariah juga membuat pertumbuhan besar dalam satu tahun terakhir. Dengan pertumbuhan ini bank konvensional dan syariah harus dapat menghadapi credit/financing risk yang akan mereka hadapi. Penelitian ini bertujuan untuk mengetahui variabel spesifik bank dan faktor makroekonomi yang mempengaruhi credit/financing risk pada bank konvensional dan syariah di Indonesia dan Malaysia. Penelitian ini menggunakan data dari bank konvensional dan syariah di Indonesia dan Malaysia dari tahun 2010 hingga 2020 menggunakan metode One Step Difference Generalized Method of Moments (GMM). Hasil penelitian adalah variabel spesifik bank Efisiensi (BOPO) berpengaruh positif terhadap risiko kredit bank konvensional Indonesia. Untuk bank konvensional Malaysia ditemukan variabel spesisik bank Kapitalisasi (CAR) berpengaruh negatif terhadap risiko kredit dan faktor makroekonomi unemployment rate berpengaruh posisitf terhadap risiko kredit pada bank konvensional Malaysia. Untuk bank syariah indonesia ditemukan bahwa Profitabilitas (ROA) berpengaruh negatif pada risiko pembiayaan dan Inflasi berpengaruh positif terhadap risiko pembiayaan. Untuk bank syariah Malaysia penulis menemukan bahwa Profitabilitas (ROA) berpengaruh negatif terhadap risiko pembiayaan bank syariah Malaysia.

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In its operational activities, banks always face risks. Credit/financing risk is one of the important risks in banking activities where offering credit/financing is the bank's main activity. The Global Banking Sector is tackling the challenges of recent years. With this challenge, banks are also experiencing growth, besides that Islamic bank have also made great growth in the past year. With this growth, conventional and Islamic banks must be able to face the credit/financing. This study aims to determine bank-specific variables and macroeconomic factors that affect credit/financing risk in conventional and Islamic banks in Indonesia and Malaysia. This study uses data from conventional and Islamic banks in Indonesia and Malaysia from 2010 to 2020 using One Step Difference Generalized Method of Moments (GMM) for the analysis. The result of this research is that the bank specific variable of Efficiency (BOPO) has a positive effect on the credit risk in Indonesian conventional banks. For Malaysia conventional banks, bank specific variable of Capitalization (CAR) had a negative effect on credit risk and macroeconomic factors of unemployment rate had a positive effect on credit risk in Malaysian conventional banks. For Indonesian Islamic banks, it was found that Profitability (ROA) had a negative effect on financing risk and Inflation had a positive effect on financing risk. For Malaysian Islamic banks, the authors find that Profitability (ROA) has a negative effect on the financing risk of Malaysian Islamic banks."

"Penelitian ini bertujuan untuk menganalisis pengaruh faktor makroekonomi dan faktor spesifik bank terhadap Non-Performing Loans (NPL) pada bank di Indonesia selama periode 2014-2023. Data mencakup 42 bank umum konvensional terbuka dengan total 1680 observasi. Penelitian ini menggunakan metode fixed-effect model dan random- effect model. Penelitian ini menggunakan dua model. Model pertama menggunakan real interest rate sebagai faktor makroekonomi dan income diversification, capital adequacy ratio, operating inefficiency (BOPO), credit growth, bank profitability (ROA), dan bank size sebagai faktor spesifik bank. Pada model kedua, terdapat dua variabel tambahan yaitu long-term debt dan short-term debt yang bertujuan untuk melihat efek dari perubahan kondisi ekonomi makro melalui pinjaman terhadap NPL. Hasil penelitian menunjukkan bahwa faktor makroekonomi, yang diukur menggunakan real interest rate berdampak dalam menurunkan NPL secara signifikan. Untuk faktor spesifik bank, ditemukan bahwa income diversification, operating inefficiency, dan credit growth memiliki pengaruh positif dan signifikan terhadap NPL. Sebaliknya, capital adequacy ratio, pada model pertama menunjukkan pengaruh negatif dan signifikan terhadap NPL, sementara pada model kedua pengaruh tersebut negatif namun tidak signifikan. Faktor bank spesifik lain seperti bank size dan short-term debt mengakibatkan penurunan yang signifikan pada NPL. Selain itu, return on asset, long-term debt, dan periode COVID (sebagai variabel kontrol) juga menurunkan NPL namun tidak signifikan.

