Pengaruh Faktor Internal dan, Eksternal terhadap Risiko Kredit pada Bank Perkreditan Rakyat (BPR) di Indonesia

2018 ◽  
Vol 6 (1) ◽  
pp. 1-16
Author(s):  
I Made Sudana ◽  
Andi Siti Asiyah
Keyword(s):  
Economic Growth ◽  
Credit Risk ◽  
Sampling Method ◽  
External Factor ◽  
Capital Adequacy ◽  
Internal Factor ◽  
Independent Variables ◽  
Ratio Size ◽  
Capital Adequacy Ratio ◽  
Positive Effect

This study aims to know the effect of internal factor (capitalization, profitability, inefficiency, size) and external factor (economic growth, inflation) on credit risk of micro bank in Indonesia. This research uses purposive sampling method. Dependent variable in this research is credit risk. The independent variables in this study are capitalization measured by capital adequacy ratio, profitability measured by return on asset, inefficiency measured by BOPO ratio, size, economic growth, and inflation. The results show that credit risk is significantly influenced by capitalization, profitability, inefficiency, size, economic growth, and inflation. Inefficiency and inflation variables have a positive effect on credit risk, while variable capitalization, profitability, size, and economic growth negatively affects credit risk.   Keywords: capitalization, profitability, inefficiency, size, economic growth, inflation, credit risk, rural bank.

scholarly journals Pengaruh Kecukupan Modal, Penyaluran Kredit dan Ukuran Perusahaan Pada Profitabilitas Dengan Risiko Kredit Sebagai Pemoderasi

2019 ◽  
pp. 791
Author(s):  
A. A. Trisha Dewi Parasthiwi ◽  
I Gusti Ayu Nyoman Budiasih
Keyword(s):  
Regression Analysis ◽  
Credit Risk ◽  
Sampling Method ◽  
Stock Exchange ◽  
Sampling Technique ◽  
Capital Adequacy ◽  
Company Size ◽  
Analysis Technique ◽  
Distribution Company ◽  
Positive Effect

This research was conducted at banking companies listed on the Indonesia Stock Exchange in the period 2013-2017, which were 42 companies. The sampling technique in this study was taken based on non probability sampling method with purposive sampling technique so as to produce a sample of 32 companies. The data analysis technique used in this study was moderated regression analysis. Based on the results of the analysis it was found that capital adequacy has a positive effect on profitability, credit distribution has a positive effect on profitability and firm size has a positive effect on profitability. The results of this study also show that credit risk is not able to weaken the influence of capital adequacy and lending to profitability and credit risk is able to weaken the influence of company size on profitability. Keywords: capital adequacy, credit distribution, company size, credit risk, profitability

scholarly journals Pengaruh FDR, NPF, ROA, CAR Terhadap Pembiayaan Mudharabah (Studi Empiris Pada Bank Umum Syariah Yang Terdaftar Di Bank Indonesia Pada Tahun 2015-2019)

2020 ◽  
Vol 1 (2) ◽  
pp. 86-93
Author(s):  
Arini Wildaniyati
Keyword(s):  
Commercial Banks ◽  
Quantitative Methods ◽  
Sampling Method ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Capital Adequacy ◽  
Analysis Method ◽  
Return On Assets ◽  
Independent Variables ◽  
Capital Adequacy Ratio

Abstract: This study aims to determine the effect of Financing to Deposits Ratio (FDR), Non Performing Financing (NPF), Retrun On Asset (ROA), and Capital Adequacy Ratio (CAR) on Mudharabah Financing in 2015-2019 both influence partially or simultaneously . The population in this study is Sharia Commercial Banks (BUS) in Indonesia and registered with Bank Indonesia 2015-2019. The sampling method used was Purposive Sampling with certain criteria to obtain 9 Sharia Commercial Banks (BUS). This research uses quantitative methods. The independent variables in this study are Financing to Deposits Ratio (FDR), Non Performing Financing (NPF), Retrun On Asset (ROA), and Capital Adequacy Ratio (CAR). While the dependent variable in this study is Mudharabah Financing. The data analysis method used is multiple linear regression analysis and classic assumption test. The results of this study indicate that partially the Return on Asset (ROA) variable has an effect on Mudharabah Financing, while Financing to Deposits Ratio (FDR), Non Performing Financing (NPF), and Capital Adequacy Ratio (CAR) have no effect on Mudharabah Financing. Simultaneously, Financing to Deposits Ratio (FDR), Non Performing Financing (NPF), Return On Assets (ROA), and Capital Adequacy Ratio (CAR) has no effect on Mudharabah Financing in Islamic Banks in Indonesia.Keywords: Financing to Deposits Ratio (FDR), Non Performing Financing (NPF), Retrun On Asset (ROA), dan Capital Adequacy Ratio (CAR), Pembiayaan Mudharabah

scholarly journals Pengaruh Faktor Spesifik Terhadap Profitabilitas Berdasarkan Kelompok Buku Bank di Indonesia

