Factors affecting net interest margin of joint-stock commercial banks in Vietnam

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.

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

MIX JURNAL ILMIAH MANAJEMEN ◽

10.22441/mix.2018.v8i3.012 ◽

2018 ◽

Vol 8 (3) ◽

pp. 640

Author(s):

Zulkifli Z ◽

Rispa Eliza

Keyword(s):

Exchange Rate ◽

Rate Ratio ◽

Stock Exchange ◽

Regression Method ◽

Fixed Effect ◽

Independent Variables ◽

Net Interest Margin ◽

Panel Data Regression ◽

Data Regression ◽

Interest Margin

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)

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DETERMINAN EFISIENSI PERBANKAN DI INDONESIA (STUDI EMPIRIS PADA BANK UMUM SYARIAH DI INDONESIA PERIODE 2012-2018)

Jurnal Ekonomi Syariah Teori dan Terapan ◽

10.20473/vol7iss202012pp2436-2452 ◽

2020 ◽

Vol 7 (12) ◽

pp. 2436

Author(s):

Sri Farhatin Wulandari ◽

Muh. Nafik Hadi Ryandono

Keyword(s):

Commercial Banks ◽

Secondary Data ◽

Sampling Technique ◽

Capital Adequacy ◽

Important Indicator ◽

Purposive Sampling ◽

Net Interest Margin ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Interest Margin

ABSTRAKEfisiensi merupakan salah satu indikator penting dalam mengukur kinerja keseluruhan dari aktivitas perbankan. Penelitian ini bertujuan untuk mengetahui pengaruh variabel Capital Adequacy Ratio (CAR), Financing to Deposito Ratio (FDR), Net Interest Margin (NIM), dan Bank Size terhadap Efisiensi Bank Umum Syariah di Indonesia periode 2012-2018 yang diproksikan melalui Beban Operasional Pendapatan Operasional (BOPO). Metode yang digunakan adalah metode kuantitatif dengan teknik analisis regresi data panel menggunakan alat statistik Eviews 9.0. Data yang digunakan adalah data sekunder dengan teknik pengambilan sampel purposive sampling sehingga menghasilkan sampel sebanyak 11 Bank Umum Syariah di Indonesia. Hasil penelitian ini menunjukkan bahwa secara simultan variabel Capital Adequacy Ratio (CAR), Financing to Deposito Ratio (FDR), Net Interest Margin (NIM), dan Bank Size berpengaruh signifikan terhadap Efisiensi Bank Umum Syariah di Indonesia periode 2012-2018. Selanjutnya, secara parsial Capital Adequacy Ratio (CAR), berpengaruh negative dan signifikan, Financing to Deposito Ratio (FDR) berpengaruh positif dan signifikan, Net Interest Margin (NIM) berpengaruh positif dan tidak signifikan, dan Bank Size berpengaruh negatif dan signifikan terhadap efisiensi perbankan syariah.Kata Kunci: Efisiensi, CAR, FDR, NIM, Bank Size, Bank Syariah. ABSTRACTEfficiency is an important indicator in measuring the overall performance of banking activities. This study aimed to determine the effect of the variable Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), Net Interest Margin (NIM), and Bank Size on the Efficiency of Sharia Commercial Banks in Indonesia for the period 2012-2018, proxied through Operational Income Operational Expenses (BOPO). The method used was a quantitative method with panel data regression analysis techniques using statistical tools Eviews 9.0. The data were secondary data with purposive sampling technique to produce a sample of 11 Sharia Commercial Banks in Indonesia. The results of this study showed that simultaneously the variables of Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), Net Interest Margin (NIM), and Bank Size had a significant effect on the Efficiency of Islamic Commercial Banks in Indonesia for the period 2012-2018. Furthermore, partially Capital Adequacy Ratio (CAR) had a negative and significant effect, Financing to Deposit Ratio (FDR) had a positive and significant effect, Net Interest Margin (NIM) had a positive and insignificant effect, and Bank Size had a negative and significant effect on Sharia banking efficiency.Keywords: Efficiency, CAR, FDR, NIM, Bank Size, Sharia Bank.

