scholarly journals Analisi Regresi Data Panel pada Kinerja Perbankan di Indonesia

2020 ◽  
Vol 5 (2) ◽  
pp. 199-208
Author(s):  
Keti Purnamasari
Keyword(s):  
Market Structure ◽  
Market Share ◽  
Market Concentration ◽  
Capital Adequacy ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Specific Factors ◽  
Bank Specific Factors ◽  
Size Efficiency ◽  
Interest Margin

Abstract- The determinants of bank performance can be grouped into three groups, namely; 1) bank specific factors related to management decisions and policy objectives, 2) industry factors related to industrial structure and market growth, and 3) macroeconomic factors that reflect the economic conditions in which the bank operates. This study analyzes the effect of bank-specific factors and industry factors on banking performance using panel data regression analysis on a sample of 39 Indonesian Commercial Banks during the 2015-2019 period. Bank specific factors consist of bank size, efficiency, and capital adequacy, while the industrial factor in this study is the market structure which includes market concentration and market share. Banking performance is measured by Return on Equity and Net Interest Margin. The results of this study indicate that bank size and efficiency (BOPO) has a negative and significant effect on banking performance. Capital adequacy and market concentration have no effect on banking performance. Meanwhile, the market share variable has a positive and significant effect on banking performance as measured by Net Interest Margin but does not affect banking performance as measured by Return on Equity. Keywords : bank size, efficiency, capital adequacy, market structure, banking performance Abstrak- Determinan kinerja bank dapat dikelompokkan menjadi tiga kelompok yaitu ; 1) faktor spesifik bank yang terkait dengan keputusan manajemen dan tujuan kebijakan, 2) faktor industri yang terkait struktur industri dan pertumbuhan pasar, dan 3) faktor makroekonomi yang mencerminkan keadaan ekonomi dimana bank beroperasi. Penelitian  ini menganalisis pengaruh faktor spesifik bank dan faktor industri terhadap kinerja perbankan dengan menggunakan analisis regresi data panel pada sampel dari 39 Bank Umum Konvensional Indonesia selama periode 2015-2019. Faktor spesifik bank terdiri atas ukuran bank, efisiensi, dan kecukupan modal sedangkan faktor industri dalam penelitian ini adalah struktur pasar yang meliputi konsentrasi pasar dan pangsa pasar. Kinerja perbankan diukur dengan Return on Equity dan Net Interest Margin. Hasil penelitian ini menunjukkan hasil bahwa variabel ukuran bank dan efisiensi (BOPO) memiliki pengaruh negatif dan signifikan terhadap kinerja perbankan. Variabel kecukupan modal dan konsentrasi pasar tidak berpengaruh terhadap kinerja perbankan. Sedangkan variabel pangsa pasar memiliki pengaruh positif dan signifikan terhadap kinerja perbankan yang diukur dengan Net Interest Margin namun tidak berpengaruh terhadap kinerja perbankan yang diukur dengan Return on Equity. Keywords : ukuran bank, efisiensi, kecukupan modal, struktur pasar, kinerja perbankan 

scholarly journals Analisis Faktor Spesifik Bank Terhadap Non Performing Loan Pada Bank Umum Konvensional Yang Terdaftar Di Bursa Efek Indonesia

Owner ◽  
2022 ◽  
Vol 6 (1) ◽  
pp. 43-55
Author(s):  
Meily Juliani
Keyword(s):  
Secondary Data ◽  
Capital Adequacy ◽  
Annual Reports ◽  
Return On Equity ◽  
Operating Income ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Specific Factors ◽  
Conventional Banks ◽  
Interest Margin

The purpose of this research is to analyze the effect of bank specific factors on non-performing loan on public conventional banks. The dependent variable studied was the non-performing loan and independent variables examined were capital adequacy ratio, bank size, loan to deposit ratio, net interest margin, return on equity, operating expenses to operating income, and earning per share.  The secondary data obtained from the annual reports submitted in the IDX. Sample consist of 32 public conventional banks listed in IDX in the period of 2012-2017. The result of this study indicate that bank size and net interest margin has a positive and significant impact on non-performing loan. While return on equity showed a negative and significant impact on non-performing loan. The result of this study also showed that capital adequacy ratio, loan to deposit ratio, operating expenses to operating income and earning per share did not have any significant impact on non-performing loan.

