Pengaruh Bank Spesifik, Industri dan Makro Ekonomi pada Profitabilitas Bank di Indonesia dan Malaysia Selama Periode Krisis
Keywords:
Net Interest Margin, Profitabilitas, KrisisAbstract
Penelitian industri perbankan ini bertujuan untuk melihat faktor-faktor yang berpengaruh dalam membentuk profitabilitas suatu bank. Dalam penelitian ini tidak hanya mencakup satu faktor spesifik saja namun juga beberapa faktor sekaligus. Faktor yang diteliti antara lain, Faktor bank spesifik, faktor industri spesifik, dan faktor makroekonomi. Untuk Faktor bank spesifik kami menggunakan variabel risiko kredit, risiko likuiditas, bunga implisit, efisiensi perbankan, ukuran bank. Untuk faktor industri spesifik kami menggunakan variabel konsentrasi pasar. Untuk faktor makroekonomi kami memasukkan variabel tingkat inflasi dan pertumbuhan ekonomi. Penelitian ini merupakan penelitian kuantitatif dengan pengujian hipotesis menggunakan teknik estimasi GLS (Generalized Least Square). Data yang digunakan pada penelitian ini adalah bank-level data tahunan. Data yang digunakan periode 1997-2015. Periode ini dipilih karena selama periode ini dapat menangkap pengaruh dua periode krisis yang berbeda. Kedua periode krisis tersebut adalah krisis 1998 dan krisis 2008. Hasil penelitian menunjukan variabel yang berpengaruh signifikan pada perubahan NIM antara lain risiko kredit, bunga implisit, efisiensi perbankan, ukuran bank, dan variabel konsentrasi pasar. Variabel krisis juga diuji pada pengujian kedua dan menunjukkan pengaruh yang negatif signifikan pada perubahan NIM.
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