scholarly journals Diversifikasi Aset, Risiko Bank, Ukuran Bank, dan Likuiditas Bank terhadap Efisiensi Bank Syariah dengan Metode SFA

2020 ◽  
Vol 10 (1) ◽  
pp. 129
Author(s):  
Anggraeni Anggraeni ◽  
Iik Arie Saputri
Keyword(s):  
Statistical Analysis ◽  
Commercial Banks ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
Financial Statements ◽  
Efficiency Analysis ◽  
Bank Risk ◽  
Frontier Analysis ◽  
Negative Effect ◽  
Positive Effect

The purpose of this study is to examine the effect of Asset Diversification, Bank Risk, Bank Size and Bank Liquidity on the Efficiency of Sharia Banks Using Stochastic Frontier Analysis (SFA). This research methodology uses eleven Sharia Commercial Banks in Indonesia that have been registered with the OJK for the 2014-2018 period. The results of the data obtained in the quarterly financial statements per December were analyzed using efficiency analysis using Frontier 4.1 and descriptive and statistical analysis through the SPSS 16.0 program.The results showed that ADIV-HHI, NPF, and FDR had a negative effect on efficiency. Whereas Total Assets has a positive effect on Efficiency. And ADIV-HHI, NPF, Total Assets, and FDR simultaneously have a significant effect.

Cost Efficiency Analysis in the Banking Industry

2020 ◽  
Vol 7 (2) ◽  
pp. 1-20
Author(s):  
Gazmend Nure
Keyword(s):  
Cost Efficiency ◽  
Commercial Banks ◽  
Stochastic Frontier Analysis ◽  
Banking Industry ◽  
Stochastic Frontier ◽  
Efficiency Analysis ◽  
Frontier Analysis ◽  
Relative Lack ◽  
Boundary Model ◽  
The Stability

The efficiency of commercial banks is essential for the stability of banks by implying that banks that take higher risks are more inefficient. This paper builds on a stochastic heteroscedastic boundary model, where one will analyze a sample of 70 banks in Western Balkan countries such as Albania, Northern Macedonia, Serbia, Kosovo, and Montenegro for the period 2007-2017, highlighting determinants of bank cost efficiency. Banks with less liquidity, with a lower solvency rate and a higher credit risk, are more ineffective than prudent credit institutions. The paper also aims to address the relative lack of studies on the efficiency of banks in the region through the use of the stochastic frontier analysis (SFA).

Analisis Perbandingan Efisiensi Bank Umum Syariah (BUS) dan Unit Usaha Syariah (UUS) dengan Metode Stochastic Frontier Analysis (SFA) Periode 2010-2014

2016 ◽  
Vol 13 (2) ◽  
pp. 140
Author(s):  
Hesti Kustanti ◽  
Astiwi Indriani
Keyword(s):  
Commercial Banks ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
T Test ◽  
Islamic Banking ◽  
Business Unit ◽  
Labor Costs ◽  
Frontier Analysis ◽  
Average Value ◽  
Negative Effect

Efficiency is a parameter to measure the performance of a company or banking. This studywas conducted to analyze the efficiency of Islamic banking in Indonesia is made up ofSharia Commercial Banks (BUS) and Sharia Business Unit (UUS) using SFA (StochasticFrontier Analysis).The population of this research are 12 Sharia Commercial Banks and 22 Sharia BusinessUnit. Of the population, elected 10 Islamic Banks and 5 Sharia Business Unit withpurposive sampling. Input variables used in this study is the operational cost, total assetsand labor costs. While the output variable used is total financing. This study usesStochastic Frontier Analysis (SFA) with the production function and the intermediationapproach. SFA measurement results in the form of a score of 0-1, when getting close to 1,the more efficient the bank anyway. Independent sample t-test was used in this study tomeasure differences in the level of efficiency of each bank group.The results showed that in 2010-2014, Islamic banking has increased the efficiency of eachperiod. The average value of efficiency there is a 0.43994 Sharia Commercial Banks andSharia Business Unit amounted to 0.47654, so that it can be concluded that the UUSsuperior BUS. The results of hypothesis testing panel, that the total assets of a significantand positive effect on total financing, operating costs are not significant and positive effecton total financing, and labor costs are not significant and negative effect on totalfinancing. The test results on the independent sample t-test showed that there is nosignificant difference between the level of efficiency BUS and UUS.

scholarly journals ANALISIS EFISIENSI USAHA TERNAK SAPI PERAH MENGGUNAKAN STOCHASTIC FRONTIER ANALYSIS

Bina Ekonomi ◽  
2019 ◽  
Vol 22 (1) ◽  
pp. 27-42
Author(s):  
Luxy Lutfiana Rachmawati ◽  
Fitri Kartiasih
Keyword(s):  
Technical Efficiency ◽  
Milk Production ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
Stochastic Production Frontier ◽  
Frontier Analysis ◽  
Self Sufficiency ◽  
Negative Effect ◽  
Stochastic Production ◽  
Positive Effect

