Analisis Pengaruh Makro Ekonomi terhadap Kinerja Keuangan Industri Perbankan Nasional Periode 2004-2011
| Main Authors: | , Oskar Akbar Raharja, , Prof. Dr. Mudrajat Kuncoro, Ph.D. |
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| Format: | Thesis NonPeerReviewed |
| Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2013
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| Subjects: | |
| Online Access: |
https://repository.ugm.ac.id/119159/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59154 |
Daftar Isi:
- In this study, analysis of influence of Indonesian macro economy was performed as independent variable, with five indicators which experienced fluctuations when global crisis reached Indonesia, which were inflation, exchange rate of rupiah against American dollar, BI rate, money in circulation and Gross Domestic Product (GDP), on the financial performance of national banking industry, which is profitability performance of Foreign Exchange Bank measured by the value of Return On Asset (ROA) as dependent variable. The data used came from 36 banks until the end of 2011 with total national asset 40,07% of total national banking asset, calculated per quarter in the last eight years for the period of 2004 to 2011 when Indonesian economy was hit by global crisis at the end of 2008. Secondary data was collected with related statistical data which was processed with quantitative methods, which was T-test, linear regression with classical assumption test. The main purpose of this study was to discover how far the influence of the changes of the condition of the five macro economy indicators on the performance of bank in Indonesia, based on ROA value before and after 2008 global crisis, with the result showing that the variable exchange rate of rupiah against American dollar is the only one that had a significant influence on ROA but with the regression method to looking for the best model the variable is Bank Indonesia interest rate, exchange rate of rupiah and gross domestic product were independent variables which had significant influence on ROA dependent variable before and after global crisis, with negative direction of relation. This study also analyzed the significant different bank profitability (ROA) before and after crisis with ROA value before and after global crisis were significantly different, in which the ROA value before global crisis was significantly bigger than after it.