Impact of Liquidity, Ownership, Global Financial Crisis, and Capital Adequacy Ratio on Indonesian Banking Profitability Period 2007-2016

The purpose of the research was to analyse the effect of liquidity, ownership, and global financial crisis on Indonesian Banking profitability. The research focused on conventional bank exclude sharia-bank and rural bank/BPR, owned by foreign-party, local-party or mixed-party, period 2007 to 2016. Data were retrieved from Indonesia Bank regulator which is Otoritas Jasa Keuangan’s website. For liquidity, liquidity ratio, loan to funding ratio, and cash ratio were used. Meanwhile ownership and global financial crisis used dummy variable. The research divided bank to foreign and mixed party, and local bank in the years of crisis that were 2008 and 2009. Ordinary Least Square method were used with Net Interest Margin as dependent variable, a control variable, and capital adequacy ratio. The result finds that there is no significant connection between liquidity and ownership on profitability, while crisis has significant connection on profitability.

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FAKTOR-FAKTOR YANG MEMPENGARUHI EFEKTIVITAS DANA DESA

Jurnal Ekonomi dan Pembangunan ◽

10.22373/jep.v9i1.22 ◽

2018 ◽

Vol 9 (1) ◽

pp. 55-66

Author(s):

Chenny Seftarita ◽

Fakhruddin Fakhruddin ◽

Litbang Bappeda

Keyword(s):

Cross Section ◽

Random Sampling ◽

Economic Benefits ◽

Least Square ◽

Capital Adequacy ◽

Cross Section Data ◽

Ordinary Least Square ◽

Section Data ◽

Net Interest Margin ◽

Capital Adequacy Ratio

Penelitian ini bertujuan mengetahui faktor-faktor yang memengaruhi efektivitas dana desa. Data dalam penelitian ini merupakan data cross section (data satu waktu) tahun 2017. Penelitian ini menggunakan data primer dan sekunder dengan metode pengambilan sampelnya dengan area sampling dan stratified random sampling. Peralatan analisis yang digunakan adalah ordinary least square. Berdasarkan hasil penelitian yang dilakukan, pertama persepsi aparat gampong menunjukkan badan usaha milik desa dan manfaat ekonomi lainnya, manfaat dana desa, sisa lebih perhitungan anggaran dan strategi berpengaruh positif dan signifikan terhadap efektivitas dana desa sedangkan tata kelola tidak memiliki pengaruh terhadap efektivitas dana desa. Kedua, persepsi masyarakat menunjukkan badan usaha milik desa dan manfaat ekonomi lainnya, manfaat dana desa, sisa lebih perhitungan anggaran dan strategi tidak berpengaruh terhadap efektivitas dana desa sedangkan tata kelola memiliki pengaruh dan signifikan terhadap efektivitas dana desa.AbstractThis study aims to determine the factors that influence the effectiveness of village funds. The data in this study are cross section data (one time data) in 2017. This study uses primary and secondary data with the sampling method with the sampling area and stratified random sampling. The analytical tool used is ordinary least square. Based on the results of the research conducted, the first perception of village officials showed village-owned enterprises and other economic benefits, benefits of village funds, the remaining more budget and strategy calculations had a positive and significant effect on the effectiveness of village funds while governance had no influence on the effectiveness of village funds. Second, community perceptions show village-owned enterprises and other economic benefits, benefits of village funds, the remaining more budget calculations and strategies have no effect on the effectiveness of village funds while governance has an influence and significance on the effectiveness of village funds. Keywords: capital adequacy ratio, net interest margin, profitabilityKey words: capital adequacy ratio, net interest margin, profitability.

