Pengaruh kompetisi, efisiensi, dan risiko terhadap kinerja perbankan di Indonesia

Cristian, Eko and Leonarsan, Wirdy (2020) Pengaruh kompetisi, efisiensi, dan risiko terhadap kinerja perbankan di Indonesia. Masters thesis, Universitas Pelita Harapan.

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Abstract

Tujuan penelitian ini adalah untuk mengetahui bagaimana pengaruh kompetisi, efisiensi dan risiko terhadap kinerja perbankan di Indonesia. Objek dalam penelitian ini adalah 46 (empat puluh enam) bank umum yang terdaftar di Bursa Efek Indonesia (BEI). Bank-bank tersebut diamati selama kurun waktu 17 (tujuh belas) tahun mulai tahun 2002-2018. Penelitian ini menggunakan model data panel dinamis untuk menjelaskan hubungan antara variabel-variabel ekonomi yang pada kenyataannya bersifat dinamis yakni variabel yang dipengaruhi variabel pada waktu yang sebelumnya. Estimasi parameter pada model data dinamis menggunakan one-step system Generalized Method of Moments (GMM) yang dikembangkan oleh Blundell dan Bond (1998). Hasil dari penelitian ini adalah lagged variabel dependen berpengaruh positif dan signifikan terhadap ROA dan berpengaruh negatif dan signifikan terhadap NIM. Kompetisi untuk loans markets dan deposits market tidak berpengaruh terhadap kinerja bank (ROA dan NIM). Kompetisi untuk non-interest income markets berpengaruh negatif dan signifikan terhadap kinerja bank (ROA dan NIM). Efisiensi biaya dan efisiensi pendapatan tidak berpengaruh terhadap kinerja bank (ROA dan NIM). Efisiensi profit tidak berpengaruh signifikan terhadap ROA, tetapi berpengaruh positif dan signifikan terhadap NIM. Risiko kredit berpengaruh negatif dan signifikan terhadap ROA, tetapi tidak signifikan terhadap NIM. Risiko likuiditas tidak berpengaruh terhadap kinerja bank (ROA dan NIM). Risiko modal tidak berpengaruh signifikan terhadap ROA, tetapi berpengaruh negatif dan signifikan terhadap NIM. Risiko insolvensi tidak berpengaruh signifikan terhadap ROA, tetapi berpengaruh negatif dan signifikan terhadap NIM. / The aim of this study is to determine how the impacts of competition, efficiency and risk on bank performance in Indonesia. Subjects in this study are 46 (forty-six) commercial banks that listed in Indonesia Stock Exchange (IDX). The banks were observed for a period of 17 (seventeen) years beginning in 2002-2018. This study uses dynamic panel data models to describe the dynamic relationship (one variable is influenced by one variable of previous time) between economic variables. Estimation of parameters on the dynamic panel data models is computed using one-step system Generalized Method of Moments (GMM) which developed by Blundell and Bond (1998). The results of this study are lagged of dependent variable has a positive and significant effect on ROA and has a negative and significant effect on NIM. Competition of loans market and deposits market do not affect bank performance (ROA and NIM). Competition of non-interest income market has a negative and significant effect on bank performance (ROA and NIM). Cost efficiency and revenue efficiency does not affect bank performance (ROA and NIM). Profit efficiency does not have effect on ROA, but have a positive and significant effect on NIM. Credit risk has negative and significant effect on ROA, but does not have effect on NIM. Liquidity risk does not affect bank performance (ROA and NIM). Capital risk does not have effect on ROA, but has a negative and significant effect on NIM. Insolvency risk does not have effect on ROA, but has a negative and significant effect on NIM.

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