2015 ◽  
Vol 2 (2) ◽  
pp. 198-212
Author(s):  
Uum Sholikhah Fitria ◽  
I Made Sudana
Keyword(s):  
Credit Risk ◽  
Asset Management ◽  
Capital Adequacy ◽  
Operating Efficiency ◽  
Linear Regression Method ◽  
Portfolio Composition ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
Specific Factors ◽  
Positive Effect

This study aims to determine the influence of specific factors on bank BUKU groups in Indonesia. The sample was a conventional bank in 2013-2014. This study used multiple linear regression method. The dependent variable in this study are return on assets (ROA) and return on equity (ROE), while the independent variables used are size, operating efficiency (OE), capital adequacy ratio (CAR), credit risk (CR), asset management ( AM), and portfolio composition (PC). The Result from this study indicate that size has positive effect on ROA and ROE BUKU groups 1, 2, 3, and negative effect onROA and ROE on the group BUKU 4. Operating efficiency has negative effect on ROA and ROE  in all BUKU groups. Capital adequacy ratio has negative effect on ROA and ROE in all BUKU groups, except on BUKU 3 has positive effect on ROA. Credit risk has negative effect on ROA and ROE in all BUKU groups. Asset management has positive effect on ROA and ROE BUKU 1,2, and 3, while on BUKU 4 has negative effect. Portfolio composition has negative effect on ROA and ROE BUKU group 1 and 2, and on BUKU 3 and 4 have positive effect. Keywords: Bank’s specific factors, profitability, BUKU groups of bank.

scholarly journals Pengaruh Perputaran Kas, Kecukupan Modal, dan Risiko Kredit Pada Profitabilitas LPD di Kabupaten Gianyar

2019 ◽  
Vol 29 (1) ◽  
pp. 308
Author(s):  
Sang Ayu Diah Febriani ◽  
I Made Sadha Suardikha
Keyword(s):  
Credit Risk ◽  
Random Sampling ◽  
Sampling Method ◽  
Sampling Technique ◽  
Research Data ◽  
Capital Adequacy ◽  
Financial Report ◽  
Negative Effect ◽  
Report Data ◽  
Positive Effect

This study aims to determine the factors that affect the profitability of LPDs by using variable cash turnover, capital adequacy and credit risk. This study hypothesizes cash turnover, capital adequacy, and credit risk and LPD profitability. This research took place in the LPD of the Regency of Gianyar. The sampling method uses probability sampling with proportional stratified random sampling technique. The research data were sourced from LPD financial report data recorded in the Gianyar Regency LPLPD. Analysis of research data using multiple linear regression. The results showed that cash turnover and capital adequacy has a positive effect on LPD profitability in Gianyar Regency. But, credit risk has a negative effect on the profitability of LPDs in Gianyar Regency. Based on the results of the study it is expected that the LPD is able to maintain the level of cash turnover, capital adequacy, and the level of credit risk. Keywords : Profitability; Cash Turnover; Capital Adequacy; Credit Risk.

scholarly journals Pengaruh LDR, NPL, CAR dan DPK terhadap ROA pada Perusahaan Perbankan Periode 2015-2019

Owner ◽  
2021 ◽  
Vol 5 (1) ◽  
pp. 252-259
Author(s):  
Shri Aswini ◽  
Erika Gunawan ◽  
Kevin Chaniago ◽  
Fuji Astuty
Keyword(s):  
Stock Exchange ◽  
Multiple Linear Regression Model ◽  
Capital Adequacy ◽  
Descriptive Statistics ◽  
Third Party ◽  
Research Approach ◽  
Return On Assets ◽  
Independent Variables ◽  
Capital Adequacy Ratio ◽  
Positive Effect

