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The Effect of Bank Liquidity and Efficiency on Non-Interest Income with National Income as Variables Moderator Dadang Agus Suryanto; Disman Disman; Nugraha Nugraha; Ika Putera Waspada; Sugiyanto Sugiyanto
Budapest International Research and Critics Institute (BIRCI-Journal): Humanities and Social Sciences Vol 4, No 1 (2021): Budapest International Research and Critics Institute February
Publisher : Budapest International Research and Critics University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33258/birci.v4i1.1680

Abstract

Empirically, non-interest income from banks in Indonesia has increased in the last five years. Apart from being caused by efficiency issues and the level of risk in interest income, the increase in non-interest income was due to the proliferation of electronic-based banking services. In an effort to understand the influence factors on non-interest income, this study examines the effect of market concentration on third party funds, credit market concentration, capital adequacy, bank liquidity, bank efficiency, non-performing loans, leverage, and reference interest rates on non-interest income. In addition, testing the effect of bank and macroeconomic characteristics variables on non-interest income with national income as a moderating variable and the effect of bank and macroeconomic characteristics on non-interest income with inflation as a moderating variable. This research uses descriptive methods and causality. The research was conducted at conventional National Commercial Banks in Indonesia, which is divided into the periodization of the financial crisis era, namely 2006-2011 and post-financial crisis, namely 2012-2017. The data collection technique used by researchers is the documentation method. The data analysis technique was performed using unbalance panel data regression analysis. The results showed that bank liquidity and bank efficiency had a significant effect.
Analisis Kondisi Makro Ekonomi Terhadap Kinerja Reksa Dana Terproteksi di Indonesia: Moderasi Umur dan Ukuran Reksa Dana Tinjung Desy Nursanti; Susiyanti Susiyanti; Nugraha Nugraha; Ika Putera Waspada; Erric Wijaya; Maya Sari
Jurnal Ekonomi Kuantitatif Terapan Vol 17 No 2 (2024): Vol. 17, No. 2, Agustus 2024 (pp.156-369)
Publisher : Universitas Udayana

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JEKT.2024.v17.i02.p09

Abstract

Penelitian ini bertujuan untuk menemukan bukti apakah Kondisi Makro Ekonomi dapat mempengaruhi Kinerja Reksa Dana Terproteksi di Indonesia yang di Moderasi Umur dan Ukuran Reksa Dana periode Januari 2018 – Agustus 2023. Motivasi untuk penelitian ini berasal bahwa dari mengidentifikasi hubungan antara kondisi makroekonomi dan kinerja reksa dana secara simultan sangat penting karena memiliki implikasi yang signifikan dalam upaya meningkatkan kinerja reksa dana terhadap kondisi makroekonomi. Namun, terdapat keterbatasan studi empiris tentang dampak reksa dana ini karena series tahun datanya terbatas hanya mencakup beberapa tahun. Dengan menggunakan pendekatan metode regresi panel Random Effect Model (REM), periode analisis dari januari tahun 2018 sampai Agustus tahun 2023 data panel pada makroekonomi dan reksa dana, ditemukan terdapat bahwa variabel makro ekonomi nilai tukar rupiah terhadap dollar AS (NT) memiliki pengaruh signifikan terhadap kinerja reksa dana terproteki yang di ukur dari rasio sharpe. Sementara variabel makro ekonomi yang tidak memiliki pengaruh signifikan terhadap kinerja reksa dana terproteksi adalah variabel suku bunga (SBI) dan inflasi (INF). Variabel umur (age) dan ukuran (size) reksa dana memiliki pengaruh signifikan terhadap kinerja reksa dana terproteksi. Selain variabel independent tersebut, dalam penelitian ini juga menggunakan variabel moderator/moderating. Variabel moderator untuk melihat hubungan interaksi antara variabel moderator dengan variabel predictor (independent). Variabel moderator merupakan variabel yang dapat memperkuat atau memperlemah hubungan antar variabel independent dengan dependen. Variabel moderator dari penelitian ini adalah umur (age) dan ukuran (size) reksa dana