Kinerja Rasio Keuangan Perbankan Islam Dan Konvensional: Studi Komparatif

Liquidity ◽  
2018 ◽  
Vol 2 (1) ◽  
pp. 13-20
Author(s):  
Amrizal Amrizal
Keyword(s):  
Annual Report ◽  
Capital Adequacy ◽  
Average Increase ◽  
Return On Assets ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

The article focuses to analyze finance ratio consist of Return on Assets (ROA), Return on Equity (ROE), Net Interest Margin (NIM) Capital Adequacy Ratio (CAR) except Earnings before Interest Tax (EBIT). The research is conducted to three conventional banking (BNI 46, Mandiri and BRI) and three syariah banking (Bank Muamalat Indonesia, Bank Mega Syaria and Bank Syariah Mandiri) for annual report periods 2007 to 2011. The result shows, the average increase EBIT to conventional banking groups during period 2007 to 2011 are 1.91% while the average EBIT to syariah banking groups are 1.53%. The average of ROA to conventional banking groups are 3.01% while the average ROA to syariah banking groups are 1.99%. The average of ROE to conventional banking groups is 24.19% while the average of ROE to syariah banking groups is 33.31%. The average of NIM to conventional banking groups during period 2007 to 2011 are 7.08% while the average of NIM to syariah banking groups during period 2007 to 2011 are 8.14%. The average of CAR to conventional banking groups is 15.63%, while the average of CAR to syariah banking groups during the period are 12.19%.

scholarly journals Pengaruh Net Interest Margin, Return On Equity, Return On Asset, Capital Adequacy Ratio terhadap Price Book Value Pada Bank Umum di Indonesia

2021 ◽  
Vol 6 (1) ◽  
Author(s):  
Yusuf Iskandar
Keyword(s):  
Stock Exchange ◽  
Analysis Data ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Return On Equity ◽  
Book Value ◽  
Service Companies ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Economic development in Indonesia can have an influence on companies, especially service companies such as banks. Seeing the development of service companies such as banks that continue to fluctuate, this can have an impact on the performance of banking companies on the price book value, therefore a study aimed at examining the effect of net interest margin, return on equity, return on assets and capital adequacy ratio can be carried out against the price book value at commercial banks in Indonesia. The analytical tool in this study using multiple regression analysis. Data analysis was carried out on banking companies listed on the Indonesian stock exchange in 2016 - 2018. As many as 15 banks that met the criteria as the study population, all members of the population were used as the research sample. The results of this study indicate that the net interest margin has a significant effect on the price book value, the return on equity has a significant effect on the price book value, the return on assets has a significant effect on the price book value and the capital adequacy ratio has a significant effect on the price book value.

scholarly journals BANK SPECIFIC AND MACRO-ECONOMIC DETERMINANTS OF THE UNITED ARAB EMIRATES COMMERCIAL BANKS PROFITABILITY: A PANEL DATA ANALYSIS

2020 ◽  
Vol 8 (10) ◽  
pp. 661-677
Author(s):  
Jamil Salem Al Zaidanin ◽  
Keyword(s):  
United Arab Emirates ◽  
Commercial Banks ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Bank Profitability ◽  
Macroeconomic Factors ◽  
Economic Determinants ◽  
Return On Equity ◽  
Specific Factors ◽  
Bank Specific Factors

