PURWANTO, JAYA (2018) PENGARUH PENERAPAN RISIKO KREDIT DAN RISIKO OPERASIONAL SESUAI BASEL II TERHADAP RASIO KECUKUPAN MODAL PADA BANK-BANK UMUM KONVENSIONAL DI INDONESIA TAHUN 2015 – 2017. Skripsi thesis, Sekolah Tinggi Ilmu Ekonomi Indonesia Jakarta.
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Abstract
ABSTRAK Penelitian ini bertujuan untuk menganalisis pengaruh variabel Risiko Kredit dan Risiko Operasional terhadap Rasio Kecukupan Modal pada Bank-bank umum konvensional di Indonesia. Data yang digunakan adalah publikasi laporan tahunan Otoritas Jasa Keuangan (OJK). Penelitianini menggunakan jenis penelitian assosiatif verikatif pendekatan kuantitatif. Diukur dengan menggunakan metodeberbasis regresi linear berganda dengan SPSS 21. Populasi dalam penelitian ini adalah Bank-bank umum konvensional di Indonesiatahun 2015-2017. Penentuan sampel dengan menggunakan purposive sampling, dengan banyaknya sampel 35 bank-bank umum konvensional di Indonesia sehingga total observasi dalam penelitian ini sebanyak 105 observasi. Data yang digunakan dalam penelitian ini yaitu data sekunder. Teknik pengumpulan data menggunakan metode dokumentasi dan penelitian kepustakaan melalui situs resmi www.ojk.id. hipotesis diuji dengan cara uji t. Selama pengamatan menunjukkan bahwa data penelitian berdistribusi normal. Berdasarkan uji Autokorelasi, uji Heterokedastisitas dan uji multikolinearitas tidak ditemukan variabel yang menyimpang dari asumsi klasik, hal ini berarti bahwa data yang telah tersedia sudah memenuhi syarat untuk persamaan linear berganda. Hasil penelitian membuktikan bahwa (1) secara parsial Risiko Kredit berpengaruh signifikan terhadap CAR dan Risiko Operaional berpengaruh tidak signifikan terhadap CAR. (2) secara simultan Risiko Kredit dan Risiko Operasional berpengaruh signifikan terhadap CAR. (3) Koefisien Determinasi menunjukkan bahwa dalam model regresi sebesar 0.085. Artinya bahwa besarnya tingkat Rasio Kecukupan Modal dipengaruhi sebesar 8.5% oleh Risiko Kredit dan Risiko Operasional. Sisanya 91.5% dipengaruhi oleh faktor lain yang tidak diikutka dalam penelitian ini. Kata Kunci :Risiko Kredit, Risiko Operasional danRasioKecukupan Modal.// ABSTRACT This study aims to analyze the effect of the variable Credit Risk and Operational Risk on the Capital Adequacy Ratio in conventional commercial banks in Indonesia. The data used is the publication of the annual report of the Financial Services Authority (OJK). This research uses verificative associative research quantitative approach. Measured using a method based on multiple linear regression with SPSS 21. The population in this study is conventional commercial banks in Indonesia in 2015- 2017. Determination of samples using purposive sampling, with the number of samples of 35 conventional commercial banks in Indonesia so that the total observations in this study were 105 observations. The data used in this study is secondary data. Data collection techniques use library documentation and research methods through the official website www.ojk.id. the hypothesis is tested by means of t test. During observation shows that the research data is normally distributed. Based on the autocorrelation test, heteroscedasticity test and multicollinearity test, there are no variables that deviate from the classical assumptions, this means that the data that has been available already meets the requirements for multiple linear equations. The results of the study prove that (1) partially Credit Risk has a significant effect on CAR and Operaional Risk has no significant effect on CAR. (2) Simultaneously Credit Risk and Operational Risk have a significant effect on CAR. (3) The Determination Coefficient shows that in the regression model is 0.085. This means that the level of the Capital Adequacy Ratio is affected by 8.5% by Credit Risk and Operational Risk. The remaining 91.5% was influenced by other factors not included in this study. Qey words :Credit Risk, OperationalRisk and CapitalAdequacy Ratio.
| Item Type: | Thesis (Skripsi) | ||||||||
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| Subjects: | Akuntansi > Akuntansi Keuangan Akuntansi > Akuntansi Manajemen |
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| Divisions: | S1 Akuntansi | ||||||||
| Depositing User: | Mr Miptahudin Almurtado | ||||||||
| Date Deposited: | 12 Dec 2022 03:43 | ||||||||
| Last Modified: | 12 Dec 2022 03:43 | ||||||||
| URI: | http://repository.stei.ac.id/id/eprint/9047 |
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