scholarly journals Determinants of Islamic Banks Distress in Gulf Council Countries (GCC)

2021 ◽  
Author(s):  
Bakhita Hamdow Gad Elkreem Braima
Keyword(s):  
Inflation Rate ◽  
Market Price ◽  
Share Price ◽  
Simple Random Sample ◽  
Islamic Banks ◽  
Z Score ◽  
Internal Factors ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
Rating Model

The study aims to investigate the relation between Z score and internal factors represented in Camel rating system ratios. To discover the best ratios that can be used as indicator. Also it aims to investigate the impact of external economic factors GDP, Inflation rate and currency exchange rate on the Islamic banks soundness.it follows quantitative method, simple random sample of five full-fledge Islamic banks in Gulf Council Countries is selected, parametric statistical analysis is used, especially linear multiple regression tool. The results of linear regression model showing that, there are some ratios affect positively and significantly on Z score,those are, Total equities to T. Asset; Total loan to Total Assets; market share price and Earning per share.; moreover the GDP and inflation rate do not effect on the Islamic banks soundness. Implication of the results in Islamic banks they should increase their Z score through increasing some ratios such as liabilities to Assets ratio, loan to Assets ratio, share market price, most important implication of the study result is a recommendation for amendment of Camel rating model. Further works are recommended with more statistical techniques. The relation between camel dimensions ratios and bankometer model should be conducted.

scholarly journals Determinan Faktor Internal Dana Pihak Ketiga dan Faktor Eksternal (Inflasi, Pendapatan Perkapita, dan Imbalan SWBI) Terhadap Jumlah Dana Talangan Haji Pada Bank Syariah (BNI Syariah, BRI Syariah, Bank Muamalat, Bank Syariah Mandiri) Periode 2009-2014

2017 ◽  
Vol 4 (3) ◽  
pp. 235
Author(s):  
Fachmi Setyawan ◽  
Suherman Rosyidi
Keyword(s):  
Regression Analysis ◽  
Inflation Rate ◽  
Linear Regression Analysis ◽  
Multiple Linear Regression Analysis ◽  
Positive Influence ◽  
Third Party ◽  
Islamic Banks ◽  
Internal Factors ◽  
Macroeconomic Factors ◽  
Negative Effect

This study aimed to analyze the influence of internal factors of Islamic banks are third party funds and macroeconomic factors, namely inflation, percapita income and rewards Wadiah Certificate of Bank Indonesia to the amount of their bailout Hajj by Sharia banks in Indonesia during the period January 2009 to December 2014. The approach using multiple linear regression analysis. In this study, most of the hypothesis is not proven. Only variables percapita income and rewards SWBI that meet the research hypothesis. Research shows that third party funds and variable inflation rate indication hit double colinearity problems, so as to avoid bias regression results of these two variables were excluded from the regression model. Percapita income and rewards SWBIs have a significant effect partially to the amount of their bailout Hajj. Effect relationship shown is the reward SWBI have a negative effect, while percapita income has a positive influence on the amount of their bailout Hajj.

scholarly journals Financial System Stability in Indonesia during The Global Financial Crisis 2007/2008: Conventional vis-à-vis Islamic

2015 ◽  
Vol 2 (2) ◽  
pp. 136
Author(s):  
Muh. Rudi Nugroho ◽  
Ibnu Qizam
Keyword(s):  
Financial Crisis ◽  
Financial Stability ◽  
Global Financial Crisis ◽  
Internal Variable ◽  
Islamic Banks ◽  
Z Score ◽  
Internal Factors ◽  
Macroeconomic Factors ◽  
Conventional Banks ◽  
The Global Financial Crisis

This research aims to analyze the financial stability especially in dual banking system in Indonesia and discusses the role of Islamic banks in the financial stability of national banks. In addition, this study also focuses on the analysis of the determinants of financial stability namely on the national banking Industry. This research uses panel data in which combined data between time series and cross section with an observation periods are 2005:1 - 2009:1 by using an internal variable of banks and macroeconomic data. Z-score analysis will be used as main tool analysis regressed with internal variable. Empirical results obtained from this research shows that during the period of 2005:1 - 2009:1 banking financial stability, for both conventional and Islamic and categorized based on an asset scale, the movement of the Z-score value is different. From the Z-score values analysis shows that Islamic banks are the most stable bank with a trend increased sharply when compared with other banks, namely conventional couterparts. If viewed from each category, small conventional banks more stable than small Islamic banks, and there are declining trend in 2005:1 to 2009:1. Whereas for large and middle conventional banks the trend of the Z-score movement are in the same patterns. This study also founds that the determinant of the banking stability can be seen from two sides namely bank's internal factors and macroeconomic factors. Internal factors consist of: Income Diversity (ID), Credit or Financing (Loan), Total Assets (TA), Operational Cost (Cost), Cost Income (CI), Loan Asset (LA), Current Liability (CL), Cash to Current Liabilities (CCL), Capital Bank (MDL). While macroeconomic factors consist of: inflation, BI Rate, Exchange Rate, Composite Index (JCI), the Gross Domestic Product (GDP). This research also examined the extent to which the role of Islamic banks and the global financial crisis to the financial stability of national banking. This analysis shows that the global financial crisis and Islamic banks affect significantly to the financial stability of banking industries in Indonesia.

scholarly journals ANALYSIS OF COMPANY PERFORMANCE AND AUDIT OPINIONS IN INDONESIAN FOOD AND BEVERAGES COMPANIES

2018 ◽  
Vol 2 (2) ◽  
pp. 1-12
Author(s):  
Febby Namira ◽  
Yosman Bustaman
Keyword(s):  
Exchange Rate ◽  
Inflation Rate ◽  
Foreign Currency ◽  
Cash Flows ◽  
Company Performance ◽  
Audit Opinion ◽  
Food And Beverages ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
Thin Volume