This study attempts to identify the Bank Specific and Macro-economic Determinants of The United Arab Emirates Commercial Banks Profitability measured by Return on Assets, Return on Equity and Net Interest Margin. The study uses bank-specificand microeconomic factors as independentvariables. The bank-specific factors include bank size, capital adequacy, assets quality, liquidity, deposits, diversification ,business mix, and efficiency, while the macroeconomic factors include real Gross Domestic Product growth, Inflation Rate, and Real Interest Rate.Regression models were used to relate bank profitability ratios to the independent variables built on panel data for the period 2013-2019 of sixteen commercial banks operating in the United Arab Emirates.The results of the study show thatassetsize, liquidity, off-balance sheet activities, and diversification have significant impact on profitability as measured by theNet Interest Margin. In addition, loans under follow-up to total loans, and managerial efficiency are found to behighlysignificantvariables of profitability in the context of the United Arab Emirates commercial banks as measured by Return on Assets and Return on Equity. Furthermore, diversification has a significant impact on profitability as measured by Return on Assets. The remaining bank-specific factors (capital adequacy, loans to total assets, liquidity, deposits to assets ratio, and operating expenses to total assets ratio) and macroeconomic factors have no significant effect on bank profitability. The results of the study suggest that banks can improve their profitability through maintaining high operating income, decreasing the size of non-performing loans, full utilization of liquid assets, more concentration on the main activities, efficiently managing their operating expenses, and taking advantage of the Gross Domestic Productgrowth , inflation and Interest Rate changes to improve the banks performance and profitability. In addition, it is recommended to make further studies on the banks performance with an expanded scope which is tobe extended to other industries.

scholarly journals THE ANALYSIS OF THE EFFECTS OF CAPITAL ADEQUACY RATIO, OPERATIONAL COST COMPARING TO THE OPERATIONAL REVENUE, NET INTEREST MARGIN, NON-PERFORMING LOAN AND LOAN TO DEPOSIT RATIO UPON THE RETURN ON EQUITY (Empirical Study of Company Banking registered in the List of BEI for the period of 2012-2015)

2018 ◽  
Vol 3 (02) ◽  
pp. 15
Author(s):  
Gilang Ramadhan Fajri
Keyword(s):  
Empirical Study ◽  
Hypothesis Test ◽  
Sampling Technique ◽  
Capital Adequacy ◽  
Operational Cost ◽  
Partial Regression Coefficient ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

This research is an empiric study to do a research on the Analysis of the Effects of Capital Adequacy Ratio, Operational Cost comparing to the Operational Revenue, Net interest margin, Non-Performing Loan and Loan to Deposit Ratio upon the Return on Equity (Empirical Study on the Company Banking listed on BEI for the period of 2012-2015), sampling technique has applied the purposive sampling in order to get the samples of 30 companies. The aims of this research are to prove that the effects of Capital Adequacy Ratio (CAR), Operational costs comparing to the Operational Revenue (BOPO), Net interest Margin (NIM), Non-Performing Loan (NPL) netto and Loan to Deposti Ratio (LDR) upon the performance of bank which is measured by Return on Equity (ROE) and which variables that have been the most dominant affecting Return on Equity (ROE). The Analytical technics has applied multiple linear regression and hypothesis test has used t-statistics to examine partial regression coefficient and f-statistics to examine the feasibility of the research model using the level of significance of 5 %. Besides that, classical assumption test has been done covering normality test, multicollinearity test, heteroscedasticity test and auto correlation test.Key words:  Capital Adequacy Ratio (CAR), Operational Cost comparing to the Operational Revenue (BOPO), Net Interest Margin (NIM), NonPerforming Loan (NPL). Loan to Deposit Ratio (LDR), Return on Equity (ROE). 

scholarly journals DETERMINANTS OF PROFITABILITY: A CASE OF COMMERCIAL BANKS IN PAKISTAN

2021 ◽  
Vol 9 (2) ◽  
pp. 01-13
Author(s):  
Mohammad Farooq ◽  
Shiraz Khan ◽  
Atif Atique Siddiqui ◽  
Muhammad Tariq Khan ◽  
Muhammad Kamran Khan
Keyword(s):  
Commercial Banks ◽  
Inflation Rate ◽  
Capital Adequacy ◽  
Economic Factors ◽  
Internal Factors ◽  
Return On Equity ◽  
Leverage Ratio ◽  
Net Interest Margin ◽  
Number Of Branches ◽  
Interest Margin

