scholarly journals The Determinants of Net Interest Margin: An Empirical Study of Indonesia Category-IV Banks for the Period of 2014-2017

2021 ◽  
Vol 39 (12) ◽  
Author(s):  
Chandra Setiawan ◽  
Ni Made Maylananda Maharani Wisna
Keyword(s):  
Interest Rate ◽  
Significant Influence ◽  
Capital Adequacy ◽  
Operating Efficiency ◽  
Efficiency Ratio ◽  
Independent Variables ◽  
Net Interest Margin ◽  
Interest Rate Volatility ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Bank’s Net Interest Margin (NIM) is a key indicator on how bank performs its intermediary function and necessary for the financial system stability. NIM is influenced by both internal and external determinants. This study aims to analyze these internal and external determinants of NIM for Indonesia’s Category-IV banks in the period of 2014 to 2017. The internal determinants used as independent variables are Loan to Deposit Ratio (LDR), Operating Efficiency Ratio (OER), and Capital Adequacy Ratio (CAR). Meanwhile, the external determinants used as independent variables are Interest Rate volatility and Inflation. This study uses four Indonesia’s Category-IV banks which were chosen by purposive sampling methodology based on criteria set with quarterly time horizon. These 4 commercial banks are those listed as ‘Category-IV’ or BUKU 4 during the study’s time frame. The statistical approach being used is panel least square fixed effect model. This study reveals that Loan to Deposit Ratio (LDR), Operating Efficiency Ratio (OER), and Inflation have positive significant influence toward NIM. In contrast, Capital Adequacy Ratio (CAR) shows negative significant influence, while Interest Rate volatility contributes insignificantly to NIM. The overall findings underlined that contribution of internal factors are consistent in influencing the value of NIM in a significant way.

scholarly journals DETERMINANT NET INTEREST MARGIN PADA BANK PERKREDITAN RAKYAT INDONESIA

2019 ◽  
Keyword(s):  
Credit Risk ◽  
Liquidity Risk ◽  
Multiple Linear Regression Model ◽  
Capital Adequacy ◽  
Efficiency Ratio ◽  
Independent Variables ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Asset Size ◽  
Interest Margin

The purpose of this research is to analyze the determinants of net interest margin (NIM) at Bank Perkreditan Rakyat (BPR) or rural banks in Indonesia 2016. This research uses multiple linear regression model. Data was obtained from Infobank magazine published in July 2016-2017. This research uses 269 BPR or rural banks in Indonesia. Dependent variable in this research is Net Interest Margin (NIM). Independent variables use credit risk proxied with non-performing loan (NPL), liquidity risk proxied by loan to deposit ratio (LDR), capital adequacy proxied with capital adequacy ratio (CAR), the efficiency ratio proxied by BOPO, and bank size proxied by logarithm of total asset (SIZE). The results showed that liquidity risk, and capital adequacy have significant positive affect on net interest margin while the credit risk, efficiency ratio, and bank size affect inversely on net interest margin.

scholarly journals ANALISIS FAKTOR – FAKTOR YANG BERPENGARUH TERHADAP PROFITABILITAS PERBANKAN YANG GO PUBLIC DI BURSA EFEK INDONESIA PADA TAHUN 2012 - 2016

2019 ◽  
Vol 15 (1) ◽  
Author(s):  
Astohar Astohar
Keyword(s):  
Significant Influence ◽  
Banking Sector ◽  
Capital Adequacy ◽  
Main Function ◽  
Going Public ◽  
Operating Income ◽  
Operational Costs ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Banking plays a role in economic development, namely in spurring economic growth. The main function of the bank is as a financial intermediary from parties who have excess funds with those who lack funds. The existence of the banking sector has an important role, which in the life of the community mostly involves services from the banking sector. Banking profitability is a ratio to determine the financial performance of banks. Research from Ali and Laksono (2017) is still interesting to develop both the variables and the object of research. In this study, the variable capital adequacy ratio (CAR) added with consideration that there were still differences between researchers.This study took the object of banks going public on the Indonesia Stock Exchange. Banks that went public in 2016 were 43 banks. After checking as many as 26 banks that can be taken as samples through purposive random sampling technique. 17 banks that cannot be used as samples include going public in the year after 2012 and the absence of complete data. The analytical tool used is multiple regression equation test with the requirement to meet normal criteria and no classical assumption deviations occur.The results showed that the capital adequacy ratio (CAR), loan to deposit ratio (LDR), operational costs and operating income (BOPO) proved to have a negative and significant influence on banking profitability. Net interest margin (NIM) is proven to have a positive and significant influence on banking profitability. Non-performing loans (NPLs) are proven to have a negative and insignificant effect on banking profitability. Large variations in capital structure variables in banks that go public in Indonesia can be explained by variations in the variables of capital adequacy ratio (CAR), non-performing loans (NPL), loan to deposit ratio (LDR), operational costs and operating income (BOPO), net interest margin (NIM) is 92.3%.

