Peramalan Dinamika Kinerja Bank Konvensional Menggunakan Autoregressive Distributed Lag Berbasis Total Aset Di Indonesia

Sakti, Audi Tomy Reriya (2024) Peramalan Dinamika Kinerja Bank Konvensional Menggunakan Autoregressive Distributed Lag Berbasis Total Aset Di Indonesia. Masters thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Aset merupakan salah satu ukuran atau nilai yang dianggap mampu menggambarkan seberapa besar proses bisnis di dalam suatu industri. Keterbatasan waktu dianggap menjadi kendala dalam proses perhitungan total nilai aset pada suatu industri tertentu sehingga seringkali dibutuhkan analisis untuk memprediksinya. Di sisi lain, banyaknya indikator perusahaan dapat menambah kerumitan pada proses prediksi total aset. Oleh karena itu, penelitian ini berfokus pada industri perbankan yang bertujuan untuk menganalisis pengaruh kinerja terhadap total aset bank umum konvensional di Indonesia. Selain itu, penelitian ini juga bertujuan untuk memprediksi total aset bank umum konvensional di Indonesia berdasarkan faktor kinerja yang berpengaruh. Metode penelitian yang digunakan adalah Autoregressive Distributed Lag untuk memodelkan faktor kinerja yang berpengaruh terhadap total aset bank umum konvensional di Indonesia. Metode Autoregressive Distributed Lag dipilih karena dianggap cocok dengan kondisi data (data deret waktu) serta tujuan penelitian (prediksi data). Sebagai dugaan awal, variabel kinerja perusahaan yang digunakan untuk menyusun model statistik antara lain modal, biaya operasional, dan pendapatan bunga bersih. Berdasarkan rencana penelitian yang telah diuraikan, penelitian ini diharapkan mampu memberikan gambaran mengenai faktor-faktor dari kinerja yang berpengaruh pada total aset serta mendapatkan model yang dapat digunakan untuk memprediksi total aset pada bank umum konvensional di Indonesia.

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Assets are a measure or value that describes the extent of business processes in an industry. Time limitations are considered an obstacle in calculating the total value of assets in a particular industry, so analysis is often needed to predict it. On the other hand, the large number of company indicators can add complexity to the total asset prediction process. Therefore, this research focuses on the banking industry, intending to analyze the influence of performance on the total assets of conventional commercial banks in Indonesia. Apart from that, this research also aims to predict the total assets of conventional commercial banks in Indonesia based on influential performance factors. The research method used is Autoregressive Distributed Lag to model performance factors that influence the total assets of conventional commercial banks in Indonesia. The autoregressive distributed lag method was chosen because it was considered suitable for the data conditions (time series data) and the research's main objective (data prediction). As an initial estimate, the company performance variables used to compile the statistical model include capital, operational costs, and net interest income. Based on the research plan that has been outlined, this research is likely to provide an overview of the performance factors that influence total assets and obtain a model that can be used to predict total assets in conventional commercial banks in Indonesia.

Item Type:	Thesis (Masters)
Uncontrolled Keywords:	Kinerja, Total Aset, Bank Umum Konvensional, Autoregressive Distributed Lag
Subjects:	Q Science
Divisions:	Interdisciplinary School of Management and Technology (SIMT) > 61101-Master of Technology Management (MMT)
Depositing User:	Audi Tomy Reriya Sakti
Date Deposited:	04 Aug 2024 00:47
Last Modified:	04 Aug 2024 03:25
URI:	http://repository.its.ac.id/id/eprint/112739

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