scholarly journals MARKET DICIPLINE DAN REGULASI PENJAMINAN SIMPANAN BANK DI INDONESIA

2017 ◽  
Vol 20 (3) ◽  
Author(s):  
Rahmat Setiawan ◽  
I Made Sudana
Keyword(s):  
Interest Rates ◽  
Market Discipline ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Bank Deposits ◽  
Management Quality ◽  
Capital Adequacy Ratio ◽  
The Moment ◽  
Asset Quality ◽  
Positive Effect

This research aims to find out the effect of fundamental factors bank as measured using the CAMEL ratio to changes the amount of deposits and interest rates. CAMEL ratios consists of capital as measured by capital adequacy ratio (CAR), asset quality as measured by non performing loan (NPL), management quality as measured by non-interest expenditures to total assets (NIETA), earnings as measured by return on assets (ROA), liquidity as measured by cash to assets (CTA). Research conducted in Indonesia is also used to find out if there are differences in the behavior of market discipline at the time of a full guarantee, Rp. 100 million guarantee, and Rp 2 billion guarantee. The results showed while guaranteeing full there was no fundamental factors influential to changes in bank deposits and interest rates, while the granting of Rp. 100 million CAR and CTA have significant positive effect to changes deposits and significant negatife to interest rates, and than NIETA has significant negative to changes deposits and significant positive to interest rates, Rp 2 billion guarantee CAR and ROA have positive effect to changes in deposits and significant negative to interest rates. Market discipline occurs at the time of the granting of Rp 2 billion and is increasing at the moment of granting decrase to Rp. 100 million, indicated by number of variables that has a significant effect to changes in deposit and interest rate. whereas when full guarantee market discipline does not occur.

scholarly journals ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI LIKUIDITAS BANK SYARIAH DI INDONESIA MENGGUNAKAN METODE VECTOR ERROR CORRECTION MODEL (VECM)

2019 ◽  
Vol 4 (2) ◽  
pp. 117
Author(s):  
AYIF FATHURRAHMAN ◽  
FIRSHA RUSDI
Keyword(s):  
Interest Rates ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Internal Factors ◽  
Correction Model ◽  
Vector Error Correction ◽  
Vector Error ◽  
Capital Adequacy Ratio ◽  
Positive Effect

This study aims to analyze the factors that affect the liquidity of Islamic banks in Indonesia. The analysis is carried out using sequential monthly data published by Bank Indonesia in the period 2010 to 2018. The variables used are internal factors (Capital Adequacy Ratio (CAR), Return On Assets (ROA)) and external factors (SBI Inflation and Interest Rates) ) The method used in this study is the Vector Error Corection Model (VECM). Based on the results of the study show that in the short term, the variable CAR, ROA, Inflation and SBI interest rates positively and significantly affect FDR. Whereas in the long term, the CAR variable and inflation have a significant positive effect on FDR, the ROA variable negatively influences FDR. And the variable SBI interest rate does not have a significant effect on FDR.

scholarly journals PENGARUH RASIO KESEHATAN BANK TERHADAP VOLUME PEMBIAYAAN BANK UMUM SYARIAH DI INDONESIA

2018 ◽  
Vol 2 (1) ◽  
pp. 1
Author(s):  
Irsad Andriyanto ◽  
Aprilia Inge Prastika
Keyword(s):  
Commercial Banks ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Asset Quality ◽  
Positive Effect ◽  
Observation Period