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This study aims to analyze the influence of macroeconomic factors and bank- specific factors on Non-Performing Loans (NPL) in banks in Indonesia during the period 2014-2023. The data includes 42 publicly listed conventional commercial banks with a total of 1680 observations. This study employs fixed-effect and random-effect models. The study utilizes two models. The first model uses the real interest rate as a macroeconomic factor and income diversification, capital adequacy ratio, operating inefficiency (BOPO), credit growth, bank profitability (ROA), and bank size as bank- specific factors. In the second model, two additional variables are included, namely long- term debt and short-term debt, aiming to observe the effect of changes in macroeconomic conditions through loans on NPL. The results show that the macroeconomic factor, measured using the real interest rate, significantly reduces NPL. For bank-specific factors, it was found that income diversification, operating inefficiency, and credit growth have a positive and significant influence on NPL. Conversely, the capital adequacy ratio in the first model significantly reduced NPL, while in the second model, this effect is not significant. Other bank-specific factors, such as bank size and short-term debt, result in a significant reduction in NPL. Additionally, return on assets, long-term debt, and the COVID period (as a control variable) also reduce NPL but not significant."

"Selama masa pandemi covid-19, banyak sektor ekonomi terdampak penyebaran pandemi covid-19 termasuk perbankan. Penelitian ini mencoba untuk meneliti dampak pandemi, faktor spesifik banks dan faktor makroekonomi terhadap stabilitas bank umum konvensional yang terdaftar di Bursa Efek Indonesia. Fator spesifik bank pada penelitian ini berfokus pada ukuran bank dan rasio kecukupan modal sebagai variabel independen. Adapun faktor makroekonomi pada penelitian ini adalah tingkat pertumbuhan domestik bruto (PDB). Sedangkan dampak pandemi covid-19 dikuantifikasi dengan variabel dummy. Penelitian ini menggunakan model penelitian regresi data panel dengan menggunakan data yang berasal dari laporan keuangan Bank Umum Konvensional yang terdaftar di Bursa Efek Indonesia pada periode 2018-2021. Penelitian ini menemukan bahwa stabilitas bank secara signifikan lebih rendah pada periode pandemi dibandingkan sebelum pandemi. Adapun penelitian juga menyimpulkan bahwa rasio kecukupan modal, dan ukuran bank berpengaruh positif signifikan terhadap stabilitas bank. Sedangkan pertumbuhan PDB cenderung berkorelasi negatif terhadap stabilitas bank. Diharapkan pada penelitian selanjutnya dapat memperbanyak sampel penelitian dan dapat melakukan analisis yang lebih mendalam terkait dampak pandemi covid-19 terhadap stabilitas bank.

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During the Covid-19 pandemic, many economic sectors were affected by the spread of the Covid-19, including banking. This research attempts to examine the impact of the pandemic, bank’s specific factors and macroeconomic factors on the stability of conventional commercial banks listed on the Indonesia Stock Exchange. The bank’s specific factors in this study focus on bank size and capital adequacy ratio as independent variables that affect bank stability. The macroeconomic factor in this study is the gross domestic product (GDP) growth rate. Meanwhile, the impact of the Covid-19 pandemic is quantified using a dummy variable. This study uses a panel data regression research model on the data from financial statements of Conventional Commercial Banks listed on the Indonesia Stock Exchange in 2018-2021. This study finds that bank’s stability in pandemic period is significantly lower than before pandemic period. This study also finds that capital adequacy ratio, and bank’s size have a significant positive effect on bank stability. Meanwhile GDP growth has significant negative effects on bank stability. Hopefully the future research can increase the number of research samples and conduct a more in-depth analysis regarding the impact of the COVID-19 pandemic on bank stability."

