ABSTRAK
Penelitian ini bertujuan menganalisis determinan net interest margin bank domestikdan bank asing di Indonesia periode 2010-2014 dengan menggunakan metode analisisfixed effect model GLS. Variabel dalam penelitian ini dibagi menjadi variabel spesifikbank dan variabel spesifik industri. Uji Mann-Whitney digunakan dalammenganalisis perbedaan yang signifikan atas rata-rata net interest margin serta rataratavariabel spesifik bank antara bank domestik dan bank asing.Hasil penelitian menemukan bahwa rata-rata net interest margin serta rata-ratavariabel spesifik bank yang terdiri dari risk aversion, risiko kredit, likuiditas, biayaoperasional, size of operation, dan implicit interest payment berbeda secara signifikanantara bank domestik dan bank asing. Sementara efisiensi manajerial kedua kelompokbank tidak memiliki perbedaan yang signifikan. Ditemukan bahwa determinan netinterest margin pada bank domestik adalah likuiditas, biaya operasional, efisiensimanajerial, implicit interest payment, dan size of operation. Sementara determinan netinterest margin pada bank asing adalah risiko kredit, likuiditas, biaya operasional,efisiensi manajerial, implicit interest payment, dan konsentrasi pasar. Risk aversiontidak memiliki pengaruh signifikan pada net interest margin bank domestik maupun bank asing.
ABSTRACT
This study aims to analyze the determinants of domestic and foreign banks? netinterest margin 2010-2014 using Fixed Effect Model GLS. Variables in this study aredivided into bank specific variables and industry specific variables. Mann-WhitneyTest is used to test whether there is significant difference on net interest margin andbank specific variables between domestic and foreign banks.The results of this study found that there is significant difference on average of netinterest margin and bank specific variables such as risk aversion, credit risk,liquidity, operational cost, size of operation, and implicit interest payment, betweendomestic and foreign banks. In the other hand, there is no significant difference onaverage of managerial efficiency. The study also found that determinants of domesticbanks? net interest margin are liquidity, operational cost, managerial efficiency, sizeof operation, and implicit interest payment. Meanwhile, the determinants of foreignbanks? net interest margin are credit risk, liquidity, operational cost, managerialefficiency, implicit interest payment, and market concentration. |
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