scholarly journals PENGARUH NET INTEREST MARGIN (NIM), BEBAN OPERASIONAL PENDAPATAN OPERASIONAL (BOPO), CAPITAL ADEQUACY RATIO (CAR), DAN NON PERFORMING LOAN (NPL) TERHADAP PROFITABILITAS PERUSAHAAN PERBANKAN BURSA EFEK DI NEGARA INDONESIA, MALAYSIA, DAN THAILAND

2017 ◽  
Vol 29 (1) ◽  
pp. 9-19
Author(s):  
Juhasdi Susono
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Operating Cost ◽  
Capital Adequacy ◽  
Series Data ◽  
Independent Variables ◽  
Pooled Data ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

This study aims to determine the effect of Net Interest Margin (NIM), Operational Income Operating Cost (BOPO), Capital Adequacy Ratio (CAR), and Non-Performing Loan (NPL) on banking stock exchange company profitability in Indonesia, Malaysia and Thailand. This research was a quantitative, aimed to work out a systematically explain on the facts and properties of object in the research then merger was done between related variables in it with the presentation of secondary data from the financial statements of banking companies in Indonesia, Malaysia and Thailand. The population used in this study was banking company listed in Indonesia, Malaysia and Thailand stock exchanges in the period of 2010 to 2016. The sample used in this study as many as 24 banking companies in Indonesia, Malaysia and Thailand using purpose sampling method to obtain a representative sample that matches the criteria that have been made. In this study, data analysis method used was panel data (pooled data) which is a combination of time-series data and data between individuals or space (cross section) in banking companies in Indonesia, Malaysia and Thailand. Research Results for banking companies in Indonesia gained value of R square model of 0.222 percent, means that the variation of the profit that can be explained by the independent variables in the analysis of NIM, BOPO, CAR and NPL of 22.20 percent of the remaining 78.80 percent explained by other factors not studied here. Next, In Malaysia R value of this model square of 0.335 percent means that the variation of the profit that can be explained by the independent variables in the analysis of NIM, BOPO, CAR and NPL of 33.50 percent on the remaining 66.50 percent explained by other factors not included in the study this. While in Thailand, R square value of this model was 0.266 percent means that the variation of the profit that can be explained by the independent variables in the analysis of NIM, BOPO, CAR and NPL of 26.60 percent of 73.40 percent was explained by other factors not discussed in this study.   Abstrak   Penelitian ini bertujuan untuk untuk mengetahui pengaruh Net Interest Margin (NIM), Biaya Operasional Pendapatan Operasional (BOPO), Capital Adequacy Ratio (CAR), dan Non Performing Loan (NPL) terhadap pofitabilitas perbankan di negara indonesia, malaysia, dan thailand. Penelitian ini merupakan penelitian kuantitatif yang tujuanya untuk mengerjakan suatu yang di jelaskan secara sistematis tentang fakta-fakta serta sifat dalam suatu objek dalam penelitian kemudian melakukan penggabungan antar variabel yang terkait di dalamnya dengan penyajian data sekunder dari laporan keuangan dari perusahaan perbankan di negara indonesia, malaysia dan thailand. Populasi yang di gunakan pada penelitian ini adalah perusahaan perbankan yang terdaftar di bursa efek indonesia, malaysia dan thailand dalam kurun waktu 2010 sampai 2016. Sampel yang di gunakan dalam penelitian ini sebanyak 24 perusahaan perbankan di negara indonesia, malaysia, dan thailand dengan menggunakan metode purpose sampling tujuanya untuk memperoleh sampel representatif yang sesuai kriteria yang sudah di pastikan. Pada penelitian ini, metode analisa data yang digunakan adalah data panel (pooled data) yang merupakan gabungan dari data antar waktu (time series) dan data antar individu atau ruang (cross section) di perusahaan perbankan di negara indonesia, malaysia dan thailand. Hasil Penelitian untuk perusahaan perbankan di negara indonesia Nilai R square model ini sebesar 0,222 persen artinya bahwa variasi dari profit yang dapat dijelaskan oleh variabel bebas yang di analisis yaitu NIM, BOPO, CAR dan NPL sebesar 22.20 persen sisanya sebesar 78.80 persen dijelaskan oleh faktor lain yang tidak dimasukkan dalam penelitian ini. Selanjutnya Di negara malaysia Nilai R square model ini sebesar 0,335 persen artinya bahwa variasi dari profit yang dapat dijelaskan oleh variabel bebas yang di analisis yaitu NIM, BOPO, CAR dan NPL sebesar 33.50 persen sisanya sebesar 66.50 persen dijelaskan oleh faktor lain yang tidak dimasukkan dalam penelitian ini. Sedangkan di negara thailand. Nilai R square model ini sebesar 0,266 persen artinya bahwa variasi dari profit yang dapat dijelaskan oleh variabel bebas yang di analisis yaitu NIM, BOPO, CAR dan NPL sebesar 26.60 persen sisanya sebesar 73.40 persen dijelaskan oleh faktor lain yang tidak dimasukkan dalam penelitian ini.

