scholarly journals THE EFFECT OF INFLATION, BI RATE AND EXCHANGE ON PROFITABILITY IN SHARIA BANKING IN INDONESIA PERIOD OF 2009-2019

2022 ◽  
Vol 2 (1) ◽  
pp. 1-8
Author(s):  
Fuadi Fuadi ◽  
Ahmad Fauzul Hakim Hasibuan ◽  
Saparuddin Saparuddin ◽  
Sugianto Sugianto
Keyword(s):  
Exchange Rate ◽  
Financial Services ◽  
Secondary Data ◽  
Sampling Technique ◽  
Islamic Banking ◽  
Return On Assets ◽  
Insignificant Effect ◽  
Auto Regressive ◽  
Short And Long Term ◽  
The Exchange Rate

This study examined the effect of inflation, BI Rate, and exchange rate on profitability in Islamic banking in Indonesia during 2009-2019. The population and sample in this study were all Islamic banking in Indonesia obtained by purposive sampling technique. This study used quantitative secondary data sourced from financial statements accessed on the official website of Bank Indonesia and the Financial Services Authority. The data analysis method used was Vector Auto-Regressive (VAR) analysis with the help of Eviews 10. The results of the Variance Decomposition (VD) test showed that inflation could affect Return on Assets (ROA) of 0.62%. It indicated that inflation had a low or insignificant effect on the Return On Assets (ROA) of Islamic banking. BI Rate could affect the Return on Assets (ROA) of 0.13%, which indicated that inflation had a low or insignificant effect on the Return On Assets (ROA) of Islamic banking, while the exchange rate could affect the Return on Assets (ROA) of 1.89%, which indicated that the exchange rate had a significant effect on the Return On Assets (ROA) of Islamic banking. Based on the results of this study, it concluded that the exchange rate was more dominant in influencing the Return on Assets (ROA) of Islamic banking in the short and long term.

scholarly journals Analisis Profitabilitas Perbankan Syariah di Indonesia sebagai Dampak Dari Efisiensi Operasional

2017 ◽  
Vol 1 (2) ◽  
Author(s):  
Nur Zulfah Hijriyani ◽  
Setiawan Setiawan
Keyword(s):  
Financial Services ◽  
Secondary Data ◽  
Sampling Technique ◽  
Operational Efficiency ◽  
Islamic Banks ◽  
Return On Assets ◽  
Panel Data Regression ◽  
Analysis Technique ◽  
Data Regression ◽  
Negative Effect

AbstractThe purpose of this study are to measure and analyze operational efficiency that showed by bank financial ratios consisting of Operating Expenses to Operating Revenues (BOPO), Allowance for Possible Losses on Earning Assets (PPAP), Non Performing Financing (NPF) and Financing to Deposits Ratio (FDR) to Profitability that measured by Return on Assets (ROA). The population in this research is 11 Islamic Banking (BUS) by using total sampling technique in determine the sample. The data used in this study is secondary data obtained from the annual report of the bank period 2010 to 2016 published by each bank and matched with the data also by the Financial Services Authority (OJK). The analysis technique used is panel data regression analysis. Based on the result of F-test in this research, it can be concluded that the independent variables (operational efficiency) have a significant effect on the dependent variable (profitability). Meanwhile, the t-test shows that BOPO ratio has a significant negative effect on profitability. For the other three ratios, PPAP, NPF and FDR have no significant effect on profitability of Islamic Banks (BUS).Keywords: Islamic banks; Operational efficiency; Profitability. AbstrakPenelitian ini bertujuan untuk mengukur dan menganalisis pengaruh efisiensi operasionalyang diproksikan dengan rasio keuangan bank yang terdiri dari rasio Biaya Operasionalterhadap Pendapatan Operasional (BOPO), Penyisihan Penghapusan Aktiva Produktif(PPAP), Non Performing Financing (NPF) dan Financing Deposit Ratio (FDR) terhadapprofitabilitas yang diukur dengan Return on Asset (ROA). Populasi dalam penelitian ini adalah 11Bank Umum Syariah (BUS) dengan penggunaan teknik total sampling dalam penentuansampelnya. Data yang digunakan dalam penelitian ini adalah data sekunder yang diperolehdari laporan tahunan bank periode 2010 hingga 2016 yang dipublikasikan oleh masing-masing bank dan dicocokkan dengan data yang juga dipublikasikan oleh Otoritas JasaKeuangan (OJK). Teknik analisis yang digunakan adalah analisis regresi data panel. Berdasarkan hasil uji-F pada penelitian ini, dapat disimpulkan bahwa variabel independen (efisiensi operasional) berpengaruh signifikan terhadap variabel dependen (profitabilitas). Sementara itu, hasil uji-t menunjukkan bahwa rasio BOPO berpengaruh negatif signifikanterhadap profitabilitas. Untuk tiga rasio lainnya yaitu PPAP, NPF dan FDR tidak memilikipengaruh signifikan terhadap profitabilitas Bank Umum Syariah (BUS).Kata Kunci: Bank syariah; Efisiensi operasional; Profitabilitas.

