RISIKO KREDIT DAN EFISIENSI PERBANKAN DI INDONESIA
Keywords:
Bank risk, bank efficiency, stochastic frontier approach, bank capital adequace, Gross domestic BrutoAbstract
Abstract: This Research goals are to examine and to analyze the level of banking efficiency
in Indonesia using SFA, to examine the impact of risk on bank efficiency in Indonesia, to
examine the effect of the control variables and specific macroeconomic banks to the level of
risk and banking efficiency in Indonesia. The sample are 107 conventional banks in
Indonesia and the number of observation in 1177 during the period 2001 to 2011. Efficiency
measurement uses stochastic frontier approach bank and bank risk measurement uses the ratio
of non-performing loans. The dependent variable used in the first study equation is nonperforming
loans and in the second equation is the bank score efficiency. Control variables
are capital adequacy, asset growth, the percentage of foreign ownership, the percentage of
government ownership, the percentage of public ownership, GDP growth and the bank loan
growth. The result shows that the average level of banking efficiency during the study
period is 69.98%. Overall the average level of conventional banks efficiency per year
increase from 61.26% in 2001 to 78.76% in 2011. This study provides empirical evidence
that the risk of banks affect bank efficiency. Banks efficiency level are positively significant
influenced mainly by the growth of GDP and the level of efficiency last year and negatively
significant influenced by the bank risk. Empirical results of this study have implications for
practitioners banks, institutions banking authorities or the FSA and the development of the
theory of risk associated with relationship banks and banking efficiency as well as
consideration of other factors that influence risk and efficiency as the results of this study.
Keywords: Bank risk, bank efficiency, stochastic frontier approach, bank capital adequace,
Gross domestic Bruto
Abstrak: Tujuan penelitian ini adalah untuk: 1). Menguji dan menganalisis tingkat efisiensi
perbankan di Indonesia menggunakan SFA, 2). Menguji dampak dari risiko pada efisiensi
perbankan di Indonesia, 3). menguji pengaruh variabel kontrol dan bank makroekonomi
khusus untuk tingkat risiko dan perbankan efisiensi di Indonesia. Sampel adalah 107 bank
konvensional di Indonesia dan jumlah observasi di 1177 selama periode 2001 sampai 2011.
Pengukuran effisien bank menggunakan pendekatan stochastic frontier dan pengukuran
risiko bank menggunakan rasio non-performing loan. Variabel dependen yang digunakan
dalam persamaan penelitian pertama adalah pinjaman non-performing dan persamaan kedua
adalah skor Efisiensi Bank. variabel kontrol adalah kecukupan modal, pertumbuhan aset,
persentase kepemilikan asing, persentase kepemilikan pemerintah, persentase kepemilikan
publik, pertumbuhan PDB dan pertumbuhan pinjaman bank. Hasil penelitian menunjukkan
bahwa rata-rata tingkat perbankan efisiensi selama periode penelitian adalah 69,98%. Secara
keseluruhan rata-rata tingkat efisiensi bank konvensional per tahun meningkat dari 61,26% di
2001-78,76% pada tahun 2011. Penelitian ini memberikan bukti empiris bahwa risiko bank
mempengaruhi efisiensi perbankan. Tingkat efisiensi Bank signifikan positif dipengaruhi
terutama oleh pertumbuhan PDB dan tingkat efisiensi tahun lalu dan signifikan negatif
dipengaruhi oleh risiko bank. Hasil empiris penelitian ini memiliki implikasi bagi para
praktisi bank, lembaga otoritas perbankan atau FSA dan pengembangan teori risiko yang
terkait dengan bank hubungan dan efisiensi perbankan serta pertimbangan faktor-faktor lain
yang memengaruhi risiko dan efisiensi sebagai hasil dari penelitian ini .
Kata kunci: Risiko Bank, Efisiensi Perbankan, Pendekatan Stochastic Frontier, Kecukupan
modal bank, Produk Domestic Bruto.
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