scholarly journals Analysis of The Effect of Capital, Credit Risk, and Liquidity Risk on Profitability in Banks

2018 ◽  
Vol 10 (2) ◽  
pp. 44 ◽  
Author(s):  
Antyo Pracoyo ◽  
Aulia Imani
Keyword(s):  
Credit Risk ◽  
Liquidity Risk ◽  
Commercial Banking ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Independent Variable

This research aims to analyze the influence of bank-specific component to profitability of banking industry within the classification of commercial banking category 3 (Bank Umum Kegiatan Usaha 3, classification based on Central Bank of Indonesia) in the period of 2011 until 2015. The number of sample for this research are 8 banks or Bank Devisa. Independent variable used for this research are based on the ratio of banks. There are Capital measured by Capital Adequacy Ratio, Credit Risk measured by Non Performing Loan, and Liquidity Risk measured by Loan to Deposit Ratio. While dependent variable Profitability measured by Return On Assets. This research analyzed using Eviews 7 program for Panel Data Regression. The result of this research shows that Capital and Liquidity Risk has insignificance effect to Profitability. Meanwhile, Credit Risk has significant effect to Profitability

scholarly journals ANALISIS PENGARUH FAKTOR INTERNAL DAN EKSTERNAL TERHADAP PENGAMBILAN SAHAM PERBANKAN BUMN YANG TERDAFTAR DI BEI PERIODE 2010-2014

2020 ◽  
Vol 6 (2) ◽  
pp. 167
Author(s):  
Sanuri Sanuri ◽  
Desta Rizky Kusuma
Keyword(s):  
Interest Rates ◽  
Stock Returns ◽  
Stock Exchange ◽  
Hypothesis Test ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Independent Variable

This study aims to determine the influence of factors internal and external to the return of registered banking shares Indonesia Stock Exchange in 2010-2014. The population in this study were 4 BUMN bank companies registered in Indonesia Stock Exchange period 2010-2014 sampling techniques used is purposive sampling. obtained by 4 state-owned bank companies included in the independent variable criterion studied is Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation Rate, and Rate of Interest Interest and the dependent variable studied is stock returns. Analysis Techniques used is Panel Data Regression and Hypothesis test using t-test. The results showed that both variables were simultaneously independent Return On Asset (ROA) has no effect on stock returns Partially the variables of the four independent variables are Return On Assets (ROA), Capital Adequacy Ratio (CAR), Inflation and Interest Rates are only Inflation and Interest rates that have a significant effect on stock returns. R-square value 33.42%.

scholarly journals How Big The Role of Credit Risk, Liquidity Risk and Capital Have an Effect On The Profitability of The 10 Largestt Bank in Indonesia

2021 ◽  
Vol 2 (1) ◽  
pp. 179-189
Author(s):  
Irawati Junaeni
Keyword(s):  
Credit Risk ◽  
Fixed Effects ◽  
Liquidity Risk ◽  
Capital Adequacy ◽  
Bank Capital ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Analysis Technique ◽  
Capital Adequacy Ratio ◽  
Data Processing Tool

The purpose of this research is to analyze how the effect of credit risk, liquidity risk, bank capital, on profitability. The ratio used to measure credit risk using the Non Performing Loan (NPL), liquidity risk using the Loan to Funding Ratio ( LFR) and bank capital using the Capital Adequacy Ratio (CAR). The sample in this study were the 10 largest banks in Indonesia based on total assets. The analysis technique used in this research is panel data regression with fixed effects. The data processing tool used in this study is the Eviews 10 program. The partial test results show that the variables of credit risk and bank capital have an effect on profitabilityas measured by Return on Assets (ROA). Credit risk shows a negative and significant effect on profitability. And bank capital has a positive and significant effect on profitability. Meanwhile, liquidity risk has no significant effect on profitability. Simultaneously, the variables of credit risk, liquidity risk and capital have an effect of 90.17% on profitability. The remaining 9.83% was influenced by other factors not examined in this study

scholarly journals Determinant of Indonesian Islamic Banks Liquidity Risk

2020 ◽  
Vol 1 (4) ◽  
pp. 281-294
Author(s):  
Dwi Arfiyanti ◽  
Imanda Firmantyas Putri Pertiwi
Keyword(s):  
Liquidity Risk ◽  
Good Health ◽  
Capital Adequacy ◽  
Islamic Banks ◽  
Return On Assets ◽  
Internal Factors ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Negative Effect

