ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI FINANCIAL SUSTAINABILITY RATIO PADA BANK UMUM SWASTA NASIONAL DEVISA PERIODE 2003-2009

FADHILA, Banathien Ashlin Noor and MUHARAM, Harjum (2011) ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI FINANCIAL SUSTAINABILITY RATIO PADA BANK UMUM SWASTA NASIONAL DEVISA PERIODE 2003-2009. Undergraduate thesis, Universitas Diponegoro.

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Abstract

This research is performed in order to test the influence of the variables Growth in Return On Asset (ΔROA), Growth in Capital Adequacy Ratio (ΔCAR), Growth in Non Performing Loan (ΔNPL), Growth in Operational Cost Ratio to Operational Income (ΔBOPO), Growth in Loan to Deposit Ratio (ΔLDR), BI Interest Rate Sensitivity (S_BI), Exchange rate Sensitivity (S_Kurs), and Inflation Sensitivity (S_Inflasi) toward Financial Sustainability Ratio (FSR). Population in this research used all of bank devisa which listed in BI during period 2003 through 2009. Purposive sampling method were used as samples determining method and 15 bank selected as the sample of the reseacrh. Data analysis with multilinier regression of ordinary least square and hypotheses test used t-statistic and F-statistic at level of significance 5%, a classic assumption examination which consist of data normality test, multicolinierity test, heteroskedasticity test and autocorrelation test is also being done to test the hypotheses. Base on normality test, multicolinierity test, heteroskedasticity test and autocorrelation test classic assumption deviation has not founded, this indicate that the available data has fulfill the condition to use multilinier regression model. Empirical evidence show as Growth in Operational Cost Ratio to Operational Income (ΔBOPO), Exchange rate Sensitivity (S_Kurs), and Inflation Sensitivity (S_Inflasi) have influence toward Financial Sustainability Ratio (FSR) bank devisa over periode 2003-2009 at level of significance 5%. Prediction capability from these eight variables toward Financial Sustainability Ratio (FSR) is 18,5%, where the balance 81,5% is affected to other factor which was not to be entered to research model.

Item Type:Thesis (Undergraduate)
Additional Information:Growth in Return On Asset (ΔROA), Growth in Capital Adequacy Ratio (ΔCAR), Growth in Non Performing Loan (ΔNPL), Growth in Operational Cost Ratio to Operational Income (ΔBOPO), Growth in Loan to Deposit Ratio (ΔLDR), BI Interest Rate Sensitivity (S_BI), Exchange rate Sensitivity (S_Kurs), Inflation Sensitivity (S_Inflasi), Financial Sustainability Ratio (FSR)
Uncontrolled Keywords:Growth in Return On Asset (ΔROA), Growth in Capital Adequacy Ratio (ΔCAR), Growth in Non Performing Loan (ΔNPL), Growth in Operational Cost Ratio to Operational Income (ΔBOPO), Growth in Loan to Deposit Ratio (ΔLDR), BI Interest Rate Sensitivity (S_BI), Exchange rate Sensitivity (S_Kurs), Inflation Sensitivity (S_Inflasi), Financial Sustainability Ratio (FSR)
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:28733
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:28 Jul 2011 10:06
Last Modified:28 Jul 2011 10:06

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