This slowing economy resulted in disrupted banking activities, especially profits decreased. The purpose of this study was to determine the effect of the Loan to Deposit Ratio, Non Performing Loans, Capital Adequacy Ratio, and third Party Funds on Returning Assets in Banking Companies on the Indonesia Stock Exchange 2015-2019 Period either partially or simultaneously. This research approach is quantitative. This type of research is descriptive statistics. The nature of this research is explanatory research. The population in this study was 45 banking companies in the Indonesia Stock Exchange for the 2015-2019 period. Technique sampling for this research used purposive sampling. So this research sample was 23 banking companies. Multiple linear regression model. The result is that the Loan to Deposit Ratio has no effect on Returning Assets in Bankingi Companies on the Indonesia Stock Exchange for the 2015-2019 Period. Non-Performing Loans have a negative effection Returnion Assets in Banking Companies on the Indonesia Stock Exchange for the 2015-2019 Period. Capital Adequacy Ratio has a positive effect on Return on Assets in Banking Companies the Indonesia Stock Exchange 2015-2019 Period. Third Party Funds have no effect on return on assets in Banking Companies the Indonesia Stock Exchange for the 2015-2019 Period. Together Loaniito Deposit Ratio, Non-Performing Loans, Capital Adequacy Ratio and Third Party Funds have an effect on return on assets in Banking Companies the Indonesia Stock Exchange 2015-2019 Period. The magnitude of this influence is 25.4% where the remaining 74.6% is influenced by other independent variables for example the ratio of income to operating expenses

scholarly journals PENGARUH RISIKO KREDIT, MINIMALISASI RISIKO, PERTUMBUHAN PRODUK DOMESTIK BRUTO, DAN INFLASI TERHADAP PENDAPATAN BUNGA BERSIH PADA PERUSAHAAN PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2013-2016

2020 ◽  
Vol 7 (1) ◽  
pp. 23
Author(s):  
Devi Widyawati ◽  
Desta Rizky Kusuma
Keyword(s):  
Risk Aversion ◽  
Credit Risk ◽  
Sampling Method ◽  
Positive Impact ◽  
Capital Adequacy ◽  
Gdp Growth ◽  
Panel Regression ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
The Impact

The aim of this research is to examine empirically the impact of credit risk, risk aversion, gross domestic product (GDP) growth, and inflation to Net Interest Margin on banking companies enlisted in BEI year 2013-2016. The factors that influenced NIM is credit risk which is proxied with NPL (Non Performing Loan) ratio, risk aversion which is proxied with CAR (Capital Adequacy Ratio), GDP growth and inflation. The period used is from 2013-2016.This research is causal research, that is to find recausality of independent and dependent variable. The population is 42 banking companies. The sampling method used is purposive sampling method. Based on the criteria, there are 41 banking companies. The hypothesis trial is done by the analysis of data panel regression an before do it, the research did a classic assumption trial. The result of hypothesis trial is done partially is t-test showed that NPL has t-statistic score is 1,4136 and t-tabel score is 1,290 on alpha 10% , so NPL has positive impact to NIM. CAR has t-statistic score is -0,2698 and t-tabel score is 1,290 on alpha 10%, so CAR doesn’t have impact to NIM. GDP growth has t-statistic score is 2,9349 and t-tabel score has 1,290 on alpha 10%, so GDP growth has positive impact to NIM. Inflation has t-statistic -0,5184 and t-tabel score is 1,290 on alpha 10%, so inflation doesn’t have impact to NIM.

scholarly journals Loan to Deposit Ratio, Capital Adequacy Ratio, Non Performing Loan, Size dan Return On Assets Bank Perkreditan Rakyat di Provinsi Daerah Khusus Ibukota Jaya

2018 ◽  
Vol 5 (01) ◽  
pp. 86-97
Author(s):  
Erni Yulianti ◽  
Muhammad Yusuf
Keyword(s):  
Jel Classification ◽  
Capital Adequacy ◽  
Future Research ◽  
Return On Assets ◽  
Independent Variables ◽  
Capital Adequacy Ratio ◽  
Model Sample ◽  
Loan Size ◽  
Positive Effect

