ANALISIS EFISIENSI DAN PRODUKTIVITAS BANK UMUM DI INDONESIA

• Main Author: Umar Faruk, - (Author)
• Format: Book
• Published: 2018-02-27.
• Subjects: Thesis; NonPeerReviewed
• Online Access: Link Metadata
• Notes: http://repository.upi.edu/34504/16/D_IMN_1103983_Title.pdf; http://repository.upi.edu/34504/1/D_IMN_1103983_Abstract.pdf; http://repository.upi.edu/34504/2/D_IMN_1103983_Table_of_content.pdf; http://repository.upi.edu/34504/3/D_IMN_1103983_Chapter1.pdf; http://repository.upi.edu/34504/4/D_IMN_1103983_Chapter2.pdf; http://repository.upi.edu/34504/5/D_IMN_1103983_Chapter3.pdf; http://repository.upi.edu/34504/6/D_IMN_1103983_Chapter4.pdf; http://repository.upi.edu/34504/7/D_IMN_1103983_Chapter5.pdf; http://repository.upi.edu/34504/8/D_IMN_1103983_Bibliography.pdf; http://repository.upi.edu/34504/9/D_IMN_1103983_Appendix1.pdf; http://repository.upi.edu/34504/10/D_IMN_1103983_Appendix2.pdf; http://repository.upi.edu/34504/12/D_IMN_1103983_Appendix3.pdf; http://repository.upi.edu/34504/11/D_IMN_1103983_Appendix4.xlsx; http://repository.upi.edu/34504/13/D_IMN_1103983_Appendix5.xlsx; http://repository.upi.edu/34504/14/D_IMN_1103983_Appendix6.xlsx; http://repository.upi.edu/34504/15/D_IMN_1103983_Appendix7.xlsx
• Keywords: HD28 Management. Industrial Management; HG Finance

Studi ini bertujuan untuk menganalisis efisiensi dan produktivitas bank umum di Indonesia dan determinan non keuangan yang mempengaruhinya, berdasarkan teori intermediasi (intermediary theory) dan teori keagenan (agency theory). Penelitian ini menggunakan pendekatan kuantitatif, dan dilakukan dua tahap (two stage analysis). Pertama, melakukan estimasi tingkat efisiensi bank umum dengan menggunakan model Data Envelopment Analysis (DEA), dan tingkat produktivitas dengan menggunakan Malmquist Productivity Index (MPI). Kedua, menganalisis variabel determinan non keuangan yang mempengaruhi tingkat efisiensi bank umum dengan menggunakan regresi model Tobit dan menganalisis determinan non keuangan yang mempengaruhi tingkat produktivitas bank umum dengan menggunakan regresi model Ordinary Least Square (OLS). Varibal input-output dipilih dengan menggunakan pendekatan intermediasi. Varibel input: Dana Pihak Ketiga, Biaya Aktiva Tetap, dan Biaya Tenaga Kerja. Sedangkan variabel output: Aktiva Produktif, Pendapatan Bunga/Bagi Hasil, dan fee based income. Selanjutnya ukuran (size) dan jenis (type) bank sebagai variabel determinan efisiensi dan produktivitas. Hasil penelitian menunjukkan bahwa tingkat efisiensi bank umum di Indonesia rendah, dan bank umum di Indonesia belum dapat menjalankan intermediasi secara optimal. Tingkat efisiensi Bank Umum Syariah lebih rendah dibandingkan dengan Bank Umum Konvensional. Diindikasikan Bank Umum Syariah belum optimal mengaplikasikan praktek prinsip syariah. Kenaikan yang sangat kecil pertumbuhan bank umum yang disebabkan oleh penurunan tingkat perubahan teknologi (technological change), hal ini menindikasikan rendahnya tingkat inovasi pada industri perbankan di Indonesia. Pada kategori Bank Umum Syariah terjadi penurunan produktivitas (productivity decline) yang disebabkan, disamping oleh penurunan tingkat perubahan teknologi, juga oleh perubahan effisiensi teknis murni (pure technical efficiency change), hal ini mengindikasikan bahwa bank-bank syariah di Indonesia mengalami inefisiensi secara manajerial. Berdasakan quadrant analysis terdapat empat konstelasi bank-bank umum di Indonesia, masing-masing 11 bank memiliki tingkat efisiensi dan pertumbuhan tinggi (best performance), 23 bank memiliki efisiensi tinggi dan produktivitas rendah (good performance), 38 bank memiliki efisiensi rendah dan produktivitas tinggi (fair performance), dan 45 bank memilki efisiensi rendah dan produktivitas rendah (poor performance). Temuan empiris hasil pengujian variabel determinan non keuangan adalah: ukuran (size) bank berpengaruh positif dan signifikan terhadap efisiensi bank umum, namun berpengaruh negatif dan tidak signifikan terhadap pertumbuhan produktivitas bank umum. Sedangkan jenis (type) bank berpengaruh negatif dan tidak signifikan terhadap efisiensi dan pertumbuhan produktivitas bank umum di Indonesia. ---- This study aims to analyze the efficiency and productivity growth of commercial banks (Conventional and Islamic Commercial Banks) in Indonesia and the determinant variables of efficiency and productivity change based on the intermediary and agency theories, This research uses two stage approaches to determine the influencing factors of efficiency and productivity growth. Firstly, it measures the efficiency of commercial banks using Data envelopment Analysis (DEA), and it measures the productivity using Malmquist Productivity Index (MPI). Secondly, it uses Tobit regression models to examine the determinants that influence on efficency, and it uses Ordinary Least Square (OLS) regression models to examine the determinants that influence on productivity. The input and output variables are selected using the intermediation approach. The input variables include Third Parties Fund, Cost of Fixed Assets, and Labor Costs, while the output include Productive Assets, Interest Income/Profit Sharing, and Fee Based Income. Meanwhile size and type bank are used as determinant variables of efficiency and productivity growth. The results of this study showed that have the low level of efficiency of commercial banks. This finding is interesting, it proves that the commercial banks have not run their intermediation optimally. The level of efficiency in the Islamic Commercial Banks is lower than that is the Conventional Commercial Banks. It indicates that the Islamic Commercial Banks group has not applied the practices in Islamic principles optimally. Increasing slightly productivity in commercial banks attributed to the decrease in technological change, this indicates low level of innovation in Indonesian banking industry. The productivity decline of the Islamic Commercial Banks, not only attributed to decrease in technological change but also due to pure technical efficiency change, it indicated that the Islamic Commercial Banks were managerially inefficient. Based on quadrant analysis there are four constellations of commercial banks (overall) in Indonesia, each constellation are: 11 banks have the high efficiency and productivity growth (the best performance); 23 banks have high efficiency and low productivity (the good performance); 38 banks have low efficiency and high productivity (the fair performance); and 45 banks have low efficiency and low productivity (the poor performance). The empirical on testing the determinants variable influencing on efficiency and productivity are: The bank size has positive and significant influence on efficiency of the commercial bank (overall), but it has non significant negative influence on productivity. While the type bank has non significant negatif influence on both efficiency and productivity of the commercial bank (overall) in Indonesia.