scholarly journals Pengaruh Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return on Assets, Loan To Deposit Ratio, dan Bank Size terhadap Harga Saham Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia

2021 ◽  
Vol 5 (5) ◽  
pp. 546
Author(s):  
Aries Santoso ◽  
Carunia Mulya Firdausy
Keyword(s):  
Significant Influence ◽  
Stock Price ◽  
Banking Sector ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Purposive Sampling ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

This study aims to analyze the influence of Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return on Assets, Loan to Deposit Ratio, and Bank Size jointly and partially to Stock Price of banking sector company that listed on Indonesian Stock Exchange for period 2011-2018. This research used the purposive sampling method and obtained the 5 largest market capital banking sector companies as a sample. The analysis method used is multiple linear regression through SPSS 26 program. The results of this study show that Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, and Bank Size have significant influence to stock price. While Capital Adequacy Ratio, Non-Performing Loan, Loan to Deposit Ratio partially have significant influence on the stock price. Meanwhile, Net Interest Margin, Return On Asset, and Bank Size have not a significant influence on the stock price of banking sector company that listed on the Indonesian Stock Exchange for period 2011-2018. Penelitian ini dimaksudkan untuk mencari pengaruh Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, dan Bank Size mengenai keterkaitannya pada harga saham baik secara bersamaan maupun parsial terhadap harga saham perusahaan sektor bank yang ada di Bursa Efek Indonesia untuk periode penelitian 2011 – 2018. Penelitian ini mengunakan metode purposive sampling yang ditetapkan sebanyak 5 perusahaan sektor perbankan yang memiliki kapitalisasi pasar terbesar sebagai sampel. Metode analisis yang dipakai menggunakan regresi linear berganda melalui bantuan SPSS 26. Hasil penelitian membuktikan secara simultan, Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, dan Bank Size berpengaruh signifikan terhadap harga saham. Sementara secara parsial, Capital Adequacy Ratio, Non-Performing Loan, dan Loan to Deposit Ratio berpengaruh terhadap harga saham. Sedangkan Net Interest Margin, Return On Asset, dan Bank Size tidak berkaitan terhadap harga saham sektor bank yang terdaftar di Bursa Efek Indonesia periode 2011-2018.

