ANALISIS KINERJA KEUANGAN PERBANKAN, KEBIJAKAN PENGENDALIAN INFLASI DAN PERILAKU PASAR MODAL (STUDI KASUS BANK PEMERINTAH)

Ika Baskara; Menik  Indrati; Sophiyanto  Wuryan

doi:10.34127/jrlab.v14i3.1668

Authors

Ika Baskara Universitas Esa Unggul
Menik Indrati Universitas Esa Unggul
Sophiyanto Wuryan Universitas Esa Unggul

DOI:

https://doi.org/10.34127/jrlab.v14i3.1668

Keywords:

Banking Financial Performance, Inflation Control Policy, Capital Market Behavior

Abstract

The purpose of this study is to analyze the financial performance of state-owned banks BNI, BTN, BRI, and Bank Mandiri. It also assesses the impact of state-owned banks' financial performance on inflation. It also identifies the influence of state-owned banks' financial performance and inflation control policies on capital market behavior in Indonesia. This study uses quantitative methods with data analysis through liquidity analysis using the Loan-to-Deposit Ratio (LDR) and Non-Performing Loans (NPL). The research subjects were BRI, BNI, Bank Mandiri, and BTN. The data used ranged from 2014 to 2023, obtained from the financial reports of state-owned banks from the Indonesia Stock Exchange. The results of this study indicate that partially, LDR and NPL have no significant effect on the Jakarta Composite Index (JCI) or inflation, except for NPL, which has an effect on inflation. Conversely, inflation has a significant effect on the JCI. Simultaneously, LDR, NPL, and inflation significantly influence the JCI, indicating that the combination of these variables can influence JCI movements. However, the Sobel test results indicate that inflation does not mediate the relationship between LDR and NPL on the JCI, as the calculated t-values for LDR (0.730) and NPL (1.781) are smaller than the tabulated t-values (2.03). This means that, in the context of state-owned banks, LDR and NPL are not sufficiently strong to indirectly influence the JCI through inflation.

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