Rasio Pembiayaan Bermasalah, Tingkat Kecukupan Modal, Dan Rasio Profitabilitas Di PT. Bank Muamalat

Liquidity ◽  
2018 ◽  
Vol 5 (1) ◽  
pp. 35-42
Author(s):  
Irma Novida
Keyword(s):  
Precautionary Principle ◽  
Banking Industry ◽  
Capital Adequacy ◽  
Bank Capital ◽  
Capital Asset ◽  
The Precautionary Principle ◽  
Bank Management ◽  
Capital Adequacy Ratio ◽  
Public Money ◽  
Asset Quality

In obtaining profit or banking profitability is not separated from the name of risk, because it cannot be denied that in fact the banking industry is an industry that is closely related to the risk, especially since it involves the management of public money and played in the form of investment activities, such as credit or financing. Financing is one form of business of the bank as an indicator in the assessment of the bank, for financing the assets which provide the largest portion of income for banks. Financing risks will have an impact on the smooth and banks ability to obtain profitability. In addition, many financial problems can lead to the erosion of bank capital that can be seen from the Capital Adequacy Ratio (CAR). The decrease of CAR certainly result in decreased ability of banks to channel financing, which in the end the bank to lose its ability to generate optimal profit. In addition, banks may have difficulties endangering its survival is characterized by decreasing capital, asset quality, liquidity and profitability as well as bank management is not carried out based on the precautionary principle and the principles of sound banking.

scholarly journals Dynamics of Risk Factors Affecting the Capital Adequacy Ratio with Special Reference to UCO Bank

2019 ◽  
Vol 8 (2) ◽  
pp. 10-13
Author(s):  
Preeta Sinha ◽  
Protik Basu
Keyword(s):  
Market Risk ◽  
Capital Adequacy ◽  
Basel Iii ◽  
Bank Capital ◽  
Financial Reports ◽  
Factors Affecting ◽  
Operational Risks ◽  
Capital Adequacy Ratio ◽  
Using Data ◽  
Asset Quality

To reinforce the stability of the financial system, policy makers and the Basel committee have proposed Basel accord to ensure that financial institutions maintain sufficient capital buffers. Basel III framework emphasizes on sustained increase in bank capital in order to absorb the potential credit, market and operational risks. The capital adequacy requirement under Basel III norms are directly linked to the PCA (Prompt Corrective action) framework which has disrupted the flow of credit in the economy. Market risk, Credit risk, Operational risk and deposits are some of the factors affecting the capital adequacy ratio (CAR) which influences the bank performances. This study aims at analysing the most important factor responsible for the shrinking liquidity due to adherence of stringent capital adequacy ratio imposed by RBI. Currently 11 public sector Banks out of 21 PSUs under PCA has sequentially shrunk their loan book including UCO Bank. The bank’s asset quality has worsened over the years. Using regression analysis, this paper seeks to study the major determinants of Capital Adequacy ratio using data sets for the period from 2009 to 2018 of UCO bank. The data was collected from the financial reports of the UCO bank for the aforesaid period. Among the parameters considered, it was found that deposits affect the CAR the most and market risk has the lowest impact on CAR.

scholarly journals Performa modal Bank Syariah di tengah pandemi covid-19

2021 ◽  
pp. 142-159
Author(s):  
Tri Inda Fadhila Rahma Inda
Keyword(s):  
Banking Industry ◽  
Financial Institution ◽  
External Factors ◽  
Capital Adequacy ◽  
Islamic Banking ◽  
Return On Assets ◽  
Internal Factors ◽  
Capital Adequacy Ratio ◽  
Asset Quality ◽  
Internal And External Factors

Capital is a very important function in overcoming risks that may occur in the Banking Industry. A bank is said to be healthy if a bank has sufficient capital despite possible risks. To see that a bank is healthy, capital indicators are also the most important measurement, namely through the capital adequacy ratio or Capital Asset Ratio (CAR). Things that can affect the size of the capital adequacy ratio can occur due to internal and external factors. Internal factors originating from the banking industry itself, such as profitability, asset quality, company size and liquidity. Meanwhile, external factors come from outside the company such as the macroeconomic condition of a country. The Covid-19 pandemic is one of the impacts that causes the economic condition of a country to weaken which impacts on investment. So this study aims to see how much the ability of Islamic banks in the midst of the Covid-19 Pandemic which began to occur in Indonesia from February 2020 to the end of 2020. And the factors that influence the capital adequacy ratio's size. The findings of this research show that during the Covid-19 pandemic, Islamic banking was able to show its performance as an ever-growing Islamic financial institution seen from the data on the development of assets and growth in deposits. Islamic banking CAR for the period of 2020 remains at a fairly strong level despite the covid-19 pandemic. Meanwhile, one of the internal factors that influence CAR is Return On Assets (ROA) with a significance value of 0.005.

