ABSTRAK

“PENGARUH NON PERFORMING LOAN (NPL), LIKUIDITAS DAN

RENTABILITASTERHADAP CAPITAL ADEQUACY RATIO”

Penelitian ini bertujuan untuk menganalisis pengaruh Non Performing Loan

(NPL), Likuiditas, dan Rentabilitas terhadap Capital Adequacy Ratio pada bank
umum yang terdaftar di Bursa Efek Indonesia tahun 2010-2014.
Penelitian ini menggunakan metode deskriptif–verifikatif yang bertujuan
untuk menggambarkan karakteristik dari suatu populasi dan menjelaskan pengaruh
antar variabel melalui pengujian hipotesis. Data disusun dalam bentuk panel atau
pooled data antar bank umum yang terdaftar di BEI pada periode 2010-2014.
Hipotesis diuji melalui analisis regresi linear berganda berbasis data panel melalui
perbandingan model Panel OLS, Fixed Effect, dan Random Effect.
Hasil penelitian menunjukkan bahwa model terbaik adalah Period Random
Effect dimana secara simultan terdapat pengaruh yang signifikan antara NPL,
LATDR, NIM dan ROA terhadap capital adequacy ratio. Secara parsial, NPL
berpengaruh negatif signifikan terhadap Capital Adequacy Ratio, demikian pula
LATDR dan NIM berpengaruh positif signifikan. Adapun ROA berpengaruh positif
tidak signifikan terhadap Capital Adequacy Ratio.

Kata Kunci: Non Performing Loan, Likuiditas, Rentabilitas, Capital Adequcy

Ratio

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 ABSTRACT

“THE INFLUENCE OF NON PERFORMING LOAN,LIQUIDITY, AND

PROFITABILITYTO CAPITAL ADEQUACY RATIO”

This study aimed to analyze the influence of Non Performing Loan (NPL),
liquidity, and profitability on the Capital Adequacy Ratio (CAR). The population is
the commercial bank listed on the Indonesia Stock Exchange in period 2010 – 2014.
Sample was determined by purposive sampling method with a total of 27 banks.
This research uses descriptive-verification method that aim to describe the
characteristics of a population and explain the influence between variables through
hypothesis testing. Data compiled in the form of a panel or pooled data among
commercial bank listed on the Indonesia Stock Exchange in the period 2010-2014.
The hypothesis were tested through multiple linear regression analysis based on
panel data through model comparison Panel OLS, Fixed Effects and Random Effects.
The results of this research showed that the best model was Period Random
Effects whereas non performing loan, liquidity, and profitability had significant effect
on Capital Adequacy Ratio simultaneously. Partially, NPL had negative effect
significantly on the Capital Adequacy Ratio, as well as LATDR and NIM had positive
effect significantly. As for ROA had positive effect but not significant on the Capital
Adequacy Ratio.

Keywords: Non Performing Loan, Liquidity, Profitability,Capital Adequacy Ratio

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