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ANALISIS PENGARUH CAR, NPL, NIM, BOPO, LDR TERHADAP ROA (Studi Pada Bank Pembangunan Daerah Di Indonesia Periode 2015-2018)

RESEARCH FAIR UNISRI ◽

10.33061/rsfu.v4i1.3409 ◽

2020 ◽

Vol 4 (1) ◽

Author(s):

Adhista Setyarini

Keyword(s):

Linear Regression ◽

Significant Influence ◽

Least Square ◽

Capital Adequacy ◽

Ordinary Least Square ◽

Net Interest Margin ◽

Capital Adequacy Ratio ◽

Multi Linear Regression ◽

Level Of Significance ◽

Interest Margin

This research is performed on order to test the influence of the variable Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Net Interest Margin (NIM), Biaya Operasional/Pendapatan Operasional (BOPO), Loan to Deposit Ratio (LDR) toward Return On Asset (ROA).Methodology research as the sample used purposive sampling, sample was accrued 26 Bank Pembangunan Daerah in Indonesia. Data analysis with multi linear regression of ordinary least square and hypotheses test used t-statistic and F-statistic at level of significance 5%, a classic assumption examination which consist of data normality test, multicolinearity test, hetersoskedasticity test and autocorrelation test is also being done to test the hypotheses.During research period show as variabel and data research was normal distributed. Based on test, multicolinearity test, hetersoskedasticity test and autocorrelation test classic assumption deviation has no founded, this indicate that the available data has fulfill the condition to use multi linear regression model. This result of research show that variable NPL did not influence ROA. Variable CAR, NIM, and LDR positive significant influence toward ROA. Variable BOPO negative significant influence toward ROA. Prediction capability from these five variable toward ROA is 63,6% where the balance 36,4% is affected to other factor which was not to be entered to research model.Key Words : Return On Asset (ROA), Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Net Interest Margin (NIM), Biaya Operasional/Pendapatan Operasional (BOPO), Loan to Deposit Ratio (LDR).

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Analisis faktor-faktor yang mempengaruhi pertumbuhan ekonomi di Provinsi Riau tahun 2000-2018

SOROT ◽

10.31258/sorot.15.2.87-104 ◽

2020 ◽

Vol 15 (2) ◽

pp. 87

Author(s):

Miftakul Khoiri ◽

Syapsan Syapsan ◽

Sri Endang Kornita

Keyword(s):

Economic Growth ◽

Time Series ◽

Financial Crisis ◽

Global Financial Crisis ◽

Capital Expenditure ◽

Labour Force ◽

Private Investment ◽

Least Square ◽

Domestic Product ◽

Ordinary Least Square

Terdapat beberapa permasalahan yang berbeda pada sumber daya di setiap daerah, yaitu investasi, tenaga kerja dan teknologi sebagai faktor pembentuk output perekonomian daerah. Penelitian ini menganalisis hubungan antara investasi dalam bentuk Penanaman Modal Asing (PMA), Penanaman Modal Dalam Negeri (PMDN), belanja modal pemerintah, angkatan kerja dan ekspor dengan pertumbuhan ekonomi. Tujuan penelitian adalah melihat pengaruh besarnya faktor-faktor tersebut terhadap Pertumbuhan ekonomi di Provinsi Riau 2000-2018. Untuk kepentingan khusus penelitian dengan tujuan melihat pengaruh krisis keuangan global tahun 2008 terhadap pertumbuhan ekonomi maka dimasukkan variabel dummy krisis keuangan. Penelitian ini adalah penelitian kuantitatif dengan metode regresi berganda log-log linier dan data time series. Model diestimasi dengan metode Ordinary Least Square (OLS). Hasil penelitian menunjukkan bahwa PMA, PMDN, angkatan kerja dan ekspor signifikan positif mempengaruhi pertumbuhan ekonomi yang diukur dengan nilai Produk Domestik Regional Bruto (PDRB). Begitu juga dengan dummy krisis keuangan global meskipun berlangsung singkat ternyata berpengaruh terhadap PDRB di Provinsi Riau. Namun demikian ditemukan bahwa belanja modal pemerintah tidak signifikan mempengaruhi pertumbuhan PDRB.There are some problems in resources of the regions, namely investment, labour force, and technology as the component factors to make the output of the region’s economy. This study aims to analyze the relationship between investment as consist of foreign direct investment (FDI), private investment, government capital expenditure, labour force, export and economic growth to the gross regional domestic product growth of regency in Riau Province 2000-2018. For the specific purpose of describing global financial crises in 2008 influence the economic growth, we put the dummy variable of the financial crisis in the model. This research is quantitative descriptive with the multiple regression model of log-linear and time series method using Ordinary Least Square (OLS). The study shows that government capital expenditure is statistically not significant to affect the gross regional domestic product growth. FDI, private investment, labour force and export is statistically significant to affect the gross regional domestic product growth. As well as a dummy of the global financial crisis is statistically significant to affect the gross regional domestic product growth.

