scholarly journals DETERMINAN NET INTEREST MARGIN PERBANKAN NASIONAL: APLIKASI MODEL REGRESI DATA PANEL FIXED EFFECT

2018 ◽  
Vol 8 (3) ◽  
pp. 640
Author(s):  
Zulkifli Z ◽  
Rispa Eliza

The study aims to prove empirically the determinants of the performance of the net interest margin (NIM) ratio of banks listed on the Indonesia Stock Exchange (IDX) during the period 2005-2015 using the fixed effect panel data regression method with eleven banks selected as research samples. The results of the study found that the NPL, LDR, ROA, SBI, and Exchange Rate ratio significantly affected the NIM ratio performance. From the variables that significantly influence, the exchange rate variable is the most dominant variable, while the NPL ratio variable is the variable with the smallest influence. All independent variables, which consist of; CAR, NPL, LDR, BOPO, ROA, SBI, inflation, and exchange rates simultaneously affected the ratio of banking NIMs listed on the Indonesia Stock Exchange (IDX) during the period 2005-2015 significantly. Individually, the bank with the most sensitivity to changes in the NIM ratio is Bank International Indonesia Tbk (BII), while the least sensitive is Bank Victoria Indonesia Tbk (BVI)

2017 ◽  
Vol 24 (01) ◽  
pp. 92-103
Author(s):  
An Pham Hoang ◽  
Loan Vo Thi Kim

This study analyzes factors affecting net interest margin of joint-stock commercial banks in Vietnam. The paper uses the secondary data of 26 banks with 182 observations for the period of 2008–2014 and applies the panel data regression method. The empirical results indicate that lending scale, credit risk, capitalization, and in-terest rate have positive impacts on net interest margin. In contrast, managerial efficiency has a negative effect on net interest margin. However, bank size and loan to deposit ratio are statistically insig-nificant to net interest margin.


2020 ◽  
Vol 4 (1) ◽  
pp. 73
Author(s):  
Budi Junaedi

This study aims to analyze the effect of the loan to deposit ratio variable, debt to equity ratio and return on investment to net interest margins. Research in I took conventional banks listed on the Indonesia Stock Exchange as the subject of research. Data were analyzed statistically through panel data regression analysis with the help of the Eviews program. The results of the analysis show that: (1) Loan to deposit ratio has a significant influence on net interest margin, (2) Debt to equity ratio does not have a significant effect on net interest margin, and (3) Return on investment has a significant effect on net interest margin. Simultaneously, the three independent variables have a significant effect on the net interest margin.


2021 ◽  
Vol 2 (4) ◽  
pp. 300-308
Author(s):  
Siti Mariam ◽  
Fika Aryani ◽  
Dhinda Siti Mustikasari ◽  
Abdul Haeba Ramli

The purpose of this study is to examine the effect of Loan Growth, Unemployment, BOPO, CAR, Inflation, and Exchange Rate in relationship with Net Interest Margin. The research object used is banking data BUKU I to BUKU IV 2009-2018 published by Financial Service Authority, known as OJK. The analysis technique used is panel data regression analysis with Eviews 9.0 analysis tool. The results showed that the variables which consist of  Loan Growth, and Unemployment had a significant positive effect on Net Interest Margin. Other independent variables, which consist of BOPO and Exchange Rate had a significant negative effect on Net Interest Margin. While CAR and Inflation do not show a significant impact on Net Interest Margin.  


2021 ◽  
Vol 1 (1) ◽  
Author(s):  
Arina Azwani

This study ained to determine ‘the impact of gold reserves accumulation and gold price against exchange rate stability in USD. Observation on four Islamic countries in the world, Malaysia, Qatar, Indonesia and Pakistan that incorporated in OIC (Organization of Islamic Coorporation) with observation period within 18 years from 2000 – 2017 by using panel data regression method. Based on result of partial test, gold reserves does not have positive significant effect against exchange rate while gold price have positive significance effect against exchange rate to four selected Islamic countries. The result on this study want to be more encouraging the government especially in four Islamic countries to increase the stock of gold reserves because of the commodity and the value of gold that proven stable and to apply monetary policy based on Dinar Dirham rather than paper currency, the development of the current currency does not guarantee for economy’s stability, and the value of gold was clearly proven during time of Prophet Muhammad and has been explained in Al-Qur'an and As-Sunnah.


