Analisis Pengaruh Prepayment Risk pada Kinerja Perbankan(Studi pada Perusahaan Perbankan yang terdaftar di BEI tahun 2007-2009)

Oleh :
Happy Meryana - F0208069 - Fak. Ekonomi dan Bisnis

The purpose of this study is to examine the impact of Prepayment Risk on banking’s performance. This study use prepayment risk as independent variable with six proxies, such as PREPAY, price producer indeks (PPI), percentage changes in mortgage interest rates (CMORT), liquidity ratios (LIQD), allowance for loan losses (ALLWLNS), and efficiency in asset utilization (ASSUTIL). Whereas, dependent variable in this study is banking perfomance. Banking’s performance in this study used three proxies, such as Return on Loans (RETLNS), Return on Equity (ROE), and Exposure to Real Estate (RELLNS). This study use 29 banking companies’s data that give mortgage loans/real estate loans to their costumers and listed on Indonesia Stock Exchange (IDX) during 2007-2009. Linear multiple regression analyze is used this study to test the hypotheses. The results shows that Prepayment Risk has a negative significant impact on RETLNS and ROE, then Prepayment Risk has a positive significant impact on RELLNS. Keyword: Prepayment Risk, RETLNS, ROE, and RELLNS.