scholarly journals APLIKASI TEORI PERILAKU MANAJEMEN PADA BANK MILIK PEMERINTAH DI INDONESIA

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

<p>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.</p>

FAKTOR-FAKTOR YANG MEMPENGARUHI EFEKTIVITAS DANA DESA

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.

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

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

<p>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.</p><p>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)</p><p>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</p>

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

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. 

scholarly journals ANALISIS KAUSALITAS FAKTOR INTERNAL DAN PEMBIAYAAN MURABAHAH

SENTRALISASI ◽  
2019 ◽  
Vol 8 (1) ◽  
pp. 57
Author(s):  
Faizul Mubarok
Keyword(s):  
Granger Causality ◽  
Test Data ◽  
Granger Causality Test ◽  
Capital Adequacy ◽  
Causality Test ◽  
Capital Adequacy Ratio

Penelitian ini bertujuan untuk menguji hubungan kausalitas apakah variabel yang diteliti memiliki hubungan dua arah atau satu arah antara pembiayaan murabahah, non performing financing (NPF), return on asset (ROA) dan capital adequacy ratio (CAR). Alat analisis yang digunakan adalah menggunakan pairwise granger causality test. Data yang digunakan seluruhnya menggunakan data sekunder dalam bentuk bulanan dari Januari 2010 sampai dengan November 2018 dengan menggunakan data variabel pembiayaan murabahah, non performing financing (NPF), return on asset (ROA) dan capital adequacy ratio (CAR). Hasil yang diperoleh menunjukkan bahwa variabel pembiayaan murabahah dan variabel non performing financing (NPF), variabel pembiayaan murabahah dan variabel return on asset (ROA), variabel pembiayaan murabahah dan variabel capital adequacy ratio (CAR), variabel non performing financing (NPF) dan return on asset (ROA), variabel non performing financing (NPF) dan variabel capital adequacy ratio (CAR) tidak memiliki hubungan dua arah atau satu arah, sementara variabel return on asset (ROA) dan variabel capital adequacy ratio (CAR) memiliki hubungan satu arah.Kata Kunci : Murabahah, NPF, ROA, CAR

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

The Winners ◽  
2020 ◽  
Vol 21 (1) ◽  
pp. 43
Author(s):  
Agustinus Winoto ◽  
Yosman Bustaman
Keyword(s):  
Financial Crisis ◽  
Global Financial Crisis ◽  
Control Variable ◽  
Least Square Method ◽  
Least Square ◽  
Capital Adequacy ◽  
Ordinary Least Square ◽  
Dummy Variable ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio

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. 

scholarly journals Pengaruh Tingkat Suku Bunga Sertfikat Bank Indonesia Terhadap Perubahan Nilai Tukar (Kurs) Rupiah Atas Dolar Amerika: Granger Causalitas Test

2010 ◽  
Vol 3 (1) ◽  
Author(s):  
Ferdinandus Stenly
Keyword(s):  
Exchange Rate ◽  
Granger Causality ◽  
Secondary Data ◽  
Granger Causality Test ◽  
Negative Influence ◽  
Least Square ◽  
Causality Test ◽  
Ordinary Least Square ◽  
Exchange Rate Movement ◽  
Relationship Analysis

The Bank of Indonesia Certificate is one of monetary instruments that used by government to influence IDR Exchange Rate Movement Over USD. The purpose this research is to obtain the describe more detailed about influence Certificate Bank of Indonesia toward an IDR Exchange Rate Movement Over USD which try to give an information in a common manner to be concerned outsider espacially relate to government policy. This research using the secondary data with limit that analysis during 20 months that are from November 2005 to June 2007. In compile this thesis, the author carry out the causality relationship analysis (causality) with Granger Causality Test (GCT) and relationship closeness analysis which using Ordinary Least Square (OLS) regresion analysis. The Granger Causality Test (GCT) analysis result explains that from analysis result obtained as model considered valid is the rate interest of SBI has influence toward an IDR Exchange Rate Movement over USD. This was proved on GCT test too much significant for Y = f (x) and not on contary X = f (y). The analysis result of Ordinary Least Square (OLS) was obtained Ftest (2,18) is 266,081 > Ftable 6,01. This means as variable an independent influence variable dependent. Beside that was obtained ttest 16,312 > ttable 2,21009 that mean the rate interest level of SBI has the influence signicant toward an IDR Exchange Rate Movement Over USD. Because the Certificate of Bank of Indonesia has negative influence towards IDR Exchange Rate Movement Over USD, the author suggests the Indonesia Government to defend and to optimalyze the existing instrument, so that the monetary condition is more controlled and the stability can be maintained.

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

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.

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

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.

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

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).

scholarly journals Determinants of Non-Performing Financing of Mortgage in Islamic Commercial Banks

2020 ◽  
Vol 4 (2) ◽  
pp. 127
Author(s):  
Rofadatul Hasanah ◽  
Dina Fitrisia Septiarini ◽  
Dian Filianti
Keyword(s):  
Commercial Banks ◽  
Time Series Data ◽  
Negative Influence ◽  
Least Square ◽  
Capital Adequacy ◽  
Series Data ◽  
Return On Assets ◽  
Ordinary Least Square ◽  
Capital Adequacy Ratio ◽  
Saturated Sample

 This study aims to determine the effect of Capital Adequacy Ratio, Return on Assets, BI 7-Day Rate, and Inflation towards Non-Performing Financing Mortgages in Islamic commercial banks in Indonesia. The population of this study is the Islamic commercial banks in the period 2015-2019. The sample used is a saturated sample, which uses all Islamic banks as research samples. This research uses a quantitative approach using time series data. All variables use the percentage of growth and show the results of the level stationary so that the technique used is Ordinary Least Square (OLS) regression analysis which is processed using E-Views 10 software. The results of this study indicate partially the Capital Adequacy Ratio and Return on Assets variables have a negative influence significant to Non-Performing Financing Mortgages. While BI 7-Day Rate and Inflation variables do not influence Non- Performing Financing Mortgages. Nonetheless, Capital Adequacy Ratio, Return on Assets, BI 7-Day Rate, and Inflation simultaneously have a significant effect on the Non-Performing Financing of Mortgages in Islamic commercial banks in Indonesia in the period 2015-2019.

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