IKONOMIKA ◽  
2017 ◽  
Vol 2 (1) ◽  
Author(s):  
Masudah Masudah

As a financial intermediary institution, Islamic banking should give a financing to deficit units. The aim of this study is to emphasize the factors that had an influence to financing in Islamic banks. This research using panel data regression with 11 Islamic full-pledge banks from 2011 until 2015. The result shows that deposit funds, exchange rate, operational efficiency ratio and interest rate had an impact on Islamic bank’s financing, but other variables such as non-performing financing and inflation doesn't had an impact. From F-test shows that all variables simultaneously had an impact on Islamic bank’s financing. Besides that, the value of adjusted R-square shows that all of the independent variables can explain the model about 78.5%, the others explained by other variables outside the model.


2019 ◽  
Vol 1 (1) ◽  
pp. 1-7
Author(s):  
Irma Melani ◽  
Suroso Suroso ◽  
Nurul Musqori

This study aims to analyze the effect of the independent variables on the dependent variable. The independent variables are Capital Adequacy (CAR) and Liquidity (CR) while the dependent variable is Profitability (ROA) in Food and Beverage Sub-Sector Manufacturing Companies Listed on the Indonesia Stock Exchange (ISE) for the period of 2015-2018. The sample in this study consisted of 8 companies listed on the Indonesia Stock Exchange (ISE) for 4 years in the 2015-2018 period. The data used in this study is to use the company's financial statement data published on the Indonesia Stock Exchange (ISE) website and the official website of each company. The data used are secondary data and the method used is panel data regression analysis with the help of the Eviews 9 program to obtain a comprehensive picture of the relationship between one variable with another variable. The results showed that CAR significantly influenced ROA, CR did not influence significantly ROA, CAR and CR simultaneously had an effect on ROA. The effect of CAR and CR on ROA of 92.47% while the remaining 7.33% is influenced by other factors not included in the research model.


2019 ◽  
Vol 1 (2) ◽  
pp. 128
Author(s):  
Fitrah Auliana ◽  
Tahmat Tahmat

The purpose of this study is to find out and analyze the influence of partial and simultaneously of external factors of the company specifically crude oil price, interest rate, inflation and exchange rate towards mining stock price. Object of this study are mining companies that listed in Indonesian Stock Exchange and entered in LQ45 indices period of 2011- 2018. Method of analysis in this research is panel data regression analysis. With purposive sampling method, 13 companies obtained that will be the object of research.Based on research results, crude oil price, interest rate, inflation and exchange rate have simultaneously effect towards mining stock prices. But in partially, just crude oil price and interest rate have effect towards mining stock prices, while inflation and exchage rate haven’t partially effect towards mining stock price in LQ45 indices period of 2011-2018.


2021 ◽  
Vol 3 (2) ◽  
pp. 91-100
Author(s):  
Henny Medyawati ◽  
Muhamad Yunanto ◽  
Ega Hegarini

This study analyzes the influence of financial technology on the financial performance of banks listed on the Indonesia Stock Exchange (IDX) during the 2014-2020 period. Financial technology was measured by the number of Automated Teller Machine (ATM) transactions and internet and mobile banking, while bank profitability was measured by Return On Assets (ROA). Furthermore, this study used the panel data regression analysis, with the Automated Teller Machine (ATM) transactions as well as internet and mobile banking as the independent variables, and ROA as the dependent variable. Purposive sampling was used to select six banks as samples. The results showed the fixed effect as the most suitable model, where ROA is affected by the internet and mobile banking, while the TM technology has no effect.


2021 ◽  
Vol 26 (3) ◽  
pp. 480
Author(s):  
Muhammad R. Zhafran, Latifah Herman, H. S. Lestari

This study aims to determine the effect of ownership structure on dividend policy. The sample used for this research is non-manufacturing companies listed on the Indonesia Stock Exchange during the 2015-2020 period, which total 18 companies. The technique for taking samples in this study is purposive sampling and panel data regression analysis methods. The independent variables used are managerial ownership, board size, board independent and the control variables are profitability, firm size, corporate tax with dividend decision as the dependent variable.


2018 ◽  
Vol 7 (4.38) ◽  
pp. 852
Author(s):  
Riko Hendrawan ◽  
Avi Avitianti

The purpose of this research is to exemine the effect of Loan to Value (LTV), exchange rate, Gross Domestic Product (GDP), Interest Rate and Return on Equity (ROE) to return of property stock that entered at LQ 45 in Indonesia Stock Exchange period 2009 - 2017. Using selected 5 Real Estate and Property Companies as research samples. Panel Data Regression Tehniques were use for this research. The result of this research is LTV partially has no significant effect on stock return, partial exchange rate has no significant effect on stock return, GDP partially significant effect of stock return interest rate partially does not have significant influence retun share, ROE partially significant effect of stock return and there is simultaneously significant influence between LTV, exchange rate, GDP, interest rate and ROE to stock return.  


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