ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI KINERJA BANK KONVENSIONAL DI INDONESIA DENGAN MENGGUNAKAN ANALISIS CAMELS PERIODE 2005 - 2010

Abstract

This study to analyze the factors affecting the performance of Conventional Banks in Indonesia by using the CAMELS analysis period 2005-2010. Banking is one sector that many transactions in foreign currency, its performance is determined could be affected by exchange rate movement. In addition to currency exchange rates, there are several other macroeconomic factors are also considered to affect bank performance. Assessed based on bank performance analysis CAMELS financial ratios which are widely used in the measurement conditions and the financial performance of banks in the world that also has been defined in the banking regulations in Indonesia. Financial factors analyzed in CAMELS analysis are capital adequacy, asset quality, management quality, earning ability, liquidity, and sensitivity to market risk. Sampling technique used is purposive sampling and the number of samples used were 5 of conventional banks in Indonesia. Variables used in this study, the performance of banks based on CAMELS analysis as the dependent variable and the exchange rate, inflation rates, interest rates and money supply as an independent variables. Data obtained from publications of Bank Indonesia. Analysis technique used is multiple linear regression analysis. The results showed that in some conventional commercial banks in Indonesia, which are Bank Mandiri, Bank Rakyat Indonesia (BRI), Bank Negara Indonesia (BNI), Bank Central Asia (BCA) and Bank CIMB Niaga, the effects of changes in currency exchange rate movement and changes in variables other macroeconomic financial performance of banks against the object is not the same in one bank to another. This difference depends on the composition of bank assets and liabilities denominated in domestic currency and foreign exchange. These differences reflect the complexity of the bank's financial performance ratios based on CAMELS ratio are not only dependent on one or several specific variables but it is the interaction of several different conditions and variables.