i ABSTRAK
FAKTOR YANG MEMPENGARUHI NON PERFORMING LOAN PADA BANK PEMERINTAH DAN BANK ASING
DI INDONESIA
Tujuan penelitian ini untuk mengetahui dan menganalisa pengaruh Capital Adequacy Ratio (CAR), Loan to Deposits Ratio (LDR), Net Interest Margin
(NIM), Kualitas Aktiva Produktif (KAP), Biaya Operasional terhadap Pendapatan Operasional (BOPO), Bank Size, Return on Equity (ROE), Gross Domestic Product (GDP) dan Inflasiterhadap Non Performing Loan (NPL) pada bank pemerintah dan bank asing di Indonesia dan untuk mengetahui Perbandingan pengaruh Capital Adequacy Ratio (CAR), Loan to Deposits Ratio (LDR), Net Interest Margin (NIM),
Kualitas Aktiva Produktif (KAP), Biaya Operasional terhadap Pendapatan Operasional (BOPO), Bank Size, Return on Equity (ROE) terhadap Non Performing
Loan (NPL) pada bank pemerintah dan bank asing di Indonesia.
Penelitian ini menggunakan 8 sampel yaitu 4 Bank Pemerintah dan 4 Bank Asing di Indonesia sebagai obyek penelitian, dengan periode penelitian dari tahun 2006-2013. Data yang digunakan dalam penelitian ini diperoleh dari Laporan Keuangan Publikasi Bank Pemerintah dan Bank Asing periode 2008-2013. Penelitian ini menggunakan tingkat signifikansi 5%. Dalam menganalisis data, peneliti menggunakan independent sample t-test, sementara uji hipotesis menggunakan uji leven’s, uji t sampel bebas dan uji signifikansi. Regresi data panel dengan mengestimasi model data panel, setelah itu dilakukan uji f, uji t, uji koefisien determinasi.
Hasil penelitian menunjukkan bahwa ada perbedaan antara Capital Adequacy Ratio (CAR), Loan to Deposits Ratio (LDR), Net Interest Margin (NIM),
Kualitas Aktiva Produktif (KAP), Bank Size, Return on Equity (ROE) dan tidak ada perbedaan diantara Kualitas Aktiva Produktif (KAP), Biaya Operasional terhadap Pendapatan Operasional (BOPO) dan Non Performing Loan (NPL) bank pemerintah dan bank asing di Indonesia. Capital Adequacy Ratio (CAR), Loan to Deposits Ratio (LDR), Net Interest Margin (NIM), Kualitas Aktiva Produktif (KAP), Biaya
Operasional terhadap Pendapatan Operasional (BOPO), Bank Size, Return on Equity (ROE), Gross Domestic Product (GDP) dan Inflasi secara simultan atau serempak mempunyai pengaruh positif dan signifikan terhadap Non Performing Loan (NPL)
pada bank pemerintah dan bank asing di Indonesia. Hasil uji parsial (t-test) menunjukkan bahwa CAR, NIM, BOPO, ROE dan Inflasi berpengaruh secara negatif dan tidak signifikan, serta LDR dan GDP berpengaruh secara positif dan tidak signifikan, KAP berpengaruh secara positif dan signifikan, SIZE berpengaruh secara negatif dan signifikan terhadap Non Performing Loan (NPL) pada bank pemerintah dan bank asing di Indonesia.
Kata Kunci: Non Performing Loan (NPL), Capital Adequacy Ratio (CAR), Loan to Deposits Ratio (LDR), Net Interest Margin (NIM), Kualitas Aktiva Produktif (KAP), Biaya Operasional terhadap Pendapatan Operasional (BOPO), Bank Size, Return on Equity (ROE), Gross Domestic Product (GDP) dan Inflasi.
ii ABSTRACT
FACTORS AFFECTING THE NON PERFORMING LOAN OF GOVERNMENT AND FOREIGN BANKS
IN INDONESIA
The purpose of this study to determine and analyze the effect of the Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), Assets Quality (KAP), Operating Expenses to Operating Income (BOPO), Bank Size, Return on Equity (ROE), Gross Domestic Product (GDP) and inflation of the Non-Performing Loan (NPL) in government bank and foreign banks in Indonesia and to determine the influence Comparison of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net interest Margin (NIM), Assets Quality (KAP), Operating Expenses to Operating Income (ROA), Bank Size, Return on Equity (ROE) of the Non-Performing Loan (NPL) in government bank and foreign bank in Indonesia.
This study used 8 sample is from 4 government bank and 4 foreign bank in Indonesia as an object of research, the research period from year 2006 to 2013. The data used in this study was obtained from the Financial Statements of government bank and foreign bank 2008-2013. This study used a significance level of 5%. In analyzing the data, researchers using independent sample t-test, while the test hypothesis test using leven's, free sample t test and the test of significance. Estimating panel data regression models with panel data, after it was conducted f test, t test, test coefficient of determination.
The results showed that there is a difference between the Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), Bank Size, Return on equity (ROE) and there is no difference between the Assets Quality (KAP), Operating Expenses to Operating Income (BOPO) and Non-Performing Loan (NPL) government bank and foreign bank in Indonesia. Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), Assets Quality (KAP), Operating Expenses to Operating Income (ROA), Bank Size, Return on Equity (ROE), Gross Domestic product (GDP) and inflation simultaneously or simultaneously have a positive and significant influence on the Non-Performing Loan (NPL) in government bank and foreign bank in Indonesia. Partial test results (t-test) showed that the CAR, NIM, ROA, ROE and negatively affect inflation and not significant, and the LDR and positively affect GDP and insignificant, KAP positive and significant effect, SIZE negative and significant effect against Non-Performing Loan (NPL) in government bank and foreign bank in Indonesia.
Keywords: Non Performing Loan (NPL), Capital Adequacy Ratio (CAR), Loan to Deposits Ratio (LDR), Net Interest Margin (NIM), Assets Quality (KAP), Operating Expenses to Operating Income (BOPO), Bank Size, Return on Equity (ROE), Gross Domestic Product (GDP) dan Inflasion.
