scholarly journals Empirical Analysis of Non-Performing Loans and Liquidity of Deposit Money Banks: Nigeria Experience

2021 ◽  
Keyword(s):  
Monetary Policy ◽  
Gross Domestic Product ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Loan Loss ◽  
Loan Loss Provisions ◽  
Minimum Capital Requirement ◽  
Small Quantum ◽  
Capital Adequacy Ratio ◽  
Loan Growth

Nigerian Deposit Money Banks (DMBs) tend to have suffered the plight of Non-Performing Loans (NPLs) in recent times in no small quantum. Consequently, a large chunk of them have had to increase their loan loss provisions and this may dwindle their liquidity. This study investigates the effect of non-performing loans on liquidity of Deposit Money Banks (DMBs) in Nigeria. A panel regression analysis was performed on a data of 15 quoted DMBs from 2009 to 2019, in order to examine the correlation between the explained variable (banks’ liquidity) and Non-Performing Loans (NPL) while other explanatory variables- Capital Adequacy Ratio (CAR), Bank Size (BS), Loan Growth (LG), Monetary Policy Rate (MPR), Gross Domestic Product (GDP) and Inflation were taken into consideration. Data were extracted from the banks’ yearly financial statements and the World Bank Financial Statistics. Based on the empirical findings, the study found only four variables-Non Performing Loans, Capital Adequacy Ratio, Bank Size and Inflation significantly related at 5% significant level with banks’ liquidity while the other three; Gross Domestic Product, Loan Growth and Monetary Policy Rate were identified as insignificant. The finding also revealed that NPLs has negative effect on banks’ liquidity while CAR, BS and INF showed positive relationship. The study recommends strict compliance of banks with the NPLs tolerable limit set by the Central bank. It also suggests that the CBN take proactive measure to ensure the banks’ compliance with the minimum capital requirement. Keywords: Banks, Financial Institutions, Liquidity, Non-Performing Loans, Performance

scholarly journals DETERMINAN TINGKAT BAGI HASIL DEPOSITO MUDHARABAH PADA BANK UMUM SYARIAH DI INDONESIA

2020 ◽  
Vol 7 (9) ◽  
pp. 1714
Author(s):  
Cindra Fitrianingsih ◽  
Lina Nugraha Rani
Keyword(s):  
Gross Domestic Product ◽  
Financial Services ◽  
Quantitative Methods ◽  
Negative Impact ◽  
Sampling Technique ◽  
Profit Sharing ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Purposive Sampling ◽  
Capital Adequacy Ratio

ABSTRAKPenelitian ini menggunakan metode kuantitatif untuk mengetahui hubungan antara variabel dependen dan independen dan menguji hipotesis penelitian. Data yang digunakan dalam penelitian adalah data sekunderr berupa laporan keuangan triwulan dari situs web resmi masing-masing bank, Bank Indonesia, Otoritas Jasa Keuangan (OJK). Populasi dalam penelitian ini adalah semua Bank Umum Syariah yang terdaftar di Bank Indonesia periode 2013-2020. Penelitian ini menggunakan teknik purposive sampling dalam menentukan sampel penelitian, sehingga diperoleh sampel 7 Bank Umum Syariah tahun 2013-2020. Teknik analisis yang digunakan adalah regresi data panel. Hasil dari penelitian ini menunjukkan bahwa ROA, CAR, Bank Size, BI-Rate, GDP, dan Inflasi secara simultan berpengaruh terhadap tingkat bagi hasil deposito mudharabah. Secara parsial, ROA dan Inflasi tidak berpengaruh signifikan terhadap tingkat bagi hasil deposito, CAR dan Bank Size berpengaruh negatif signifikan terhadap tingkat bagi hasil deposito, BI-Rate dan GDP berpengaruh positif signifikan terhadap bagi hasil deposito mudharabah Bank Umum Syariah di Indonesia.Kata Kunci: Tingkat Bagi Hasil Deposito, Return on Asset, Capital Adequacy Ratio, Bank Size, BI-Rate, Gross Domestic Product, Inflasi ABSTRACTThis study used quantitative methods to determine the relationship between dependent and independent variables and test the hypothesis. The data utilized in this research were secondary data from the official websites of each bank, Bank Indonesia, The Financial Services Authority (OJK), The population in this study are all Sharia Commercial Banks that registered at Bank Indonesia for the period 2013-2020. This study used a purposive sampling technique in determined the research sample so that a sample of 7 Sharia Commercial Bank samples in 2013-2020. The analysis technique used panel data regression, The results of this study show that ROA, CAR, Bank Size, BI-Rate, GDP, and simultaneously inflation affect the profit-sharing rate of mudharabah deposits. Partially, ROA and inflation did not significantly influence the level of profit-sharing of deposits, CAR, and Bank Size had a significant negative impact on the level of profit-sharing of deposits, the BI-Rate and GDP had a significant positive effect on the profit-sharing of mudharabah deposits of Islamic Banks in Indonesia.Keywords: Deposit Profit-sharing Rate, Return on Asset, Capital Adequacy Ratio, Bank Size, BI-Rate, Gross Domestic Product, Inflation

