PENGARUH RASIO KEUANGAN, UKURAN PERUSAHAAN, DAN EXCHANGE RATE TERHADAP PROFITABILITAS BANK UMUM DI INDONESIA DAN BANK UMUM DI THAILAND PERIODE 2010-2014
Daftar Isi:
- ABSTRACT VIDYAH SARI. The Influence of Financial Ratio, Firm Size, and Exchange Rate on The Profitability of Commercial Banks in Indonesia and Commercial Banks in Thailand period 2010-2014. Faculty of Economics State University of Jakarta. This research is aimed to acknowledge the differences of variables from Return on Assets (ROA), Capital Adequacy Ration (CAR), Non Performing Loan (NPL), Loan to Deposito Ratio (LDR), Firm Size, and Exchange Rate of Banks in Indonesia and Thailand. Next, analysis was conducted on the effect of CAR, NPL, LDR, Firm Size, and Exchange Rate on the Profitability of banks in Indonesia and Thailand which are proximated by ROA. The data used in this research consist of annual data of the bank and the financial report of 10 banks with the most total asset published and received from Bankscope Database from 2010-2014. The analysis used was One Way ANOVA and Kruskall Wallis, the result indicates that there are significant difference between the ROA, NPL, LDR, and Exchange rate variables of banks in Indonesia and Thailand and there is no indicated difference in CAR and Firm Size variables of banks in Indonesia and Thailand. Therefore, the regression model was made into two model. The regression model uses panel data approach with chow test and hausman test before the best result is obtained for the Indonesian panel data regression model using Fixed Effect Model. Moreover, the best result for Thailand panel data uses Random Effect Model. The research result for banks in Indonesia shows that CAR variable have positive yet insignificant result towards ROA, NPL, and Firm Size have negative and insignificant result toward ROA, as LDR shows positively significant result toward ROA, and Exchange Rate have negatively significant result toward ROA. The research on banks in Thailand shows that CAR and Exchange Rate Variable have negative and insignificant impact on ROA, NPL shows negative and significant result toward ROA, LDR and Firm Size shows positive and significant result toward ROA. Keywords: Profitability, CAR, NPL, LDR, Firm Size, and Exchange Rate