ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI CAPITAL ADEQUACY RATIO (CAR)

Abstract

The purpose of this study is to examine the influence of the variables to the Capital Adequacy Ratio (CAR) of commercial banks that facing downward trend from 2006 to 2013. This study use 20 samples of commercial banks that listed on Indonesian Stock Exchange on the period of 2009-2013 which selected based on several criteria established for the research purposes. The selected variables are Return on Equity (ROE), Reserve Requirement Ratio (GWM), Net Interest Margin (NIM), and Return on Assets (ROA). The technique of analysis used are multiple regression analysis with panel data and fixed effect model. Hypothesis testing using t test statistics with α level of 5 percent in particular and analyzed by regression. The result showed that the ROE and GWM has a significant negative effect on CAR, NIM has no effect, and ROA has a significant positive effect on CAR.
Keywords: CAR, ROE, GWM, NIM, ROA