scholarly journals Analisis Pengaruh Karakteristik Bank, Faktor Makroekonomi terhadap Pembiayaan Sektor UMKM pada Perbankan Syariah di Indonesia

2020 ◽  
Vol 5 (2) ◽  
pp. 164
Author(s):  
Lutfi Bangun Lestari ◽  
Akhsyim Afandi
Keyword(s):  
Interest Rate ◽  
Third Party ◽  
Series Data ◽  
Islamic Banking ◽  
Main Function ◽  
Short Term ◽  
Return On Assets ◽  
Equivalent Rate ◽  
The Interest Rate

MSMEs have an important role in national economic development, but capital is still the main problem faced in developing MSMEs. Islamic banking has a main function, one of which is channeling financing. However, the trend in financing the MSME sector always fluctuates from year to year and tends to decline. This study aims to analyze the effect of bank characteristics and macroeconomic factors on the financing of the MSME sector in Islamic banking in Indonesia. This study uses time series data which is monthly data on aggregate financial statements of Islamic Commercial Banks and Sharia Business Units in Indonesia. The analysis method used in this research is Autoregressive Distributed Lag (ARDL). The results showed that the variables that affect the financing of the BUS MSME sector in the short term are return on assets (ROA) and the interest rate (BI_Rate). Whereas in the long term, the variables that affect the financing of the BUS MSME sector are the bank office network (JKB) and inflation. While variable third party funds (DPK), non-performance financing (NPF), exchange rates, equivalent rate of financing (ERP) both in the short term and long term have no effect on the financing of the BUS MSME sector. Then the variables that affect UUS MSME sector financing in the short term are the bank office network (JKB), return on assets (ROA) and the interest rate (BI_Rate). Whereas in the long term, the variable that affects UUS MSME sector financing is the bank office network (JKB). Meanwhile, the variable of third party funds (DPK), non-performance financing (NPF), exchange rate, equivalent rate of financing (ERP) both in the short and long term had no effect on the financing of the UUS MSME sector. 

scholarly journals A META-ANALYSIS OF THE DETERMINANT OF THIRD PARTY FUND ON ISLAMIC BANKING IN INDONESIA

2020 ◽  
Vol 6 (2) ◽  
pp. 175
Author(s):  
Diyas Indiastary ◽  
Noven Suprayogi ◽  
Imam Wahyudi Indrawan
Keyword(s):  
Interest Rate ◽  
Time Variation ◽  
Meta Analysis ◽  
Third Party ◽  
Google Scholar ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Analysis Technique ◽  
Equivalent Rate ◽  
The Relationship

This research attempts to study the determinants of third party funds on the Islamic banking in Indonesia with eight years of research from published journals in Indonesia. To reach the above objectives, investigation to check the relationship between promotion cost, inflation, GDP, interest rate, number of offices, and equivalent rate to third party funds on the Islamic banking in Indonesia is conducted. This research applies the meta-analysis technique to a sample of 34 articles with time variation from 2010-2018. The articles used are selected studies from Sinta Journal and Google Scholar databases. This research shows that promotion cost, number of offices, and equivalent rate have a significant correlation with third party funds on the Islamic banking in Indonesia. Meanwhile, inflation, GDP, and interest rate have no significant correlation with third party funds on the Islamic banking in Indonesia. The Findings from this study imply that if Islamic banks in Indonesia wish to enhance their third party fund, they must focus on internal indicators (promotion cost, number of offices, and equivalent rate), rather than looking at macro indicators.

scholarly journals Regulação ineficaz para forçar alongamento: O caso da Previdência Complementar Aberta no Brasil

2019 ◽  
Vol 17 (4) ◽  
pp. 33
Author(s):  
Luiz Guilherme Carpizo ◽  
Márcio Gomes Pinto Garcia
Keyword(s):  
Interest Rate ◽  
Portfolio Management ◽  
Risk Taking ◽  
Causal Effect ◽  
Portfolio Allocation ◽  
Short Term ◽  
Additional Risk ◽  
The Interest Rate ◽  
The Impact

<p>Despite the fall in the interest rate observed in Brazil in recent decades, and specific regulations on the private pension segment that encourage long-term risk taking, institutions in this segment appear to be considerably sensitive to short-term factors, while avoiding exposure to long-term risk factors. With portfolio allocation data from large entities, we implemented a VAR model to evaluate the impact of interest rate changes on portfolio management decisions and performed a counterfactual analysis to define the causal effect of regulation on additional risk taking. Results indicate that interest rate increases lead to significant and persistent reduction of investment in riskier assets with longer maturities, while the implemented regulation was not able to force greater risk-taking by institutions, in addition to generating distortions in segments of the Brazilian financial market.</p>

scholarly journals Tegar Prasetya Analysis of Macroeconomic Influence Return on Assets Banking Study on Conventional Commercial Banks in Indonesia for the Year 2018–2020

