Factor Affecting Liquidity of Commercial Banks in Indonesia
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Dec 28, 2023
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Abstract
Banks need to maintain soundness levels, one of which is the level of liquidity. Bank liquidity will be tested in the case of “Bank Runs”, which occurred frequently both in Indonesia and in the world. The main purpose of this study is to develop an understanding of factors that affect liquidity in the banking sector with a focus on bank groups that belong to the category of Bank Group based on Core Capital (KBMI) 4. This study was explanatory research. Data were collected using the documentation method from the financial data of KBMI 4 banks. The sample for this study consisted of 4 banks. The results of the study showed that NPL had a negative effect on LDR and NWC had a positive effect on LDR, while CAR did not affect LDR.
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References
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Sarnawiah. (2019). Pengaruh Non Performance Loan terhadap Likuditas pada PT.Bank Rakyat Indonesia (Persero) Tbk. Cabang. PAY Jurnal Keuangan Dan Perbankan, 1(1), 40–47.
Sengkey, J. I. B., Murni, S., & Tulung, J. E. (2018). Analisis Faktor - Faktor Yang Mempengaruhi Risiko Likuiditas Bank (Studi Kasus Pada Bank Umum Swasta Nasional Yang Terdaftar Di Bei Periode 2012-2015). Jurnal EMBA: Jurnal Riset Ekonomi, Manajemen, Bisnis Dan Akuntansi, 6(4), 3078–3087. https://ejournal.unsrat.ac.id/index.php/emba/article/view/21226
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Yumaita, R., Hady, H., & Naluria, F. (2022). Analisis faktor-faktor yang mempengaruhi risiko likuiditas pada bank yang terdaftar di BEI. Fair Value : Jurnal Ilmiah Akuntansi Dan Keuangan, 5(2), 909–914.
Akbar, M. (2023). Analysis of the Effect of Capital Adequacy Ratio (CAR), Non-Performing Loan (NPL), and Operationg Cost Operating Income (BOPO), Net Interest Margin (NIM) to Loan to Deposit Ratio (LDR) of State-Owned Bank in Indonesia. Journal of Social Research, 2(5), 1591–1607.
Bank Indonesia. (2021). Peraturan Bank Indonesia No. 23/ 2 /PBI/2021 Tentang Perubahan Ketiga Atas Peraturan Bank Indonesia No. 20/8/PBI/2018 Tentang Rasio Loan to Value untuk Kredit Properti, Rasio Financing to Value untuk Pembiayaan Properti, dan Uang Muka untuk Kredit atau Pe. Bi.Go.Id. https://www.bi.go.id/id/publikasi/peraturan/Documents/PBI_230221.pdf
Budiyati, E., & Kusumawardhani, R. (2022). Analisis Faktor – Faktor Yang Mempengaruhi Likuiditas Bank Di Indonesia (Studi pada Bank Terdaftar di BEI Periode 2016-2020). Jurnal Sosial Ekonomi Bisnis, 2(2), 84–92. https://doi.org/10.55587/jseb.v2i2.57
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El-Chaarani, H. (2019). Determinants of bank liquidity in the Middle East region. International Review of Management and Marketing, 9(2), 64–75. https://doi.org/10.32479/irmm.7742
Fitriani, R. N., & Danisworo, D. S. (2020). Analisis Faktor-Faktor yang Memengaruhi Risiko Likuiditas pada Bank Umum Syariah di Indonesia. Journal of Applied Islamic Economics and Finance, 1(1), 71–84.
Hasibuan, E., Nasution, S. U. A., & Aisyah, S. (2021). The Influence of Capital Adequacy Ratio ( CAR ), Non-performing Loans ( NPL ), Operating Costs To Operating Income ( BOPO ) on Liquidity as Measured by Loan to Deposit Ratio at Bank Negara Indonesia Tbk. ProBisnis : Jurnal Manajemen, 12(1), 39–45.
Ikhwana, H., Sari, D. P., & Ekawati, Y. A. (2020). Effect of Capital Adequacy Ratio ( CAR ), Non Performing Loans ( NPL ), Operating Expenses to Operating Income ( BOPO ) on Liquidity as Measured by Loan to Deposit Ratio at Standard Chartered Bank Indonesia. ProBisnis : Jurnal Manajemen, 11(1), 47–53.
Jaiz, D. M., Rahmawati, & Asriany. (2020). Pengaruh Capital Adequacy Ratio, Solvabilitas, dan Ukuran Perusahaan terhadap Risiko Likuiditas pada Bank Umum Syariah di Indonesia. Jurnal Ilmiah Wahana Akuntansi, 15(2), 107–124.