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APLIKASI TEORI PERILAKU MANAJEMEN PADA BANK MILIK PEMERINTAH DI INDONESIA

Jurnal Manajemen dan Pemasaran Jasa ◽

10.25105/jmpj.v9i2.2042 ◽

2018 ◽

Vol 9 (2) ◽

pp. 187

Author(s):

Chaerani Nisa

Keyword(s):

Granger Causality ◽

Behavior Management ◽

Central And Eastern Europe ◽

Least Square ◽

Capital Adequacy ◽

Causality Test ◽

Vector Autoregressive ◽

Ordinary Least Square ◽

Capital Adequacy Ratio ◽

Result Show

This paper analyzed the behavior management in state owned bank in Indonesia. The behavior management, which is divided into four hypothesis which are, bad management, bad luck, skimping and moral hazard. This hypothesis is tested using four variables, which are efficiency, non-performing loan and capital adequacy ratio. Meanwhile, the Granger Causality test is using to find out which behavior management is happened. This concept then applied in ordinary least square model. As modification, this research use VAR (Vector Autoregressive). Since VAR also using granger causality basic concept. The result show that bad luck hypothesis happened. This is similar with the condition in India, Nordic, Central and Eastern Europe.

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ANALYSIS OF FACTORS AFFECTING THE RETURN ON ASSETS OF BANK LISTED IN INDONESIA STOCK EXCHANGE PERIOD 2008-2011

Business and Entrepreneurial Review ◽

10.25105/ber.v13i2.1843 ◽

2017 ◽

Vol 13 (2) ◽

pp. 93

Author(s):

Wito Wito

Keyword(s):

Firm Size ◽

Stock Exchange ◽

Operational Efficiency ◽

Least Square ◽

Capital Adequacy ◽

Efficiency Ratio ◽

Return On Assets ◽

Factors Affecting ◽

Ordinary Least Square ◽

Capital Adequacy Ratio

This research aims to analyze the influence of the non-performing loan, loan to deposit ratio, operational efficiency ratio, capital adequacy ratio and firm size on return on assets banking company listed on the Indonesia stock exchange during the period 2008-2011.The Sample used in this study is as much as 23 companies, whereas the methods of analysis used is multiple regression based on ordinary least square (OLS)The results showed that based on the test-t, it can be inferred that the non-performing loan, the operational efficiency ratio and firm size effect significantly to profitability (as measured by return on assets). While the loan to deposit ratio and capital adequacy ratio was not significant effect of the return on asset banking company. In the meantime, based on test-F all independent variables influence significantly to return on asset banking company listed on the Indonesia stock exchange period 2008-2011

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The role of corporate governance in reducing the global financial crisis implications in light of the Central Bank of Jordan

Banks and Bank Systems ◽

10.21511/bbs.15(3).2020.02 ◽

2020 ◽

Vol 15 (3) ◽

pp. 10-19

Author(s):

Fouzan AL Qaisi

Keyword(s):