scholarly journals Assessment of Bank Health Level towards Profit Growth

2016 ◽  
Vol 8 (2) ◽  
pp. 133
Author(s):  
Antyo Pracoyo ◽  
Dita Putriyanti
Keyword(s):  
Corporate Governance ◽  
Banking Industry ◽  
Significance Test ◽  
Fixed Effect ◽  
Capital Adequacy ◽  
Capital Asset ◽  
Good Corporate Governance ◽  
Health Level ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio

The objective of this research is to analyze the influence of Risk Based Bank Rating (RBBR) components to growth profit banking industry in Indonesia. The sample consists of Banks which categorized as Bank Umum Kegiatan Usaha (BUKU) 4 or Banks with capital asset over 30 billion IDR. The data gathered include the period of 2011 until 2013. Technique of analysis used for this research is multiple linier regression. This research has been analyzed with EViews 7.1 program, and during the significance test it indicated that fixed effect was the most appropriate method. The result of this research shows that Non Performing Loan have a negative and significant effect to growth profit. Loan to Deposit Ratio, Good Corporate Governance, Net Interest Margin, Capital Adequacy Ratio have a positive but no significant effect to growth profit.

scholarly journals PENGUATAN STRUKTUR MODAL SEBAGAI PEMENUHAN REGULASI DAN PENDUKUNG PENGEMBANGAN BISNIS

2020 ◽  
Vol 12 (1) ◽  
pp. 43-51
Author(s):  
Tedi Setiawan ◽  
Jaja Suteja ◽  
Ellen Rusliati
Keyword(s):  
Capital Structure ◽  
Research Method ◽  
Banking Industry ◽  
Market Competition ◽  
Descriptive Analysis ◽  
Capital Requirements ◽  
Capital Adequacy ◽  
Effective Strategies ◽  
Capital Adequacy Ratio ◽  
The Impact

Decision on capital structure have an important role in determinig banking performance.This study aims to find alternative strategies for Bank X in fulfilling the capital requirements and to measure its the effectivities in order to reach the capital requirements of the Bank X to be in accordance with the regulations in 2018. The results of this study are expected to provide useful information related to the importance of strengthening the capital structure of the company, especially in the banking industry in order to maintain the continuity of business and to win in the market competition. The study was conducted at Bank X was located in Bandung. The research method used was survey with qualitative research approaches. While the type of research was explorative descriptive analysis. The results of the study was found three effective strategies to meet the capital needs of Bank X in 2018, namely asset revaluation, reduction in dividend payout ratio (DPR) and the issuance of subordinated bonds. These three strategies could improve Capital Adequacy Ratio (CAR). while alternative simulations need to be carried out to determine the impact of the decision making.

scholarly journals Analisis Perbandingan Kinerja Keuangan Perbankan Syariah Bank Umum Syariah (BUS) dengan Unit Usaha Syariah (UUS) pada Bank Umum Konvensional

2015 ◽  
Vol 6 (1) ◽  
pp. 81
Author(s):  
Wiwin Kurniasari
Keyword(s):  
Interest Rate ◽  
Risk Ratio ◽  
Asset Management ◽  
Market Risk ◽  
Interest Rate Risk ◽  
Capital Adequacy ◽  
Business Unit ◽  
Capital Asset ◽  
Rate Risk ◽  
Capital Adequacy Ratio