2021 ◽  
Vol 6 (5) ◽  
pp. 268-275
Author(s):  
Tegar Prasetya ◽  
Hakiman Thamrin
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Commercial Banks ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Tool ◽  
Return On Assets ◽  
Macroeconomic Variables ◽  
The Exchange Rate ◽  
The Interest Rate

This study aims to analyze the effect of macroeconomic variables on the return on banking assets. The data processing method used by the researcher is using the Vector Error Correction Model (VECM) as a data analysis tool and this study confirms that the extent to which it examines the positive and significant influence between macroeconomic variables on the return on banking assets. The data obtained is secondary data based on financial statements within a period of 3 years using monthly time series data. The results of this study indicate that there is a positive and significant effect on the exchange rate and CPI variables while it is negative and significant on the inflation, interest rate and IPI variables resulting from the long-term VECM estimation. While the results show that there is a positive and significant effect on the interest rate and CPI variables and a significant negative on the inflation variable, positive and insignificant on the exchange rate variable, negative and insignificant on the IPI variable on the ROA of the short-term VECM estimation results. The results of the measurement of the composition or contribution of the influence of the independent variable on the dependent variable show the interest rate variable with a value of 4.11% in the 10th period obtained through the results of the decomposition variance (VD) test on the return on assets (ROA) of banking studies at Conventional Commercial Banks in Indonesia.

scholarly journals Credit Risk Determinants in Indonesia

2018 ◽  
Vol 1 (2) ◽  
pp. 106-115
Author(s):  
Amin Yusuf Efendi
Keyword(s):  
Time Series ◽  
Interest Rate ◽  
Credit Risk ◽  
Error Correction ◽  
Error Correction Model ◽  
Series Data ◽  
Short Term ◽  
Correction Model ◽  
Spurious Regression

Credit is the main business of the banking industry, therefore, in running the business, the bank is always overshadowed by the credit risk the which can be determined by the ratio of non-performing loans (NPL). The development of technology, finance digital brings the outside could impact on the financial industry both positive and negative. The purpose of this study was to analyze the interest rate, inflation, exchange rates, gross domestic product (GDP), a dummy finance digitalization policies in the long term and the short term of the non-performing loan (NPL) of conventional commercial banks in Indonesia The analytical method used in this research is-EG Error Correction Model (ECM), The Data used in this research is secondary quarterly time series data from the 2008 quarter 1-2017 4. The time series of data are not stationar Often that can cause spurious regression results, the exact models used is-EG Error Correction Model (ECM), This models may explain the behavior of short-term and long-term. The results Showed in the short-term variable interest rates significanly to non-performing loans, while in the long-term variable interest rate, exchange rate, and GDP Significantly, non-performing loans. Kredit merupakan bisnis utama dari industri perbankan, oleh karena itu dalam menjalankan bisnisnya, bank selalu dibayangi oleh risiko kredit yang dapat diketahui melalui rasio non-performing loans (NPL). Perkembangan teknologi, menghadirkan digital finance yang membawa dampak luar bisa terhadap industri keuangan baik positif dan negatif. Tujuan dari penelitian ini adalah untuk menganalisis suku bunga, inflasi, kurs, produk domestik bruto (PDB) dummy kebijakan digitalisasi keuangan dalam jangka panjang dan jangka pendek terhadap non-performing loan (NPL) bank umum konvensional di Indonesia  Metode analisis yang digunakan dalam penelitian ini adalah Error Correction Model-EG (ECM). Data yang digunakan dalam penelitian ini adalah data sekunder runtut waktu kuartalan dari 2008 kuartal 1 – 2017 kuartal 4. Data runtun waktu sering tidak stationar sehingga bisa menyebabkan hasil regresi palsu (spurious regression), Model yang tepat digunakan adalah Error Correction Model-EG (ECM), model ini dapat menjelaskan perilaku jangka pendek dan jangka panjang. Hasil penelitian menunjukkan dalam jangka pendek variabel suku bunga berpengaruh secara signifikan terhadap non performing loan, sedangkan dalam jangka panjang variabel suku bunga, kurs, dan PDB berpengaruh secara signifikan terhadap non perfoming loan.

scholarly journals Analisis Faktor-Faktor yang Mempengaruhi Nilai Tukar Rupiah Periode 1999Q1-2019Q2

2020 ◽  
Vol 11 (2) ◽  
pp. 197-209
Author(s):  
Erric Wijaya
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Interest Rates ◽  
Inflation Rate ◽  
Oil Prices ◽  
Short Term ◽  
Long Run ◽  
The Exchange Rate ◽  
The Interest Rate