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ANALYSIS OF FACTORS AFFECTING CRYPTOCURRENCY RETURN DURING THE COVID-19 PANDEMIC

International Journal of Economic, Business, Accounting, Agriculture Management and Sharia Administration (IJEBAS) ◽

10.54443/ijebas.v1i2.66 ◽

2021 ◽

Vol 1 (2) ◽

pp. 199-210

Author(s):

Mangasi Sinurat

Keyword(s):

Regression Analysis ◽

Asset Price ◽

Secondary Data ◽

Analysis Method ◽

Factors Affecting ◽

Market Capitalization ◽

Insignificant Effect ◽

Panel Data Regression ◽

Data Regression ◽

Negative Effect

This study aims to analyze the effect of Asset Price, Transaction Volume and Market Capitalization on Cryptocurrency Return. This study uses secondary data in the form of a 2020 weekly report accessed at www.Indodax.com. The data analysis method in this study uses panel data regression analysis which is processed using eviews 10. The partial results show that asset price has a negative and insignificant effect on cryptocurrency returns, transaction volume has a positive and insignificant effect on cryptocurrency returns, market capitalization has a negative and negative effect and not significant to the return of cryptocurrencies. The results of the study simultaneously show that asset price, transaction volume and market capitalization have a negative and insignificant effect on the dependent variable, namely cryptocurrency returns with an R-squared value of 1.1682%. Suggestions for further research are to add other variables that affect cryptocurrency returns such as macroeconomics.

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Determinant of Net Interest Margin Banking In Indonesia, During The Period 2009 - 20018

Ilomata International Journal of Management ◽

10.52728/ijjm.v2i4.385 ◽

2021 ◽

Vol 2 (4) ◽

pp. 300-308

Author(s):

Siti Mariam ◽

Fika Aryani ◽

Dhinda Siti Mustikasari ◽

Abdul Haeba Ramli

Keyword(s):

Exchange Rate ◽

Analysis Tool ◽

Financial Service Authority ◽

Net Interest Margin ◽

Panel Data Regression ◽

Analysis Technique ◽

Data Regression ◽

Negative Effect ◽

Loan Growth ◽

Interest Margin

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.

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Pemodelan Kasus DBD di Provinsi Jawa Timur dengan Metode Data Panel

Jurnal Biometrika dan Kependudukan ◽

10.20473/jbk.v8i2.2019.101-108 ◽

2019 ◽

Vol 8 (2) ◽

pp. 101

Author(s):

Annisa Dwinda Shafira

Keyword(s):

Panel Data ◽

Population Density ◽

Time Series Data ◽

Secondary Data ◽

Series Data ◽

Panel Regression ◽

Affecting Factors ◽

Factors Affecting ◽

Panel Data Regression ◽

Data Regression

The combination of panel data regression consist of time series data, it was collected based on a characteristic at a certain time (cross section). This research aimed to analyze the affecting factors and dominant factors of Dengue Hemoragic Fever (DHF) cases in East Java using panel data regression. This research uses secondary data published by the East Java Provincial Health Office, namely the Health Profile and the East Java Provincial Statistics Agency such as documents of each Districts/City in Numbers of East Java on 2014–2017 using total research population that were collected in all districts/cities in East Java Province. The data of new cases of DHF and factors affecting the incidence of DHF including clean and healthy living behavior in the household, poverty, population density, rainfall in East Java on 2014–2017. Panel regression analysis is used to determine the best model of the CEM, FEM and REM using Chow test, Hausman test and Langrange Multiplier test. Based on the results, the best model of panel regression is FEM with affecting variables such as poverty, population density, and rainfall.

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PENGARUH RASIO CAPITAL ADEQUACY, LOAN TO DEPOSIT, NET INTEREST MARGIN TERHADAP PERTUMBUHANLABA (STUDI KASUS PADA BANK UMUM KONVENSIONALYANG TERDAFTAR DI BURSA EFEK INDONESIA)

AKUNTABILITAS ◽

10.29259/ja.v11i2.8933 ◽

2019 ◽

Vol 11 (2) ◽

pp. 115-126

Author(s):

Bambang Suryadi ◽

Lis Djuniar

Keyword(s):

