Analisi Regresi Data Panel pada Kinerja Perbankan di Indonesia

Keti Purnamasari(1*)

(1) Jurusan Administrasi Bisnis, Politeknik Negeri Sriwijaya
(*) Corresponding Author

Abstract

Abstract- The determinants of bank performance can be grouped into three groups, namely; 1) bank specific factors related to management decisions and policy objectives, 2) industry factors related to industrial structure and market growth, and 3) macroeconomic factors that reflect the economic conditions in which the bank operates. This study analyzes the effect of bank-specific factors and industry factors on banking performance using panel data regression analysis on a sample of 39 Indonesian Commercial Banks during the 2015-2019 period. Bank specific factors consist of bank size, efficiency, and capital adequacy, while the industrial factor in this study is the market structure which includes market concentration and market share. Banking performance is measured by Return on Equity and Net Interest Margin. The results of this study indicate that bank size and efficiency (BOPO) has a negative and significant effect on banking performance. Capital adequacy and market concentration have no effect on banking performance. Meanwhile, the market share variable has a positive and significant effect on banking performance as measured by Net Interest Margin but does not affect banking performance as measured by Return on Equity.

 

Keywords : bank size, efficiency, capital adequacy, market structure, banking performance

 

Abstrak- Determinan kinerja bank dapat dikelompokkan menjadi tiga kelompok yaitu ; 1) faktor spesifik bank yang terkait dengan keputusan manajemen dan tujuan kebijakan, 2) faktor industri yang terkait struktur industri dan pertumbuhan pasar, dan 3) faktor makroekonomi yang mencerminkan keadaan ekonomi dimana bank beroperasi. Penelitian  ini menganalisis pengaruh faktor spesifik bank dan faktor industri terhadap kinerja perbankan dengan menggunakan analisis regresi data panel pada sampel dari 39 Bank Umum Konvensional Indonesia selama periode 2015-2019. Faktor spesifik bank terdiri atas ukuran bank, efisiensi, dan kecukupan modal sedangkan faktor industri dalam penelitian ini adalah struktur pasar yang meliputi konsentrasi pasar dan pangsa pasar. Kinerja perbankan diukur dengan Return on Equity dan Net Interest Margin. Hasil penelitian ini menunjukkan hasil bahwa variabel ukuran bank dan efisiensi (BOPO) memiliki pengaruh negatif dan signifikan terhadap kinerja perbankan. Variabel kecukupan modal dan konsentrasi pasar tidak berpengaruh terhadap kinerja perbankan. Sedangkan variabel pangsa pasar memiliki pengaruh positif dan signifikan terhadap kinerja perbankan yang diukur dengan Net Interest Margin namun tidak berpengaruh terhadap kinerja perbankan yang diukur dengan Return on Equity.

 

Keywords : ukuran bank, efisiensi, kecukupan modal, struktur pasar, kinerja perbankan

 

Keywords

ukuran bank, efisiensi, kecukupan modal, struktur pasar, kinerja perbankan

Full Text:

PDF

References

Bhattarai, Y. R. (2014). the Effect of Credit Risk on Nepalese Commercial Banks. NRB Economic Review, vol28-1(1), 24. https://nrb.org.np/ecorev/articles/vol28-1_art3.pdf

Dang, U. (2011). the Camel Rating System in Banking Supervision.

Dietrich, A., & Wanzenried, G. (2014). The determinants of commercial banking profitability in low-, middle-, and high-income countries. Quarterly Review of Economics and Finance, 54(3), 337–354. https://doi.org/10.1016/j.qref.2014.03.001

Fang, J., Lau, C. K. M., Lu, Z., Tan, Y., & Zhang, H. (2019). Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition. Pacific Basin Finance Journal, 56, 290–309. https://doi.org/10.1016/j.pacfin.2019.06.011

González, L. O., Razia, A., Búa, M. V., & Sestayo, R. L. (2019). Market structure, performance, and efficiency: Evidence from the MENA banking sector. International Review of Economics and Finance, 64, 84–101. https://doi.org/10.1016/j.iref.2019.05.013

Kagecha, P. K. (2014). Bank performance: Does bank size matter. Research Paper Submitted to the School of Economics, University of Nairobi.

Mehrjardi, S. M. (2012). Size and Profitability of Banks in Kenya.

Nouaili, M., Abaoub, E., & Ochi, A. (2015). International Journal of Economics and Financial Issues The Determinants of Banking Performance in Front of Financial Changes: Case of Trade Banks in Tunisia. International Journal of Economics and Financial Issues, 5(2), 410–417. http:www.econjournals.com

OJK. (2019). Resume Peraturan Ojk Bidang Perbankan Yang Masing Berlaku Pada Tahun 2018. https://www.ojk.go.id/id/kanal/perbankan/data-dan-statistik/booklet-perbankan-indonesia/Documents/Pages/Booklet-Perbankan-Indonesia-2019/Booklet Perbankan Indonesia 2019 Long Version.pdf

Onuonga, S. M. (2014). The Analysis of Profitability ofKenyàs Top Six Commercial Banks: Internal Factor Analysis. American International Journal of Social Science, 3(5), 94–103. http://www.aijssnet.com/journals/Vol_3_No_5_October_2014/10.pdf

Paradi, J. C., & Zhu, H. (2013). A survey on bank branch efficiency and performance research with data envelopment analysis. Omega (United Kingdom), 41(1), 61–79. https://doi.org/10.1016/j.omega.2011.08.010

Roghanian, P., Rasli, A., & Gheysari, H. (2012). Productivity Through Effectiveness and Efficiency in the Banking Industry. Procedia - Social and Behavioral Sciences, 40, 550–556. https://doi.org/10.1016/j.sbspro.2012.03.229

Sriyana, J. (2014). Metode Regresi Data Panel (1st ed.). Ekonisia.

Tan, Y. (2016). The impacts of risk and competition on bank profitability in China. Journal of International Financial Markets, Institutions and Money, 40, 85–110. https://doi.org/10.1016/j.intfin.2015.09.003

DOI: 10.23917/benefit.v5i2.12492

Article Metrics

Abstract view(s): 1313 time(s)
PDF: 1372 time(s)

Refbacks

  • There are currently no refbacks.