ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI SECONDARY RESERVE PERBANKAN INDONESIA (Studi Kasus pada Bank Persero dan Bank Umum Swasta Nasional di Indonesia Periode Tahun 2011 Sampai Dengan 2013)

Abstract

Banking sector is an important instrument in building the financial system and the economy, given its function as an intermediary institutionis a financial institution whose activities raise funds from the public that have excess funds and distribute it to other people who needs it in the form called loans. This intermediation process, bank will create liquidity. Nature of intermediation is complex forcing banks to add reserves to anticipate the risks, it is behind the the creation of the secondary reserve by the bank. This research is aimed to analyze the influence of the Loan to Deposit Ratio (LDR), earning volatility, Non Performing Loan (NPL), sensitivity to market risk, and cost of funds to the secondary reserve. The population object of the research is publicly traded commercial bak listed on the Indonesia Stock Exchange period 2011-2013. The number of sample were used in this research are 35 persero bank and national publicly commercial bank listed on www.bi.go.id. The usage method in this research is multiple regression analysis for the hypothesis which R2 determination coefficient test, the t test and F test for researching. This studies found that Loan to Deposit Ratio (LDR), sensitivity to market risk, and cosf of fund has negative effect on secondary reserve. While Non Performing Loan (NPL) and earning volatility has positive effect on secondary reserve. The result of the regression show the predictive ability of five independent variables on secondary reserve is 40,6%, while the remaining 59,4% is influenced by other factors outside the model of this study