vi DAFTAR ISI
JUDUL ... i
LEMBAR PENGESAHAN ... ii
LEMBAR PERNYATAAN ... iii
KATA PENGANTAR ... iv
DAFTAR ISI ... vi
DAFTAR TABEL ... ix
DAFTAR GAMBAR ... xi
DAFTAR LAMPIRAN ... xii
INTISARI ... xiii
ABSTRACT ... xiv
BAB I PENDAHULUAN ... 1
1.1. Latar Belakang ... 1
1.2. Rumusan Masalah ... 6
1.3. Pertanyaan Penelitian ... 6
1.4. Tujuan Penelitian ... 7
1.5. Manfaat Penelitian ... 7
1.6. Lingkup Penelitian ... 8
1.7. Sistematika Penulisan ... 8
BAB II LANDASAN TEORI ... 10
2.1. Bank ... 10
2.2. Manajemen Risiko Perbankan ... 11
2.3. Likuiditas Perbankan ... 12
2.3.1. Aset Likuid ... 13
2.3.2. Giro Wajib Minimum (GWM) ... 14
2.3.3. Kesenjangan Likuiditas (Liquidity Gap) ... 16
2.4. Risiko Likuiditas ... 16
2.5. Pandemi Covid-19 dan Pengaruhnya terhadap Sektor Keuangan ... 19
2.6. Bank Go Public ... 20
2.7. Kajian Penelitian Terdahulu ... 22
2.8. Hipotesis ... 24
vii
2.9. Model Penelitian ... 26
BAB III METODA PENELITIAN ... 27
3.1. Desain Penelitian ... 27
3.2. Metoda Pengumpulan Data ... 28
3.2.1. Jenis dan Sumber Data ... 28
3.2.2. Populasi dan Sampel Penelitian ... 29
3.3. Instrumen Penelitian ... 32
3.3.1. Loan to Deposit Ratio (LDR) ... 34
3.3.2. Net Stable Funding Ratio (NSFR) ... 34
3.3.3. Liquidity Coverage Ratio (LCR) ... 35
3.3.4. Rasio Alat Likuid terhadap Dana Pihak Ketiga (AL/DPK) ... 35
3.3.5. Rasio Alat Likuid terhadap Non Core Deposit (AL/NCD) ... 36
3.3.6. Giro Wajib Minimum (GWM) ... 36
3.4. Metoda Analisis Data ... 37
3.4.1. Analisis Statistik Deskriptif ... 37
3.4.2. Uji Asumsi Dasar ... 38
3.4.3. Uji – t ... 39
3.4.4. Uji Non Parametrik ... 39
BAB IV HASIL PENELITIAN DAN PEMBAHASAN ... 40
4.1. Analisis Statistik Deskriptif ... 40
4.1.1. Statistik Deskriptif Sebelum Pandemi Covid-19 ... 41
4.1.2. Statistik Deskriptif Selama Pandemi Covid-19 ... 45
4.1.3. Statistik Deskriptif Secara Keseluruhan ... 50
4.2. Uji Asumsi Dasar ... 55
4.3. Pembahasan Uji Hipotesis ... 58
4.3.1. Perbandingan Risiko Likuiditas Bank Umum Go Public dan Non Go Public Periode Sebelum Pandemi Covid-19 ... 58
4.3.1.1. Perbandingan LDR Periode Kuartal 1 2019 – Kuartal 1 2020 ... 58
4.3.1.2. Perbandingan NSFR Periode Kuartal 1 2019 – Kuartal 1 2020 ... 59
4.3.1.3. Perbandingan LCR Periode Kuartal 1 2019 – Kuartal 1 2020 ... 60
4.3.1.4. Perbandingan AL/DPK Periode Kuartal 1 2019 – Kuartal 1 2020 ... 61
4.3.1.5. Perbandingan AL/NCD Periode Kuartal 1 2019 – Kuartal 1 2020 ... 62
4.3.1.6. Perbandingan GWM Periode Kuartal 1 2019 – Kuartal 1 2020 ... 63
viii 4.3.2. Perbandingan Risiko Likuiditas Bank Umum Go Public dan Non
Go Public Periode Selama Pandemi Covid-19 ... 65
4.3.2.1. Perbandingan LDR Periode Kuartal 2 2020 – Kuartal 2 2021 ... 65
4.3.2.2. Perbandingan NSFR Periode Kuartal 2 2020 – Kuartal 2 2021 ... 66
4.3.2.3. Perbandingan LCR Periode Kuartal 2 2020 – Kuartal 2 2021 ... 67
4.3.2.4. Perbandingan AL/DPK Periode Kuartal 2 2020 – Kuartal 2 2021 ... 68
4.3.2.5. Perbandingan AL/NCD Periode Kuartal 2 2020 – Kuartal 2 2021 ... 69
4.3.2.6. Perbandingan GWM Periode Kuartal 2 2020 – Kuartal 2 2021 ... 70
4.3.3. Perbandingan Risiko Likuiditas Bank Umum Go Public dan Non Go Public Secara Keseluruhan ... 72
4.3.3.1. Perbandingan LDR Periode Kuartal 1 2019 – Kuartal 2 2021 ... 72
4.3.3.2. Perbandingan NSFR Periode Kuartal 1 2019 – Kuartal 2 2021 ... 73
4.3.3.3. Perbandingan LCR Periode Kuartal 1 2019 – Kuartal 2 2021 ... 74
4.3.3.4. Perbandingan AL/DPK Periode Kuartal 1 2019 – Kuartal 2 2021 ... 75
4.3.3.5. Perbandingan AL/NCD Periode Kuartal 1 2019 – Kuartal 2 2021 ... 76
4.3.3.6. Perbandingan GWM Periode Kuartal 1 2019 – Kuartal 2 2021 ... 76
