An Efficiency Analysis of Banks in Indonesia

Indonesia plays as the largest economy in Southeast Asia so that it is not impossible to be influenced by the international economic environment (World Bank, 2019). The banking industry has a significant impact on the Indonesian economy and has experienced several changes over the past decades. The...

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Main Author: HUANG, YINGYING
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Online Access:https://eprints.nottingham.ac.uk/57364/
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author HUANG, YINGYING
author_facet HUANG, YINGYING
author_sort HUANG, YINGYING
building Nottingham Research Data Repository
collection Online Access
description Indonesia plays as the largest economy in Southeast Asia so that it is not impossible to be influenced by the international economic environment (World Bank, 2019). The banking industry has a significant impact on the Indonesian economy and has experienced several changes over the past decades. The study will describe the Indonesian banking system and use the concept of cost efficiency to analyze how efficient are banks in Indonesia. Meanwhile, the study will try to find the determinants and explain why they can influence bank efficiency. The dissertation studies the level of cost efficiency in selected banks in Indonesia over the period 2013-2018. The stochastic frontier analysis (SFA) is applied to measure cost efficiency. On average, the cost efficiency score tends to decrease slightly over six years, from 0.9621 to 0.9413. Also, this dissertation analyzes the determinants that influence the level of cost efficiency by employing the Tobit regression model. The study finds that as bank-specific elements, bank size, net loans, and loan loss provisions negatively affect bank efficiency, while non-performing loans are positively related. For macroeconomic factors, GDP growth rate and inflation rate have a positive relationship with Indonesian banks’ efficiency, but the coefficient of the unemployment rate shows negative.
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spelling nottingham-573642022-11-30T10:34:06Z https://eprints.nottingham.ac.uk/57364/ An Efficiency Analysis of Banks in Indonesia HUANG, YINGYING Indonesia plays as the largest economy in Southeast Asia so that it is not impossible to be influenced by the international economic environment (World Bank, 2019). The banking industry has a significant impact on the Indonesian economy and has experienced several changes over the past decades. The study will describe the Indonesian banking system and use the concept of cost efficiency to analyze how efficient are banks in Indonesia. Meanwhile, the study will try to find the determinants and explain why they can influence bank efficiency. The dissertation studies the level of cost efficiency in selected banks in Indonesia over the period 2013-2018. The stochastic frontier analysis (SFA) is applied to measure cost efficiency. On average, the cost efficiency score tends to decrease slightly over six years, from 0.9621 to 0.9413. Also, this dissertation analyzes the determinants that influence the level of cost efficiency by employing the Tobit regression model. The study finds that as bank-specific elements, bank size, net loans, and loan loss provisions negatively affect bank efficiency, while non-performing loans are positively related. For macroeconomic factors, GDP growth rate and inflation rate have a positive relationship with Indonesian banks’ efficiency, but the coefficient of the unemployment rate shows negative. 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/57364/1/14317966%20N14157%20Dissertation.pdf HUANG, YINGYING (2019) An Efficiency Analysis of Banks in Indonesia. [Dissertation (University of Nottingham only)]
spellingShingle HUANG, YINGYING
An Efficiency Analysis of Banks in Indonesia
title An Efficiency Analysis of Banks in Indonesia
title_full An Efficiency Analysis of Banks in Indonesia
title_fullStr An Efficiency Analysis of Banks in Indonesia
title_full_unstemmed An Efficiency Analysis of Banks in Indonesia
title_short An Efficiency Analysis of Banks in Indonesia
title_sort efficiency analysis of banks in indonesia
url https://eprints.nottingham.ac.uk/57364/