[ABSTRAK
Dalam melaksanakan kebijakan moneter, sejak tahun 2005 Bank Indonesia menggunakanInflation Targeting Framework (ITF) sebagai kerangka kebijakan moneter. Dimana kerangkaITF ini dapat mencerminkan strategi kebijakan moneter yang bersifat forward looking, yangdifokuskan 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 penentuansuku bunga kreditnya. Namun dari hasil pengamatan, terlihat bahwa suku bunga kredit bankumum cenderung tetap. Oleh karena itu dalam penelitian ini ingin melihat pengaruh dari BI ratebagi bank umum dalam menentukan suku bunga kreditnya serta variabel lain yang diduga ikutberpengaruh. Dalam penelitian ini menggunakan analisis ekonometrik dengan metode persamaansimultan dan menggunakan data laporan bulanan bank umum posisi Januari 2011 sampai denganDesember 2014. Sedangkan konsep penentuan suku bunganya dengan metode ALCO. Hasilpenelitian menunjukkan bahwa suku bunga BI rate tidak berpengaruh signifikan kepada sukubunga kredit bank secara langsung, namun berpengaruh signifikan kepada suku bunga DPK,yang selanjutnya akan berpengaruh kepada laba bank. Faktor yang berpengaruh sangatsignifikan dalam penentuan suku bunga kredit bank adalah Deposit Facility (DF) dan rasio Loanto Deposit Rasio (LDR). Dalam industri perbankan terdapat konsentrasi baik kredit maupunDPK yang mencapai hampir 80% dari total kredit dan juga DPK. Oleh karena itu disarankan agarsuku bunga DF tetap pada level yang rendah dan DF dijadikan komponen perhitungan GWMsebagai bagian dari DPK dan komponen deposit pada perhitungan rasio LDR. Dalammenghitung suku bunga kredit saat ini, agar tidak memperhitungkan kredit yang berjalan kurangdari 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 lookingmonetary policy framework which focused on inflation and inflation expectation through interestrate. The objectives of this regulation is to create credit rate benchmark. However, researchshows that BI Rate did not influence the banks? credit rate. Therefore, this research will evaluatethe effect of BI Rate on banks? credit rate level decision and other variable. This research useseconometric analysis by the simultaneous equations method and banks? monthly report fromJanuary 2011 ? December 2014. Meanwhile, the method to determine interest rate by the ALCOMethod.The research findings show that the BI Rate not affect significantly on bank credit rate, but willaffect the deposit rate and consequently will effect on bank?s profit. The factor that effectsignificantly on the determining the banks? credit rate is Deposit Facility (DF) and Loan toDeposit Ratio (LDR). In the banking industry, 80% of deposit and credit concentrate on twotypes of bank Therefore, its suggested that DF interest rate remain on low level and included DFon 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 lookingmonetary policy framework which focused on inflation and inflation expectation through interestrate. The objectives of this regulation is to create credit rate benchmark. However, researchshows that BI Rate did not influence the banks’ credit rate. Therefore, this research will evaluatethe effect of BI Rate on banks’ credit rate level decision and other variable. This research useseconometric analysis by the simultaneous equations method and banks’ monthly report fromJanuary 2011 – December 2014. Meanwhile, the method to determine interest rate by the ALCOMethod.The research findings show that the BI Rate not affect significantly on bank credit rate, but willaffect the deposit rate and consequently will effect on bank’s profit. The factor that effectsignificantly on the determining the banks’ credit rate is Deposit Facility (DF) and Loan toDeposit Ratio (LDR). In the banking industry, 80% of deposit and credit concentrate on twotypes of bank Therefore, its suggested that DF interest rate remain on low level and included DFon 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.] |
T43678-Everd Hardus Sahetapy.pdf :: Unduh