4.3.4. Perbandingan Risiko Likuiditas Bank Umum Go Public dan Non Go Public Sebelum Pandemi Covid-19 dan Selama Pandemi Covid-19 .. 79
BAB V SIMPULAN ... 83
5.1. Simpulan ... 83
5.2. Implikasi ... 85
5.3. Keterbatasan ... 85
5.4. Saran ... 86
DAFTAR PUSTAKA ... 87
LAMPIRAN ... 92
ix DAFTAR TABEL
Tabel 3.1 22 Sampel Bank Umum go public di BEI ... 31 Tabel 3.2 22 Sampel Bank Umum non go public ... 32 Tabel 4.1 Statistik Deskriptif Data Rasio Likuiditas Periode Sebelum
Pandemi Covid-19 ... 41 Tabel 4.2 Statistik Deskriptif Data Rasio Likuiditas Periode Selama Pandemi
Covid-19 ... 46 Tabel 4.3 Statistik Deskriptif Data Rasio Likuiditas Periode Sebelum dan
Selama Pandemi Covid-19 ... 51 Tabel 4.4 Hasil Uji Normalitas ... 56 Tabel 4.5 Hasil Uji Homogenitas ... 57 Tabel 4.6 Hasil Uji Mann-Whitney U LDR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 58 Tabel 4.7 Hasil Uji Mann-Whitney U NSFR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 60 Tabel 4.8 Hasil Uji Mann-Whitney U LCR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 61 Tabel 4.9 Hasil Uji Mann-Whitney U AL/DPK Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 62 Tabel 4.10 Hasil Uji Mann-Whitney U AL/NCD Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 63 Tabel 4.11 Hasil Uji Mann-Whitney U GWM Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 63 Tabel 4.12 Ringkasan Hasil Uji Mann-Whitney U dan Mean Rasio Likuiditas
Bank Umum Go Public dan Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 1 2020 ... 65 Tabel 4.13 Hasil Uji Mann-Whitney U LDR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 65 Tabel 4.14 Hasil Uji Mann-Whitney U NSFR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 66 Tabel 4.15 Hasil Uji Mann-Whitney U LCR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 67
x Tabel 4.16 Hasil Uji Mann-Whitney U AL/DPK Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 68 Tabel 4.17 Hasil Uji Mann-Whitney U AL/NCD Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 69 Tabel 4.18 Hasil Uji Mann-Whitney U GWM Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 70 Tabel 4.19 Ringkasan Hasil Uji Mann-Whitney U dan Mean Rasio Likuiditas
Bank Umum Go Public dan Bank Umum Non Go Public Kuartal 2 2020 – Kuartal 2 2021 ... 71 Tabel 4.20 Hasil Uji Mann-Whitney U LDR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 72 Tabel 4.21 Hasil Uji Mann-Whitney U NSFR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 73 Tabel 4.22 Hasil Uji Mann-Whitney U LCR Bank Umum Go Public dan Bank
Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 74 Tabel 4.23 Hasil Uji Mann-Whitney U AL/DPK Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 75 Tabel 4.24 Hasil Uji Mann-Whitney U AL/NCD Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 76 Tabel 4.25 Hasil Uji Mann-Whitney U GWM Bank Umum Go Public dan
Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 77 Tabel 4.26 Ringkasan Hasil Uji Mann-Whitney U dan Mean Rasio Likuiditas
Bank Umum Go Public dan Bank Umum Non Go Public Kuartal 1 2019 – Kuartal 2 2021 ... 78 Tabel 4.27 Perbandingan Nilai Rata-Rata Rasio Likuiditas Bank Umum Go
Public dan Bank Umum Non Go Public Periode Sebelum Pandemi Covid-19 vs Selama Pandemi Covid-19 ... 79
xi DAFTAR GAMBAR
Gambar 1.1 Perkembangan Kredit Bank Umum di Indonesia ... 2 Gambar 1.2 Pertumbuhan Ekonomi Indonesia (c-to-c) ... 4 Gambar 2.1 Model Penelitian ... 26
xii DAFTAR LAMPIRAN
Lampiran 1. Data Rasio Likuiditas Bank Kuartal 1 2019 – Kuartal 2 2021 ... 92 Lampiran 2 Uji Normalitas (Output SPSS) ... 103 Lampiran 3 Uji Hipotesis (Output SPSS) ... 107
