STUDI RISIKO DAN EFISIENSI PERBANKAN DI INDONESIA
Total View This Week0
Total View This Week0
Institusion
STIE Indonesia Banking School
Author
sparta, sparta
Subject
HD Industries. Land use. Labor
Datestamp
2023-03-29 06:14:09
Abstract :
Dissertation research goals are to examine and to analyze the level of banking efficiency in Indonesia using SFA, to examine the interplay between risk and bank efficiency in Indonesia, to examine the effect of the control variables and specific macroeconomic banks to the level of risk and banking efficiency in Indonesia, to test whether banks size can moderate the relationship of risk and bank efficiency in Indonesia, and to determine whether there are differences in the level of risk and banking efficiency among banks by assets and among groups of banks based on the bank books. The sample are 107 conventional banks in Indonesia and the number of observation in 1177 during the period 2001 to 2011. Efficiency measurement uses stochastic frontier approach bank and bank risk measurement uses the ratio of non-performing loans. The dependent variable used in the first study equation is non-performing loans and in the second equation is the bank score efficiency. Control variables are capital adequacy, asset growth, the percentage of foreign ownership, the percentage of government ownership, the percentage of public ownership, GDP growth and the bank loan growth. Moderating variables are interaction bank asset growth and risk in the second equation . Each of these equation is added dummy variables based on bank asset size (large banks, medium and small) and a dummy variable based on the book (book 1, book 2 and book 3 & 4). The result shows that the average level of banking efficiency during the study period is 69.98%. Overall the average level of conventional banks efficiency per year increase from 61.26% in 2001 to 78.76% in 2011. The group of large banks show an increasing in the average annual efficiency during the observation period, but at small and medium-sized banks the level of efficiency decrease , Book bank group 1 show the decreasing average efficiency per year compared with a group of banks book 2, book 3 and 4. This study provides empirical evidence that the bank risk and efficiency do not mutually influence both directions. Efficient banks do not affect the risk, but the risk of banks affect bank efficiency. Banks risk are positively significant influenced by the bank risk last year and negatively significant influenced by GDP growth. Banks efficiency level are positively significant influenced mainly by the growth of GDP and the level of efficiency last year and negatively significant influenced by the bank risk. The results also prove that the growth of the bank size are unable to moderate the negative relationship bank risk and bank efficiency. The level of bank risk do not differ among groups of banks by assets and among groups of banks based on the book, however, the level of bank efficiency differ significantly among banks by assets and among groups of banks based on the book. Empirical results of this study have implications for practitioners banks, institutions banking authorities or the FSA and the development of the theory of risk associated with relationship banks and banking efficiency as well as consideration of other factors that influence risk and efficiency as the results of this study. Keywords: Bank risk, bank efficiency, stochastic frontier approach, the adequacy of bank capital, bank size
Dissertation research goals are to examine and to analyze the level of banking efficiency in Indonesia using SFA, to examine the interplay between risk and bank efficiency in Indonesia, to examine the effect of the control variables and specific macroeconomic banks to the level of risk and banking efficiency in Indonesia, to test whether banks size can moderate the relationship of risk and bank efficiency in Indonesia, and to determine whether there are differences in the level of risk and banking efficiency among banks by assets and among groups of banks based on the bank books. The sample are 107 conventional banks in Indonesia and the number of observation in 1177 during the period 2001 to 2011. Efficiency measurement uses stochastic frontier approach bank and bank risk measurement uses the ratio of non-performing loans. The dependent variable used in the first study equation is non-performing loans and in the second equation is the bank score efficiency. Control variables are capital adequacy, asset growth, the percentage of foreign ownership, the percentage of government ownership, the percentage of public ownership, GDP growth and the bank loan growth. Moderating variables are interaction bank asset growth and risk in the second equation . Each of these equation is added dummy variables based on bank asset size (large banks, medium and small) and a dummy variable based on the book (book 1, book 2 and book 3 & 4). The result shows that the average level of banking efficiency during the study period is 69.98%. Overall the average level of conventional banks efficiency per year increase from 61.26% in 2001 to 78.76% in 2011. The group of large banks show an increasing in the average annual efficiency during the observation period, but at small and medium-sized banks the level of efficiency decrease , Book bank group 1 show the decreasing average efficiency per year compared with a group of banks book 2, book 3 and 4. This study provides empirical evidence that the bank risk and efficiency do not mutually influence both directions. Efficient banks do not affect the risk, but the risk of banks affect bank efficiency. Banks risk are positively significant influenced by the bank risk last year and negatively significant influenced by GDP growth. Banks efficiency level are positively significant influenced mainly by the growth of GDP and the level of efficiency last year and negatively significant influenced by the bank risk. The results also prove that the growth of the bank size are unable to moderate the negative relationship bank risk and bank efficiency. The level of bank risk do not differ among groups of banks by assets and among groups of banks based on the book, however, the level of bank efficiency differ significantly among banks by assets and among groups of banks based on the book. Empirical results of this study have implications for practitioners banks, institutions banking authorities or the FSA and the development of the theory of risk associated with relationship banks and banking efficiency as well as consideration of other factors that influence risk and efficiency as the results of this study. Keywords: Bank risk, bank efficiency, stochastic frontier approach, the adequacy of bank capital, bank size
Download
book
BibTex
Latex, Jabref
cloud_download
Original Resource
url resource Institution
