Faktor-Faktor yang Memengaruhi Efisiensi Biaya Perbankan di Kawasan ASEAN-5
DOI:
https://doi.org/10.12695/jmt.2015.14.3.6Abstract
Abstrak. Penelitian ini bertujuan menganalisis faktor-faktor yang memengaruhi efisiensi biaya perbankan di kawasan ASEAN-5 yang mencakup Indonesia, Singapura, Malaysia, Filipina dan Thailand. Pengukuran efisiensi bank menggunakan metode Stochastic Frontier Analysis (SFA) terhadap 23 bank umum dalam kawasan tersebut selama periode 2005-2012. Kajian menunjukkan adanya hubungan yang signifikan antara efisiensi biaya dengan karakteristik masing-masing bank yaitu return on equity (ROE). Selain itu guncangan eksternal berupa krisis global yang terjadi pada tahun 2008 ditemukan berpengaruh terhadap peningkatan biaya bank. Berdasarkan metode time-varying decay, disimpulkan bahwa terjadi peningkatan efisiensi biaya selama kurun waktu periode penelitian. Penelitian ini juga menunjukkan bahwa bank-bank umum di Indonesia secara kesuluruhan belum beroperasi secara efisien.
Kata kunci: ASEAN-5, efisiensi biaya, perbankan, SFA, time-varying decay
Abstract. This study examines determinants of cost efficiency of banking operation in ASEAN-5 region which includes Indonesia, Singapura, Malaysia, the Philippines, and Thailand. By using stochastic frontier analysis (SFA) to 23 commercial banks in the region in the period of 2005-2012, empirical results reveal certain significant relationship of cost efficiency with individual bank characteristic (return on equity, ROE). Based on the time-varying decay method, we conclude that there is an increase in cost efficiency during the period of study. This study also shows that in general, Indonesian banking industry was not operating efficiently.
Keywords: ASEAN-5, cost efficiency, banking, SFA, time-varying decay
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