Nainggolan, Septo Prayefta (2017) Pemodelan Return On Assets (ROA) Sektor Perbankan dengan Pendekatan Regresi Data Panel Dinamis GMM Arellano-Bond. Undergraduate thesis, Institut Teknologi Sepuluh Nopember.
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Abstract
Profitabilitas dan kinerja perbankan menggunakan rasio Return On Asset (ROA) sebagai indikator dalam menentukan efektivitas perbankan dalam menghasilkan laba atau keuntungan. Rasio profitabilitas perbankan (ROA) menurun selama periode 2012 sampai pada tahun 2016 sehingga efektivitas perbankan dalam menghasilkan keuntungan semakin menurun. Pemodelan ROA dengan menggunakan regresi data panel dinamis Arellano-Bond dibutuhkan dalam menganalisis efek jangka pendek dan jangka panjang dari model yang terbentuk. Data yang digunakan merupakan data sekunder berupa laporan keuangan tahunan bank yang terdaftar di Bursa Efek Indonesia (BEI) pada tahun 2008 sampai 2015. Hasil dari penelitian ini menunjukkan bahwa Loan to Deposit Ratio (LDR), Non Performing Loan (NPL), Biaya Operasional / Pendapatan Operasional (BOPO), dan Net Interest Margin (NIM) berpengaruh terhadap profitabilitas perbankan (ROA). Setiap kenaikan 1% pada masing-masing variabel LDR, NPL, BOPO dan NIM akan berpengaruh terhadap ROA pada jangka pendek sebesar 0.0054%, -0.1326%, -0.0730%, dan 0.3314%. Adapun pengaruh jangka panjang variabel LDR, NPL, BOPO dan NIM mempengaruhi rasio Return On Assets (ROA) sebesar 0.0064%, -0.1562%, -0.0860%, dan 0.3903%.
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Profitability and performance of banking using Return On Asset (ROA) as an indicator in determining the effectiveness of banking to generate some profit. Bank profitability ratio (ROA) decreased during the period 2012 until the 2016, so the effectiveness of banks in generating profits decreased. Modeling the go public bank’s ROA using Arellano-Bond dynamic panel regression is needed to analyze the short-term and long-term effects of the model. The data used are secondary data in the form of annual financial statements of banks listed on the Indonesia Stock Exchange (IDX) in 2008 to 2015. The results of this study indicate that the ratio of LDR (Loan to Deposit Ratio), NPL (Non Performing Loan), BOPO (Operational Cost / Operational Income), and NIM (Net Interest Margin) affect the profitability of banks (ROA). Each 1% increase in LDR, NPL, BOPO and NIM variables will affect the ROA in the short-run multiplier by 0.0054%, -0.1326%, -0.0730%, and 0.3314%. The long-term influence of LDR, NPL, BOPO and NIM variables affect the Return On Assets (ROA) of 0.0064%, -0.1562%, -0.0860%, and 0.3903%.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Uncontrolled Keywords: | Return On Assets (ROA), Profitabilitas Perbankan, Regresi Data Panel Dinamis, Arellano-Bond |
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | Septo Prayefta Nainggolan |
| Date Deposited: | 15 Feb 2018 03:05 |
| Last Modified: | 05 Mar 2019 07:12 |
| URI: | http://repository.its.ac.id/id/eprint/47954 |
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