scholarly journals Efficiency of Management of Loan Funds in the Banking Industry of Ukraine: Data of the Factor Analysis of Credit Turnover

2019 ◽  
pp. 129-139
Author(s):  
S. Andros ◽  
L. Melnyk ◽  
N. Butenko ◽  
H. Zaikina ◽  
V. Tykhenko
Keyword(s):  
Factor Analysis ◽  
Interest Rate ◽  
Commercial Banks ◽  
Dynamic Range ◽  
Banking Industry ◽  
Average Duration ◽  
Bank Loans ◽  
Index Structure ◽  
Constant Composition ◽  
Business Entities

The article analyzes the rates of credit turnover by branches of the economy and by types of loans using indicators of the dynamic range, indices of average values and aggregate indicators. The purpose of the article is to provide a business case for efficiently managing credit resources in commercial banks based on a factor analysis of credit turnover by sector of the economy as a condition for optimizing a bank’s activities. The analysis of the literature shows that the management of credit resources in commercial banks is limited to the use of Western methods that are not adapted to the Ukrainian reality. The relevance of the article is the need to use the methods of economic and mathematical modeling to optimize the process of managing borrowed funds in the banking industry of Ukraine. Calculated average balances of credit investments. The article analyzes the hourly repayment of interest on loans by enterprises. Calculations of the volume of credit turnover are based on real indicators of the financial statements of Credit Agricole Bank. The study period was elected 2016-2017. Calculated the share of loans by industry in the portfolio of the bank. Defined one-day turnover on the repayment of bank loans by business entities. Calculated the duration of use of bank loans by business entities. The factors affecting the change in the rate of turnover of credit operations using the index method are analyzed. The index of the average duration of use of the loan of a constant composition is calculated. The average duration of use of bank loans by business entities has been determined. The structural change index, variable composition index, constant composition index, structure influence index are calculated. The article used the methods of factor analysis, probability theory, methods of economic and mathematical statistics. The effectiveness of borrowed funds management in the banking industry of Ukraine (on the example of Credit Agricole Bank) was confirmed by the data of a factor analysis of the loan turnover. The system of tasks solved by the proposed models includes the calculation of reasonable limits for attracting each type of resources and the effective interest rate to ensure increasing returns from the production of bank credit products and an increase in the share of the banking sector in creating the gross domestic product of the country. Keywords: bank, effective, index, credit turnover, position, interest rate, sum, term, manager.

scholarly journals PENGARUH DETERMINASI PENYALURAN KREDIT TERHADAP PROFITABILITAS BANK UMUM TERDAFTAR DI BURSA EFEK INDONESIA (BEI)

2021 ◽  
Vol 6 (2) ◽  
pp. 137-154
Author(s):  
Jemmy Firdaus ◽  
Fakhry Zamzam ◽  
Harsi Romli
Keyword(s):  
Regression Analysis ◽  
Interest Rate ◽  
Data Processing ◽  
Multiple Regression Analysis ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Banking Industry ◽  
Stock Exchange ◽  
Test Results ◽  
Processing Techniques

This research aims to determine the influence of credit distribution determinations of Spread of Interest Rate (SIR), Loan to Deposit Ratio (LDR) and Non Perfoming Loan (NPL) against the profitability of commercial banks. The focus of research is on the banking industry listed on the Indonesia Stock Exchange (IDX). The population used in this research is a public bank listed on the Indonesia Stock Exchange in 2010-2018. This study uses multiple regression analysis methods with data processing techniques using 8 eviews. The test results proved that: 1) The increase in SIR has no effect on the profitability of the national commercial Bank located in IDX period 2010-2018. ; 2) The increase of LDR negatively affects the profitability of the national commercial Bank located in IDX period 2010-2018; 3) The NPL increase affects the increase in profitability of the national commercial Bank located in the IDX period 2010-2018.

scholarly journals DETERMINAN DANA PIHAK KETIGA DAN HUBUNGANNYA TERHADAP KREDIT BANK UMUM (STUDI KASUS PROVINSI JAMBI)

2018 ◽  
Vol 2 (1) ◽  
pp. 29
Author(s):  
Andri Devita
Keyword(s):  
Economic Growth ◽  
Interest Rate ◽  
Commercial Banks ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Bank Loans ◽  
Third Party ◽  
Credit Data ◽  
The Relationship