An assessment of the liquidity of a bank is one way to determine whether the bank is in good health, fairly healthy, and unhealthy. This study aims to analyze the influence of the company's internal factors consisting of Return on Assets, Capital Adequacy Ratio and Bank Size on the liquidity ratio as measured by using two proxies, namely Liquid Asset to Total Asset (LATA and Financing Deposi Ratio (FDR). This study uses Islamic banks as the object of research in the 2014-2018 period. The results of data analysis using panel data regression showed that ROA and CAR had no effect on liquidity risk. Meanwhile, bank size has a significant negative effect on the liquidity ratio using LATA and FDR

scholarly journals PENGARUH KINERJA KEUANGAN TERHADAP RISIKO KEBANGKRUTAN BANK UMUM SYARIAH DI INDONESIA (METODE ALTMAN Z-SCORE MODIFIKASI PERIODE 2011-2017)

2018 ◽  
Vol 4 (2) ◽  
pp. 166
Author(s):  
Luluk Afiqoh ◽  
Nisful Laila
Keyword(s):  
Capital Adequacy ◽  
Z Score ◽  
Return On Assets ◽  
Analysis Techniques ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Negative Effect ◽  
Score Method ◽  
Positive Effect

This research aims to find out the influence of financial performance measured using the Capital Adequacy Ratio variable, Financing to Deposit Ratio, Leverage, Bank Size, Loan to Asset Ratio and Return on Assets to the risk of sharia bank bankruptcy in Indonesia calculated using the Altman Z-Score method Modification. This study uses a quantitative approach with panel data regression analysis techniques. The results of this study show partially the variable Capital Adequacy Ratio, Financing to Deposit Ratio, Bank Size has a significant positive effect, the variable Loan to Asset Ratio Leverage has a significant negative effect, and Return on Asset has a positive and insignificant effect. Nevertheles the variable Capital Adequacy Ratio, Financing to Deposit Ratio, Leverage, Bank Size, Loan to Asset Ratio and Return on Asset have a significant effect on the value of Altman Z-Score as a measure of the risk of bankruptcy in Islamic commercial banks in Indonesia.

scholarly journals Credit Risk and Profitability of Banking Sector in Sri Lanka

2021 ◽  
Vol 3 (1) ◽  
pp. 65-71
Author(s):  
Herath Mudiyanselage Kasun Salitha Bandara ◽  
Ahamed Lebbe Mohamed Jameel ◽  
Haleem Athambawa
Keyword(s):  
Sri Lanka ◽  
Credit Risk ◽  
Banking Sector ◽  
Capital Adequacy ◽  
Sri Lankan ◽  
Return On Assets ◽  
Net Charge ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
The Impact

This paper aims to investigate the impact of credit risk on the profitability of the banking sector in Sri Lanka. The profitability is measured with and Return on Assets. At the same time, credit risk is quantified with four indicators: Non-performing loan Ratio (NPLR), Loan to Deposit Ratio (LDR), Net Charge off Ratio (NCOR), and Capital Adequacy Ratio (CAR). Data from thirteen banks over eight years from 2010 to 2017 was analyzed using panel data regression analysis. The finding shows that the Profitability of the Banking Sector in Sri Lanka has been determined by important determinants such as credit risk. The study further finds that non-performing loans have negative and significant return on assets. However, the net charge-off ratio and the loan to deposit ratio are not important variables for expanding the bank's profitability. On the other hand, the CAR positively impacts returns on assets. The study suggested the need to strengthen the management of credit risk in order to preserve Sri Lankan banks' current profitability.

