ANALISIS EFISIENSI TEKNIS PERBANKAN DI INDONESIA

Authors

  • Kartika Dewi Binus University
  • Rahmat Siauwijaya Binus University

DOI:

https://doi.org/10.25170/jm.v13i2.801

Keywords:

Eficiency Technique, Banking, Data Envelopment Analysis

Abstract

This research investigates the technical eficiency of the banks listed in Jakarta Stock Exchange in
Indonesia from year 2009 to 2012. This research also compares the levels of technical efficiency between
Bank Umum Milik Negara (BUMN), Bank Umum Swasta Nasional (BUSN) Devisa and Bank Umum
Swasta Nasional (BUSN) Non Devisa by using non-parametric Data Envelopment Analysis (DEA).
DEA was calculated using input orientation and variable return to scale. ANOVA is also applied to
compare efficiency between banks. The sample was selected using purposive sampling of 33 banks listed in
Jakarta Stock Exchange for period 2009-2012. The result of this study shows that BUMN is the most
efficient banks compared to the BUSN Devisa and BUSN Non Devisa. Furthemore, BUSN devisa is the
least efficient bank. Finally, this research found that there is a significant difference of the technical
efficiency between the groups of banks.

References

Ab-rahim, R., Ramlee, S., & Ubaidillah, N. Z. (2012). Determinants of Cost Efficiency in Malaysian Banking. International Journal of Business and Society, 13(3), 355–374.

Banker, R. D., Charnes, A., & Cooper, W. W. (1984). Some Model for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis. Management Science.

Charnes, a., Cooper, W. W., & Rhodes, E. (1978). Measuring the efficiency of decision making units. European Journal of Operational Research, 2(6), 429–444.
doi:10.1016/0377-2217(78)90138-8

Cooper, W. W., Seiford, L. M., & Tone, K. (2006). Introduction to Data Envelopment Analysis and Its Uses: With DEA-Solver Software and Reference. United States of America: Springer Science and Business Media, Inc.

Effendi, N., Setiawan, M., Emvalomatis, G., & Lansik, A. O. (2012). Banking Efficiency and Macroeconomic Factors: Evidence from Indonesian Banking Sector, (35). Working Paper FEB Unpad.

Effendi, N., Indiastuti, R., Yunus, T.Z., & Setiawan, M, (2014) Technical Efficiency and Interest Rate Spread in the Indonesian banking Industry, European Journal of Socia
Sciences, ISSN 1450-2267, Vol. 44(4):386-392

Elvitia, N. (2013). Indonesian Bank’s Efficiency Under Intermediation, Operating and Value Added Approach. IOSR Journal of Business and Management.

Farrell, M. J. (1957). The Measurement of Productive Efficiency Author (s): M . J . Farrell Source : Journal of the Royal Statistical Society . Series A (General), Vol. 120, No . 3, (1957), pp . Published by: Blackwell Publishing for the Royal Statistical Society Stab. Journal of The Royal Statistical Society, 120(3), 253–290.

Febryani, A., & Zulfadin, R. (2003). Analisis Kinerja Bank Devisa Dan Bank Non Devisa. Kajian Ekonomi dan Keuangan, 7(4), 38–54.

Gujarati, D. N., & Porter, D. C. (2010). Dasar-dasar Ekonometrika (Edisi 5). Jakarta: Salemba Empat.

Hadad, M. D., Santoso, W., Ilyas, D., & Mardanugraha, E. (2003). Analisis Efisiensi Perbankan Indonesia : Penggunaan Metode Nonparametrik Data Envelopment Analysis (DEA). Bank Indonesia. Bank Indonesia. (2013). Booklet Perbankan Indonesia 2013 (Vol. 10).

Jemric, I., & Vujcic, B. (2002). Efficiency of Banks in Croatia: A DEA Approach*. Comparative Economic Studies, 44(2-3), 169–193. doi:10.1057/ces.2002.13

Karim, M. Z. A. (2001). Comparative Bank Efficiency across Select ASEAN Countries. Asean Economic Bulletin, 289–304. doi:10.1355/AE18-3D

Karray, S. C., & Chichti, J. E. (2013). Bank Size and Efficiency in Developing Countries: Intermediation Approach Versus Value Added Approach And Impact Of Non-
Traditional Activities Sameh Charfeddine Karray Jamel eddine Chichti. Asian Economic and Financial Review, 3(5), 593–613.

Kost. E & Rosenwig, J. (1970). Organization and Management Theory: A system Approach, New York, Mc Graw Hill Laporan Keuangan Publikasi Bank, Bank Indonesia 2002-2012.

Latumaerissa, J. R. (2011). Bank dan Lembaga Keuangan Lain. Jakarta: Salemba Empat.

Malik, S. A. (2010). Are Saudi Banks Efficient? Evidence Using Data Envelopment Analysis (DEA). International Journal of Economics and Finance, 2(2), 53–59.
Permono & Darmawan. (2000). Analisis Industri Perbankan di Indonesia( Studu Kasus Bank- Bank Devisa di Indonesia tahun 1991-1996). Jurnal Ekonomi dan Bisnis Indonesia 15(1), 1-13.

Rozak, A. (2012). Analisis Kinerja Efisiensi Bank Umum di Indonesia dengan Pendekatan Metode Data Envelopment Analysis: Fakultas Bisnis& Management. Universitas
Widyatama,Bandung.

Setiawan, M. (2013). Metode Penelitian Dasar. Universitas Pancasila.

Siauwijaya, R. (2014). Manajemen Aktiva Pasiva Pebankan Indonesia. Disertasi UNPAD

Sufian, F. (2011). Benchmarking the efficiency of the Korean banking sector: a DEA approach. Benchmarking: An International Journal, 18(1), 107–127.
doi:10.1108/14635771111109841

Sutawijaya, A,& Lestari,E.P (2009). Efisiensi Teknik Perbankan Indonesia Pascakrisis Ekonomi: Sebuah Studi Empiris Penerapan Model DEA. Jurnal Ekonomi Pembangunan, 10(1), 49–67.

Statistik Perbankan Indonesia - Vol. 10, No. 6, Mei 2012

Wahab, A,& Nadratuzzaman H,& Muhari,S. (2014). Komparasi Efisiensi Teknis Bank Umum Konvensional (BUK) dan Bank Umum Syariah (BUS) di Indonesia dengan Metode Data Envelopment Analysis (DEA). Al-Iqtishad Journal, 6(2), 180–194.

Downloads

Published

2017-11-01
Abstract views: 60 | PDF downloads: 106