ANALISIS FAKTOR INTERNAL DAN EKSTERNAL YANG MEMPENGARUHI PROFITABILITAS PADA BANK PEMBANGUNAN DAERAH

Marhazni Marhazni

Abstract


This study aims to analyze the influence of internal and external factors on profitability (ROE) Regional Development Banks (BPD) using balanced panel data of 26 bank in the 2009-2013 period. Internal factors include: the size of the bank (total assets), capital ratio (CAR), the efficiency ratio (BOPO), liquidity ratio (LDR), and credit risk (NPL). While external factors consist of: income per capita (PDRB perkapita) and the inflation rate (INF). Test results show the fixed effect model was selected as the estimation model. Estimated fixed effects model was performed using estimator Driscoll-Kraay working under the assumption that heteroskedastic variant, there is serial correlation in some lag, and there is cross sectional dependence. The result indicates that the ROE only influenced by internal factors where the size of the bank, capital ratio, eficiency ratio, and liquidity ratio have a significant negative effect on ROE, while credit risk does not have a significant effect. The model is able to explain the variation ROE of 67,68%, the remaining 32,32% is explained by other factors outside the model.

Studi ini bertujuan menganalisis pengaruh faktor internal dan eksternal terhadap profitabilitas (ROE) Bank Pembangunan Daerah dengan menggunakan data panel seimbang dari 26 BPD pada periode 2009-2013. Faktor internal meliputi: ukuran bank (total aset), rasio modal (CAR), rasio efisiensi (rasio BOPO), rasio likuiditas (LDR), dan resiko kredit (NPL).Sedang faktor eksternal terdiri atas: pendapatan perkapita (PDRB perkapita) dan tingkat inflasi (INF). Hasil uji menunjukkan model efek tetap terpilih sebagai model estimasi. Estimasi model efek tetap dilakukan menggunakan estimator Driscoll-Kraayyang bekerja dibawah asumsi varian yang heteroskedastik, ada korelasi serial pada beberapa lag, dan ada ketergantungan antar individu. Hasil estimasi menunjukkan bahwa ROE BPD hanya dipengaruhi oleh faktor-faktor internal dimana:ukuran bank, rasio modal, rasio efisiensi, dan rasio likuiditas berpengaruh negatif signifikan terhadap ROE, sedangkan risiko kredit berpengaruh negatif tidak signifikan. Model mampu menjelaskan sebesar 67,68% variasi ROE, sisanya 32,32% dijelaskan oleh faktor lain di luar model.


Keywords


bank pembangunan daerah, driscoll-kraay estimator, estimator driscoll-kraay, fixed effect model, model efek tetap, profitabilitas, profitability, regional development bank, return on equity

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