scholarly journals CAPITAL ADEQUACY RATIO, LOAN DEPOSIT RATIO DAN NON PERFORMING LOAN TERHADAP PROFITABILITAS

2017 ◽  
Vol 9 (2) ◽  
pp. 88-93
Author(s):  
Alfian Agus Putranto ◽  
Farida Titik Kristanti ◽  
Dewa Mahardika
Keyword(s):  
Commercial Bank ◽  
Stock Exchange ◽  
Sample Selection ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Negative Effect ◽  
Positive Effect

ROA is used to measure the ability of the bank’s management in obtaining the overall profit of the total assets owned. This study aims to examine the influence of Capital Adequacy Ratio (CAR), Loan Deposit Ratio (LDR) and Non Performing Loan (NPL). Profitability is proxied by Return on Assets (ROA) in Commercial Bank listed on Indonesia Stock Exchange (BEI) in the period of 2011-2015. The population in this study are the commercial bank listed on the Stock Exchange. Sample selection technique used is purposive sampling and acquired 31 commercial banks with the 2011-2015 study period. Methods of data analysis is panel data regression analysis. The results showed that simultaneous Capital Adequacy Ratio (CAR), Loan Deposit Ratio (LDR) and Non Performing Loan (NPL) have a significant effect on profitability. While partially, Capital Adequacy Ratio (CAR) significant positive effect, Non Performing Loan (NPL) significant negative effect, while Loan Deposit Ratio (LDR) has no effect on profitability.

scholarly journals ANALISIS TINGKAT KESEHATAN BANK DAN PERTUMBUHAN LABA PADA PERUSAHAAN SEKTOR PERBANKAN DI INDONESIA

2019 ◽  
Author(s):  
Resa Katriani ◽  
Aminar Sutra Dewi
Keyword(s):  
Regression Analysis ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Analysis Method ◽  
Return On Assets ◽  
Public Funds ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression ◽  
Profit Growth

Competition between banks in collecting public funds and redistributing inthe form of credit in many deviant practices, this deviation will cause a decline inbanking performance that will affect the profit growth of a bank. This study aimsto determine whether CAMEL has an influence on the profit growth of bankingcompanies on the Indonesia Stock Exchange (IDX). The ratio used in this study isCapital Adequacy Ratio (CAR), Non-Performing Loan (NPL), Return On Assets(ROA) and Loan To Deposit (LDR). The sample of this study were 20 bankingcompanies listed on the Indonesia Stock Exchange (BEI) in 2013-2017. This studyuses panel data regression analysis method. The results of the tests conductedfound that the Capital Adequacy Ratio (CAR) had a positive and significant effect onprofit growth. While Non-Performing Loan (NPL), Return On Assets (ROA), andLoan To Deposits (LDR) have no significant effect on profit growth

scholarly journals Risiko, Efisiensi dan Kinerja pada Bank Konvensional di Indonesia

2017 ◽  
pp. 111
Author(s):  
Sutrisno Sutrisno
Keyword(s):  
Credit Risk ◽  
Stock Exchange ◽  
Liquidity Risk ◽  
Capital Adequacy ◽  
Negative Effects ◽  
Return On Assets ◽  
Operating Income ◽  
Net Interest Margin ◽  
Capital Adequacy Ratio ◽  
Conventional Banks

The purpose of this study is to examine the effect of risk, efficiency and performances of conventional banks in Indonesia. Risk variables consist of capital risk which are measured by Capital Adequacy Ratio (CAR), liquidity risk which are measured by Loan to Deposit Ratio (LDR), credit risk which are measured by Non Performing Loan (NPL) and management risk which are measured by Net Interest Margin (NIM). Efficiency is measured by Operating Expense to Operating Income (BOPO) while banking performances are measured by Return on Assets (ROA). The population of this study is all of conventional banks registered in Indonesia Stock Exchange(BEI.) Purposive sampling method is used and the number of samples is 16 banks. We use quarterly data during period of 2013-2014. The hypotheses are tested using multiple linear regression.The result shows that capital risk (CAR) has negative effects, Liquidity risk (LDR) has positive and significant effects, credit risk (NPL) has no significant effects and management risk (NIM) has positive and significant effects on banking performance. Meanwhile, efficiency (BOPO) has significant and negative effects on banking performance.  

scholarly journals PENGARUH CAR, LDR DAN BOPO TERHADAP ROA PERUSAHAAN PERBANKAN KONVENSIONAL DI BEI

