ANALISIS PENGARUH KEBIJAKAN NON PERFORMING LOAN (NPL) , LOAN TO DEPOSIT RATIO (LDR), POSISI DEVISA NETTO (PDN), SUKU BUNGA SBI, DAN INFLASI TERHADAP RETURN ON ASSETS (ROA) (Studi Pada Bank Umum Swasta Nasional Devisa di Indonesia)

THE EFFECT ANALYSIS ON NON PERFORMING LOAN (NPL) POLICY, LOAN TO DEPOSIT RATIO (LDR), NETTO POSITION (PDN), SBI INTEREST RATE, AND INFLATION TOWARD RETURN ON ASSETS (ROA) (Study at Private Foreign Exchange National Bank in Indonesia)

Penulis : Diana Puspitasari

SOLUSI ISSN 1412-5331 Vol. 15 No. 3 | Halaman 418-432


Abstrak

Penelitian ini dilakukan untuk menganalisis pengaruh rasio Non Performing Loan (NPL), Loan to Deposit Ratio (LDR), Posisi Devisa Netto (PDN), Suku Bunga SBI, dan Inflasi terhadap Return On Assets (ROA) Pada Bank Umum  Swasta Nasional Devisa di Indonesia Periode 2011-2014. Metodologi pengambilan sampel dengan purposive sampling sehingga diperoleh sebanyak 34 Bank.   Model yang digunakan adalah regresi linier berganda, dengan pengujian asumsi klasik yang meliputi uji normalitas data, uji multikolinearitas, uji heteroskedastisitas dan uji autokorelasi. Untuk menguji Hipotesis mengenai pengaruh variabel independen terhadap variabel dependen digunakan uji statistik t-test dan uji statistik F-test dengan taraf signifikansi 5%. Hasil penelitian ini menemukan bahwa secara parsial variabel LDR dan PDN tidak berpengaruh signifikan terhadap ROA, sedangkan variabel NPL, Suku Bunga SBI, dan Inflasi memiliki pengaruh signifikan terhadap ROA.

Abstract

This research is performed on order to test the influence of the variable Non Performing Loan (NPL), Loan to Deposit Ratio (LDR), Posisi Devisa Netto (PDN), , SBI Rate, and Inflation, to Return On Assets (ROA) Devisa Bank Period 2011-2014. Methodology research as the sample used purposive sampling, sample was accured 34 Devisa Bank in Indonesia. Data analysis with multi liniear regression and hypothesis test used t-statistic and F-statistic at level of significance 5%, a clasic assumption examination which consist of normality test, multicolinearity test, heteroskedasticity test and autocorrelation test. During research period show as variabel and data research was normal distributed. Based on clasic assumption indicate that the available data has fulfill the condition to use multi linear regression model. This research show that variable LDR and PDN did not influence significant toward Earning Change. Variable NPL,SBI Rate and Inflation significant influence to ROA. Prediction capability from these five variable to ROA is 78% where the balance 22% is affected to other factor which was not to be entered to research model. 

keywords : Non Performing Loan (NPL), Loan to Deposit Ratio (LDR), Posisi Devisa Netto (PDN), Loan to Deposit Ratio (LDR), SBI Rate, Inflation, and Return On Assets (ROA)

Diposting tanggal 09 Oktober 2017

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