Purpose of the study: This study aims to investigate the impact of bank-specific and macro-economic factors on commercial banks profitability in Pakistan. Methodology: This study uses both internal and external factors as independent variables. Internal factors are inclusive of capital adequacy, operational efficiency, deposit ratio, liquidity, leverage, number of branches, and bank size, while external indicators are pertaining to GDP, rate of inflation, interest rate, and rate of foreign exchange. Return on assets, return on equity, and net interest margin is employed as proxies for measuring profitability. Balanced panel data of 25 commercial banks over a period ranging from 2009 to 2018 is analyzed through descriptive statistics and fixed effects regression model. Main Findings: The empirical findings revealed that among internal factors, capital adequacy ratio, deposit ratio, leverage ratio, liquidity ratio, and bank size significantly affect the return on asset, while in the case of macro-economic factors, inflation rate, exchange rate, and GDP have a significant impact on return on asset. On the other hand, return on equity is significantly affected by deposit ratio, leverage ratio, and operational efficiency, whereas among macro-economic factors, only the inflation rate had a significant effect on return on equity. Furthermore, in the case of net interest margin, among internal factors, capital adequacy ratio, deposit ratio, bank size, and the number of branches have a significant impact on net interest margin, whereas, among macro-economic factors, interest rate, inflation rate, and exchange rate significantly affected net interest margin. Applications of this study: This study has greater importance for government, bank managers, investors, academicians, and scholars. Originality/Novelty: In this study, the number of branches is taken as a novel factor in Pakistan's case and bridges the gap in the banking literature of Pakistan.

scholarly journals The Impact of Capital on Bank Profitability: Case of Tunisia

2021 ◽  
pp. 7-20
Author(s):  
Mohamed Aymen Ben Moussa ◽  
Hédi Trabelsi ◽  
Adel Boubaker
Keyword(s):  
Capital Adequacy ◽  
Bank Capital ◽  
Return On Assets ◽  
Bank Profitability ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
The Impact ◽  
The Relationship ◽  
Interest Margin

The capital adequacy ratio measures the ability of a financial institutions to meet its liabilities by comparing its capital with assets. This article studied the relationship between bank capital and bank profitability measured by (Return on assets; return on equity; net interest margin). We used a method of static panel for a sample of 11 banks in Tunisia between (2000…2018). We found that bank capital has a significant impact on ROA. But capital has a non significant effect on bank return on equity and not significant impact on bank net interest margin.

scholarly journals PENGARUH KINERJA KEUANGAN TERHADAP KEBIJAKAN DIVIDEN (STUDI PADA INDUSTRI PERBANKAN YANG TERDAFTAR DI BEI)

2018 ◽  
Vol 2 (1) ◽  
pp. 188
Author(s):  
Rosmita Rasyid
Keyword(s):  
Capital Adequacy ◽  
Dividend Payout ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Pemegang saham berkepentingan untuk memperoleh pengembalian investasinya secara berkala dalam bentuk dividen yang dibagikan oleh perusahaan.Agar dapat membagi dividen perusahaan haruslah memiliki kinerja keuangan  yang sehat.Penelitian empiris mengenai pengaruh kinerja keuangan terhadap kebijakan dividen yang selama ini sering dilakukan adalah atas perusahaan manufaktur yang memberikan hasil yang berbeda-beda dan  masih sedikit penelitian yang dilakukan pada industri perbankan.Tujuan penelitian ini dilakukan untuk melihat bagaimana pengaruh kinerja keuangan yang tercermin dari rasio-rasio keuanganterhadap kebijakan dividen pada industri perbankan. Kinerja keuangan perbankan ditinjau dari sisi kemampulabaan, permodalan dan likuiditas  yang dalam hal ini dicerminkan dari rasio Return on Asset (ROA), Return On Equity (ROE), Net Interest Margin (NIM),Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), dan Loan to Deposit Ratio (LDR) dan kebijakan dividen dicerminkan dari rasio Dividend Payout Ratio (DPR). Penelitian dilakukan pada industri perbankan yang go public di Bursa Efek Indonesia pada periode 2010-2014.Terdapat 29  perusahaan bank yang go public di Bursa Efek Indonesia pada periode 2010-2014. Penelitian ini menggunakan analisis regresi berganda yang diolah dengan EVIEWs. Hasil penelitian menunjukkan variabel ROA, CAR dan LDR berpengaruh negatif signifikan terhadap DPR, namun variabel NIM, NPL dan ROE tidak berpengaruh secara signifikan terhadap DPR.Keywords: KinerjaKeuangan, Bank, KebijakanDividen

