SEPHIANI, WINDA (2023) ANALISIS NET INTEREST MARGIN OPTIMAL BANK PEMBANGUNAN DAERAH SEBELUM DAN SAAT PAGEBLUK COVID-19. S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
The purpose of this study was to analyze the effect of the optimal net interest margin of regional development banks before and during the covid-19 crisis. This study uses the risk averse dealer model developed by Ho and Saunders (1981). The dependent variable in this study is the net interest margin and the independent variables are implicit interest expenses, opportunity cost of reserve requirements, and default premium of loans. The population in this study were 27 banks registered with the Financial Services Authority (OJK), the period of this research was carried out for four years, quarterly from 2018-2021. The sample used is 18 banks. The method of data collection is using the method of documentation from the internet media. The data analysis method uses panel data regression analysis with the help of stata software. The results of this study indicate that before the Covid-19 outbreak the Implicit Interest Expenses (IR) variable had a significant effect on NIM while during the Covid-19 outbreak it was not significant, then the Opportunity Cost of Reserve Requirement (OP) variable had a significant effect on NIM before and during the Covid-19 outbreak, and the Default Premium of Loans (DP) variable had a significant effect on NIM before and during the Covid-19 outbreak. Keywords : Risk Averse Dealer Model, Implicit Interest Expenses, Opportunity Cost of Reserve Requirement, Default Premium of loans, Regional Development Banks, Net Interest Margin Tujuan penelitian ini adalah untuk menganalisis pengaruh Net Interest Margin optimal bank pembangunan daerah sebelum dan saat pagebluk covid-19. Penelitian ini menggunakan model Risk Averse Dealer Model yang dikembangkan oleh Ho dan Saunders (1981). Variabel dependen dalam penelitian ini adalah Net Interest Margin dan variabel independennya adalah Implicit Interest Expenses, Opportunity Cost of Reserve Requirement, dan Default Premium of Loans. Populasi dalam penelitian ini adalah 27 Bank yang terdaftar dalam Otoritas Jasa Keuangan (OJK), periode penelitian ini dilakukan selama empat tahun, dalam triwulanan dari tahun 2018-2021. Sampel yang digunakan adalah 18 Bank. Metode pengumpulan data yaitu menggunakan metode dokumentasi dari media internet. Metode analisis data menggunakan analisis regresi data panel dengan bantuan software stata. Hasil penelitian ini menunjukkan bahwa sebelum pagebluk covid-19 variabel Implicit Interest Expenses (IR) berpengaruh signifikan terhadap NIM sedangkan saat pagebluk covid-19 tidak signifikan, selanjutnya variabel Opportunity Cost of Reserve Requirement (OP) berpengaruh signifikan terhadap NIM pada sebelum dan saat pagebluk covid-19, dan variabel Default Premium of Loans (DP) berpengaruh signifikan terhadap NIM pada sebelum dan saat pagebluk covid-19. Kata Kunci : Risk Averse Dealer Model, Implicit Interest Expenses, Opportunity Cost of Reserve Requirement, Default Premium of loans, Bank Pembangunan Daerah, Net Interest Margin
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