Commercial Banks ◽

Stock Exchange ◽

Secondary Data ◽

Capital Adequacy ◽

Test Results ◽

Net Interest Margin ◽

Capital Adequacy Ratio ◽

Research Population ◽

Profit Growth ◽

Interest Margin

This study is how Influence Ratio Capital Adequacy Ratio, Loan to Deposit Ratio, Net Interest Margin Against Profit Growth at Conventional Commercial Banks Listed on Indonesia Stock Exchange. the purpose of this study is to analyze the Influence of Capital Adequacy Ratio Ratio, Loan to Deposit Ratio, Net Interest Margin on Profit Growth at Conventional Commercial Banks Listed on Indonesia Stock Exchange. The type of research used is associative research. The research population is conventional commercial bank in Indonesia. The research variables are Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), and Profit Growth. The data used is secondary data. Data collection methods are quantitative. Partial test results show that NIM has a significant effect on Profit Growth, While CAR and LDR have no significant effect to Profit Growth.

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Analisis Profitabilitas Perbankan Syariah di Indonesia sebagai Dampak Dari Efisiensi Operasional

Jurnal Kajian Akuntansi ◽

10.33603/jka.v1i2.823 ◽

2017 ◽

Vol 1 (2) ◽

Author(s):

Nur Zulfah Hijriyani ◽

Setiawan Setiawan

Keyword(s):

Financial Services ◽

Secondary Data ◽

Sampling Technique ◽

Operational Efficiency ◽

Islamic Banks ◽

Return On Assets ◽

Panel Data Regression ◽

Analysis Technique ◽

Data Regression ◽

Negative Effect

AbstractThe purpose of this study are to measure and analyze operational efficiency that showed by bank financial ratios consisting of Operating Expenses to Operating Revenues (BOPO), Allowance for Possible Losses on Earning Assets (PPAP), Non Performing Financing (NPF) and Financing to Deposits Ratio (FDR) to Profitability that measured by Return on Assets (ROA). The population in this research is 11 Islamic Banking (BUS) by using total sampling technique in determine the sample. The data used in this study is secondary data obtained from the annual report of the bank period 2010 to 2016 published by each bank and matched with the data also by the Financial Services Authority (OJK). The analysis technique used is panel data regression analysis. Based on the result of F-test in this research, it can be concluded that the independent variables (operational efficiency) have a significant effect on the dependent variable (profitability). Meanwhile, the t-test shows that BOPO ratio has a significant negative effect on profitability. For the other three ratios, PPAP, NPF and FDR have no significant effect on profitability of Islamic Banks (BUS).Keywords: Islamic banks; Operational efficiency; Profitability. AbstrakPenelitian ini bertujuan untuk mengukur dan menganalisis pengaruh efisiensi operasionalyang diproksikan dengan rasio keuangan bank yang terdiri dari rasio Biaya Operasionalterhadap Pendapatan Operasional (BOPO), Penyisihan Penghapusan Aktiva Produktif(PPAP), Non Performing Financing (NPF) dan Financing Deposit Ratio (FDR) terhadapprofitabilitas yang diukur dengan Return on Asset (ROA). Populasi dalam penelitian ini adalah 11Bank Umum Syariah (BUS) dengan penggunaan teknik total sampling dalam penentuansampelnya. Data yang digunakan dalam penelitian ini adalah data sekunder yang diperolehdari laporan tahunan bank periode 2010 hingga 2016 yang dipublikasikan oleh masing-masing bank dan dicocokkan dengan data yang juga dipublikasikan oleh Otoritas JasaKeuangan (OJK). Teknik analisis yang digunakan adalah analisis regresi data panel. Berdasarkan hasil uji-F pada penelitian ini, dapat disimpulkan bahwa variabel independen (efisiensi operasional) berpengaruh signifikan terhadap variabel dependen (profitabilitas). Sementara itu, hasil uji-t menunjukkan bahwa rasio BOPO berpengaruh negatif signifikanterhadap profitabilitas. Untuk tiga rasio lainnya yaitu PPAP, NPF dan FDR tidak memilikipengaruh signifikan terhadap profitabilitas Bank Umum Syariah (BUS).Kata Kunci: Bank syariah; Efisiensi operasional; Profitabilitas.

