文章基本信息

标题：ANALISIS HUBUNGAN JANGKA PANJANG DAN JANGKA PENDEK ANTARA NPL,ROE,SIZE DAN LOTA TERHADAP CAPITAL BUFFER
本地全文：下载
作者：Juni Purwati ; Sudarto ; Suwaryo 等
期刊名称：Performance
印刷版ISSN：1829-6467
出版年度：2015
卷号：22
期号：2
页码：29-48
语种：English
出版社：Jenderal Soedirman University
摘要：This study aimed to analyze the effect of Non-Performing Loans,Return on Equity,bank size,and Loan to Total Assets of the capital buffer using panel data.The population in this study was State Owned Banks registered in Bank Indonesia for the period 2002 to 2014.In this study all the population used as an object of study and the type of data used in this research was quarterly data.Data were analyzed using cointegration test and Error Correction Model to demonstrate short and long term relationship.The results showed that in the short term,the Non Performing Loan and Return on Equity have a positive influence on equilibrium of capital buffers in goverment bank.Furthermore,the size of bank negatively affect the equilibrium of capital buffers in the short term.Besides the longterm relationship,the Non Performing Loan and Return on Equity also has a positive effect on the equilibrium of capital buffers in state-owned commercial banks.Meanwhile,Loan to Total Assets have a negative effect on the equilibrium of capital buffers in the long term.
关键词：Capital Buffers;Non Performing Loan;Return on Equity;Bank Size;Loan to Total Assets;Cointegration Test;and Error Correction Model.