The Influence of Bank-Specific, Industry-Specific, and Macroeconomic Factors on Conventional Bank Performance in Indonesia

Q4 Social Sciences

Journal of Social Research and Policy Pub Date : 2023-10-30 DOI:10.55324/josr.v2i11.1555

Veronika Mutianingsih, Mela Aryasari, Fajar Rahmana, Henny Setyo Lestari, Farah Margaretha Leon

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引用次数: 0

Abstract

This research aims to examine the influence of Liquidity, Bank Size, Operational Efficiency, Asset Quality, CAR, NPL, LDR, Asset Share, Average Exchange Rate, and Inflation Rate on the performance of conventional banks. The research sample used was conventional banks listed on the Indonesia Stock Exchange for the period 2019 - 2022. Data was taken from time series data for 2019 - 2022 for the independent variable and bank performance as the dependent variable. The methodology of this research is OLS with Eviews 12 software. The findings in this research are that Liquidity, Bank Size, Operational Efficiency, Asset Quality, CAR, NPL, LDR, Asset Share, Average Exchange Rate, and Inflation Rate simultaneously influence the performance of conventional banks. Bank size, operational efficiency, asset quality, CAR, and NPL, have a significant effect on changes in conventional bank performance as measured by ROA. Bank Size, Operational Efficiency, CAR, NPL have a significant effect on changes in conventional bank performance as measured by ROE. Bank size, operational efficiency, CAR, NPL, LDR, and inflation rate have a significant effect on changes in conventional bank performance as measured by NIM. Bank Size and CAR have a positive and significant effect on changes in conventional bank performance, while Operational Efficiency and NPL have a negative and significant effect on changes in conventional bank performance. Banks can take advantage of large bank size and CAR opportunities to improve their performance so that investors are interested in buying bank shares. Operational efficiency and low and controlled NPL will increase banking profits, especially in conventional banks, thereby improving the bank's performance. It is hoped that the results of this research can provide input for banks and investors to consider bank size, operational efficiency, CAR, and NPL in managing their business and in making investment decisions.

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特定银行、特定行业和宏观经济因素对印尼传统银行绩效的影响

本研究旨在探讨流动性、银行规模、经营效率、资产质量、CAR、NPL、LDR、资产份额、平均汇率和通货膨胀率对传统银行绩效的影响。使用的研究样本是2019 - 2022年期间在印度尼西亚证券交易所上市的传统银行。自变量为2019 - 2022年的时间序列数据，因变量为银行业绩。本研究的研究方法是使用Eviews 12软件进行OLS分析。本研究发现，流动性、银行规模、经营效率、资产质量、CAR、NPL、LDR、资产份额、平均汇率和通货膨胀率同时影响传统银行的绩效。银行规模、经营效率、资产质量、CAR和NPL对传统银行的ROA绩效变化有显著影响。银行规模、运营效率、CAR和NPL对传统银行绩效的变化有显著影响。银行规模、运营效率、CAR、NPL、LDR和通货膨胀率对NIM衡量的传统银行绩效变化有显著影响。银行规模和CAR对传统银行绩效的变化具有显著的正向影响，而经营效率和不良贷款对传统银行绩效的变化具有显著的负向影响。银行可以利用大的银行规模和CAR机会来提高他们的业绩，使投资者有兴趣购买银行股票。运营效率和低且可控的不良贷款将增加银行利润，尤其是传统银行，从而改善银行业绩。希望本研究结果能为银行及投资者在管理业务及作出投资决策时，考虑银行规模、营运效率、资本充足率及不良贷款率提供参考。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Social Research and Policy Social Sciences-Sociology and Political Science

CiteScore

0.30

自引率

0.00%

发文量

审稿时长

8 weeks

期刊介绍： Welfare states have made well-being one of the main focuses of public policies. Social policies entail, however, complicated, and sometimes almost insurmountable, issues of prioritization, measurement, problem evaluation or strategic and technical decision making concerning aim-setting or finding the most adequate means to ends. Given the pressures to effectiveness it is no wonder that the last several decades have witnessed the imposition of research-based social policies as standard as well as the development of policy-oriented research methodologies. Legitimate social policies are, in this context, more and more dependent on the accurate use of diagnostic methods, of sophisticated program evaluation approaches, of benchmarking and so on. Inspired by this acute interest, our journal aims to host primarily articles based on policy research and methodological approaches of policy topics. Our journal is open to sociologically informed contributions from anthropologists, psychologists, statisticians, economists, historians and political scientists. General theoretical papers are also welcomed if do not deviate from the interests stated above. The editors also welcome reviews of books that are relevant to the topics covered in the journal.