scholarly journals Peran Biaya Operasional Dan Pendapatan Operasional Dalam Hubungan Pembiayaan Dengan Return On Asset Pada Bank Umum Syariah Di Indonesia

2021 ◽  
Vol 2 (2) ◽  
pp. 165-182
Author(s):  
Linda Devy Ramadhani ◽  
Taufikur Rahman
Keyword(s):  
Financial Services ◽  
Quantitative Research ◽  
Secondary Data ◽  
Sampling Technique ◽  
Operating Costs ◽  
Return On Assets ◽  
Operating Income ◽  
Regression Test ◽  
Stationary Test ◽  
Intervening Variables

This study aims to analyze the effect of mudharabah financing, murabahah financing, and ijarah financing on return on assets (ROA) with operating costs and operating income (BOPO) as intervening variables. This research is quantitative research using secondary data in panel data with a purposive sampling technique. The sample used is three Islamic commercial banks registered with the financial services authority from 2017 to 2020. Data analysis includes descriptive test, stationary test, regression test, classical assumption test, path analysis test, and Sobel test. The results of this study indicate that mudharabah financing and ijarah financing do not affect ROA. Murabahah and BOPO financing has negative and significant effects on ROA. BOPO did not mediate the effect of mudharabah, murabahah, and ijarah financing on ROA.

scholarly journals ANALISIS PROFITABILITAS BANK UMUM SYARIAH YANG MENGGUNAKAN RASIO RETURN ON ASSET (ROA) DAN RETURN ON EQUITY (ROE)

2019 ◽  
Vol 3 (2) ◽  
pp. 117
Author(s):  
Muhammad Ash-Shiddiqy
Keyword(s):  
Financial Services ◽  
Secondary Data ◽  
Sampling Technique ◽  
Return On Assets ◽  
Return On Equity ◽  
Bank Deposits ◽  
Before And After ◽  
The Difference ◽  
Profitability Ratios ◽  
Conventional Bank

The purpose of this study is to understand the difference between Islamic banks' profits beforeand after interest restrictions on conventional bank deposits based on Supervision Acts No. SP-28 DKNS /OJK / 9/2014. The policies of Financial Services Authority can be measured into two profitability ratios:(1) return on assets (ROA), and (2) return on equity (ROE). There were 11 SHARIA banks in Indonesiaselected through purposive sampling technique. Secondary data were the quarterly report of the SHARIABank (six quarters), which focuses on the three quarters before and after implementing the policy. Datawere tested using hypothesis testing through paired sample t-tests with a significant level at 5% (α =0.05). The results of this study indicate that the profitability of SHARIA Banks projected by ROA and ROEhas differences before and after the conventional bank deposit interest rate.

scholarly journals ANALISIS PENGARUH HARGA EMAS, MARGIN, INFLASI DAN KURS DOLLAR TERHADAP PEMBIAYAAN MURABAHAH EMAS DI PERBANKAN SYARIAH INDONESIA PERIODE APRIL 2015-AGUSTUS 2019

2020 ◽  
Vol 7 (3) ◽  
pp. 610
Author(s):  
Ilyas Chaidir Rahmansyah ◽  
Lina Nugraha Rani
Keyword(s):  
Financial Services ◽  
Commercial Banks ◽  
Secondary Data ◽  
Sampling Technique ◽  
Islamic Banking ◽  
Independent Variables ◽  
Panel Data Regression ◽  
Analysis Technique ◽  
Data Regression ◽  
The Relationship

This research employed a quantitative approach to investigate the relationship between dependent and independent variables and to test the hypotheses. The data utilized in this research were secondary data from the official website of Bank Indonesia (BI), the Financial Services Authority (OJK), the Central Statistics Agency (BPS), gold price providers in Indonesia, and monthly BUS & UUS bank statements in Indonesia. The population in this study consisted of 14 BUS and 20 UUS which registered on the Financial Services Authority. This research used a sampling technique using predetermined criteria so that a sample of 4 BUS and 1 UUS were obtained from April 2015 to August 2019. Moreover, the analysis technique employed in this research was panel data regression with EViews 9 statistical tools. The results of this research describe that the price of gold, inflation and the exchange rate of the dollar do not have a significant impact on the financing of Murabahah Gold, but margin have a significant impact and negative correlated with Murabahah Gold in Islamic banking in Indonesia, especially among Islamic Commercial Banks and Sharia Business Units.Keywords: Gold Prices, Inflation, Dollar Exchange, Murabahah Gold, Islamic Banking