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The Impact of The Sustainability Report on The Performance of Maqashid Sharia Islamic Commercial Banks in Indonesia

International Journal of Tourism and Hospitality in Asia Pasific ◽

10.32535/ijthap.v3i3.958 ◽

2020 ◽

Vol 3 (3) ◽

pp. 96-103

Author(s):

Arini Arini ◽

Satia Nur Maharani ◽

Dodik Juliardi

Keyword(s):

Commercial Banks ◽

Islamic Banks ◽

Standard Score ◽

Panel Data Regression ◽

Data Regression ◽

Negative Effect ◽

Perspective Model ◽

The Impact ◽

Education Justice ◽

Sustainability Report

This study examines the effect of sustainability reports on the performance of maqashid sharia in Islamic banks. The sample of this research is Islamic commercial banks in Indonesia for the period 2014-2018. The sustainability report is measured by the standard score of the GRI 4 sustainability report and the performance of Islamic banks is measured using maqashid sharia with 3 perspectives, namely education, justice and welfare. The method used is panel data regression with 3 research models. The results of the analysis of model 1 show that the sustainability report has a significant negative effect on the performance of maqashid sharia from an education perspective. In model 2, the results show that the sustainability report does not have a significant effect on the performance of maqashid syariah justice perspective. Model 3 shows the results that the sustainability report does not have a significant effect on the performance of maqashid syariah from the welfare perspective.

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Pengaruh Faktor Internal dan Faktor Eksternal terhadap Perataan Laba Bank Umum Syariah Indonesia Periode 2014-2018

Journal of Applied Islamic Economics and Finance ◽

10.35313/jaief.v1i2.2482 ◽

2021 ◽

Vol 1 (2) ◽

pp. 511-523

Author(s):

Setiawati Indah Gempita ◽

Leni Nur Pratiwi ◽

Lili Masli

Keyword(s):

Commercial Banks ◽

Audit Committee ◽

Secondary Data ◽

Income Smoothing ◽

Capital Adequacy ◽

Good Corporate Governance ◽

Panel Data Regression ◽

Capital Adequacy Ratio ◽

Data Regression ◽

Internal And External Factors

This study aims to see the effect of Total Financing (TF), Non Performing Financing (NPF), Earnings Before Taxes and Provision (EBTP), Good Corporate Governance (GCG) proxied by the Audit Committee, Capital Adequacy Ratio (CAR), BI rate. and Inflation on Income Smoothing at Islamic Commercial Banks (BUS) for the period 2014-2018. This research is a quantitative study, the selection was by purposive sampling method. The data used are secondary data. The data analysis method uses panel data regression analysis using the Eviews10 program tool. The data population in this study were 12 Islamic commercial banks in Indonesia which will be sampled in the study. The results of this study indicate that simultaneously internal and external factors have a significant effect on income smoothing. Partially the NPF, EBTP, GCG, CAR variables have a significant effect on income smoothing, while TF, BI rate and the inflation rate do not have a significant effect on income smoothing.

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PENGARUH KETERBUKAAN EKONOMI, PENDIDIKAN, DAN PENGANGGURAN TERHADAP KETIMPANGAN PENDAPATAN DI INDONESIA

Media Ekonomi ◽

10.25105/me.v27i1.5304 ◽

2019 ◽

Vol 27 (1) ◽

pp. 71

Author(s):

Muhammad Ibnu Fatsabit ◽

Husna Leila Yusran

Keyword(s):

Unemployment Rate ◽

Direct Investment ◽

Average Length ◽

Secondary Data ◽

Education Level ◽

Economic Openness ◽

Export Ratio ◽

Panel Data Regression ◽

Data Regression ◽

Negative Effect

This study aim is to see the influence of economic openness, education level, and unemployment rate toward against income inequality at the provincial level in Indonesia. This study uses panel data regression analysis by using Eviews 8 analysis tools. The data used in this study is secondary data consisting of gini ratio, export/GDRB ratio, import/GDRB ratio, foreign direct investment/PDRB ratio, unemployment rate and average length of school, at 33 provinces in Indonesia in the period of 2007 to 2016. The results obtained show that only the export ratio and unemployment rate have an effect on the level of inequality in Indonesia. The export ratio has a positive and significant effect, while the unemployment rate variable has a significant negative effect.

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