scholarly journals What Most Influence on Non-Performing Loan in Indonesia? Bank Accounting Perspective with Mars Analysis

2020 ◽  
Vol 3 (2) ◽  
pp. 136-153
Author(s):  
Nanang Shonhadji
Keyword(s):  
Gross Domestic Product ◽  
Exchange Rates ◽  
Interest Rates ◽  
Capital Adequacy ◽  
Operating Costs ◽  
Domestic Product ◽  
Credit Growth ◽  
Operating Income ◽  
Capital Adequacy Ratio ◽  
Private Banks

The research objective is to examine factors that affect non-performing loans at conventional private banks in Indonesia. These factors include growth in gross domestic product, interest rates, currency exchange rates, exports, credit growth, inflation, return on asset, operating costs to operating income, and the capital adequacy ratio. The sample used in this study was conventional private banks listed on the Indonesia Stock Exchange 2014-2019. Data analysis techniques using Multivariate adaptive regression spline (MARS). The study results inform an influence between the predictor variables and the response variables based on functions in the model. The variables that affect non-performing loans are credit growth, exchange rates, inflation, capital adequacy ratio, return on asset, operating costs to operating income, and interest rates. In contrast, gross domestic product growth and export growth in this study do not affect non-performing loans in conventional private banks. The MARS model has informed that the most influential variable on non-performing loans is credit growth. Banking authorities need to control lending by applying credit risk management and regulating the quality of credit loans to contribute to the results in this study.

scholarly journals Analisis Faktor Eksternal dan Internal Bank terhadap Risiko Pembiayaan Bank Umum Syariah di Indonesia Periode 2012-2015

2018 ◽  
Vol 9 (1) ◽  
pp. 13
Author(s):  
Amalia Eka Purnamasari ◽  
Musdholifah Musdholifah
Keyword(s):  
Exchange Rate ◽  
Gross Domestic Product ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Negative Influence ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Analysis Model ◽  
Return On Assets ◽  
Capital Adequacy Ratio

The purpose of this research was to determine effect of growth gross domestic product, inflation, exchange rate, capital adequacy ratio, return on assets, operating expenses to operating revenues and bank size on financing risk (NPF) of Sharia Banks period 2012-2015. The data that use in this research is the secondary data, that is financial statement of Sharia Banks in Indonesia period 2012-2015. The sampling method that used in this research are purposive sampling and data analysis model used is the multiple linear regression analysis. The result of this research show that simultaneous each external and internal bank factor have influence on the NPF. But partially, showed that eksternal factor, namely growth gross domestic product, inflation and exchange rate have no influence on the NPF. While from the internal bank showed capital adequacy ratio and operating expenses to operating revenues have no influence, return on assets have a negative influence and bank size have a positive influence on the NPF. 

scholarly journals ANALISIS PENGARUH CAR, LOAN, GDP DAN INFLASI TERHADAP PROFITABILITAS BANK DI INDONESIA

2017 ◽  
Vol 10 (2) ◽  
pp. 116-126
Author(s):  
Fangky A. Sorongan
Keyword(s):  
Regression Analysis ◽  
Gross Domestic Product ◽  
Banking System ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Bank Profitability ◽  
Independent Variables ◽  
Capital Adequacy Ratio ◽  
Negative Effect ◽  
The Relationship

This study aims to examine the relationship between bank profitability and the factors that affect the level of profitability of the banking system in Indonesia. The population and samples used in this study are ten banks with the largest total assets in Indonesia such as BRI, Bank Mandiri, BCA, BNI, CIMB Niaga, BTN, Bank Panin, Bank Permata, Maybank and Bank Danamon, with observation year 2012 until by 2015. Dependent variable is profitability represented by return on asset (ROA), while four independent variables are CAR (capital adequacy ratio), LOAN, GDP (gross domestic product) and inflation. The result of regression analysis shows that CAR, LOAN, GDP have important contribution significantly to profitability (ROA) in bank in Indonesia, while the inflation variable has no significant and negative effect on profitability (ROA).

