Faktor-faktor yang mempengaruhi profitabilitas bank: Studi kasus bank yang terdaftar di BEI

Hananta Awang Budiman, Hersugondo Hersugondo

Abstract


Sebagai negara dengan perekonomian berbasis bank, stabilitas industri perbankannya menjadi hal yang sangat penting bagi Indonesia. Penentuan faktor apa yang mempengaruhi profitabilitas bank belum dapat dipastikan, oleh karena itu penelitian ini dilakukan.   Penelitian ini bertujuan untuk melihat dampak determinan internal bank dan determinan makroekonomi pada indikator profitabilitas yaitu return on asset (ROA) dan rasio net interest margin (RNIM). Penelitian ini berfokus pada pengaruh determinan internal bank (Liquidity, Leverage, CAR, dan NPL) dan faktor makroekonomi (PDB, Inflasi, dan BI Rate). Yang membedakan penelitian ini dengan sejenis adalah pada penelitian ini ingin melihat variabel fundamenl atau makroekonomi yang lebih mempengaruhi profitabilitas bank. Sampel penelitian mencakup bank-bank Indonesia terpilih dan analisis empiris mencakup periode 2015-2019.   Dengan menggunakan metode Pooled Least Square (PLS) untuk memperkirakan model profitabilitas, dengan (ROA) dan RNIM sebagai variabel dependen. Hasilnya menunjukkan pengaruh positif Liquidity, Capital Adequacy Ratio (CAR), dan Inflasi terhadap ROA dan RNIM. Kemudian, Leverage berpengaruh positif hanya pada ROA, dan Non-Performing Loan (NPL) berpengaruh negatif hanya terhadap ROA.

As a country with a bank-based economy, the banking industry is very important for Indonesia. Determining what factors affect bank profitability cannot be ascertained, therefore this research was conducted. This study aims to examine the impact of bank internal determinants and macroeconomic determinants on profitability indicators, namely return on assets (ROA) and net interest margin ratio (RNIM). This study focuses on the influence of the bank's internal determinants (Liquidity, Leverage, CAR, and NPL) and macroeconomic factors (GDP, Inflation, and BI Rate). What distinguishes this research from other types of research is that this research wants to see the fundamental or macroeconomic variables that influence bank profitability more. The research sample includes selected Indonesian banks, and the empirical analysis covers the 2015-2019 period. By using the Pooled Least Square (PLS) method to estimate the profitability model, with (ROA) and RNIM as dependent variables. The results show the positive effect of Liquidity, Capital Adequacy Ratio (CAR), and Inflation on ROA and RNIM. Then, Leverage only has a positive effect on ROA, and Non-Performing Loans (NPL) only has a negative effect on ROA.


Keywords


Determinan profitabilitas; ROA; RNIM; PLS

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DOI: http://dx.doi.org/10.26623/jreb.v15i2.5048

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