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Pengaruh kebijakan suku bunga acuan Bank Indonesia dalam penentuan suku bunga kredit bank umum = The effect of Bank Indonesia reference rate in the determination of commercial banks credit rate / Everd Hardus Sahetapy

Sahetapy, Everd Hardus; Telisa Aulia Falianty, supervisor; Lubis, Andi Fahmi, examiner; Chaikal Nuryakin, examiner ([Publisher not identified] , 2015)

 Abstrak

[ABSTRAK
Dalam melaksanakan kebijakan moneter, sejak tahun 2005 Bank Indonesia menggunakan
Inflation Targeting Framework (ITF) sebagai kerangka kebijakan moneter. Dimana kerangka
ITF ini dapat mencerminkan strategi kebijakan moneter yang bersifat forward looking, yang
difokuskan pada inflasi dan ekspektasi inflasi melalui salah satu jalurnya yaitu jalur suku bunga.
Tujuan dari kebijakan ini adalah BI rate akan dijadikan acuan bagi bank umum dalam penentuan
suku bunga kreditnya. Namun dari hasil pengamatan, terlihat bahwa suku bunga kredit bank
umum cenderung tetap. Oleh karena itu dalam penelitian ini ingin melihat pengaruh dari BI rate
bagi bank umum dalam menentukan suku bunga kreditnya serta variabel lain yang diduga ikut
berpengaruh. Dalam penelitian ini menggunakan analisis ekonometrik dengan metode persamaan
simultan dan menggunakan data laporan bulanan bank umum posisi Januari 2011 sampai dengan
Desember 2014. Sedangkan konsep penentuan suku bunganya dengan metode ALCO. Hasil
penelitian menunjukkan bahwa suku bunga BI rate tidak berpengaruh signifikan kepada suku
bunga kredit bank secara langsung, namun berpengaruh signifikan kepada suku bunga DPK,
yang selanjutnya akan berpengaruh kepada laba bank. Faktor yang berpengaruh sangat
signifikan dalam penentuan suku bunga kredit bank adalah Deposit Facility (DF) dan rasio Loan
to Deposit Rasio (LDR). Dalam industri perbankan terdapat konsentrasi baik kredit maupun
DPK yang mencapai hampir 80% dari total kredit dan juga DPK. Oleh karena itu disarankan agar
suku bunga DF tetap pada level yang rendah dan DF dijadikan komponen perhitungan GWM
sebagai bagian dari DPK dan komponen deposit pada perhitungan rasio LDR. Dalam
menghitung suku bunga kredit saat ini, agar tidak memperhitungkan kredit yang berjalan kurang
dari satu tahun.

ABSTRACT
To implement monetary policy, Bank Indonesia using Inflation Targeting Framework
(ITF) as monetary policy framework since 2005. This framework can reflect forward looking
monetary policy framework which focused on inflation and inflation expectation through interest
rate. The objectives of this regulation is to create credit rate benchmark. However, research
shows that BI Rate did not influence the banks? credit rate. Therefore, this research will evaluate
the effect of BI Rate on banks? credit rate level decision and other variable. This research uses
econometric analysis by the simultaneous equations method and banks? monthly report from
January 2011 ? December 2014. Meanwhile, the method to determine interest rate by the ALCO
Method.
The research findings show that the BI Rate not affect significantly on bank credit rate, but will
affect the deposit rate and consequently will effect on bank?s profit. The factor that effect
significantly on the determining the banks? credit rate is Deposit Facility (DF) and Loan to
Deposit Ratio (LDR). In the banking industry, 80% of deposit and credit concentrate on two
types of bank Therefore, its suggested that DF interest rate remain on low level and included DF
on the GWM calculation and as part of deposit component on Loan To Deposit Ratio (LDR)
calculation. On current credit rate calculation, not to include the credit that less than one year., To implement monetary policy, Bank Indonesia using Inflation Targeting Framework
(ITF) as monetary policy framework since 2005. This framework can reflect forward looking
monetary policy framework which focused on inflation and inflation expectation through interest
rate. The objectives of this regulation is to create credit rate benchmark. However, research
shows that BI Rate did not influence the banks’ credit rate. Therefore, this research will evaluate
the effect of BI Rate on banks’ credit rate level decision and other variable. This research uses
econometric analysis by the simultaneous equations method and banks’ monthly report from
January 2011 – December 2014. Meanwhile, the method to determine interest rate by the ALCO
Method.
The research findings show that the BI Rate not affect significantly on bank credit rate, but will
affect the deposit rate and consequently will effect on bank’s profit. The factor that effect
significantly on the determining the banks’ credit rate is Deposit Facility (DF) and Loan to
Deposit Ratio (LDR). In the banking industry, 80% of deposit and credit concentrate on two
types of bank Therefore, its suggested that DF interest rate remain on low level and included DF
on the GWM calculation and as part of deposit component on Loan To Deposit Ratio (LDR)
calculation. On current credit rate calculation, not to include the credit that less than one year.]

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 Metadata

No. Panggil : T43678
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2015
Program Studi :
Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xvii, 89 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
T43678 15-17-788269460 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20415487