This paper analyzes relationship between company performance and audit opinion. We use some financial ratios as measurement of firm’s performance such as liquidity, efficiency, profitability, market measurement and cash flows. This study uses food and beverages companies listed in Bursa Efek Indonesia (BEI) for five consecutive years from 2009 until 2013 as our sample data. Panel data analyses are used to regress our empirical model. After controlling with size of company and macroeconomics variables namely inflation rate and movement of Indonesian currency exchange rate against US dollar, we find that firm’s liquidity, profitability, market ratios and company cash flow significantly affect the audit opinion. Large firm size does not influence the audit opinion significantly, meanwhile both macro economic variables inflation rate and exchange rate link negatively with audit opinion however do not significantly affect the opinion. Thin volume of transactions in foreign currency among these companies might lead to non-significant effect between audit opinion and exchange rate.

scholarly journals Model Deteksi Krisis Indonesia dengan Indikator Suku Bunga Simpanan Riil

2019 ◽  
Vol 16 (2) ◽  
pp. 93-97
Author(s):  
Rina Safitri ◽  
Sugiyanto Sugiyanto ◽  
Sri Sulistijowati Handajani
Keyword(s):  
Interest Rates ◽  
Financial Crises ◽  
Inflation Rate ◽  
Economic Activities ◽  
Correction Model ◽  
Currency Exchange ◽  
Financial Conditions ◽  
Currency Exchange Rate ◽  
Drastic Increase ◽  
The Impact

The financial crisis is a condition where a country's finances experience a disruption which is characterized by a drastic increase in the inflation rate, a weakening currency exchange rate, and a decrease in other economic activities. Indonesia experienced financial crises in 1997 and 1998 which resulted in a collapse of financial conditions and national stability. Therefore, it is necessary to have a model to find out the crisis, so that efforts to recover the impact of the crisis can be done as early as possible from the model. This study aims to apply the Markov Switching Error Correction Model to detect a crisis. Based on the indicator of real deposit interest rates it can be concluded that the MS-ECM can explain the crisis that occurred in mid-1997 and late 2005

Determinants of Islamic Bank Profitability: Evidence from Indonesia

2020 ◽  
Vol 5 (1) ◽  
pp. 1-13
Author(s):  
Puji Sucia Sukmaningrum ◽  
Kashan Pirzada ◽  
Sylva Alif Rusmita ◽  
Fatin Fadhilah Hasib ◽  
Tika Widiastuti ◽  
...  
Keyword(s):  
Interest Rate ◽  
Quality Management ◽  
Banking Industry ◽  
External Factors ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Return On Assets ◽  
Internal Factors ◽  
Bank Profitability ◽  
Islamic Bank

Objective – Islamic Banks have a distinct advantage that is not only conduct a commercial operation, but to also conduct social operations. Therefore, Islamic Banks plays an important role in developing the Indonesian economy. The aim of this study is to investigate the impact of internal and external factors that affect the profitability of Islamic Banks in Indonesia. Methodology/Technique – The methodology of this research is multiple regression. The object of this research is the Islamic banking industry in Indonesia. Internal factors include size, liquidity, asset quality, management, and efficiency ratio. External factors include interest rate and inflation. Return on Assets is used to measure profitability. The monthly data is collected from the financial reports of Islamic Banks between 2011 to 2016. Findings – The findings show that size, liquidity, assets quality, management ratio, interest rate and inflation lead to a greater Return on Assets (profitability) in Islamic Banks in Indonesia. Efficiency however does not have a significant effect on profitability of Islamic Banks in Indonesia. Novelty – Based on the results of this research, it can be concluded that the Islamic banking industry can use those variables to improve the profitability of Islamic banks in the future. In addition, there are two variables that affect the profitability of Islamic banking industry. For the Islamic banking industry should anticipate the movement of inflation and interest to improve the profitability of Islamic banks. Type of Paper: Empirical paper. Keywords: Islamic Banks; Profitability; Internal Factors; External Factors; Indonesia. Reference to this paper should be made as follows: Sukmaningrum, P.S; Pirzada, K; Rusmita, S.A; Hasib, F.F; Widiastuti, T; Hendratmi, A. 2020. Determinants of Islamic Bank Profitability: Evidence from Indonesia, J. Fin. Bank. Review, 5 (1): pp. 01 – 13 https://doi.org/10.35609/jfbr.2020.5.1(1) JEL Classification: G21, G24.

Beyond Deep Learning: An Econometric Example

2020 ◽  
Vol 28 (Supp01) ◽  
pp. 31-38 ◽  
Author(s):  
Ruofan Liao ◽  
Paravee Maneejuk ◽  
Songsak Sriboonchitta
Keyword(s):  
Neural Networks ◽  
Deep Learning ◽  
Prediction Models ◽  
Original Data ◽  
Parametric Model ◽  
Parametric Models ◽  
The Past ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
Linear And Nonlinear

In the past, in many areas, the best prediction models were linear and nonlinear parametric models. In the last decade, in many application areas, deep learning has shown to lead to more accurate predictions than the parametric models. Deep learning-based predictions are reasonably accurate, but not perfect. How can we achieve better accuracy? To achieve this objective, we propose to combine neural networks with parametric model: namely, to train neural networks not on the original data, but on the differences between the actual data and the predictions of the parametric model. On the example of predicting currency exchange rate, we show that this idea indeed leads to more accurate predictions.

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