The Milk Self-sufficiency Program that is targeted to be reached by the year of 2020 is threatened by the increasing of milk imports. Local milk production can only meet 18 to 20 percent of the national milk demand. This study aims to investigate the level of technical efficiency of the people's small hold farmers’ cattles in Java and to analyze factors that influence milk production using Stochastic Frontier Analysis. The results showed that the feed per animal per day had a positive effect on the average milk production per animal per day; while the size of cage per animal had a negative effect. The average level of efficiency of dairy cattle business in Java is 83.56 percent, but statistically there are effects of inefficiency in this business. Factors that influence the inefficiency of livestock businesses are: the farmer’s age, the farmer’s educational level, participation of the farmers in cooperatives and farmer groups.Keywords: dairy cows; Stochastic Production Frontier; technical efficiency

scholarly journals Labour efficiency in construction industry in Europe based on frontier methods: data envelopment analysis and stochastic frontier analysis

2017 ◽  
Vol 23 (6) ◽  
pp. 787-795 ◽  
Author(s):  
Joanicjusz NAZARKO ◽  
Ewa CHODAKOWSKA
Keyword(s):  
Data Envelopment Analysis ◽  
Construction Industry ◽  
Technical Efficiency ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
Efficiency Analysis ◽  
European Countries ◽  
Personnel Cost ◽  
Data Envelopment ◽  
Frontier Analysis

The primary problems pertaining to productivity or – more precisely – efficiency are: how to define it and how to measure it. This article studies technical efficiency in Stochastic Frontier Analysis (SFA) – the input-oriented frontier model – in the construction industry and compares it with Data Envelopment Analysis (DEA) results. The models ex­plored in this paper were constructed on the basis of two outputs and personnel cost as an input. The research sample consisted of European countries. The aim was to determine whether there are substantial differences in estimation of ef­ficiency derived from those two alternative frontier approaches. The comparison of results according to the models may translate into higher reliability of the undertaken labour efficiency analysis in construction and its conclusions. Although the results are not characterized by high compatibility, the conducted analysis indicated the most attractive countries taking into account labour cost to profit and turnover ratios of enterprises. One of the determinants which should not be ignored when analysing the labour efficiency is the level of development of a country; however, it is not the sole factor affecting the efficiency of the sector.

scholarly journals TECHNICAL EFFICIENCY ANALYSIS IN INDONESIAN FISHERY PROCESSING INDUSTRY: A CASE OF FISHERY CANNED PRODUCT FIRMS

2019 ◽  
Vol 9 (1) ◽  
pp. 53
Author(s):  
Munawar Asikin ◽  
Arief Daryanto ◽  
Machfud . ◽  
Subagio Dwijosumono
Keyword(s):  
Technical Efficiency ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
Efficiency Analysis ◽  
Least Square ◽  
Time Varying ◽  
Efficient Manner ◽  
Processing Industry ◽  
Frontier Analysis ◽  
Ordinary Least Square

This study aims to analyze technical efficiency and evaluate the effect of some sources of inefficiency in the Indonesian fishery canned firms during the period of 1990-2015. We calculate technical efficiency using the Stochastic Frontier Analysis (SFA) method with Time Varying Decay. The average of technical efficiency in this industry during the period of 1990-2015 was only 57%. It indicates that firms in this industry still encounter a problem in allocating the resources in efficient manner.  However, during the period of 1994-2015, the efficiency in the Indonesian fishery canned industry has declined. We also employed the Ordinary Least Square (OLS) method to evaluate the sources of inefficiency. The results showed that eight variables affected to the efficiency in this industry, thereby it will reduce fishery product competitiveness in the future

scholarly journals Analysis of the Bank's Health Level and Its Effects on the Profitability of Sharia General Banks Listed in Indonesia's Financial Services Authority Period 2015-2018

2020 ◽  
pp. 38-53
Author(s):  
Wieta Chairunesia
Keyword(s):  
Statistical Analysis ◽  
Financial Services ◽  
Commercial Banks ◽  
Sampling Technique ◽  
Good Health ◽  
Capital Adequacy ◽  
Operating Efficiency ◽  
Significant Positive Effect ◽  
Negative Effect ◽  
Positive Effect

Aims: To analyze the level of health of sharia general banks in Indonesia and their effects on profitability. Study Design: The research method used is quantitative descriptive research. Place and Duration of Study: The sampling technique used was purposive sampling. The study was conducted a Sharia General Bank registered in the Indonesian Financial Services Authority with a research period of 2015-2018. Methodology: The analytical method used is the inferential statistical analysis test using SmartPLS Professional 3.0 analysis tools, namely with a descriptive test, and inferential statistical analysis. Results: Sharia Commercial Banks in the 2015-2018 period based on Non-Performing Finance (NPF) have a healthy predicate and have a negative significant effect on profitability. Based on the Fair to Healthy Ratio (FDR) predicate as Healthy, and no significant positive effect on profitability. Based on Good Corporate Governance (GCG) with a healthy predicate, and no significant positive effect on profitability. Based on Operating Efficiency Ratio (OER) with a healthy predicate, and a significant negative effect on profitability. Based on the Capital Adequacy Ratio (CAR) which is categorized as Very Healthy, and no significant positive effect on profitability. Conclusion: Generally, Islamic commercial banks are in good health. However, the achievement of this soundness level is carried out by always striving to comply with the provisions given by Bank Indonesia, not optimizing the available resources so that the bank remains in a healthy condition while meeting the criteria of Bank Indonesia.