This study uses secondary data collected by research object in Jambi Province in the form of data of third party fund of commercial banks, interest rate and total credit data and economic growth sourced from Bank Indonesia as well as and Central Bureau of Statistics (BPS). Data were collected during the period 2004 to 2015. Objectives of the study 1). analyze the factors that influence the Third Party Fund (DPK) of Jambi Province. 2). analyzing the relationship of third party funds (DPK) to the amount of credit disbursed by commercial banks in Jambi Province. The analytical tool used is focusing on multiple linear regression analysis in time series and correlation person through with the help of software SPSS series 21.0. Based on the discussion of data analysis results in this study, can be drawn conclusion as follows: 1). bank interest rate variable negatively and insignificant to third party funds Jambi Province, while the number of banks and economic growth significantly influence third party funds Jambi Province during the period 2004-2015 with R-square 99.3%. 2). the relationship between third party funds and bank credit distribution is very strong with correlation value of 0.994 x 100% = 99.40%.Keywords: Bank Interest Rate, Third Party Funds, Economic Growth, and Bank Loans

scholarly journals ANALISIS INTEREST RATE PASS-THROUGH PADA MEKANISME TRANSMISI KEBIJAKAN MONETER INDONESIA

2017 ◽  
Vol 1 (1) ◽  
pp. 125
Author(s):  
Risna Amalia Hamzah ◽  
Handri Handri
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Interest Rates ◽  
Commercial Banks ◽  
Money Market ◽  
Bank Loans ◽  
Short Term ◽  
Consumer Loans ◽  
Pass Through ◽  
The Interest Rate

This reseach aimed to evaluate the performance of monetary policy, toexamine and test the magnitude of the response rates on deposits and bank loans to the money market interest rate, and how fast adjustment of the interest rate of deposits and loans in response to changes in money market interest rates. The performance evaluation of the level of adjustment of interest rate pass-through is done by testing the coefficient of adjustment of the interest rate deposits and loans in response to changes in money market interest rates. The object of this reseach is reported in interest rates interbank money market (rPUAB) and bank interest rates (loans and deposits) of all commercial banks in Indonesia, the data used in the form of a row of monthly time (monthly time series) of the annual report of Bank Indonesia and SEKI ( Economic and Financial statistics Indonesia), in the period 2005-2016. The method used in this research is the Autoregressive Distributed Lag (ARDL) for calculating the amount of long-term coefficients and Error Correction Model (ECM) -ARDL for calculating the amount of short-term coefficients. We find of the analysis indicate a change of monetary policy in the short term through the interest rate channel with its operational targets interest rates interbank money market (interbank) did not respond in full by the rates on deposits and loans in commercial banks in Indonesia, represented by the value of the degree of pass- through which less than 1 and there is a tendency that the longterm interest rates on loans and deposits experienced incomplete pass-through, then interest rates on consumer loans and deposits of 24 months has the speed of the slowest, which means consumer loans and deposits of 24 months in Indonesia unresponsive to changes in interbank rates. keywords: ARDL, ECM, Interest Rate pass-through, PUAB.

scholarly journals The Impact of Interest Rate Liberalization on the Interest Rate Spread of Commercial Banks in China

2020 ◽  
Vol 5 (1) ◽  
pp. 10
Author(s):  
Wenyi Bai
Keyword(s):  
Economic Development ◽  
Interest Rate ◽  
Commercial Banks ◽  
Banking Industry ◽  
Rapid Development ◽  
Negative Effects ◽  
Interest Rate Liberalization ◽  
Interest Rate Spread ◽  
The Interest Rate ◽  
The Impact

<p>In recent years, with the continuous improvement of China's economic development level, the banking industry has developed by leaps and bounds. Its profitability and comprehensive competitiveness has been greatly improved. banks are the symbol of financial economy and the embodiment of a country's economic strength. The steady development of the banking industry will have directly impact on social stability and the level of economic development. The emergence of interest rate liberalization has reduced the state's decision on interest rate, which brings more convenience and great development opportunities to banks, promoting the rapid development of the banking industry. However, it is undeniable that interest rate liberalization will also bring some negative effects to China's commercial banks. Therefore, in order to provide reference and reference for the needs of relevant parties, we must fully understand and grasp the meaning of interest rate liberalization, find out the influencing factors, and on this basis, put forward targeted suggestions.</p>

Measurement of Vulnerability of Financial Portfolio of Sharia Commercial Banks by Cardona Method

2017 ◽  
Vol 9 (2) ◽  
pp. 109
Author(s):  
Paulina Harun ◽  
Atman Poerwokoesoemo
Keyword(s):  
Commercial Banks ◽  
Quantitative Research ◽  
Banking Sector ◽  
Banking Industry ◽  
Policy Makers ◽  
Factors Affecting ◽  
Section Data ◽  
Initial Stage ◽  
The Face ◽  
Asset Portfolio

his study aims to: (1) to know and analyze the extent of volatility (vulnerability) of sharia banking industry in Indonesia in the face of competition (2) to know and analyze factors affecting vulnerability of sharia commercial banks; (3) to know and analyze the extent of sustainable development of sharia banking industry to Indonesia's economic development.The research conducted to measure the vulnerability (volatility) of proto folio of syariah bank using observation period 2015, and the data used is cross section data. The research design used in this research is quantitative research, using asset dimension (asset portfolio, liability portfolio, equity portfolio) and stressor (pressure, including: credit risk, market risk, and liquidity risk).The activity plan of this research is: in the initial stage of conducting theoretical study related to the vulnerability related to banking especially BUS; The next step is to determine the asset and stressor dimensions associated with the BUS; Further determine the indicators related to assets and stressors; The next step performs calculations to determine the index of each BUS as well as the dimensions that affect the vulnerabilities faced by each BUS.Target expected outcomes can be generated from this research is: for the object of research (BUS) provide a solution for BUS to deal with and overcome the vulnerabilities encountered and policies that must be done. For policy makers, the results of this study are expected to provide input in decision-making and other policies.Measurement of vulnerability to be performed related to banking operations in the face of competition and the continuity of BUS in Indonesia. The outcomes of this study are expected to be included in Bank Indonesia journals, the selection of this journal is based on studies conducted in the banking sector, especially BUS in Indonesia.

