ANALISIS PENGARUH CAPITAL ADEQUACY RATIO (CAR), LOAN TO DEPOSIT RATIO (LDR), SIZE, BOPO TERHADAP PROFITABILITAS (Studi Perbandingan Pada Bank Domestik dan Bank Asing Periode Januari 2003-Desember 2007)

Abstract

The objective of this research is to analyse the influence of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Size, Operations Expenses to Operations Income (BOPO), toward Profitability of Domestic Banks and Foreign Banks in January 2003 until Desember 2007. This research also used Chow Test to analyse the influence of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Size, Operations Expenses to Operations Income (BOPO), toward Profitability between State Owned Banks and Foreign Banks. This research used time series data from Bank Indonesia’s three monthly domestic Banks and Foreign Banks published financial reports. After passed the purposive sampling phase, the number of valid sample is 10 Domestic Banks and 10 Foreign Banks. This research used multiple regression analysis to analyse the data. This research also used Chow Test to analyse the influence of Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Size, Operations Expenses to Operations Income (BOPO), toward Profitability between Domestic Banks and Foreign Banks. Empirical evidence shows that Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR) has a positive and significant influence toward profitability in State Owned Banks. And only Size has positive and significant influenced toward profitability in foreign bank. The result of this research shows that adjusted R2 from Domestic Banks is 90,2% and Foreign Banks is 45,1%. F test shows that in simultant, Domestic Banks, Foreign Banks, variable independent influence variable dependent. Chow Test result shows influence of Capital Adequacy Ratio (CAR), loan to Deposit Ratio (LDR), Size, Operations Expenses to Operations Income (BOPO) toward Profitability between Domestic Banks and Foreign Banks. This research result can be consideration for investor in invested whether domestic bank and foreign bank. Existence global competition that always change caused domestic bank and foreign bank must follow the flow of global competition changing to maintain survive, with this competition then needed for future research. Penelitian ini bertujuan untuk menguji pengaruh Capital Adequacy Ratio (CAR), Loan to Deposit ratio (LDR), Size, BOPO, terhadap Profitabilitas pada bank domestik dan bank asing periode Januari 2003 hingga Desember 2007. Selain itu juga dilakukan Chow Test untuk mengetahui perbedaan pengaruh Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Size, BOPO, terhadap profitabilitas antara bank domestik dan bank asing. Data yang digunakan dalam penelitian ini diperoleh dari Laporan Keuangan Publikasi Triwulanan bank persero dan bank asing yang diterbitkan oleh Bank Indonesia. Setelah melewati tahap purposive sample, maka sampel yang layak digunakan sebanyak 10 bank domestik dan 10 bank asing. Teknik analisis data dalam penelitian ini menggunakan analisis regresi linier berganda. Penelitian ini juga menggunakan Chow Test untuk mengetahui beda pengaruh perubahan Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Size, BOPO terhadap profitabilitas antara bank domestik dan bank asing. Hasil penelitian menunjukkan bahwa variabel Capital Adequacy Ratio (CAR) dan Loan to Deposit Ratio (LDR) yang berpengaruh positif dan signifikan terhadap profitabilitas pada bank domestik sedangkan pada bank asing hanya Size yang berpengaruh positif dan signifikan terhadap profitabilitas. Hasil penelitian juga menunjukkan nilai adjusted R2 bank domestik sebesar 90,2 %, bank asing sebesar 45,1 % serta gabungan bank persero dan bank asing sebesar 39,5 %. Hasil uji F menunjukkan bahwa pada bank domestik, bank asing, serta gabungan bank domestik dan bank asing variabel independen secara bersama-sama berpengaruh signifikan terhadap variabel dependen. Hasil Chow Test menunjukkan bahwa terdapat perbedaan pengaruh perubahan Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), size, BOPO terhadap profitabilitas antara bank domestik dan bank asing. Hasil penelitian ini dapat menjadi bahan pertimbangan bagi investor dalam melakukan investasi di bank domestik dan bank asing. Adanya persaingan global yang selalu berubah membuat bank domestik dan bank asing dalam berkompetisi juga mengikuti arus perubahan global untuk dapat bertahan, dengan adanya persaingan ini maka diperlukan penelitian lebih lanjut.