scholarly journals ANALISA PENGARUH PERTUMBUHAN KREDIT, JENIS KREDIT, TINGKAT BUNGA PINJAMAN BANK DAN INFLASI TERHADAP KREDIT BERMASALAH

2019 ◽  
Vol 11 (1) ◽  
pp. 1
Author(s):  
Arfan Rachmadias Saputro ◽  
Susi Sarumpaet ◽  
Tri Joko Prasetyo
Keyword(s):  
Multiple Regression ◽  
Commercial Banks ◽  
Sampling Method ◽  
Financial Statements ◽  
Total Sample ◽  
Linear Analysis ◽  
The Other ◽  
Negative Effect ◽  
Loan Growth ◽  
Positive Effect

Abstract: This research was conducted to analyze the effect of loan growth, loan type, interest and inflation on non-performing loan. Samples were focused on Indonesian commercial banks. Multiple regression linear analysis was used, whereas the samples were obtained using purposive sampling method. Total sample consists of 82 commercial banks with financial statements for the year of 2013 to 2017. Result shows that each variable; loan growth, loan type and interest have a positive effect on non-performing loan. On the other hand, inflation has a negative effect. Keywords: Loan Growth, Loan Type, Interest, Inflation, Non-Performing Loan.

scholarly journals Analisis Determinan Efisiensi Bank Umum Syariah Indonesia Dengan Variabel Moderating Profitabilitas

2019 ◽  
Vol 3 (1) ◽  
pp. 73
Author(s):  
Ranaswijaya Ranaswijaya ◽  
Ari Kristin ◽  
Muhlis Muhlis
Keyword(s):  
Commercial Banks ◽  
Efficiency Analysis ◽  
Data Envelopment ◽  
Significant Positive Effect ◽  
Input Output ◽  
Significant Negative Effect ◽  
Negative Effect ◽  
Optimal Efficiency ◽  
Financing And Investment ◽  
Positive Effect

<p class="Normal tm5"><em><span class="tm6">                               The purpose of this study is to examine the effect of Non Performing Financing (NPF) and Bank Size on the profitability and efficiency level of Islamic Commercial Banks, as well as the effect of profitability if it moderates the effect of Non Performing Financing (NPF) and Bank Size on the level of efficiency of Islamic Commercial Banks. The level of efficiency is obtained through efficiency analysis with Data Envelopment Analysis (DEA), The variables of input output consist of tabungan iB, giro iB, and deposito iB, while output consist of murabahah financing, mudharabah financing, musyarakah financing,and investment in securities. Data used during the period 2014-2017 which includes 13 Islamic Commercial Banks. The results of the study indicate that Bank Victoria Syariah achieved optimal efficiency values and the lowest efficiency of Bank Syariah Bukopin. The results of the hypothesis indicate that Non Performing Financing (NPF) has a significant negative effect on profitability and the level of efficiency of Islamic commercial banks. Bank size has no significant positive effect on profitability and has no significant negative effect on the efficiency of Islamic commercial banks. Profitability has no significant positive effect on the level of efficiency, and is not able to significantly moderate the influence of NPF and bank size on the level of efficiency of Islamic commercial banks.</span></em></p>

scholarly journals Evaluating Bank Cost Efficiency Using Stochastic Frontier Analysis

2019 ◽  
Vol 11 (3(J)) ◽  
pp. 48-57
Author(s):  
Sanderson Abel ◽  
Alex Bara ◽  
Pierre Le Roux
Keyword(s):  
Interest Rates ◽  
Cost Efficiency ◽  
Commercial Banks ◽  
Banking Sector ◽  
Stochastic Frontier Analysis ◽  
Stochastic Frontier ◽  
Banking System ◽  
Frontier Analysis ◽  
Doing Business ◽  
The Cost

The study seeks to assess the cost efficiency of the commercial banks in Zimbabwe using the stochastic frontier analysis. The cost efficiency of the Zimbabwean banks is estimated using the trans-log stochastic frontier approach. The Stochastic Frontier Analysis methodology is among the host of methods that has been used to measure banking sector efficiency. The analysis of cost efficiency of commercial banks has important implications for the economy since an efficient banking system has potential to reduce interest rates which can lead to increased investment and growth for the economy. The cost of doing business in Zimbabwe is perceived to be high hence improved bank efficiency has the potential to reduce the cost of doing business. The average cost efficiency scores for the Zimbabwean banks over the study period show that the banking sector in Zimbabwe experiencing 17 percent inefficiency. The efficiency levels have been declining over the years reflecting increased resource wastage in the system. The study recommends that the banking institutions should continue to innovate so as to reduce their inefficiencies.

Sign in / Sign up

Export Citation Format

Share Document