PENGARUH RISIKO DAN PERTUMBUHAN KREDIT TERHADAP STABILITAS BANK PEMBANGUNAN DAERAH

PERMATA EUNIKE ROULINA, . (2026) PENGARUH RISIKO DAN PERTUMBUHAN KREDIT TERHADAP STABILITAS BANK PEMBANGUNAN DAERAH. Magister thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Penelitian ini bertujuan untuk menganalisis pengaruh risiko likuiditas yang diproksikan dengan Loan to Deposit Ratio (LDR), risiko kredit yang diproksikan dengan Non-Performing Loan (NPL), risiko operasional yang diproksikan dengan Biaya Operasional terhadap Pendapatan Operasional (BOPO), dan risiko profitabilitas yang diproksikan dengan Net Interest Margin (NIM) terhadap stabilitas Bank Pembangunan Daerah (BPD) di Indonesia. Stabilitas bank diproksikan menggunakan perubahan nilai Z-Score Return on Assets (DZROA). Penelitian ini menggunakan pendekatan kuantitatif dengan data sekunder berupa laporan keuangan tahunan 26 Bank Pembangunan Daerah periode 2020–2023. Teknik pengambilan sampel menggunakan purposive sampling sehingga diperoleh 26 BPD yang memenuhi kriteria penelitian. Metode analisis yang digunakan adalah regresi data panel dengan model Fixed Effect Model (FEM) setelah melalui pengujian asumsi klasik dan pemilihan model terbaik. Hasil penelitian menunjukkan bahwa secara parsial perubahan Loan to Deposit Ratio (DLDR) berpengaruh positif dan signifikan terhadap perubahan stabilitas Bank Pembangunan Daerah, perubahan Non-Performing Loan (DNPL) tidak berpengaruh signifikan terhadap perubahan stabilitas bank, perubahan Biaya Operasional terhadap Pendapatan Operasional (DBOPO) berpengaruh negatif dan signifikan terhadap perubahan stabilitas bank, serta perubahan Net Interest Margin (DNIM) berpengaruh positif dan signifikan terhadap perubahan stabilitas bank. Secara simultan, perubahan LDR, NPL, BOPO, dan NIM berpengaruh signifikan terhadap perubahan stabilitas Bank Pembangunan Daerah. Hasil penelitian ini menunjukkan bahwa stabilitas Bank Pembangunan Daerah dipengaruhi oleh efektivitas pengelolaan likuiditas, efisiensi operasional, dan kemampuan menghasilkan pendapatan bunga bersih, sedangkan risiko kredit belum memberikan pengaruh yang signifikan. Oleh karena itu, pengelolaan risiko yang terintegrasi menjadi faktor penting dalam menjaga stabilitas perbankan daerah di Indonesia. **** This study aims to examine the effects of liquidity risk proxied by the Loan to Deposit Ratio (LDR), credit risk proxied by the Non-Performing Loan (NPL), operational risk proxied by the Operating Expenses to Operating Income Ratio (BOPO),and profitability risk proxied by the Net Interest Margin (NIM) on the stability of Regional Development Banks (BPDs) in Indonesia. Bank stability is proxied by changes in the Z-Score Return on Assets (DZROA). This research employs a quantitative approach using secondary data obtained from the annual financial statements of 26 Regional Development Banks during the 2020–2023 period. The sample was selected using purposive sampling, resulting in 26 Regional Development Banks that met the research criteria. The data were analyzed using panel data regression with the Fixed Effect Model (FEM) after conducting classical assumption tests and model selection procedures. The findings indicate that, partially, changes in the Loan to Deposit Ratio (DLDR) have a positive and significant effect on changes in bank stability, changes in the Non-Performing Loan (DNPL) have no significant effect on changes in bank stability, changes in the Operating Expenses to Operating Income Ratio (DBOPO) have a negative and significant effect on changes in bank stability, and changes in the Net Interest Margin (DNIM) have a positive and significant effect on changes in bank stability. Simultaneously, changes in LDR, NPL, BOPO, and NIM significantly affect changes in the stability of Regional Development Banks. The results suggest that the stability of Regional Development Banks is influenced by effective liquidity management, operational efficiency, and the ability to generate net interest income, while credit risk does not significantly affect bank stability. Therefore, integrated risk management plays an essential role in maintaining the stability of Regional Development Banks in Indonesia.

Item Type:	Thesis (Magister)
Additional Information:	1. Adam Zakaria S.E., M.Si., Ph.D., Ak., CA., CfrA., QIA., CRP 2. Dr. Muhammad Yusuf, SE, MM
Subjects:	Ilmu Sosial > Perdagangan, e-commerce > Akuntansi Ilmu Sosial > Keuangan
Divisions:	FE > S2 Akuntansi
Depositing User:	Permata Eunike Roulina .
Date Deposited:	10 Aug 2026 06:30
Last Modified:	10 Aug 2026 06:30
URI:	http://repository.unj.ac.id/id/eprint/69351

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