This study aims to analyze the comparative financial performance of Islamic Banking with Conventional Banking (Shariah Business Unit) for each financial ratio and overall. The measurements of banking performance were used in this study are CAMELS ratios (Capital, Asset, Management, Earnings, Liquidity, and Sensitivity to Market Risk). This study uses 11 Shariah Banks and 12 Shariah Business Unit in 2012. This study shows that there are no differences between Shariah Banks and Shariah Business Unit in Capital Adequacy Ratio and Ratio Quality of Earning Asset, but there are differences in Management Ratio, Profitability Ratio, Liquidity Ratio, and Sensitivity Ratio in each and overall.Penelitian ini bertujuan untuk menganalisa perbandingan kinerja keuanganperbankan syariah yaitu Bank Umum Syari ah (BUS) dengan Bank Konvensional dari Unit Usaha Syariah (UUS) untuk masing-masing rasio keuangan dan secara keseluruhan. Ukuran kinerja bank yang digunakan dalam penelitian ini adalah rasio keuangan bank CAMELS (Capital, Asset, Management, Earnings, Liquidity, sensitivity to market risk), yang meliputi Capital Adequacy Ratio (mewakili rasio permodalan), pembentukan penyisihan penghapusan aktiva produktif (mewakili rasio kualitas aktiva produktif), Net Profit Margin/NPM(mewakili rasio manajemen), Return on Assets (ROA), Loan to Deposit Ratio (mewakili rasio likuiditas) dan Interest Rate Risk Ratio (mewakili rasio Sensitivitas terhadap Risiko Pasar).Teknik pengambilan sampel yang digunakan dalam penelitian ini adalah purposive sampling yang merupakan teknik pengambilan sampel dengan pertimbangan atau kriteria tertentu. Sampel yang dipergunakan peneliti adalah11 Bank Umum Syariah (BUS) dan 12 Unit Usaha Syariah (UUS) yang memiliki kelengkapan laporan keuangan tahun 2012 yang berupa neraca, laporan laba rugi, komitmen dan kontinjensi, kualitas aktiva produktif dan informasi lainnya, perhitungan kewajiban penyediaan modal minimum (KPMM). Berdasarkan hasil penelitian, analisis uji beda rata-rata t-Test memperlihatkan tidak ada perbedaan yang signifikan antara kinerja keuangan perbankan syariah pada Bank Umum Syariah (BUS) dengan perbankan konvensional yang mempunyai Unit Usaha Syariah (UUS) jika dilihat dari rasio permodalan (CAR) dan rasio kualitas aktiva produktif (PPAP). Ada perbedaan yang signifikan antara kinerja keuangan perbankan syariah (Bank Umum Syariah) dengan perbankan konvensional yang mempunyai Unit Usaha Syariah (UUS) jika dilihat dari rasio manajemen (NPM), rasio profitabilitas (ROA), rasio likuiditas (LDR), dan rasio sensitifitas terhadap reaksi pasar-Interest Rate Risk Ratio (IRRR), serta jika dilakukan analisis secara keseluruhan kinerja keuangan perbankan syariah.

scholarly journals MODAL, TINGKAT LIKUIDITAS BANK, NPL DAN PERTUMBUHAN KREDIT PERBANKAN INDONESIA

2019 ◽  
pp. 96
Author(s):  
Rahmat Setiawan ◽  
Ahmad Aziz Putra Pratama
Keyword(s):  
Firm Size ◽  
Stock Exchange ◽  
Multiple Linear Regression Model ◽  
Capital Adequacy ◽  
Bank Capital ◽  
Financial Report ◽  
Moderating Variables ◽  
Credit Quality ◽  
Capital Adequacy Ratio ◽  
Positive Effect

The purpose of this research is to examine the effect of bank capital on lending growth with moderation of liquidity level and credit quality of banking companies listed in Indonesia Stock Exchange (IDX). This study used multiple linear regression model and Moderated Regression Analysis (MRA). Data obtained from the company’s financial report published in 2010-2016 period. Dependent variable in this research is lending growth proxied with Net Loans Growth. Independent variable used bank capital proxied with Capital Adequacy Ratio (CAR). Moderating variables in this research used liquidity level proxied with liquidity ratio and credit quality proxied with non performing loan (NPL). In addition, controlling variable in this study is firm size proxied with logarithm of total assets. The results showed that bank capital has significant positive effect on lending growth, while the liquidity ratio strengthens positive effect of bank capital on lending growth and non performing loan mitigates positive effect of bank capital on lending growth.Keywords:capital adequacy ratio, firm size, liquidity ratio, net loans growth, non performing loan.

scholarly journals An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks

2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Grant E. Muller ◽  
Peter J. Witbooi
Keyword(s):  
Optimal Investment ◽  
Investment Strategy ◽  
Capital Adequacy ◽  
Basel Iii ◽  
Bank Capital ◽  
Optimal Investment Strategy ◽  
Capital Adequacy Ratio ◽  
Asset Portfolio ◽  
The Interest Rate ◽  
Strategy Subject

