Pengaruh likuiditas terhadap profitabilitas bank pasca implementasi basel iii

Kezia, Kezia (2020) Pengaruh likuiditas terhadap profitabilitas bank pasca implementasi basel iii. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Kegagalan bank-bank pada krisis keuangan tahun 2008 dipersepsikan karena pengelolaan likuiditas bank yang tidak efektif. Basel Committee on Banking Supervision mengeluarkan standar likuiditas baru yang lebih ketat sebagai respon krisis keuangan global. Penelitian ini menguji bagaimana pengaruh rasio likuiditas Basel III terhadap profitabilitas bank di Indonesia. Penelitian ini menganalisa 67 sampel dari bank-bank yang sudah comply dengan peraturan Basel III di Indonesia pada periode tahun 2018 dan 2019. Analisis regresi linear berganda digunakan untuk melihat bagaimana pengaruh rasio likuiditas Basel III, yakni liquidity coverage ratio dan net stable funding ratio terhadap profitabilitas bank. Hasil penelitian menunjukkan net stable funding ratio memiliki pengaruh signifikan dan positif terhadap profitabilitas bank. Namun di sisi lain, hasil pengujian liquidity coverage ratio tidak menunjukkan adanya pengaruh signifikan, artinya high quality liquid asset tinggi yang dimiliki bank tidak dapat menjamin tingkat pengembalian profitabilitas bank./ The failure of banks during the financial crisis in 2008 was perceived due to inefficient management of liquidity. Basel Committee on Banking Supervision issued a new, stricter liquidity standard through Basel III regulations in response to the global financial crisis. This study examines how the Basel III liquidity ratio affects the profitability of Indonesian banking sector. This study analyzed 67 samples of Indonesian banks that have already complied with the Basel III reforms on the year period of 2018 and 2019. Multiple linear regression analysis is used to see the impacts of Basel III liquidity standards, namely liquidity coverage ratio and net stable funding ratio, on bank profitability. The results show that net stable funding ratio has a significant and positive effect on bank profitability. However, on the other side liquidity coverage ratio did not show a significant effect, which means high quality liquid asset that banks own cannot ensure their level of profitability.

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