Financial Crisis ◽

Central Bank ◽

Financial Stability ◽

Global Financial Crisis ◽

Capital Adequacy ◽

Capital Adequacy Ratio ◽

Study Results ◽

Dependent Variables ◽

The Global Financial Crisis

The study aims to test the role of the measures implemented by the Central Bank of Jordan to reduce the effect of financial crisis on the Jordanian banks, using two independent variables (loans and advances rate, overnight deposit window), which are the actions of the Central Bank of Jordan, and four dependent variables (liquidity ratio, ROA ratio, capital adequacy ratio, non-performing loans ratio), which are financial stability indicators for the banks for six years (2005–2011). To get the study results, these data are measured and analyzed using SPSS (Statistical Package for Social Sciences). It was found that the actions of the Central Bank of Jordan (loans and advances rate, overnight deposit window rate): have a statistically significant impact on the non-performing loans ratio (2005–2011); do not have a statistically significant impact on the capital adequacy ratio (2005–2011); have a statistically significant impact on ROA ratio (2005–2011); do not have a statistically significant impact on the liquidity ratio (2005–2011).

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ANALISIS PENGARUH KECUKUPAN MODAL, EFISIENSI, LIKUIDITAS, NPL, DAN PPAP TERHADAP ROA BANK

Majalah Ilmiah Bijak ◽

10.31334/bijak.v14i1.56 ◽

2018 ◽

Vol 14 (1) ◽

pp. 1-18

Author(s):

Krisna Hidajat

Keyword(s):

Linear Regression ◽

Least Square ◽

Capital Adequacy ◽

Ordinary Least Square ◽

Normality Test ◽

Capital Adequacy Ratio ◽

Independent Variable ◽

Multi Linear Regression ◽

Level Of Significance ◽

Research Period

This research is performed in order to test the influence of the variable, Capital Adequacy Ratio (CAR), Biaya Operasi terhadap Pendapatan Operasi (BOPO), Loan to Deposit Ratio (LDR), Non Performing Loan (NPL), and Pembentukan Penyisihan Aktiva Produktif (PPAP) toward Return on Asset (ROA).Methodology reseach as the sample used sensus. Sample was accuired 23 banking company listed in JSX over period 2010-2013. Data analysis with multi linear regression of ordinary least square and hypotheses test used t-statistic dan F-statistic at level of significance 5%, a classic assumption examination which consist of data normality test, multicolinierity test, heteroskedasticity test and autocorrelation test is also being done to test the hypotheses.During research period show' as variable and data research was normal distributed. Based on multicolinierity test, heteroskedasticity test and autocorrelation test classic assumption deviation has not founded, tihis indicate that the available data has fulfill the condition to use multi linear regression model. Empirical evidence show as CAR. BOPO and LDR toward ROA banking listed in JSX over period 2010-2013 at level of significance less than 5% (as 0,01%,0,01% and 0,6% each). While, two independent variable NPL, and PPAP not influence toward R0A at level of significance more than 5% at 88,2% and 72,7%. Where it was proved that together this research is performed in order to test the influence of the variable CAR, BOPO, LDR, NPL and PPAP to have influence toward banking ROA in JSX at level less than 5% (with level of significance 0,05). Prediction capability from these seven variable toward ROA is 35,1% where the balance (64,9%) is affected to other factor which was not to be entered to research model.

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Financing Supply of Islamic Banking During COVID-19 Outbreak in Indonesia

Journal of Islamic Economic and Business Research ◽

10.18196/jiebr.v1i1.11807 ◽

2021 ◽

Vol 1 (1) ◽

pp. 114-124

Author(s):

Muhammad Anif Afandi

Keyword(s):