Junianti, P., Wibowo, N. M., & Susanto, H. (2023). Pengaruh Capital Adequacy Ratio dan Non Performing Loan terhadap Profitabilitas melalui Loan to Deposit Ratio. Jurnal Ekonomi Bisnis Dan Manajemen, 1(2), 24–36.
Kusnandar, V. B. (2022). Kredit Bermasalah Perbankan Masih Tinggi sampai Awal 2022. Databoks.Katadata.Co.Id. https://databoks.katadata.co.id/datapublish/2022/04/14/kredit-bermasalah-perbankan-masih-tinggi-sampai-awal-2022
Mae. (2023). Pernah Terjadi di RI, Apa Itu Bank Runs yang Kini Guncang AS? Cnbcindonesia.Com. https://www.cnbcindonesia.com/research/20230328135740-128-425171/pernah-terjadi-di-ri-apa-itu-bank-runs-yang-kini-guncang-as/1
Makhmud, A., Nst, Z., Wardah, S., Nst, P., & Pratama, D. (2020). The Influence of Capital Adequacy Ratio (CAR), Non Performing Loans (NPL), Operating Costs to Operating Income (BOPO) on Liquidity as Measured by Loan to Deposit Ratio at Bank Rakyat Indonesia Tbk. ProBisnis : Jurnal Manajemen Journal, 11(1), 40–46.
Meiryani. (2021). Memahami Uji Lagrange Multiplier dalam Software Pengolahan Data EVIEWS. Https://Accounting.Binus.Ac.Id/. https://accounting.binus.ac.id/2021/08/13/memahami-uji-lagrange-multiplier-dalam-software-pengolahan-data-eviews/
Parlindungan, S., & Dewi, V. I. (2022). Factors Affecting The Firm Value Of Property and Real Estate Companies: Evidence From Indonesia as Listed on The Indonesian Stock Exchange. Econosains, 20(1), 23–36.
Peraturan Bank Indonesia Nomor 15/7/PBI/2013, (2013). https://peraturan.bpk.go.id/Home/Details/137874/peraturan-bi-no-615pbi2004
Pertiwi, S. A., Estiningtyastuti, & Prijanto, T. (2020). Analisis Risiko Likuiditas Perbankan Syariah di Indonesia. JABE (Jurnal Akuntansi, Bisnis Dan Ekonomi), 7(1).
Saputro, K. Y., & Wildaniyati, A. (2021). Pengaruh Dana Pihak Ketiga , Capital Adequacy Ratio (CAR), dan Non Performing Financing (NPF) Terhadap Likuiditas Perbankan Syariah Di Indonesia Tahun 2015-2019. EKOMAKS : Jurnal Manajemen, Ilmu Ekonomi Kreatif Dan Bisnis, 10(1), 14–19.
Sarnawiah. (2019). Pengaruh Non Performance Loan terhadap Likuditas pada PT.Bank Rakyat Indonesia (Persero) Tbk. Cabang. PAY Jurnal Keuangan Dan Perbankan, 1(1), 40–47.
Sengkey, J. I. B., Murni, S., & Tulung, J. E. (2018). Analisis Faktor - Faktor Yang Mempengaruhi Risiko Likuiditas Bank (Studi Kasus Pada Bank Umum Swasta Nasional Yang Terdaftar Di Bei Periode 2012-2015). Jurnal EMBA: Jurnal Riset Ekonomi, Manajemen, Bisnis Dan Akuntansi, 6(4), 3078–3087. https://ejournal.unsrat.ac.id/index.php/emba/article/view/21226
Septyloga, I. (2018). Pengaruh Dana Pihak Ketiga (Dpk) Dan Capital Adequacy Ratio (Car) Terhadap Loan To Deposit Ratio (Ldr). Almana : Jurnal Manajemen Dan Bisnis, 2(3), 147–155. http://journal.unla.ac.id/index.php/almana/article/view/161
Utami, M. S. M., & Muslikhati. (2019). Pengaruh Dana Pihak Ketiga ( DPK ), Capital Adequacy Ratio ( CAR ), Non Performing Financing ( NPF ) terhadap Likuiditas Bank Umum Syariah. FALAH Jurnal Ekonomi Syariah, 4(1), 33–43.
Yumaita, R., Hady, H., & Naluria, F. (2022). Analisis faktor-faktor yang mempengaruhi risiko likuiditas pada bank yang terdaftar di BEI. Fair Value : Jurnal Ilmiah Akuntansi Dan Keuangan, 5(2), 909–914.