ANALISIS PERBANDINGAN MARGIN BUNGA DAN SENSITIVITAS TINGKAT BUNGA PADA BANK YANG TERMASUK KATEGORI LQ 45

Supriyani, Eko (2008) ANALISIS PERBANDINGAN MARGIN BUNGA DAN SENSITIVITAS TINGKAT BUNGA PADA BANK YANG TERMASUK KATEGORI LQ 45. Other thesis, University of Muhammadiyah Malang.

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Abstract

This research has title “Comparative Analysis of Interest Margin and Interest Rate Sensitivity On Bank Include LQ 45 Category”. The research purposes are to know about interest margin and interest rate sensitivity on bank included LQ 45 category and to know which bank that has greatest interest margin and highest interest rate sensitivity. Hypotesis used ini this research are interest margin and interest rate sensitivity fluctuated. BRI Bank has greates interest margin and highest interest rate sensitivity. Data analysis used in this research are Net Interest Margin (NIM) on percentage, gap ratio, and relative gap ratio. Net Interest Margin on percentage got from interest income minus interest cost and then divided by productive assets. Interest rate risk got from gap ratio each bank. Gap ratio calculated from Rate Sensitive Assets (RSA) divided by Rate Sensitive Liabilities (RSL). The next stage is calculate interest rate risk got from gap value divided by total assets and then subtracted one hundred percent. Test that used in this research is hypotesis test. This research shown result that NIM value and interest rate sensitivity of bank’s LQ 45 category are fluctuated. BRI Bank has greatest average NIM value than other on year 2005 are 0.0679, year 2006 are 0.0611, and year 2007 are 0.0591. This result shown BRI Bank has greatest profit than other banks. Average interest rate sensitivity calculated by gap ratio shown positive gap result particularly. The highest gap rasio got by Danamon Bank on year 2005 are 1.2542, year 2006 are 1.2429, and year 2007 are 1.2155. This shown Danamon Bank more sensitive to interest rate change than others. Interest rate risk calculated by average relative gap ratio shown Danamon Bank has the highest interest rate risk on year 2005 are 0.1857 or 18.57%, year 2006 are 0.1794 or 1794%, and year 2007 are 0.1623 or 16.23%. From this result, bank management have to able to manage assets and liabilities in order to be optimal, for banking investor have to know bank management ability in managing assets and liabilities to get maximal profit, and for deposan can avoid from bankruptcy and save.

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economic > Department of Management
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 12 Jun 2012 08:46
Last Modified: 12 Jun 2012 08:46
URI: http://eprints.umm.ac.id/id/eprint/7442

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