Pengaruh Risiko Kredit, Inflasi Dan Giro Wajib Minimum Terhadap Profitabilitas Bank Umum Di Indonesia

Abstract

This study consists of two analyzes, the first analysis aims to determine and analyze the effects of credit risk, inflation, and reserves requirement on the profitability of conventional commercial banks in Indonesia in the long term and short term. The second analysis aims to determine and analyze the effects of financing risk, inflation, and reserves requirement on the profitability of Islamic commercial banks in Indonesia in the long and short term. The data used is data for the period January 2015 to December 2020. This study used a quantitative approach. The methods used are stationarity test, cointegration test, Error Correction Model (ECM) estimation test, classical assumption test, and statistical test. The results of this study indicated that in the first analysis, in the long term the credit risk variable had a negative significant effect on the profitability of conventional commercial banks. However, in the short-term effect negative insignificant. Inflation variable had a negative significant effect in the long term, as well as positive insignificant in the short term. Meanwhile, the reserve requirement variable had a positive significant effect in the long term also positive insignificant in the short term. And in the second analysis, in the long term and short term the financing risk variable had a negative significant effect on the profitability of Islamic commercial banks. Inflation variable had a negative insignificant effect in the long term and positive significant in the short term. Reserves requirement positive insignificant effect in the long term and negative in the short term.