This research aimed to analyze the effect of financial ratios on financing successfully channeled by Sharia Commercial Banks in Indonesia in 2015- 2018. The bank's ratio is measured through CAMELS ratios (Capital, Asset Quality, Management, Earning, Liquidity, Sensitivity to Market Risk) for each aspect. Capital aspects are measured using the Capital Adequacy Ratio (CAR), asset quality (Asset Quality) is measured using Non Performing Financing (NPF), profitability (Earning) is measured using Return on Assets (ROA) and Operational Expenses to Operating Revenues (BOPO ), and liquidity (Liquidity) is measured using Financing to Deposit Ratio (FDR). The samples are 13 Sharia Commercial Banks with the observation period from January 2015 till May 2018. The data obtained through Sharia Banking Statistics (SPS) are then processed by multiple linear regression analysis. The results showed that the NPF and BOPO had a negative effect on the financing volume of sharia commercial banks, while ROA had a positive effect. In other way, the CAR and FDR have no significant effect on the financing volume of sharia commercial bank. This is because the capital is used to cover troubled financing and to maintain public trust

The Use Of CAMELS In Detecting Financial Distress Of Islamic Banks In Malaysia

2014 ◽  
Vol 30 (2) ◽  
pp. 445 ◽  
Author(s):  
Rashidah Abdul Rahman ◽  
Mazni Yanti Masngut
Keyword(s):  
Neural Network ◽  
Quality Management ◽  
Financial Distress ◽  
Capital Adequacy ◽  
Advisory Council ◽  
Annual Reports ◽  
Islamic Banks ◽  
Return On Assets ◽  
Management Quality ◽  
Asset Quality

The current study uses CAMEL (Capital Adequacy, Asset Quality, Management Quality, Earnings Efficiency, and Liquidity) ratings system, with the addition of Shariah Compliance Ratio (CAMELS) in order to detect the financial distress of Islamic banks in Malaysia. Using neural network, the study analyses data collected from the 17 Islamic banks annual reports for the period 2006 to 2010. It was found that all Islamic banks have higher ETA ratios which portray a good performance of capital adequacy and are less likely to face financial distress. As for asset quality, all Islamic banks did not have the possibility to face financial distress as they are able to handle their non-performing loans throughout the years. Meanwhile for management quality, all Islamic banks show lower ratios in paying salaries to their employee. Earning efficiency for all Islamic banks show better performance and will be less likely to face financial distress in terms of return on assets but not for return of equity. Liquidity indicates that the Islamic banks have a large number of loans but they have sufficient liquid assets in order to cover their liabilities and commitments. Lastly for Shariah Compliance, Islamic banks have complied with all rules and regulations that have been regulated by Bank Negara Malaysias Shariah Advisory Council.

scholarly journals PENGARUH KINERJA KEUANGAN TERHADAP RISIKO KEBANGKRUTAN BANK UMUM SYARIAH DI INDONESIA (METODE ALTMAN Z-SCORE MODIFIKASI PERIODE 2011-2017)

2018 ◽  
Vol 4 (2) ◽  
pp. 166
Author(s):  
Luluk Afiqoh ◽  
Nisful Laila
Keyword(s):  
Capital Adequacy ◽  
Z Score ◽  
Return On Assets ◽  
Analysis Techniques ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Negative Effect ◽  
Score Method ◽  
Positive Effect

This research aims to find out the influence of financial performance measured using the Capital Adequacy Ratio variable, Financing to Deposit Ratio, Leverage, Bank Size, Loan to Asset Ratio and Return on Assets to the risk of sharia bank bankruptcy in Indonesia calculated using the Altman Z-Score method Modification. This study uses a quantitative approach with panel data regression analysis techniques. The results of this study show partially the variable Capital Adequacy Ratio, Financing to Deposit Ratio, Bank Size has a significant positive effect, the variable Loan to Asset Ratio Leverage has a significant negative effect, and Return on Asset has a positive and insignificant effect. Nevertheles the variable Capital Adequacy Ratio, Financing to Deposit Ratio, Leverage, Bank Size, Loan to Asset Ratio and Return on Asset have a significant effect on the value of Altman Z-Score as a measure of the risk of bankruptcy in Islamic commercial banks in Indonesia.

scholarly journals ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP PENGAMBILAN SAHAM PERBANKAN BUMN YANG TERDAFTAR DI BEI PERIODE 2010-2014

