Analisis Faktor Yang Mempengaruhi Kinerja Bank Konvensional Dan Syariah Dengan Regresi Data Panel

Permata, Sonnya Anggun (2022) Analisis Faktor Yang Mempengaruhi Kinerja Bank Konvensional Dan Syariah Dengan Regresi Data Panel. Masters thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Kestabilan perekonomian negara dipengaruhi kesehatan sistem perbankan, melalui investasi dana dalam bentuk demand deposits, saving deposits, dan time deposits atau financial service. Terdapat dua jenis perbankan di Indonesia yaitu bank konvensional dan bank syariah. Perbedaan bank syariah dengan bank konvensional yaitu prinsip bank syariah adalah bagi hasil sementara bank konvensional yaitu bunga. Persaingan menjadi semakin ketat antara bank konvensional dengan bank syariah karena pertumbuhan bank syariah yang luar biasa yaitu tabungan di bank syariah melonjak 80% dari akhir 2018 hingga Maret 2021, melampaui pertumbuhan 18% di bank konvensional (VOA Indonesia 27 Juni 2021). Kinerja dalam perbankan merupakan salah satu faktor penting yang dapat menunjukkan efektifitas dan efisiensi perbankan dalam mencapai tujuan. Tingkat kinerja bank dinilai dari kesehatan bank tersebut dengan analisa kecukupan modal, kualitas asset, kompetensi manajemen, kualitas laba dan likuiditas yang dilakukan oleh Bank Indonesia. Data yang digunakan dalam penelitian ini yaitu data sekunder kinerja dari bank yang terdiri dari 5 variabel yang diproksikan dengan variabel Return On Asset. Data yang diambil dimulai dari tahun 2015-2020. Teknik analisis data yang digunakan dengan regresi data panel untuk mengetahui faktor yang paling berpengaruh dari kinerja bank, sehingga bank dapat meningkatkan kinerja dari faktor tersebut dan juga memberikan rekomendasi kepada para pemegang saham dan nasabah agar dapat mengetahui bagaimana kondisi kinerja perusahaan. Model regresi data panel yang dipilih untuk bank konvensional dan bank syariah adalah model random effect. Variabel independen pada bank konvensional berpengaruh secara simultan terhadap kinerja bank, dan variabel yang berpengaruh secara parsial yaitu Non Performing Loan (NPL), Net Profit Margin (NPM), Beban Operasional Terhadap Pendapatan Operasional (BOPO), dan Loan Deposit Ratio (LDR). Variabel yang mempengaruhi kinerja bank syariah yaitu variabel Beban Operasional Terhadap Pendapatan Operasional. Nilai R-square bank konvensional sebesar 0,894 artinya 89,4% perubahan naik turunnya Return On Asset (ROA) dipengaruhi oleh variabel Non Performing Loan, Net Profit Margin, Beban Operasional Terhadap Pendapatan Operasional dan Loan Deposit Ratio. Nilai R-square bank syariah sebesar 0,796 artinya 79,6% perubahan naik turunnya Return On Asset (ROA) dipengaruhi oleh variabel Beban Operasional Terhadap Pendapatan Operasional. Nilai R-square bank konvensional dan syariah lebih dari 0,6 artinya model dari regresi data panel bank konvensional dan syariah mendekati kebenaran.
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The stability of the country’s economy is influenced by the health of the banking system, through investment of funds in the form of demand deposits, saving deposits, and time deposits or financial services. There are two types of banking in Indonesia, namely conventional banks and sharia banks. The difference between sharia and conventional is that the principle of sharia banks is profit sharing, while conventional bank is interest. Competition is become increasingly fierce between conventional and sharia due to the estraordinary growth of sharia, savings in sharia soaring 80% from the end of 2018 to March 2021, exceeding the 18% growth in conventional banks (VOA Indonesia 27 June 2021). The level of bank performance is assessed from the soundness of the bank, the benchmarks for the soundness of commercial banks are No.13/1/PBI/2011, No.6/10/PBI/2004 dated 12 April 2004 and Bank Indonesia circular letter No.6/23/DPNP dated May 31, 2004. The data used in this research are secondary data from banks including CAR, LDR, NPL, NPM, and BOPO which are proxied to affect ROA starting 2015 until 2020. The data analysis technique used is the CAMEL method. After that, it was analyzed using panel data regression to determine the most influential factors of bank performance, so that banks can improve the performance of these factors and also provide recommendations to shareholders and customers in order to know how the condition of the company’s performance. The panel data regression model chosen for conventional and shariah banks is a random effect model. The independent variables in conventional banks have simultaneous effect on bank performance and the variable that have a partial effect are Non Performing Loa (NPL), Net Profit Margin (NPM), Operating Expense on Operating Income (BOPO), and Loan Deposit Ratio (LDR). The variable that affects the performance of Islamic Banks is the BOPO variable. The R-Square value of conventional banks is 0,894, which means that 89,4% changes in the rise and fall of Return On Assets are influenced by variables of Non Performing Loans, Net Profit Margin, Operating Expenses on Operating Income and Loan Deposit Ratio. The R-square value of shariah banks is 0,796, meaning that 79,6% of the changes in the ups and downs of Return On Assets is influenced by Operating Expenses on operating Income variable. The R-square value of Conventional and Shariah Bank is more than 0,6, meaning that the model from the panel data regression of Conventional and Shariah Bank is close to the truth.

Item Type:	Thesis (Masters)
Additional Information:	RTMT 658.312 5 Per a-1 2022
Uncontrolled Keywords:	bank konvensional, bank syariah, CAR, LDR, NPL, NPM, ROA dan BOPO, Regresi Data Panel. Conventional Bank, Sharia Bank, Performance Bank, Panel Data Regression.
Subjects:	T Technology > T Technology (General)
Divisions:	Interdisciplinary School of Management and Technology (SIMT) > 61101-Master of Technology Management (MMT)
Depositing User:	Mr. Marsudiyana -
Date Deposited:	07 Jul 2026 07:33
Last Modified:	07 Jul 2026 07:33
URI:	http://repository.its.ac.id/id/eprint/134441

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