scholarly journals The effect of asset quality, profit and loss sharing on Sharia Banking Liquidity in Indonesia

2022 ◽  
Vol 27 ◽  
pp. 423-436
Author(s):  
Anggraeni Anggraeni ◽  
Yulis Maulida Berniz
Keyword(s):  
Gross Domestic Product ◽  
Profit Sharing ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Islamic Banks ◽  
Return On Assets ◽  
Investment Bank ◽  
For Profit ◽  
Capital Adequacy Ratio ◽  
Asset Quality

This study aims to determine the effect of asset quality variables (Non-Performing Financing), Profit and Loss Sharing (profit-loss sharing investment and profit-sharing investment account), capital adequacy ratio, bank size, return on assets, and gross domestic product on Islamic banking liquidity in Indonesia. The analysis was conducted using a sample of 7 Islamic commercial banks from the period March 2015 to December 2019. This study uses 2 multiple regression models of panel data with the results showing that Non-Performing Financing, profit-loss sharing investment, bank size, gross domestic product affect the liquidity of Islamic banks. , then for-profit sharing investment account, capital adequacy ratio, return on assets, does not affect the liquidity of Islamic banks.

scholarly journals DETERMINASI NON PERFORMING FINANCING PADA BANK UMUM SYARIAH DI INDONESIA

Media Ekonomi ◽  
2019 ◽  
Vol 27 (1) ◽  
pp. 1
Author(s):  
Noerlela Sari ◽  
Ellyana Amran
Keyword(s):  
Gross Domestic Product ◽  
Commercial Banks ◽  
Quantitative Research ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Financial Reports ◽  
Quantitative Research Methods ◽  
Panel Data Regression ◽  
Analysis Technique ◽  
Capital Adequacy Ratio

<em>This study aims to determine the effect of Capital Adequacy Ratio (CAR), Financing to Deposit Ratio (FDR), Inflation, and Gross Domestic Product (GDP) on Non Performing Financing (NPF) on Islamic Commercial Banks in Indonesia for 2012-2016 Period. <em>The research method used in this study is quantitative research methods. The sample is 8 Sharia Commercial Banks which were previously determined by the purposive sampling method. Data collected in the form of quarterly financial reports for each Sharia Bank from 2012-2016. The analysis technique used is panel data regression. <em>The results showed that the Capital Adequacy Ratio (CAR) and Gross Domestic Product (GDP) had a negative and significant effect on Non Performing Financing (NPF) at Islamic Commercial Banks while the inflation and Financing to Deposit Ratio (FDR) variables had a negative and not significant effect on the level Non Performing Financing (NPF) at Islamic Commercial Banks.</em></em></em>

scholarly journals Analisis Fakor Internal dan Eksternal yang Memengaruhi Financial Distress Bank Umum Syariah Periode 2014-2018

2021 ◽  
Vol 1 (2) ◽  
pp. 446-457
Author(s):  
Dhiwi Rasa Wulan Pamungkas ◽  
Fatmi Hadiani ◽  
Radia Purbayati
Keyword(s):  
Gross Domestic Product ◽  
Financial Distress ◽  
Commercial Banks ◽  
Logistic Regression Model ◽  
Sampling Method ◽  
Annual Report ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Islamic Banks ◽  
Capital Adequacy Ratio

The purpose of this study is to determine the influence of Non Performing Finance (NPF), Financing to Deposit Ratio (FDR), Capital Adequacy Ratio (CAR), Inflation, and Gross Domestic Product (GDP) on Financial Distress as measured by Grover method (G-Score). The sample of this study used a purposive sampling method and obtained 12 Islamic Commercial Banks in Indonesia to be analyzed. The data in this study were sourced from annual report Islamic Banks and reports on inflation and Gross Domestic Product (GDP). This research will be analyzed by a logistic regression model that will be tested using the EViews version 10 SV software. The results of this study indicate that there are four Islamic Commercial Banks in Indonesia that experienced financial distress during the 2014-2018 period. Partially, NPF and inflation have a significant effect on financial distress, while FDR, CAR, and GDP have no significant effect on financial distress.

scholarly journals PENGARUH VARIABEL MAKRO DAN MIKRO EKONOMI TERHADAP PEMBIAYAAN BERMASALAH PADA BANK SYARIAH DI INDONESIA

2017 ◽  
Vol 2 (1) ◽  
Author(s):  
Sigit Arie Wibowo ◽  
Wahyu Saputra
Keyword(s):  
Gross Domestic Product ◽  
Commercial Banks ◽  
Sampling Method ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Research Subject ◽  
Islamic Banks ◽  
Purposive Sampling ◽  
Capital Adequacy Ratio ◽  
Economic Size