Determinants of Islamic Bank Profitability: Evidence from Indonesia

2020 ◽  
Vol 5 (1) ◽  
pp. 1-13
Author(s):  
Puji Sucia Sukmaningrum ◽  
Kashan Pirzada ◽  
Sylva Alif Rusmita ◽  
Fatin Fadhilah Hasib ◽  
Tika Widiastuti ◽  
...  
Keyword(s):  
Interest Rate ◽  
Quality Management ◽  
Banking Industry ◽  
External Factors ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Return On Assets ◽  
Internal Factors ◽  
Bank Profitability ◽  
Islamic Bank

Objective – Islamic Banks have a distinct advantage that is not only conduct a commercial operation, but to also conduct social operations. Therefore, Islamic Banks plays an important role in developing the Indonesian economy. The aim of this study is to investigate the impact of internal and external factors that affect the profitability of Islamic Banks in Indonesia. Methodology/Technique – The methodology of this research is multiple regression. The object of this research is the Islamic banking industry in Indonesia. Internal factors include size, liquidity, asset quality, management, and efficiency ratio. External factors include interest rate and inflation. Return on Assets is used to measure profitability. The monthly data is collected from the financial reports of Islamic Banks between 2011 to 2016. Findings – The findings show that size, liquidity, assets quality, management ratio, interest rate and inflation lead to a greater Return on Assets (profitability) in Islamic Banks in Indonesia. Efficiency however does not have a significant effect on profitability of Islamic Banks in Indonesia. Novelty – Based on the results of this research, it can be concluded that the Islamic banking industry can use those variables to improve the profitability of Islamic banks in the future. In addition, there are two variables that affect the profitability of Islamic banking industry. For the Islamic banking industry should anticipate the movement of inflation and interest to improve the profitability of Islamic banks. Type of Paper: Empirical paper. Keywords: Islamic Banks; Profitability; Internal Factors; External Factors; Indonesia. Reference to this paper should be made as follows: Sukmaningrum, P.S; Pirzada, K; Rusmita, S.A; Hasib, F.F; Widiastuti, T; Hendratmi, A. 2020. Determinants of Islamic Bank Profitability: Evidence from Indonesia, J. Fin. Bank. Review, 5 (1): pp. 01 – 13 https://doi.org/10.35609/jfbr.2020.5.1(1) JEL Classification: G21, G24.

The effect of the Federal Reserve interest rate policies on the returns of commercial banks stocks

2007 ◽  
Vol 11 (4) ◽  
pp. 349-359 ◽  
Author(s):  
F Phillip Ghazanfari ◽  
Henry Charles Rogers ◽  
Paul Sarmas
Keyword(s):  
Interest Rate ◽  
Federal Reserve ◽  
Commercial Banks

Determinants of commercial bank loan and advance disbursement: the case of private Ethiopian commercial banks

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Tekeste Birhanu ◽  
Sewunet Bosho Deressa ◽  
Hossein Azadi ◽  
Ants-Hannes Viira ◽  
Steven Van Passel ◽  
...  
Keyword(s):  
Credit Risk ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Inflation Rate ◽  
Bank Loans ◽  
Bank Loan ◽  
Portfolio Investment ◽  
Negative Effects ◽  
Content Type ◽  
Lending Rate

PurposeThis paper aimed to investigate the determinants of loans and advances from commercial banks in the case of Ethiopian private commercial banks.Design/methodology/approachThe study randomly selected seven commercial banks to represent the population stratified on their asset, deposit and paid-up capital amounts. The study utilized an unbalanced panel data model as each bank started operation at a different period of time and considered the period 1995–2016 for secondary details.FindingsThe findings showed that the deposit size, credit risk, portfolio investment, average lending rate, real gross domestic product (GDP) and inflation rate had significant and optimistic effects on the lending and advancement of private commercial banks. On the contrary, liquidity ratio had significant and negative effects on private commercial bank loans and advances. Finally, the study forwarded a feasible recommendation for concerned organs to focus on deposit size, credit risk, portfolio investment, average lending rate, real GDP, inflation rate and liquidity ratio. The results of this study will help banking industry policymakers and planners understand how to minimize inflation and unemployment by improving development and sustainable economic growth.Originality/valueThe findings of this study can also affect the general attitudes of a society by increasing knowledge and improve the quality of life for the general public.

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