ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI INTERMEDIASI PERBANKAN DI INDONESIA (Studi Kasus pada Bank Devisa dan Bank Non Devisa Periode 2001 Sampai Dengan 2009)

Abstract

The banking industry sector has often experienced liquidity issues due to liquidity regulation in its financial markets. Intermediary function is a banking activity that raises public funds in the form of deposits and distribute back as credit. This study aims to determine how Sensitivity effect of NIM toward BI Rate, Sensitivity of NIM toward Inflation, Sensitivity of NIM toward Exchange Rates, Capital Adequacy Ratio (CAR), Statutory Reserves (GWM), Non-Performing Loans (NPLs) and Number of Bank Indonesia Certificates (SBI) toward Total Assets Loan to Deposit Ratio (LDR. The population used in this study was foreign exchange and non-foreign exchange banks in period of 2001-2009. The collected samples were 20 Foreign Exchange and 27 non-Foreign Exchange banks, and the collection method was purposive sampling. The type of data being used was secondary data from banking financial statements during 2001-2009 as annual data. A method of data analysis used to answer the hypothetical was multiple linear regressions. Hypothesis testing was conducted by using spatial test (t-test), simultaneous test (F-test) and Chow test by 5% significance level (α). The results showed that partial result of Sensitivity of NIM toward BI Rate and Number of Bank Indonesia Certificates (SBI) to Total Assets had a very significant influence on Loan to Deposit Ratio (LDR). While the Sensitivity of Inflation toward NIM, Sensitivity of NIM toward Exchange Rates, Capital Adequacy Ratio (CAR), Statutory Reserves (GWM), Non-Performing Loan (NPL), has no significant effect on Loan to Deposit Ratio (LDR). In addition, the results of regression estimation showed a predictive ability of 7 independent variables toward Loan to Deposit Ratio (LDR) of 41.5%, while the remaining 58.5% was influenced by other factors outside of model that excluded in this analysis.