scholarly journals PENGARUH RASIO KEUANGAN TERHADAP TINGKAT KINERJA PADA BANK PEMBANGUNAN DAERAH

ETIKONOMI ◽  
2015 ◽  
Vol 13 (2) ◽  
Author(s):  
Mulatsih Mulatsih
Keyword(s):  
Negative Influence ◽  
Positive Influence ◽  
Capital Adequacy ◽  
Return On Equity ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Dependent Variables ◽  
Regional Development Banks ◽  
Method Analysis ◽  
Interest Margin

The aim of this research is to analyze the effect of financial ratios on profitability at regional development banks. The method analysis that used in this research is multiple regressions with six variabel independent such as capital adequacy ratio, net interest margin, BOPO, loan to deposit ratio, non-performing loan, and return on equity, and the dependent variables is return on asset. The result shown that capital adequacy ratio, net interest margin, and ROE have a positive influence on ROA. BOPO and non-perfoming loan had a negative influence to return on asset. The value of R square shown that all the independent variables can explained the model with 83,7%, and the rest is about 16,7% was explained by other variables outside the model.DOI: 10.15408/etk.v13i2.1884

scholarly journals PENGARUH KONSENTRASI STRUKTUR PASAR TERHADAP KINERJA INDUSTRI KOMERSIAL PERBANKAN DI INDONESIA PERIODE TAHUN 2007 - 2011

2020 ◽  
Vol 2 (4) ◽  
Author(s):  
Mr Rofanov
Keyword(s):  
Market Structure ◽  
Market Share ◽  
Commercial Banks ◽  
Concentration Ratio ◽  
Banking Industry ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Net Interest Margin ◽  
Banking Market ◽  
Capital Adequacy Ratio

Based on the ratio of market share of 11 commercial banks discovered the phenomenon gap of the period 2007-2011 where 11 commercial banks dominate the banking market predominantly in Indonesia, including four state-owned banks. This phenomenon has resulted in the banking market structure tends to form an oligopoly, it is obviously affecting the behavior of banks that have a dominant position to maintain supernormal profit, which is reluctant to extend credit with low interest tribes and not a reflection of efficient behavior that ultimately lead to the real sector can not run role in the economy because of factors hampered financing. And with the market conditions are 11 commercial banks were so dominant, which is feared if one bank's collapse could affect the performance of banks in a systemic and even disrupt the Indonesian economy in general. The objectives of this research to determine the form of the banking market structure and analize the influence of concentration market structure and Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Net Interest Margin (NIM), and Loan to Deposit Ratio (LDR) to Return on Asset (ROA) wich is as a proxy of Financial Performance Banking in 2007 until 2011 periods. The data in this study was collected from Indonesian Banking Directory of 2007-2011. The collected sample was 11 biggest commercial banks over the period from 2007-2011. The analysis model  was used to determine the shape of banking market structure by using CR4 concentration ratio (Four Concentration Ratio) on a share of the assets, the share of third-party funding (DPK) and the share of loans, that produce banking that shaped the oligopoly market structure moderate low or concentration oligopoly level IV, where four largest banks a dominate about 42% - 50% market share. The estimation of the Fixed Effect Model unknown  that concentration market, market share, Capital Adequacy Ratio (CAR), Net Interest Margin (NIM) and the Loan to Deposit Ratio (LDR) has a positive effect on profitability (Return on Assets ) as a proxy for the performance of the banking industry. And for the  Non Performing Loan (NPL) has a negatively effect on profitability (Return on Assets) as a proxy for the performance of the banking industry.

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