scholarly journals PENGARUH KOMPONEN RISK BASED BANK RATING (RBBR) TERHADAP PROFITABILITAS PERBANKAN

2020 ◽  
Vol 25 (2) ◽  
pp. 44-58
Author(s):  
Anggi Tiara Novira ◽  
Reni Oktavia ◽  
Yuztitya Asmaranti
Keyword(s):  
Corporate Governance ◽  
Financial Performance ◽  
Commercial Banks ◽  
Operational Efficiency ◽  
Capital Adequacy ◽  
Efficiency Ratio ◽  
Good Corporate Governance ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

This study aims to analyze the effect of Risk Based Bank Rating (RBBR) component implementation to the financial performance of conventional commercial banks in Indonesia. The RBBR component is presented by using variables: Non Performing Loan, Loan to Deposit Ratio, Good Corporate Governance, Operational Efficiency Ratio, Net Interest Margin, Capital Adequacy Ratio. Meanwhile, financial performance is measured using Return On Assets (ROA). This study used quantitative methods with secondary data obtained from the websites of each conventional commercial bank. The research sample was selected by using purposive sampling in order to obtain 25 conventional commercial banks in Indonesia during 2010-2019. Data analysis used multiple linear regression analysis by IBM SPSS Statistics 26 program. The results of this study indicate that Non Performing Loan (NPL), Good Corporate Governance (GCG), Capital Adequacy Ratio (CAR) have no effect on the financial performance of conventional commercial banks. Meanwhile, the Loan to Deposit Ratio (LDR) and Operational Efficiency Ratio (REO) have a negative effect on the financial performance of conventional commercial banks, and the Net Interest Margin (NIM) has positive effect on the financial performance of conventional commercial banks.

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 PENGARUH CAPITAL ADEQUACY RATIO, NON-PERFORMING LOAN, NET INTEREST MARGIN, OPERATIONAL EFFICIENCY RATIO, LIQUIDITY TO DEBT RATIO TERHADAP RETURN ON ASSETS PADA PERUSAHAAN PERBANKAN DI INDONESIA (Studi Empiris pada Bank Umum Swasta Nasional Berstatus Devisa yang Terdaftar di Bank Indonesia Periode 2009-2011)

2016 ◽  
Vol 2 (2) ◽  
Author(s):  
Muhammad Faisal Bahri
Keyword(s):  
Operational Efficiency ◽  
Capital Adequacy ◽  
Debt Ratio ◽  
Efficiency Ratio ◽  
Return On Assets ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Penelitian ini bertujuan untuk mengetahui pengaruh Capital Adequacy Ratio (CAR), Non-Performing Loan (NPL), Net Interest Margin (NIM), Rasio Biaya Operasional terhadap Pendapatan Operasional (BOPO), dan Liquidity to Debt Ratio (LDR) terhadap kinerja perusahaan perbankan yang diproksikan dengan Return On Assets (ROA). Populasi penelitian ini adalah bank umum swasta nasional yang berstatus devisa yang terdaftar di Bank Indonesia periode 2009-2011. Terdapat 75 laporan keuangan dari 25 bank yang dapat dijadikan sampel penelitian selama tahun pengamatan. Hasil analisis menunjukan bahwa Net Interest Margin (NIM) berpengaruh positif terhadap Return On Assets (ROA) dan Rasio Biaya Operasional terhadap Pendapatan Operasional (BOPO) berpengaruh negatif secara signifikan terhadap Return On Assets (ROA), sedangkan Liquidity to Debt Ratio (LDR), Non-Performing Loan (NPL), dan Capital Adequacy Ratio (CAR) tidak berpengaruh secara signifikan terhadap Return On Assets (ROA). Kata Kunci : Rasio Keuangan, Capital Adequacy Ratio (CAR), Non-Performing Loan (NPL), Net Interest Margin (NIM), Rasio biaya Operasional terhadap Pendapatan Operasional (BOPO), Liquidity to Debt Ratio (LDR), Return On Assets (ROA).

scholarly journals ANALISIS TINGKAT PROFITABILITAS BANK DENGAN METODE RISK BASED BANK RATING