The exchange rate plays an important role in influencing the level of Indonesia's international trade towards trading partner countries. This study discusses the factors that influence the exchange rate of the rupiah against dollar both in the short and long term. The variables that are suspected to influence changes in exchange rates are the inflation rate, the interest rate (SBI), world oil prices, the value of exports, and the value of imports. This research was conducted during 1999 quarter 1 to 2019 quarter 2. The results showed that there was a long-term and short-term relationship between inflation rates, interest rates, world oil prices, exports and imports to the exchange rate. In the short term, the interest rate and world oil prices have a significant effect on the exchange rate. In the long run, the inflation rate, world oil prices and imports have a significant effect on the exchange rate.

scholarly journals Determinants Factors of Interest Rates on Three-Month Deposits of Bank Persero

JEJAK ◽  
2017 ◽  
Vol 10 (1) ◽  
pp. 90-102
Author(s):  
Tedy Kurniawan ◽  
Sucihatiningsih Dian Wisika Prajanti
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Money Supply ◽  
The State ◽  
Capital Adequacy ◽  
Short Term ◽  
Operating Income ◽  
Short And Long Term ◽  
The Interest Rate

This research aims at analyzing the influence of Capital Adequacy Ratio (CAR), Operating Expenses of Operating Income (BOPO), inflation, exchange rate, and the amount of money supply (M1) to the interest rate of three month deposits of the State-Owned Bank in Indonesia in 2007-2015. This research uses the error correction model analysis. The result obtained is the CAR that has a significant effect on the long term and has no effect on the short term, BOPO has a significant influence on the long term and short term, inflation has the significant effect on the long term and has no effect on the short term, the exchange rate has an influence on the short and long term, the money supply has no effects on the short and long-term on the interest rate on three month deposits of the State-Owned Bank.

scholarly journals Nominal Interest Rate, Inflation Money and Market Link in Bangladesh: An Econometric Analysis

2020 ◽  
Vol 7 (1) ◽  
pp. 59-68
Author(s):  
Sanjida Akter Chowdhury ◽  
Md. Yousuf ◽  
Md. Nezum Uddin ◽  
Mohammed Jashim Uddin
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
Time Series Data ◽  
Money Market ◽  
Nominal Interest Rate ◽  
Series Data ◽  
Short Term ◽  
Nominal Interest Rates ◽  
Fisher Hypothesis

This paper pursues to establish a connection among the nominal interest rate, the money market, and the inflation rate in Bangladesh using monthly time series data from June 2005 to March 2019. Because some data are stationary at the level and others are stationary at the 1st difference, the ARDL model is applicable for checking the link. There is a strong positive short-term and long-term relationship between inflation and nominal interest rates, suggesting that Bangladeshi data support the Fisher hypothesis for that time. For this study, the T bill, the call money rate is used as a measure of the money market. The research indicates that regulators should concentrate on call money rates in short-term and T-bill and call money rates in the long-term to control Bangladesh's nominal interest rate.

scholarly journals The Effect Of Inflation, Problem Finance, And Financing To Deposit Ratio (FDR) On Sharia Banking Deposits

2021 ◽  
Vol 3 (2) ◽  
pp. 125
Author(s):  
Nur Syamsiyah ◽  
Misfi Laili Rohmi
Keyword(s):  
Time Series Data ◽  
Series Data ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Long Term Effects ◽  
Short Term ◽  
Correction Model ◽  
The Public ◽  
Long Run

Islamic banks collect funds from the public and then send them for financing as an intermediary institution. In practice, the distribution of financing, which is the main characteristic of Islamic banks, is not as easy as the existing theory. This study will discuss the short-term and long-term effects of inflation, financing, and financing problems on deposit ratios in Indonesia's Islamic banking deposits. This study uses an Error Correction Model with monthly time series data starting from 2019-2020. The results show that all variables significantly affect deposits in Islamic banking in Indonesia in the long run. Meanwhile, in the short term, the inflation and financing variables significantly affect Islamic banking deposits in Indonesia, and the Financing to Deposit Ratio has no significant effect.

scholarly journals WHAT IS THE RELATIONSHIP BETWEEN THE RATES OF INTEREST AND PROFIT? AN EMPIRICAL NOTE FOR THE U.S. ECONOMY, 1869-2009

2013 ◽  
Vol 71 (280) ◽  
Author(s):  
Alejandro Valle Baeza ◽  
Ivan Mendieta Muñoz
Keyword(s):  
Interest Rate ◽  
Interest Rates ◽  
The United States ◽  
Short Term ◽  
The Real ◽  
United States Economy ◽  
Empirical Note ◽  
The Interest Rate ◽  
Rate Of Profit

The current paper aims to contribute to the study of the relation between the interest rate and the rate of profit by presenting an empirical analysis of the United States economy during the period of 1869 to 2009. The main findings rendered are: 1) the general rate of profit has set an upper limit for the real short-term and long-term interest rates; 2) the real long-term interest rate has undergone similar changes to those of the general rate of profit, whereas the real short-term interest rate has experienced movements opposite to the latter; and 3) evidence supports heterodox theories which stress that monetary policy affects the distribution of income through the modification of the rate of profit.

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