Detail Karya Ilmiah

  • Faktor Penentu Likuiditas Bank Di Indonesia
    Penulis : ABU THOLIB
    Dosen Pembimbing I : Dr. Diah Wahyuningsih, S.E., M.Si
    Dosen Pembimbing II :Rifai Afin, S.E., M.Sc.
    Abstraksi

    ABSTRAK Abu Tholib, 2017. Faktor Penentu Likuiditas Bank di Indonesia. Jurusan Ekonomi Pembangunan Fakultas Ekonomi Universitas Trunojoyo Madura. Dibimbing oleh (I) Dr. Diah Wahyuningsih, S.E., M.Si (II) Rifa’i Afin, S.E., MSc. Penelitian ini bertujuan untuk menganalisis faktor penentu likuiditas bank umum di Indonesia. Data yang digunakan dalam penelitian ini berupa data time series Likuiditas, BI Rate, ROA, Suku Bunga Kredit dan GDP selama periode tahun 2007 sampai 2016. Data tersebut diperoleh dari Statistik Perbankan Indonesia. Pendekatan dalam penelitian ini adalah pendekatan kuantitatif dan metode analisis yang digunakan adalah Error Corection Model (ECM) untuk menjelaskan pengaruh antar variabel. Tahap-tahapan yang digunakan dalam pengujian penelitian ini adalah uji stasioneritas, uji kointegrasi, uji estimasi ECM serta uji hipotesis pada program Eviews 6. Berdasarkan hasil penelitan, faktor penentu likuiditas bank umum mempunyai instrumen yaitu likuiditas precautionary dan involuntary. Pada variabel GDP dan ROA negatif signifikan terhadap likuiditas precautionary serta BI Rate dan suku bunga kredit tidak signifikan terhadap likuiditas precautionary dalam jangka panjang. Berbeda dengan variabel GDP positif signifikan, suku bunga kredit negatif signifikan terhadap likuiditas involuntary dalam jangka panjang, sedangkan variabel BI Rate dan ROA tidak signifikan terhadap likuiditas involuntary dalam jangka panjang. Pada jangka pendek variabel BI Rate, ROA, GDP tidak signifikan terhadap likuiditas precautionary dan likuiditas involuntary sedangkan variabel suku bunga kredit signifikan terhadap likuiditas precautionary dan likuiditas involuntary dalam jangka pendek. Hasil estimasi yang berbeda dalam jangka panjang dan jangka pendek yaitu hasil dari R-squared dalam jangka panjang likuiditas precautionary dan involuntary sebesar 0.763774 dan 0.741894 sedangkan hasil R-squared jangka pendek likuiditas precautionary dan involuntary sebesar 0.206128 dan 0.415581. Kata kunci: Likuiditas, Birate, Roa, Sbk,Gdp dan ECM.

    Abstraction

    ABSTRACT Abu Tholib, 2017. Liquidity Factors of Banks in Indonesia. Economic Development Study Program, Faculty of Economics, University of Trunojoyo Madura. Advisors: (I) Dr. Diah Wahyuningsih, S.E., M.Si (II) Rifa’i Afin, S.E., MSc. The objective of this study is to analyze liquidity factors of commercial banks in Indonesia. The data used in this study are time series data of Liquidity, BI Rate, ROA, Interest Rate of Credit, and GDP during the period of 2007- 2016. The data are obtained from Indonesian Banking Statistics. The approach in this study is quantitative approach and analysis method that used is Error Corection Model (ECM) to describe the effect among variables. The stages that used in the study test are stationary test, cointegration test, ECM estimation test, and hypothesis test on Eviews 6 program. Based on the results of the study, the liquidity factors of commercial banks have the instruments of precautionary and involuntary liquidity. The variables of GDP and ROA have a negative significant effect on precautionary liquidity, while BI Rate and interest rate of credit have insignificant effect on precautionary liquidity in the long term. In contrast to GDP variable which has positive significant effect on involuntary liquidity, interest rate of credit has negative significant effect on involuntary liquidity in the long term, while BI Rate and ROA variables have insignificant effect on involuntary liquidity in the long term. In the short term, BI Rate, ROA, and GDP variables have insignificant effect on precautionary and involuntary liquidity, while interest rate of credit variable has significant effect on precautionary and involuntary liquidity in the short term. The results of different estimates in long-term and short-term are the results of R-squared in the long term of precautionary and involuntary liquidity which are 0.763774 and 0.741894, whereas the results of R-squared in short term of precautionary and involuntary liquidity are 0.206128 and 0.415581. Keywords: Liquidity, Birate, Roa, Sbk,Gdp and ECM.

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