2018 ◽  
Vol 22 (2) ◽  
pp. 69-82
Author(s):  
Meliske Sitanaya
Keyword(s):  
Regression Analysis ◽  
Data Analysis ◽  
Commercial Bank ◽  
Significant Influence ◽  
Secondary Data ◽  
Capital Adequacy ◽  
Panel Regression ◽  
Independent Variables ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio

This research aims to analyze whether the, Non-Performing Loan (NPL), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM),) and Capital Adequacy Ratio (CAR) have significantinfluencesimultaneously and partially toward Return On Asset (ROA). This research classifiedthe verifiation research. The population is conventional commercial bank period 2006-2015. Sample was determined by the higher bank asset, a total of ten companies. The secondary data were taken such as from financialreport of Banks started from 2006 until 2015. The technique of data analysis in this research using panel regression analysis. ROA as a dependent variable, NPL, LDR, NIM and CAR as independent variables. Data processing using E-views 6. The result provides evidence that NPL and CAR have significantinfluencesimultaneously toward ROA, while NIM and LDR are not significantinfluencesimultaneously toward ROA. NPL partially have negative significantinfluencetoward ROA, LDR and NIM partially positive are not significantinfluencetoward ROA, and CAR partially have positive significant influence towd ROA.

scholarly journals PENGARUH BI RATE, OPERATIONAL EFFICIENCY RATIO, CAPITAL ADEQUACY RATIO, NET INTEREST MARGIN, DAN NON PERFORMING LOAN PADA RENTABILITAS

2019 ◽  
pp. 1093
Author(s):  
Andrik Aprilyanto Setiawan ◽  
Ni Luh Supadmi
Keyword(s):  
Regression Analysis ◽  
Data Analysis ◽  
Operational Efficiency ◽  
Capital Adequacy ◽  
Annual Reports ◽  
Efficiency Ratio ◽  
Internal Factors ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

Banking rentability is banking capabilities by gaining profits in relation to sales, total assets, and own capital. This study aims to examine the influence of external and internal factors, namely the BI Rate, Operational Efficiancy Ratio, Capital Adequacy Ratio, Net Interest Margin, and Non Performing Loans on Rentability of Persero, Tbk. This research was conducted at all banks included in the Group of Persero, Tbk., And listed on the IDX for the period 2015 - 2018. The number of samples taken was saturated sampling, amounting to 4 samples. Data collection in this research is done by tracing monthly and annual reports. Data analysis was performed using multiple regression analysis. The results of this study indicate that the BI Rate and Capital Adequacy Ratio have no effect on rentability. This research also proves that Operational Efficiency Ratio, Net Interest Margin, and N Non Performing Loan significantly influence Rentability.

scholarly journals The Effect of Financial Health Level on Increasing Profitability of Insurance Companies Listed on IDX Period of 2014-2018

2020 ◽  
Vol 3 (2) ◽  
pp. 120-125
Author(s):  
Mohamad Yusak Anshori ◽  
Ira Fasila ◽  
Ninnasi Muttaqiin
Keyword(s):  
Operational Efficiency ◽  
Capital Adequacy ◽  
Insurance Companies ◽  
Financial Health ◽  
Efficiency Ratio ◽  
Return On Assets ◽  
Health Level ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Interest Margin

This study was conducted to examine the effect of financial health level of insurance companies on their increasing profitability. It uses profitability as the dependent variable measured by Return on Assets (ROA) and the independent variable is financial health level measured by Non-Performing Loans (NPL), Loan to Deposit Ratio (LDR), Capital Adequacy Ratio (CAR), Net Interest Margin (NIM), and Operational Efficiency Ratio (BOPO). It is quantitative research in which the sample was taken using a purposive sampling method. It uses secondary data collected from the annual financial reports of insurance companies during the 2014-2018 period. There were 10 companies selected and the data were analyzed using multiple linear regression analysis techniques with the Statistical Product and Service Solution (SPSS) program version 23. The results show that three variables— such as Loan to Deposit Ratio (LDR), Capital Adequacy Ratio (CAR), and Net Interest Margin (NIM)—  have a positive effect on Return On Assets (ROA). On the contrary, the two variables such as Non-Performing Loans (NPL) and Operational Efficiency Ratio (BOPO) have no effect on Return on Assets (ROA).

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