We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We find the investment strategy that maximizes an expected utility of the bank’s asset portfolio at a future date. This entails obtaining formulas for the optimal amounts of bank capital invested in different assets. Based on the optimal investment strategy, we derive a model for the Capital Adequacy Ratio (CAR), which the Basel Committee on Banking Supervision (BCBS) introduced as a measure against banks’ susceptibility to failure. Furthermore, we consider the optimal investment strategy subject to a constant CAR at the minimum prescribed level. We derive a formula for the bank’s asset portfolio at constant (minimum) CAR value and present numerical simulations on different scenarios. Under the optimal investment strategy, the CAR is above the minimum prescribed level. The value of the asset portfolio is improved if the CAR is at its (constant) minimum value.

scholarly journals MACROECONOMIC CONDITION AND BANKING INDUSTRY PERFORMANCE IN INDONESIA

2017 ◽  
Vol 20 (1) ◽  
pp. 71-98
Author(s):  
Mahjus Ekananda
Keyword(s):  
Interest Rates ◽  
Banking Industry ◽  
Capital Adequacy ◽  
The Other ◽  
Exchange Rate Risk ◽  
Macroeconomic Variables ◽  
Dynamic Relationship ◽  
Capital Adequacy Ratio ◽  
Industry Performance ◽  
Bank Soundness

The ratio of non-performing loan (NPL) and capital adequacy ratio (CAR) is still a measure of bank soundness in various countries including Indonesia. Interdependence acros bank’s condition, diversity of the size, market structure within banking industry, and macroeconomic variables, may be very complex and dynamic. This paper utilizes the advantage of PVAR model on capturing this complexity to analyze the dynamic relationship between the macroeconomic variables and the soundness of the banks. The result shows NPL of banks with small asset will increases rapidly when interest rate fluctuates. For banks with large asset, the increase in interest rates leads to larger reduction on their CAR. On the other hand, the result shows banks with smaller capital are less able to adapt quickly to an increase in NPL due to exchangerate depreciation, therefore banks with smaller capital should be cautious about the exchange rate risk.

scholarly journals THE NEW CAPITAL ADEQUACY FRAMEWORK (BASEL III) OPTIONS AND ISSUES IN COMMERCIAL BANKS OF LITHUANIA

Ekonomika ◽  
2015 ◽  
Vol 93 (4) ◽  
pp. 119-134 ◽  
Author(s):  
Filomena Jasevičienė ◽  
Daiva Jurkšaitytė
Keyword(s):  
Banking Regulation ◽  
Capital Requirements ◽  
Capital Adequacy ◽  
System Stability ◽  
Basel Iii ◽  
Management Problem ◽  
Bank Capital ◽  
Factors Influencing ◽  
Capital Adequacy Ratio ◽  
The World

Currently, banking is one of the most regulated activities in the world, because banks are the most important institutional units engaged in financial intermediation and affects not only the whole national economy of the country, but the global financial market as well. One of the key components of banking regulation are requirements expected for the bank capital, which prevent the bank from various unforeseen risks incurring substantial losses and are a sort of guarantee to maintain the financial system stability. For this reason, it is useful to find out what factors affect the capital adequacy ratio, and what measures the banks are going to take in order to meet the new capital requirements. The present research reveals the options of the implementation of the new system and the main problems faced by banks. The paper consists of four main parts: review of theory and literature, the research methodology of the factors influencing the capital adequacy, the study of factors influencing the capital adequacy ratio, and the capital adequacy management problem areas according to the Basel III requirements and conclusions.

scholarly journals The Effects Of Ownership Structure And Listed Status On Bank Risk In China

2013 ◽  
Vol 29 (3) ◽  
pp. 695 ◽  
Author(s):  
Maoyong Cheng ◽  
Hong Zhao ◽  
Junrui Zhang
Keyword(s):  
Regression Analysis ◽  
Credit Risk ◽  
Ownership Structure ◽  
Commercial Banks ◽  
Capital Adequacy ◽  
Bank Risk ◽  
Capital Adequacy Ratio ◽  
Asset Quality ◽  
Relationship Of ◽  
The Relationship

This paper investigates the relationship of ownership structure, listed status and risk by using regression analysis based on the relevant data of Chinas commercial banks. Three main results emerge. First, compared to the state-owned banks, foreign-owned commercial banks exhibit better asset quality, lower credit risk and higher capital adequacy ratio; city commercial banks have lower credit risk and joint-stock commercial banks have lower credit risk and capital adequacy ratio. Second, listed status improves the asset quality and capital adequacy ratio. Finally, we also find that the listed status significantly moderates the relationship between ownership structure and risk. In conclusion, this study provides a theoretical reference for the reform of Chinas commercial banks.

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