Modal Bank, Tingkat Likuiditas Bank,dan Pertumbuhan Kredit (Bank Capital, Liquidity Level, and Lending Growth)

84 Pages Posted: 4 Nov 2019

See all articles by Ahmad Aziz Putra Pratama

Ahmad Aziz Putra Pratama

Airlangga University, Faculty of Economics and Business, Master of Science in Management, Students

Date Written: February 13, 2018

Abstract

Indonesian Abstract: Tujuan penelitian ini menguji pengaruh modal bank terhadap pertumbuhan kredit dengan moderasi tingkat likuiditas perusahaan perbankan yang terdaftar di Bursa Efek Indonesia. Penelitian ini menggunakan model regresi linear berganda dan Moderated Regression Analysis (MRA). Data diperoleh dari laporan keuangan perusahaan yang dipublikasikan pada periode 2010-2016. Variabel dependen dalam penelitian ini adalah pertumbuhan kredit yang diproksikan dengan Net Loans Growth. Variabel independen yang digunakan adalah modal bank yang diproksikan dengan Capital Adequacy Ratio (CAR). Variabel moderasi pada penelitian ini menggunakan tingkat likuiditas yang diproksikan dengan rasio likuiditas. Selain itu, variabel kontrol dalam penelitian ini adalah ukuran perusahaan yang diproksikan dengan logaritma dari total aset dan kualitas kredit yang diproksikan dengan Non Performing Loan (NPL). Hasil penelitian menunjukkan bahwa modal bank memiliki pengaruh positif signifikan terhadap pertumbuhan kredit dan tingkat likuiditas memperkuat pengaruh positif modal bank terhadap pertumbuhan kredit. Variabel kontrol ukuran perusahaan memiliki pengaruh positif signifikan terhadap pertumbuhan kredit dan variabel NPL berpengaruh tidak signifikan terhadap pertumbuhan kredit.

English Abstract: The purpose of this research is to examine the effect of bank capital on lending growth with moderation of liquidity level of banking companies listed in Indonesian Stock Exchange. This study used multiple linear regression model and Moderated Regression Analysis (MRA). Data obtained from the company's financial report published in 2010-2016 period. Dependent variable in this research is lending growth proxied with Net Loans Growth. Independent variable used bank capital proxied with Capital Adequacy Ratio (CAR). Moderating variable in this research used liquidity level proxied with liquidity ratio. In addition, controlling variables in this study are firm size proxied with logarithm of total assets and credit quality proxied with Non Performing Loan (NPL). The results showed that bank capital has significant positive effect on lending growth, while the liquidity ratio strengthens positive effect of bank capital on lending growth. Size control variable has significant positive effect on lending growth while NPL variable has no significant effect on lending growth.

Note: Downloadable document is in Indonesian.

Keywords: Net Loans Growth, CAR, Liquidity Ratio, Firm Size, NPL

JEL Classification: G20, G21, G40

Suggested Citation

Pratama, Ahmad Aziz Putra, Modal Bank, Tingkat Likuiditas Bank,dan Pertumbuhan Kredit (Bank Capital, Liquidity Level, and Lending Growth) (February 13, 2018). Available at SSRN: https://ssrn.com/abstract=3471011

Ahmad Aziz Putra Pratama (Contact Author)

Airlangga University, Faculty of Economics and Business, Master of Science in Management, Students ( email )

Surabaya
Indonesia
082135948540 (Phone)

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