Least Square ◽

Capital Adequacy ◽

Islamic Banking ◽

Return On Assets ◽

Ordinary Least Square ◽

Independent Variables ◽

Dummy Variable ◽

Analysis Technique ◽

Significant Difference ◽

The Impact

This study aims to analyze the factors that affect the financing supply of Islamic banking during pandemic COVID-19 outbreak in Indonesia. The variable of financial performances of Islamic banking such as Return on Assets (ROA), Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR) and Non-Performing Financing (NPF) are used as the independent variables. Meanwhile, the impact of COVID-19 pandemic is analyzed using dummy variable. Furthermore, each of the independent variables and the dummy variable are tested its influence to the dependent variable, namely the financing supply of Islamic banking by using a proxy of the total financing. Ordinary Least Square (OLS) with double log model used as a data analysis technique with the results of the study show that the variable of ROA has a positive but not significant effect to the financing supply. Variable CAR and FDR each shows a negative and not significant effect to the financing supply. Whereas, the variable of NPF shows a negative and significant effect to the financing supply. Meanwhile, COVID-19 pandemic contributes in giving a positive and significant difference effect to the financing supply than before the presence of COVID-19 in Indonesia. The results of this study prove that the phenomenon of credit crunch in Islamic banking relative can be addressed during pandemic COVID-19 outbreak in Indonesia.

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Assessing Banks Internal and Macroeconomic Factors as Determinants of Non- Performing Loans: Evidence from Nepalese Commercial Banks

International Journal of Accounting & Finance Review ◽

10.46281/ijafr.v3i1.28 ◽

2018 ◽

Vol 3 (1) ◽

pp. 13-32

Author(s):

Bishnu Prasad Bhattarai

Keyword(s):

Commercial Banks ◽

National Level ◽

Least Square ◽

Capital Adequacy ◽

Economic Factors ◽

Return On Assets ◽

Macroeconomic Factors ◽

Factors Affecting ◽

Ordinary Least Square ◽

Capital Adequacy Ratio

This study has attempted to ascertain the factors affecting to non-performing loans in Nepalese commercial banks using a sample of ten commercial banks for the period of 2013-2017 with 50 observations, a balanced set of panel data. The descriptive and causal comparative research designs have been adopted for the study. The dependent variable was non-performing loans, while independent variables included both bank specific factors; bank size, return on assets, total loan and advance to total deposit ratio, capital adequacy ratio and macro-economic factors; real gross domestic product growth rate and inflation. The existence of high levels of NPLs would hinder the benefits to the county through inefficient financial intermediation. Hence, there is a national level responsibility towards banks, to manage the NPL ratio at an acceptable level. Consequently, it is important to identify “what causes NPLs and significance of these factors on NPLs”. Therefore, this study would help to get an insight on the bank specific and macro-economic factors, which affect NPLs in commercial banks and in which magnitude bank specific or macroeconomic factors contribute to NPLs. The estimated ordinary least square (OLS) regression model reveals that the bank specific: ROA, LTD and CAR and macroeconomic factors GDP have significant impact on nonperforming loan in Nepalese commercial banks.

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PENGARUH KEBIJAKAN MAKROPRUDENSIAL TERHADAP RESIKO KREDIT MACET PADA BPR KONVENSIONAL DI INDONESIA

Ecosains: Jurnal Ilmiah Ekonomi dan Pembangunan ◽

10.24036/ecosains.11064657.00 ◽

2017 ◽

Vol 6 (2) ◽

pp. 161

Author(s):

Tesa Uci Yugita ◽

Ali Anis ◽

Alpon Satrianto

Keyword(s):

Interest Rates ◽

Least Square ◽

Capital Adequacy ◽

Research Purpose ◽

Significant Positive Effect ◽

Ordinary Least Square ◽

Capital Adequacy Ratio ◽

Positive Effect

This research purpose are to the analyse the (1) LTV Policy, (2)Interest rates on Consumption Loans (3) The Capital Adequacy Ratio in terms of the Non Performing Loans in BPR convensional Indonesia. Methods that being used are Ordinary Least Square (OLS), the estimation results show that (1)LTV Policiy has a significant positive effect the Non Performing Loans in BPR convensional Indonesia (2) Interest rates on consumption loans has a significant positive effect on Non Performing Loans in BPR convensional Indonesia, and(3) The Capital Adequacy Ratio has a significant positiveeffects the Non Performing Loan in BPR convensional Indonesia.

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