2020 ◽  
Vol 6 (2) ◽  
pp. 167
Author(s):  
Sanuri Sanuri ◽  
Desta Rizky Kusuma
Keyword(s):  
Interest Rates ◽  
Stock Returns ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Independent Variable

This study aims to determine the influence of factors internal and external to the return of registered banking shares Indonesia Stock Exchange in 2010-2014. The population in this study were 4 BUMN bank companies registered in Indonesia Stock Exchange period 2010-2014 sampling techniques used is purposive sampling. obtained by 4 state-owned bank companies included in the independent variable criterion studied is Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation Rate, and Rate of Interest Interest and the dependent variable studied is stock returns. Analysis Techniques used is Panel Data Regression and Hypothesis test using t-test. The results showed that both variables were simultaneously independent Return On Asset (ROA) has no effect on stock returns Partially the variables of the four independent variables are Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation and Interest Rates are only Inflation and Interest rates that have a significant effect on stock returns. R-square value 33.42%.

scholarly journals FINANCIAL PERFORMANCE ANALYSIS FOR RETURN ON ASSETS WITH A MULTIPLE LINIER REGRESSION APPROACH

2020 ◽  
Vol 8 (2) ◽  
pp. 42-50
Author(s):  
Hendra H Dukalang
Keyword(s):  
Financial Performance ◽  
Secondary Data ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Operating Income ◽  
Analysis Technique ◽  
Capital Adequacy Ratio ◽  
Spss Software ◽  
Asset Quality ◽  
Microsoft Office

This study aims to model the factors that affect the financial performance of Bank Muammalat, including Capital Adequacy Ratio (CAR), Earning Asset Quality (KAP), Operational Expenses to Operating Income (BOPO), and Financing to Deposit Ratio (FDR) to Return on Assets. (ROA) This research uses secondary data taken based on time series. The analysis technique in this study uses multiple linear regression using SPSS software version 20 and Microsoft Office Excel 2010. The results of this study indicate that partially the CAR and KAP partially do not have a significant effect on Return On. Assets, while Operational Expenses to BOPO and FDR partially have a significant effect on Return on Assets. Simultaneously, these four variables have a significant effect on Return on Assets at PT Bank Muamalat Indonesia. Based on the results of the Determination Coefficient test, the value of Adjusted R Square (R2) is 99.00%, this means that the amount of Return on Assets can be influenced and explained by the variables CAR, KAP, BOPO, and FDR, while the remaining 1% is explained by variables not examined in this study.

scholarly journals The Effects of Macroeconomic and Bank Specific Factors on Nonperforming Financing in Sharia Commercial Bank in Indonesia

2020 ◽  
Vol 7 (2) ◽  
pp. 081
Author(s):  
Keti Purnamasari ◽  
Tariza Putri Ramayanti
Keyword(s):  
Commercial Bank ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Macroeconomic Factors ◽  
Capital Adequacy Ratio ◽  
Financing Risk ◽  
Negative Effect ◽  
Specific Factors ◽  
Positive Effect ◽  
Bank Specific Factors

Financing risk is often associated with the risk of default. This risk refers to the potential losses faced by the bank when financing provided to debtors is stuck. The purpose of this paper is to analyze the effect of macroeconomic and bank specific factors on nonperforming financing in sharia commercial bank in Indonesia. The macroeconomic factors included; inflation and Bank Indonesia Certificates Sharia (SBIS). The Bank specific factors included; Capital Adequacy Ratio (CAR), Return on Assets (ROA), Operations Expenses to Operations Income (BOPO), and Financing to Deposit Ratio (FDR). The period covered under this study was January 2011 to December 2017. Data was collected from Bank Indonesia website and Indonesia Banking Statistics. Contrary to other studies, the inflation and SBIS have not been found statistically significant with nonperforming financing. The results also show that NPF can be explained mainly by Bank specific factors. CAR, ROA, and FDR have a negative effect on NPF while BOPO has a positive effect on NPF.

