Faktor Penentu Profitabilitas Bank Tercatat di Indonesia: Pendekatan dengan Regresi Kuantil
DOI:
https://doi.org/10.32534/jpk.v11i1.5246Kata Kunci:
bank profitability, bank specific factor, listed banks, quantile regressionAbstrak
Studi kuantitatif ini mengkaji 6 prediktor yang diduga mempengaruhi profitabilitas bank tercatat di Indonesia. Penelitian ini menggunakan seluruh populasi bank yang terdaftar di Indonesia pada tahun 2013 – 2022. Instrumen analisis statistik yang digunakan adalah regresi kuantil data panel dengan menggunakan R. Profitabilitas bank diukur dengan return on assets, sedangkan likuiditas, kualitas aset, manajemen aset, leverage, efisiensi dan kecukupan modal yang digunakan sebagai faktor bank spesifik. Novelty penelitian ini adalah bahwa ini adalah penelitian pertama tentang determinan profitabilitas bagi bank yang terdaftar di Indonesia menggunakan regresi kuantil. Hasil regresi kuantil memberikan insight yang lebih mendalam dibandingkan dengan regresi linear OLS maupun regresi panel fixed effect karena dapat menggambarkan pengaruh dan arah yang distinctive pada tiap kuantil profitabilitas. Untuk praktisi dan regulator dapat memahami terdapat perbedaan atas besarnya pengaruh dari factor bank spesifik kepada profitabilitas. Analisa regresi kuantil terhadap profitabilitas baru dilakukan sebatas pada Return on Assets, belum dilakukan pada Net Interest Margin dan Return on Equity. Saran untuk penelitian selanjutnya, agar dapat menambahkan lagged effect (t-1) untuk kualitas aset terhadap profitabilitas dan juga menambahkan robustness check.
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