scholarly journals Pengaruh Faktor Makroekonomi terhadap Pembiayaan Bermasalah

2018 ◽  
Vol 1 (1) ◽  
Author(s):  
Herni Hernawati ◽  
Oktaviani Rita Puspasari
Keyword(s):  
Exchange Rate ◽  
Positive Impact ◽  
Model Performance ◽  
Secondary Data ◽  
Sampling Technique ◽  
Islamic Banking ◽  
Panel Regression ◽  
Statistical Research ◽  
Macroeconomic Factors ◽  
Descriptive Method

The purpose of this research was conducted to determine and test the influence of macroeconomic factors in the form of inflation, BI Rate and exchange Rate (kurs) toward non performing financing. Population in this research is the Islamic Banking industry in Indonesia among 2010-2016. The sampling technique used is purposive sampling where the sample is selected based on the criteria determined by the writer.The data used is secondary data sourced from the official website of each Islamic Banking.To know the influence of  inflation, BI Rate and exchange Rate (kurs) toward non performing financing this research used eviews as statistical research tool. The research method used descriptive method with quantitative approach. This research used panel regression analyst model performance by using the four classical assumption which are normality, multicollinearity, autocorrelation and heteroscedasticity.The results show inflation has a positive impact and not significant on non performing financing (NPF), BI Rate and exchange Rate (kurs) have positive and significant effect on non performing financing (NPF).Key words: Inflation, BI Rate, Exchange Rate, Non Performing Financing (NPF)JELclassificationis : E44, G01, G21, G28, G32

scholarly journals Pengaruh Faktor Makro Ekonomi Terhadap Pembiayaan Bermasalah (Penelitian Pada Bank Umum Syariah di Indonesia Tahun 2010-2017)

2018 ◽  
Vol 1 (2) ◽  
pp. 73
Author(s):  
Amir Hamzah
Keyword(s):  
Exchange Rate ◽  
Positive Impact ◽  
Model Performance ◽  
Secondary Data ◽  
Sampling Technique ◽  
Islamic Banking ◽  
Panel Regression ◽  
Statistical Research ◽  
Macroeconomic Factors ◽  
Descriptive Method

The purpose of this research was conducted to determine and test the influence of macroeconomic factors in the form of inflation, BI rate and exchange rate (kurs) toward non performing financing. Population in this research is the Islamic Banking industry in Indonesia among 2010-2016. The sampling technique used is purposive sampling where the sample is selected based on the criteria determined by the writer. The data used is secondary data sourced from the official website of each Islamic Banking. To know the influence of  inflation, BI rate and exchange rate (kurs) toward non performing financing this research used eviews as statistical research tool. The research method used descriptive method with quantitative approach. This research used panel regression analyst model performance by using the four classical assumption which are normality, multicollinearity, autocorrelation and heteroscedasticity. The results show that,  simultaneously Inflation, BI Rate and Exchange Rate (kurs) have significantly and positive impact on non performing financing (NPF). Then in partialy, inflation has a positive impact and not significant on non performing financing (NPF), BI rate and exchange rate (kurs) have positive and significant effect on non performing financing (NPF). Keywords : Inflation, BI Rate, Exchange Rate, Non Performing Financing (NPF).

scholarly journals PENGARUH CRYPTOCURRENCY, INTELECTUAL CAPITAL, LEVERAGE DAN NILAI TUKAR RUPIAH TERHADAP NILAI SAHAM PERUSAHAAN, SEBELUM DAN PADA SAAT PANDEMI COVID-19 (STUDI EMPIRIS PADA PERUSAHAAN PERBANKAN DI BEI PERIODE JUNI 2019 - MARET 31, 2020)

2021 ◽  
Vol 33 (02) ◽  
pp. 014-031
Author(s):  
Endang Purwaningsih ◽  
Chatarina Guntur Citra Mandiri
Keyword(s):  
Exchange Rate ◽  
Intellectual Capital ◽  
Stock Prices ◽  
Secondary Data ◽  
Sampling Technique ◽  
Significant Positive Effect ◽  
Return On Assets ◽  
Regression Test ◽  
Secondary Data Sources ◽  
Positive Effect