scholarly journals The effect of asset quality, profit and loss sharing on Sharia Banking Liquidity in Indonesia

2022 ◽  
Vol 27 ◽  
pp. 423-436
Author(s):  
Anggraeni Anggraeni ◽  
Yulis Maulida Berniz
Keyword(s):  
Gross Domestic Product ◽  
Profit Sharing ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Islamic Banks ◽  
Return On Assets ◽  
Investment Bank ◽  
For Profit ◽  
Capital Adequacy Ratio ◽  
Asset Quality

This study aims to determine the effect of asset quality variables (Non-Performing Financing), Profit and Loss Sharing (profit-loss sharing investment and profit-sharing investment account), capital adequacy ratio, bank size, return on assets, and gross domestic product on Islamic banking liquidity in Indonesia. The analysis was conducted using a sample of 7 Islamic commercial banks from the period March 2015 to December 2019. This study uses 2 multiple regression models of panel data with the results showing that Non-Performing Financing, profit-loss sharing investment, bank size, gross domestic product affect the liquidity of Islamic banks. , then for-profit sharing investment account, capital adequacy ratio, return on assets, does not affect the liquidity of Islamic banks.

scholarly journals Pengaruh NPL, LDR, dan CAR padaROA Perusahaan Perbankan yang Terdaftar di BEI Tahun 2014-2016

2018 ◽  
pp. 2096
Author(s):  
Putu Intan Trisna Dewi ◽  
I Ketut Suryanawa
Keyword(s):  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Analysis Technique ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Positive Effect

Banking plays an important role in influencing economic activity. Banking is required to gain profit so as to compete in order to maintain its survival. The profit is used to pay for all types of operational costs. This research was conducted in Banking Companies Listed in Indonesia Stock Exchange Period Year 2014 - 2016. The number of samples is 20 banks, with the method of purposive sampling technique. Data collection is done by observation or observation. The analysis technique used is multiple linear regression analysis. Based on the result of research, it is known that non performing loan has negative effect on return on asset, loan to deposit ratio has positive effect on return on asset, and capital adequacy ratio has negative effect on return on asset. Keywords: Non Performing Loan, Loan to Deposit Ratio, Capital Adequacy Ratio, Return On Assets.  

scholarly journals Anteseden Return on Asset (ROA) pada Bank BUMN Indonesia

2019 ◽  
Vol 2 (1) ◽  
pp. 68-78
Author(s):  
Andi Tenriola
Keyword(s):  
Cost Efficiency ◽  
Sampling Technique ◽  
Financial Statements ◽  
Capital Adequacy ◽  
Significant Positive Effect ◽  
Dominant Effect ◽  
Return On Assets ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Positive Effect

This study aims to examine and analyze the effect of Capital Adequacy Ratio (CAR),Operating Expenses and Cost Efficiency (BOPO) and Loan to Deposit Ratio (LDR) to Return onassets (ROA). Return on assets (ROA) or profitability is one indicator that can be used to measurebank performance. The population used in this study is state-owned banks registered with BankIndonesia during the 2014-2018 period. In this study the sampling technique used total samplingtechniques using quarterly financial statements owned (1) PT. BNI (Persero), Tbk (2) Bank BRI(Persero), Tbk, (3) PT Bank Mandiri (Persero), Tbk; and (4) PT Bank BTN (Persero) so that with thesample, the number of samples in this study were (4 Quarter x 5 Years of Observation x 4 BUMNBanks = 80 panel data units). The results of multiple regression analysis provide evidence that CARhas a significant positive effect on ROA. Operational efficiency and cost efficiency (BOPO) has asignificant negative effect on return on assets (ROA). LDR has a significant negative effect on ROA.For the biggest contribution proven in CAR, that CAR has a dominant effect on ROA.

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