ABSTRACT This study aims to examine and analyze the effect of loan to deposit ratio, capital adequacy ratio, non performing loan and size to return on assets in rural bank of special areas of the capital jaya province, registered at bank Indonesia period of december 2015-december 2016. Sample which is used in this research as many as 13 rural banks that routinely report its progress to bank Indonesia. The results showed that the loan to deposit ratio and capital adequacy ratio did not affect the return on assets. Non-performing loans negatively affect return on assets, while the size has a positive effect on return on assets. Future research can be re-tested by adding the variable because the ability of independent variables affect the return on assets is moderate, so it is still possible to add variables in the model. The sample can be expanded for rural banks in Indonesia so that the results can be generalized to all rural banks in Indonesia. ABSTRAK Penelitian ini bertujuan untuk menguji dan menganalisis pengaruh loan to deposit ratio, capital adequacy ratio, non performing loan dan size terhadap return on assets pada bank perkreditan rakyat wilayah provinsi daerah khusus ibukota jaya, yang terdaftar di bank Indonesia periode triwulan bulan desember 2015-desember 2016. Sampel yang digunakan dalam penelitian ini sebanyak 13 bank perkreditan rakyat yang secara rutin melaporkan perkembangannya pada bank Indonesia. Hasil penelitian menunjukkan bahwa loan to deposit ratio dan capital adequacy ratio tidak berpengaruh terhadap return on assets. Non performing loan berpengaruh negatif terhadap return on asset, sedangkan size berpengaruh positif terhadap return on asset. Riset mendatang dapat dilakukan pengujian ulang dengan menambah variabel karena kemampuan variabel independent mempengaruhi return on assets tergolong sedang, sehingga masih dimungkinkan menambah variabel di dalam model. Sample dapat diperluas untuk bank perkreditan rakyat di Indonesia agar hasil penelitian dapat digeneralisasi untuk seluruh bank perkreditan rakyat di Indonesia. JEL Classification: G21, M40, L25

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 PENGARUH NON PERFORMING LOAN, CAPITAL ADEQUACY RATIO DAN LOAN TO DEPOSIT RATIO TERHADAP CADANGAN KERUGIAN PENURUNAN NILAI DENGAN KOMPETENSI KOMITE AUDIT SEBAGAI PEMODERASI (STUDI EMPIRIS PADA PERUSAHAAN PERBANKAN YANG TERDAFTAR TAHUN 2014-2018 DI BURSA EFEK INDONESIA)

2020 ◽  
Vol 15 (3) ◽  
pp. 440
Author(s):  
Napisah Napisah
Keyword(s):  
Regression Analysis ◽  
Multiple Regression Analysis ◽  
Audit Committee ◽  
Sampling Method ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Moderating Variables ◽  
The Public ◽  
Independent Variables ◽  
Capital Adequacy Ratio

This study aims to examine the effect of non performing loan, capital adequacy ratio, and loan to deposit ratio on allowance for impairment losses with audit committee competencies as moderating variables on the public banking firms that listed in the Indonesia Stock Exchange for period 2014 to 2018. The independent variables of this study are non performing loan, capital adequacy ratio, and loan to deposit ratio, while the dependent variable in this study is allowance for impairment losses with audit committee competence as moderating variables. The method of analysis of this study is multiple regression analysis with moderating variables. This study uses purposive sampling method and get 20 public banking firms as the sample with 100 data observerd. The results of this study indicate that: (1) NPL significantly effect on CKPN; (2) CAR insignificant on CKPN; (3) LDR insignificant on CKPN; (4) KKA insignificanton CKPN; (5) NPL insignificant on CKPN while moderated by KKA; (6) CAR insignificant on CKPN while moderated by KKA; and (7) LDR insignificant on CKPN while moderated by KKA.

scholarly journals ANALISIS PENGARUH RISIKO KREDIT TERHADAP IMBAL HASIL SAHAM PERBANKAN DI BURSA EFEK JAKARTA PERIODE TAHUN 2001-2005

2011 ◽  
Vol 4 (1) ◽  
pp. 78-94
Author(s):  
Siane Handayani Rahardjo ◽  
Ingrid Maya Sophy2 ◽  
Tedy Fardiansyah
Keyword(s):  
Credit Risk ◽  
Stock Returns ◽  
Stock Prices ◽  
Stock Price ◽  
Sampling Method ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Capital Adequacy Ratio ◽  
Bank Stock Returns ◽  
Bank Stock

Banks have an important role in the economy and serves as a financial intermediary. Credit risk, as one of indicator of the health of the bank, is an interest of all stakeholders including investors stock. This study was conducted to determine the effect of credit risk on bank stock returns listed on the Jakarta Stock Exchange. The sampling method performed on 8 banks for a sample of meeting the requirements of the study. Credit risk data consisting of CAR (Capital Adequacy Ratio), NPL (Non Performing Loans) and PPAP (Removal of Assets Allowance) financial ratios derived from the quarterly during January 2001-December 2005. The stock prices are taken from the weekly closing stock price data weekly during January 2001-December 2005. Tests using multiple regressions were conducted to determine the effect of credit risk on stock returns. The results show that jointly or individually no significant effect on credit risk with stock returns.

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