This study aims to determine the effect of Cryptocurrency, Intellectual Capital, Rupiah Exchange Rate, Leverage, and Return On Assets on stock prices. The objects of this research are banking companies listed on the IDX from June 2019 to March 2021. The sampling technique uses secondary data sources, namely data obtained or collected by researchers from various existing sources. The number of samples used as many as 46 banking companies. The analytical method used is the classical assumption test and multiple regression test. Based on the analysis conducted, it can be concluded that this study meets the requirements of the classical assumption test. Hypothesis testing using the t test shows that Cryptocurrency has no effect on stock prices before the Covid-19 Pandemic, and has a significant effect on stock prices during the Covid-19 Pandemic. Intellectual Capital has a significant positive effect on stock prices before Covid-19, and has no effect on stock prices during the Covid-19 Pandemic. Leverage has no effect on stock prices before and during the Covid-19 Pandemic. The Rupiah Exchange Rate has no effect on stock prices before and during the Covid-19 Pandemic.  has a significant positive effect on stock prices before and during the Covid-19 Pandemic.  

scholarly journals Pengaruh Jumlah Uang Beredar dan Kurs terhadap Harga Beras di Indonesia dengan Inflasi sebagai Variabel Intervening

2021 ◽  
Vol 12 (2) ◽  
pp. 168-183
Author(s):  
Muhammad Syariful Anam ◽  
Dian Luthvita Nadila ◽  
Iskandar Iskandar
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Money Supply ◽  
Secondary Data ◽  
Analysis Model ◽  
The Third ◽  
Insignificant Effect ◽  
Rice Prices ◽  
The Exchange Rate ◽  
Path Analysis Model

The study aims to determine the effect of the money supply and exchange rates on rice prices with inflation as an intervening variable. Secondary data is time series 2015-2019 from BPS and BI, and is analyzed using a path analysis model which is an extension of multiple linear regression. The results showed that the money supply had a negative and significant effect on inflation, while the exchange rate had a positive and insignificant effect on inflation. Another finding is that the money supply has a positive and significant effect on rice prices, the exchange rate has a negative and insignificant effect on rice prices, and inflation has a negative and significant effect on rice prices. The third finding is that inflation as an intervening variable only mediates the money supply to the price of rice.

Pengaruh Faktor Fundamental, Risiko Sistematis Dan Ekonomi Makro Terhadap Return Saham Syariah Yang Tergabung Di Jakarta Islamic Index (JII) Pada Periode 2010 – 2014

2017 ◽  
Vol 24 (1) ◽  
pp. 54-70
Author(s):  
Hasanah Setyowati ◽  
Riyanti Ningsih
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Systematic Risk ◽  
Secondary Data ◽  
Analysis Model ◽  
Macroeconomic Factors ◽  
Return On Equity ◽  
Equity Ratio ◽  
Regression Techniques ◽  
The Exchange Rate

This study aimed to obtain empirical evidence on the influence of fundamental factors, systematic risk and macroeconomics on the returns Islamic stock of companies incorporated in the Jakarta Islamic Index in 2010-2014. The variables used were the fundamental factors that are proxied by Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER); Systematic risk is proxied by Beta Shares; macroeconomic factors is proxied by the inflation rate and the exchange rate. The samples of this study are the enterprises incorporated in Jakarta Islamic Index (JII) at the Indonesian Stock Exchange. The sampling method was using purposive sampling. There were 12 samples of Islamic stocks that meet the criteria to be used as samples. The analysis model used is multiple linear regression techniques and the type of data used is secondary data. The study found that all variables, which are Earning Per Share (EPS), Return on Equity (ROE), Debt to Equity Ratio (DER), Beta stock, inflation and the exchange rate do not significantly affect the return of sharia stock either simultaneously or partially.

The influence of inflation targeting on the pass-through effect of the exchange rate

2018 ◽  
pp. 70-84
Author(s):  
Ph. S. Kartaev ◽  
Yu. I. Yakimova
Keyword(s):  
Developing Countries ◽  
Monetary Policy ◽  
Exchange Rate ◽  
Inflation Targeting ◽  
Policy Regime ◽  
Short And Long Term ◽  
The Exchange Rate ◽  
Pass Through ◽  
The Impact

The paper studies the impact of the transition to the inflation targeting regime on the magnitude of the pass-through effect of the exchange rate to prices. We analyze cross-country panel data on developed and developing countries. It is shown that the transition to this regime of monetary policy contributes to a significant reduction in both the short- and long-term pass-through effects. This decline is stronger in developing countries. We identify the main channels that ensure the influence of the monetary policy regime on the pass-through effect, and examine their performance. In addition, we analyze the data of time series for Russia. It was concluded that even there the transition to inflation targeting led to a decrease in the dependence of the level of inflation on fluctuations in the ruble exchange rate.

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