[ABSTRAK
Penelitian ini bertujuan untuk mempelajari pengaruh faktor-faktor internal daneksternal bank terhadap tingkat penyangga modal perbankan Indonesia. Objekpenelitian adalah bank umum konvensional yang beroperasi di Indonesia selamaperiode penelitian yaitu tahun 2008 hingga 2013. Faktor-faktor internal yang diujipengaruhnya terhadap tingkat penyangga modal adalah profitabilitas, kreditbermasalah, likuiditas, pertumbuhan kredit, diversifikasi pendapatan, dan ukuranbank. Sementara faktor eksternal yang digunakan adalah siklus bisnis. Estimasimodel dilakukan dengan menggunakan regresi panel Fixed Effect Model. Darihasil regresi yang dilakukan, semua faktor internal menunjukkan pengaruhsignifikan terhadap tingkat penyangga modal kecuali kredit bermasalah.Sedangkan untuk siklus bisnis, juga ditemukan mempengaruhi tingkat penyanggamodal secara signifikan negatif.
ABSTRACT
The aim of this study is to explore the impact of bank?s internal and externalfactors toward capital buffer level in Indonesian banks. Using panel regression,this study seeks to examine the effect of several factors on capital buffer for theperiod of 2008 to 2013. The variables of bank?s internal factors that are beingexplored are profitability, the non-performing loan (NPL), liquidity, creditgrowth, income diversification, and size. While external factor is business cycle.The Fixed Effect Model of panel regression is being employed in the modelestimation. The findings reveal that all of internal factor?s play an important rolein influencing capital buffer except NPL. For the business cycle, was also foundaffect toward capital buffers significantly., The aim of this study is to explore the impact of bank’s internal and externalfactors toward capital buffer level in Indonesian banks. Using panel regression,this study seeks to examine the effect of several factors on capital buffer for theperiod of 2008 to 2013. The variables of bank’s internal factors that are beingexplored are profitability, the non-performing loan (NPL), liquidity, creditgrowth, income diversification, and size. While external factor is business cycle.The Fixed Effect Model of panel regression is being employed in the modelestimation. The findings reveal that all of internal factor’s play an important rolein influencing capital buffer except NPL. For the business cycle, was also foundaffect toward capital buffers significantly.] |
S55773-Desy Nur Pratiwi.pdf :: Unduh