"Dengan regresi data panel menggunakan Two Step System Generalized Method of Moments (GMM), penelitian ini mengevaluasi variabel-variabel yang memengaruhi perbedaan Net Interest Margin (NIM) pada bank konvensional atau Net Profit and Loss Sharing Margin (NPM) pada Bank syariah di negara sistem perbankan ganda periode 2016-2022. Hasil penelitian menunjukkan bahwa NPM bank syariah dan NIM bank konvensional di Indonesia adalah tertinggi di antara negara-negara lainnya, mengindikasikan tingginya biaya intermediasi perbankan di Indonesia dan inefisiensi. NPM bank syariah di Indonesia sangat tinggi, menggambarkan kurangnya daya saing dibandingkan dengan bank konvensional. Selain itu, ketika melihat negara dengan sistem perbankan ganda, NPM bank syariah selalu lebih tinggi dibandingkan bank konvensional. Analisis faktor yang mempengaruhi NIM dan NPM mencakup variabel-variabel spesifik bank, industri, dan makroekonomi. Hasilnya menunjukkan bahwa risiko likuiditas, efisiensi, kekuatan pasar, ukuran bank, dan pembayaran bunga implisit yang termasuk kategori spesifik bank adalah faktor utama yang menyebabkan perbedaan NPM yang lebih besar pada bank syariah. Sebaliknya, variabel makroekonomi dan industri tidak terbukti menyebabkan perbedaan NPM yang lebih besar pada bank syariah dibandingkan NIM bank konvensional.

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Using panel data regression with the Two Step System Generalized Method of Moments (GMM), this study evaluates the variables affecting the differences in Net Interest Margin (NIM) of conventional banks or Net Profit and Loss Sharing Margin (NPM) of Islamic banks in dual banking system countries for the period 2016-2022. The study results show that the NPM of Islamic banks and the NIM of conventional banks in Indonesia are the highest among other countries, indicating high banking intermediation costs and inefficiency in Indonesia. The NPM of Islamic banks in Indonesia is very high, reflecting a lack of competitiveness compared to conventional banks. Additionally, when looking at countries with dual banking systems, the NPM of Islamic banks is always higher than that of conventional banks. The analysis of factors affecting NIM and NPM includes bank- specific, industry, and macroeconomic variables. The results show that liquidity risk, efficiency, market power, bank size, and implicit interest payments, which fall into the bank-specific category, are the main factors causing greater NPM differences in Islamic banks. In contrast, macroeconomic and industry variables are not proven to cause greater NPM differences in Islamic banks compared to NIM in conventional banks."

"Penelitian ini meneliti pengaruh faktor makroekonomi; yaitu perubahan GDP, perubahan real lending rate (BI rate), dan perubahan sovereign debt to GDP; dan pengaruh faktor spesifik bank, yaitu bad management, skimping, diversification opportunity, too big to fail, bad management II, procyclical credit policy, tight control terhadap perubahan NPL di Indonesia. Observasi dilakukan terhadap 105 bank umum yang diakui oleh BI di Indonesia selama kurun waktu 2003-2011 secara kuartal. Data yang digunakan merupakan data panel yang bersumber dari Datastream, Eikon, dan laporan keuangan perusahaan. Dengan menggunakan model estimasi First Difference Generalized Method of Moment (GMM), didapatkan hasil bahwa perubahan GDP, perubahan sovereign debt to GDP, skimping, diversification opportunity, bad management II, dan tight control (untuk ownership concentration lebih dari 25% hingga 50%) secara signifikan berpengaruh negatif terhadap perubahan NPL. Di sisi lain perubahan real lending rate (BI rate), too big to fail, dan tight control (untuk ownership concentration lebih dari 10% hingga 25% dan lebih dari 50%) secara signifikan berpengaruh positif terhadap perubahan NPL. Sedangkan bad management dan procyclical credit policy tidak secara signifikan berpengaruh terhadap perubahan NPL.

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This research examines the effect of macroeconomic factors, such as GDP growth, real lending rate (BI rate) growth, and change in sovereign debt to GDP; and the effect of bank-specific factors, such as bad management, skimping, diversification opportunity, too big to fail, bad management II, procyclical credit policy, tight control to the change of NPL in Indonesia. Observation is done to 105 bank in Indonesia within period of 2003-2011. By using panel data of macroeconomic and bank-specific factors from Datastream, Eikon, and financial report. By using First Difference Generalized Method of Moment (GMM) estimation model, research finds that GDP growth, change in sovereign debt to GDP, skimping, diversification, bad management II, dan tight control (for ownership concentration more than 25% until 50%) has negative effect on the change in NPL. In other side, real lending rate (BI rate) growth, too big to fail, and tight control (for ownership concentration more than 10% until 25% and more than 50%) has positive effect on the change in NPL. It also discovers that bad management and procyclical credit policy has no effect on the change in NPL."