ANALISIS PENGARUH FAKTOR INTERNAL DAN FAKTOR EKSTERNAL TERHADAP PROFITABILITAS PERBANKAN (Studi Empiris pada Bank Komersial di ASEAN-5 Periode 2011-2015)

Abstract

This research is conducted to analyze the influence of bank size, Equity to Total Assets Ratio (ETA), Non Performing Loans (NPL), Loan to Total Assets Ratio (LTA), Operating Expenses to Operating Income (BOPO), inflation, dan GDP Growth toward profitability which proxied with Return on Assets (ROA) ratio. This study uses secondary data from the published annual financial statements of banks and data on inflation change and GDP Growth in ASEAN-5 country (Indonesia, Malaysia, Singapore, Thailand, and Philippines) with the period of 2011-2015. The sample used in this research are 37 local commercial banks located in the ASEAN-5 countries. Analysis of panel data using fixed effect regression model or least square dummy variable (LSDV) was used as the method of analysis in this study. The result of pooled data regression analysis shows that the Equity to Total Assets Ratio (ETA), Non Performing Loans (NPL), Loan to Total Assets Ratio (LTA) and GDP Growth have positive and significant effect on ROA, while bank size, Operating Expenses to Operating Income (BOPO), and inflation have a negative and significant effect on ROA. Meanwhile, simultaneous bank size, Equity to Total Assets Ratio (ETA), Non Performing Loans (NPL), Loan to Total Assets Ratio (LTA), Operational Income to Operating Income (BOPO), Inflation and GDP Growth have a significant relationship to ROA. In this research, variance of ROA as dependent variable can be explained by variance of independent as big as 96% and the rest is explained by the other variables outside this reserach.