Pengaruh faktor spesifik bank dan faktor makroekonomi terhadap capital adequacy ratio pada Bank Umum yang terdaftar di Bursa Efek Indonesia
P enelitian ini bertujuan untuk mengetahui faktor spesifik bank dan makroekonomi yang mempengaruhi Capital Adequacy Ratio (CAR) pada bank umum yang terdaftar di Bursa Efek Indonesia (BEI) periode 2011 hingga 2015. Teknik pengambilan sampel yang digunakan purposive sampling. Variabel independen dalam penelitian ini adalah bank size, return on asset (ROA), leverage, liquidity, net interest margin (NIM), bank risk, market volatility, coverage ratio, governance, economy growth, inflation, real interest rate (RIR). Sedangkan variabel dependen adalah capital adequacy ratio (CAR). Hasil penelitian dengan model spesifik bank menunjukan leverage dan bank risk memiliki pengaruh negatif dan signifikan terhadap capital adequacy ratio (CAR). Hasil penelitian dengan model spesifik bank dan faktor makroekonomi menunjukkan terdapat pengaruh negatif antara bank size, leverage, bank risk, economy growth terhadap capital adequacy ratio (CAR)
T he research focuses on analysing the impact bank-specific factors and macroeconomic factors on capital adequacy ratio (CAR) of commercial banks listed in Indonesia Stock Exchange (IDX) during 2011 until 2015. The sampling method of the research is purposive sampling in which samples are chosen based on specific characteristics. In order to analyse it, the research uses several variables such as bank size, return on asset (ROA), leverage, liquidity, net interest margin (NIM), bank risk, market volatility, coverage ratio, governance, economy growth, inflation, real interest rate (RIR). Meanwhile the dependent variable is the capital adequacy ratio (CAR). The empirical result of bank-specific model shows that leverage and bank risk are the only two variables that have negative and significant impact on capital adequacy ratio (CAR). Moreover the empirical result of bank-specific and macroeconomic models shows that bank size, leverage, bank risk, and economy growth have negative and significant impact on capital adequacy ratio (CAR).