Determinan Agresivitas Bank Dalam Pengambilan Risiko: Kasus Indonesia
Abstrak
Penelitian ini bertujuan untuk mengidentifikasi dan menganalisis faktor-faktor yang mempengaruhi agresivitas bank di Indonesia dalam pengambilan risiko. Merujuk riset-riset sebelumnya di beberapa negara, suku bunga pasar, kapitalisasi, profitabilitas, ukuran asset bank, diversifikasi pendapatan bank dan tingkat efisiensi bank adalah faktor-faktor yang memiliki pengaruh yang kuat terhadap perilaku pengambilan risiko oleh bank. Suku bunga yang digunakan adalah Jakarta Interbank Offered Rate, Indonesia Government Bonds Yield, Bank Indonesia Rate, dan Bank level Lending Rate. Tingkat agresivitas dalam pengambilan risiko (bank risk taking) diukur dengan menggunakan dua cara yaitu jumlah asset berisiko yang dimiliki bank dan besarnya risiko kredit bank. Risiko kredit diukur menggunakan cadangan kerugian pinjaman. Hasil penelitian menunjukkan Bank Indonesia Rate merupakan suku bunga yang paling mempengaruhi agresivitas bank dalam pengambilan risiko yang diukur dengan aset berisiko maupun yang diukur dengan cadangan kerugian pinjaman. Efisiensi, diversifikasi pendapatan, dan profitabilitas menjadi faktor-faktor yang secara signifikan mempengaruhi tingkat agresivitas bank dalam mengambil risiko.
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