2020 ◽  
Vol 5 (2) ◽  
pp. 196-210
Author(s):  
Agus Boice Hutagalung ◽  
Muslimin Muslimin ◽  
Enki P Nainggolan
Keyword(s):  
Regression Analysis ◽  
Panel Data ◽  
Sampling Method ◽  
Stock Exchange ◽  
Capital Adequacy ◽  
Return On Assets ◽  
Purposive Sampling ◽  
Panel Data Regression ◽  
Capital Adequacy Ratio ◽  
Data Regression

 This study aims to determine the effect of Capital Adequacy Ratio, Loan to Deposit Ratio, and BOPO simultaneously and partially on Return On Assets of Conventional Banking Companies in the Indonesia Stock Exchange. The population in this study were 42 conventional banking companies listed on the Indonesia Stock Exchange. Sampling was carried out by purposive sampling method with the aim of obtaining samples in accordance with the research objectives and from the number of samples taken as many as 11 companies. The analytical method used in this study is panel data regression analysis. The results of this study indicate that during the period 2012-2016 (1) simultaneously CAR, LDR and BOPO had a significant effect on ROA in conventional banking companies listed on the IDX, (2) CAR partially had no significant effect on ROA, (3) LDR partially no significant effect on ROA, (4) BOPO partially has a significant effect on ROA of conventional banking companies on the Indonesia Stock Exchange. Penelitian ini bertujuan untuk mengetahui pengaruh Capital Adequacy Ratio, Loan to Deposit Ratio, dan BOPO secara serempak dan parsial terhadap Return On Assets Perusahaan Perbankan Konvensional di Bursa Efek Indonesia. Populasi dalam penelitian ini sebanyak 42 perusahaan perbankan konvensional yang terdaftar di Bursa Efek Indonesia. Pengambilan sampel dilakukan dengan metode purposive sampling dengan tujuan untuk mendapatkan sampel yang sesuai dengan tujuan penelitian dan dari jumlah yang ada maka diambil sampel sebanyak 11 perusahaan. Metode analisis yang digunakan dalam penelitian ini adalah analisis regresi data panel. Hasil dari penelitian ini menunjukkan bahwa selama periode 2012-2016 (1) secara simultan CAR, LDR dan BOPO berpengaruh signifikan terhadap ROA pada perusahaan perbankan konvensional yang terdaftar di BEI, (2) CAR secara parsial tidak berpengaruh signifikan terhadap ROA, (3) LDR secara parsial tidak berpengaruh signifikan terhadap ROA, (4) BOPO secara parsial berpengaruh signifikan terhadap ROA perusahaan perbankan konvensional di Bursa Efek Indonesia.

scholarly journals Bank Risk Profile and Credit Growth in Indonesia

2021 ◽  
Vol 16 (1) ◽  
pp. 84
Author(s):  
Etty Gurendrawati ◽  
Hera Khairunnisa ◽  
I Gusti Ketut Agung Ulupui ◽  
Trisni Suryarini ◽  
Adam Zakaria
Keyword(s):  
Credit Risk ◽  
Liquidity Risk ◽  
Market Risk ◽  
Risk Profile ◽  
Credit Growth ◽  
Panel Data Regression ◽  
Data Regression ◽  
Independent Variable ◽  
Banking Credit ◽  
Bank Risks

Banks are one of the important industries in a country, whose importance is evidenced by the management of bank risks. The purpose of this research is to investigate the effect or impact of the risk profile disclosure on banking credit growth in Indonesia for the years 2016, 2017, and 2018. Commercial banks in Indonesia, which provide information related to a complete risk profile in the annual report from 2016 to 2018, were selected as the sample. The risk profile variable is an independent variable consisting of credit risk, market risk, and liquidity risk. Panel data regression with E-Views 8 was used for data processing. The results of the study prove that disclosure of credit risk, market risk, and liquidity have significant influences to the banking credit growth in Indonesia. Keywords:   risk profile, credit growth, credit risk, market risk, liquidity risk

Sign in / Sign up

Export Citation Format

Share Document