i ABSTRAK
FAKTOR-FAKTOR YANG MEMPENGARUHI RESIKO KREDIT PADA PERBANKAN DI INDONESIA
(Studi Kasus: Sepuluh Peringkat Bank Terbaik Versi Bank Indonesia 2012)
Penelitian ini bertujuan untuk mengetahui dan menganalisis pengaruh
Return on Asset (ROA), Return On Equity (ROE), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Firm Size dan Beban Operasional dan Pendapatan Operasional (BOPO) terhadap risiko kredit sepuluh peringkat Bank terbaik di Indonesia
Populasi dalam penilitian ini adalah bank-bank terbaik yang diperingkatkan oleh Bank Indonesia selama periode 2008-2012, dengan jumlah sampel sebanyak 10 (sepuluh) peringkat bank terbaik. Metode analisis yang dipakai dalam penelitian ini adalah metode analisis deskriptif dan regresi linear berganda. Pengujian hipotesis dilakukan dengan menggunakan uji serempak (Uji-F) dan uji secara parsial (Uji-t) dengan tingkat signifikansi (α) = 5%.
Hasil pengujian hipotesis secara serempak (Uji-F) menunjukkan variabel
Return On Asset (ROA), Return on Equity (ROE), Capital Adequacy Ratio
(CAR), Non Performing Loan (NPL), Firm Size dan Biaya Operasional dan Pendapatan Operasional (BOPO) secara serempak memiliki pengaruh signifikan terhadap resiko kredit. Sedangkan pengujian hipotesis secara parsial (Uji-t) menunjukkan bahwa variabel Return on Equity (ROE) dan Biaya Operasional dan Pendapatan Operasional (BOPO) berpengaruh negatif dan tidak signifikan, Non Performing Loan (NPL) berpengaruh positif dan tidak signifikan, sedangkan Firm Size, Return On Asset (ROA) dan Capital Adequacy Ratio (CAR) berpengaruh negatif dan signifikan terhadap resiko kredit. Koefisien determinasi (R2) dari hasil penelitian menunjukkan bahwa 50,6% risiko kredit (Y) dipengaruhi ROA (X1), ROE(X2), CAR(X3), NPL (X4), Firm Size (X5), dan BOPO (X6). Sisanya sebesar 49,4% dipengaruhi oleh faktor lain yang tidak diteliti pada kesempatan ini.
Kata Kunci: Return On Asset (ROA), Return on Equity (ROE), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Firm Size dan Biaya Operasional dan Pendapatan Operasional (BOPO)
ii ABSTRACT
FACTORS AFFECTING CREDIT RISK ON BANKING IN INDONESIA (Case Study: Ten Best Bank Rating Bank Indonesia Version 2012)
This study aims to identify and analyze the influence of Return on Assets (ROA), Return on Equity (ROE), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Firm Size, and Operating Expenses and Operating Income (ROA) to credit risk Bank ranked the ten best in Indonesia
Population in this research is the banks that are rated best by Bank Indonesia during the period 2008-2012, with a total sample of 10 (ten) ranked the best bank. The method of analysis used in this study is descriptive analysis method and linear regression. Hypothesis testing is done using simultaneous test (Test-F) and partial test (t-test) with a significance level (α) = 5%.
The results of simultaneous hypothesis testing (Test-F) shows the variable Return on Assets (ROA), Return on Equity (ROE), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Firm Size and Operating Expenses and Operating Income (ROA ) simultaneously have a significant influence on credit risk. While partial hypothesis testing (t-test) showed that the variable Return on Equity (ROE) and Operating Expenses and Operating Income (ROA) and no significant negative effect, the Non-Performing Loan (NPL) and no significant positive effect, while the Firm Size, return on Assets (ROA) and the Capital Adequacy Ratio (CAR) and a significant negative effect on credit risk. The coefficient of determination (R2) of the results showed that 50.6% of credit risk (Y) influenced ROA (X1), ROE (X2), CAR (X3), NPL (X4), Firm Size (X5), and ROA (X6 ). The remaining 49.4% is influenced by other factors not examined on this occasion.
Keywords: Return on Assets (ROA), Return on Equity (ROE), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Firm Size and Operating Expenses and Operating Income (BOPO)