ABSTRAK Tujuan dari penelitian ini adalah untuk mengetahui seberapa besar pengaruh variabel inflasi, Gross Domestic Product (GDP), ukuran bank (size), Financing to Deposit Ratio (FDR), Financing to Asset Ratio (FAR), dan Capital Adequacy Ratio (CAR) terhadap variabel Non Performing Financing (NPF) pada Bank Umum Syariah di Indonesia tahun 2011-2015. Subjek penelitian ini adalah Bank Umum Syariah di Indonesia. Dalam penelitian ini, total sampel sebanyak 11 Bank Umum Syariah diperoleh dengan menggunakan metode purposive sampling. Alat analisis yang digunakan adalah analisis regresi berganda. Berdasarkan hasil analisis diperoleh bahwa, PDB, ukuran, dan CAR berpengaruh secara signifikan terhadap pembiayaan bermasalah. Sedangkan inflasi, FDR, dan FAR tidak berpengaruh terhadap pembiayaan bermasalah.Kata kunci: pembiayaan bermasalah, Bank Syariah, inflasi, ukuran bank, NPF ABSTRACT The purpose of this study is to determine how much influence the variable inflation, gross domestic product (GDP), the economic size of the Bank (size), Financing to Deposit Ratio (FDR), Financing to Asset Ratio (FAR), and the Capital Adequacy Ratio (CAR) to variable Non Performing Financing NPF) in Islamic commercial banks in Indonesia 2011-2015. This research subject is an Islamic commercial bank in Indonesia. In this study a total samples of 11 Islamic commercial banks were obtained using purposive sampling method. The analytical tool used is multiple regression analysis. Based on the analysis of the obtained results that, GDP, size, and CAR significantly influence the financing problems. As for inflation, FDR, and the FAR does not have an impact on financing problems.Keywords: financing problems, Islamic banks, inflation, the size of the bank, NPF

scholarly journals Factors Affecting the Loan Loss Provision in Vietnamese System of Commercial Banks

2014 ◽  
Vol 222 ◽  
pp. 89-106
Author(s):  
Hiền Nguyễn Thị Thu ◽  
Tuấn Phạm Đình
Keyword(s):  
Commercial Banks ◽  
Financial Risk ◽  
Capital Adequacy ◽  
Loan Loss ◽  
Factors Affecting ◽  
Loan Loss Provision ◽  
Loan Loss Provisions ◽  
Capital Adequacy Ratio ◽  
Loan Risk ◽  
Theoretical Evidence

Establishing loan loss provisions may affect bank’s profitability and capital adequacy ratio. The paper employs regression analysis to explore operations of loan loss provisions in Vietnamese commercial banks in 2008-2012 in its relationship with bank characteristics. The results show that loan loss provisions of Vietnamese commercial banks are positively related to size and proportion of bad debt and negatively related to financial risk ratio. The paper provides theoretical evidence of the opportunism in selection of accounting policy concerning loan risk management by Vietnamese bank managers.

scholarly journals Effect Of Gross Domestic Product, Liquidity, Size, Growth, Capital Adequacy Ratio, And Inflation On Financial Performance

2021 ◽  
Vol 17 (1) ◽  
pp. 46
Author(s):  
Purwohandoko Purwohandoko ◽  
Sri Setyo Iriani
Keyword(s):  
Gross Domestic Product ◽  
Financial Performance ◽  
Stock Exchange ◽  
Consumer Price Index ◽  
Capital Adequacy ◽  
Domestic Product ◽  
Financial Reports ◽  
Capital Adequacy Ratio ◽  
Size Growth ◽  
Negative Effect

Research on the Gross Domestic Product was measured based on the basis price taken from BPS in 2012-2017, size was measured using a natural log of total assets, Liquidity was measured using the loan to deposite ratio, size was measured using a natural log of total assets, growth was measured using the change in the total assets of previous year, adaequacy capital ratio, measured using the total capital divided by risk-weighted assets, and inflation is measured using the consumer price index. The population in this study was all the banks listed on the Stock Exchange. The sample in this research that private banks listed on the Stock Exchange during 2012-2017 and they was published the complete financial reports. This study used multiple linear regression. The result of this study showed that  the liquidity and capital adequacy ratio did not affect the financial performance. Gross Domestic Product, Size and growth had a significant positive effect on financial performance. While inflation was a significant negative effect on financial performance.

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