PERAN NILAI PERBANKAN DALAM MEMEDIASI PENGARUH NON PERFORMING LOAN DAN NET INTEREST MARGIN TERHADAP RETURN SAHAM PERBANKAN GO PUBLIC

Hasil penelitian terdahulu menunjukkan terjadi gap pengaruh antara non performing loan (NPL) dan net interest margin (NIM) terhadap return saham. Selain itu juga ada rekomendasi untuk membuat model penelitian factor – factor yang mempengaruhi return saham perbankan yang go public secara bertingkat (Struktural). Populasi dalam penelitian ini adalah sebanyak 43 perbankan go public. Besar sampel yang digunakan sebanyak 35 bank dengan metode pengambilan sampel menggunakan purposive sampling, sehingga jumlah observasi sebanyak 210 observasi. Alat analisis yang digunakan adalah menggunakan persamaan regresi linier berganda dan sobel test (uji mediasi). Hasil penelitian menunjukkan bahwa ­non performing loan (NPL) terbukti mempunyai pengaruh negative dan signifikan terhadap price book to value (PBV) dan return saham. Net interest margin (NIM) terbukti mempunyai pengaruh positif dan signifikan terhadap Price book to value (PBV) dan return saham. Price to book value mampu memediasi pengaruh net interest margin (NIM) terhadap return saham perbankan yang go public di Indonesia akan tetapi tidak mampu memediasi pada variable non performing loan (NPL)

Analisis Faktor Spesifik Bank Terhadap Non Performing Loan Pada Bank Umum Konvensional Yang Terdaftar Di Bursa Efek Indonesia

The purpose of this research is to analyze the effect of bank specific factors on non-performing loan on public conventional banks. The dependent variable studied was the non-performing loan and independent variables examined were capital adequacy ratio, bank size, loan to deposit ratio, net interest margin, return on equity, operating expenses to operating income, and earning per share. The secondary data obtained from the annual reports submitted in the IDX. Sample consist of 32 public conventional banks listed in IDX in the period of 2012-2017. The result of this study indicate that bank size and net interest margin has a positive and significant impact on non-performing loan. While return on equity showed a negative and significant impact on non-performing loan. The result of this study also showed that capital adequacy ratio, loan to deposit ratio, operating expenses to operating income and earning per share did not have any significant impact on non-performing loan.

An empirical analysis of the determinants of the U.S. banks’ profitability

This study investigates the determinants of the profitability of U.S. banks. Employing quarterly data, this paper further examines the historical and recent trends for all U.S. banks from 1996 to 2019 in the relationship between return and assets (ROA) and other bank internal (or endogenous) profitability contributors such as net interest margin (NIM), loan loss reserves, ratio of non-performing loans to gross loans, and external (or exogenous) macroeconomic variables, such as the 30-year average mortgage rate, Gross Domestic Product (GDP) economic growth rate, unemployment rate, interest rate, inflation rate and openness (i.e., exports + imports/GDP) by using the Generalized Method of Moments (GMM) estimator technique. The results reveal that bank-specific variables, including net interest margin, loan loss reserves and non-performing loans, have a significant impact on bank profitability in the United States. Similarly, the results show that macroeconomic variables, namely the average mortgage rate, economic growth, and unemployment rate, exert significant effects on the U.S. banks’ profitability. The results further indicate that changes in openness are detrimental to bank profitability. The implications are discussed.

Non-Performing Loan Determinants during COVID-19 Pandemic (Case Study at Bank XYZ)

Non-Performing Loans (NPL) is a financial ratio that shows the credit risk faced as a result of granting credit and investment funds on different portfolios. This study aimed to analyze the determinants of Non-Performing Loans (NPL) before and during the Covid 19 pandemic at Bank XYZ. NPL can be caused by internal or external factors from Bank XYZ. The analytical method used is the Mixed method which combines quantitative and qualitative analysis. Data analysis used multiple linear regression method using time series data for the 1st quarter of 2013- 4th quarter of 2020. The analysis method used multiple linear regression to see the influence of internal factors are total credit, Return on Equity, Loan to Deposit Ratio, Net Interest Margin, total assets, BOPO, condition dummy before after transformation and external factors are Benchmark Interest Rate, exchange rate (exchange rate), Inflation, Industry Production Index, dummy conditions before and during the Covid 19 pandemic on Bank XYZ's NPL. The estimated regressions are the overall NPL, the Small Medium Enterprise (SME) Business Segment NPL, the Small Medium Enterprise (SME) Business Segment for the wholesales business sector, and the Small Medium Enterprise (SME) Business Segment NPL for the Retailer business sector. Data processing using E-views software version 9.0. The result of this research are factors that affect the overall NPL: Dummy Transformation, Net Interest Margin, and total assets, for the NPL for the Small and Medium Enterprises (SME) segment: total assets, dummy transformation and Net Interest Margin (NIM), NPL for the Small and Medium Enterprises (SME) business sector Wholesales: BOPO NIM, Lending growth, total assets, ROE and Dummy Transformation, for the NPL segment of Small and Medium Enterprises (SMEs) Retailer business sector: Net Interest Margin (NIM) and total assets. The impact of the COVID-19 pandemic on NPLs was most felt by the NPL all, SME business segment credit and the wholesales business sector. Keywords: covid-19 pandemic, NPL, NPL SME, retailer, wholesales.

The Determinants of Net Interest Margin: An Empirical Study of Indonesia Category-IV Banks for the Period of 2014-2017

Bank’s Net Interest Margin (NIM) is a key indicator on how bank performs its intermediary function and necessary for the financial system stability. NIM is influenced by both internal and external determinants. This study aims to analyze these internal and external determinants of NIM for Indonesia’s Category-IV banks in the period of 2014 to 2017. The internal determinants used as independent variables are Loan to Deposit Ratio (LDR), Operating Efficiency Ratio (OER), and Capital Adequacy Ratio (CAR). Meanwhile, the external determinants used as independent variables are Interest Rate volatility and Inflation. This study uses four Indonesia’s Category-IV banks which were chosen by purposive sampling methodology based on criteria set with quarterly time horizon. These 4 commercial banks are those listed as ‘Category-IV’ or BUKU 4 during the study’s time frame. The statistical approach being used is panel least square fixed effect model. This study reveals that Loan to Deposit Ratio (LDR), Operating Efficiency Ratio (OER), and Inflation have positive significant influence toward NIM. In contrast, Capital Adequacy Ratio (CAR) shows negative significant influence, while Interest Rate volatility contributes insignificantly to NIM. The overall findings underlined that contribution of internal factors are consistent in influencing the value of NIM in a significant way.

Determinant of Net Interest Margin Banking In Indonesia, During The Period 2009 - 20018

The purpose of this study is to examine the effect of Loan Growth, Unemployment, BOPO, CAR, Inflation, and Exchange Rate in relationship with Net Interest Margin. The research object used is banking data BUKU I to BUKU IV 2009-2018 published by Financial Service Authority, known as OJK. The analysis technique used is panel data regression analysis with Eviews 9.0 analysis tool. The results showed that the variables which consist of Loan Growth, and Unemployment had a significant positive effect on Net Interest Margin. Other independent variables, which consist of BOPO and Exchange Rate had a significant negative effect on Net Interest Margin. While CAR and Inflation do not show a significant impact on Net Interest Margin.

PENGARUH NON PERFORMING LOAN (NPL), LOAN TO DEPOSIT RATIO (LDR) DAN NET INTEREST MARGIN (NIM) TERHADAP RETURN ON ASSETS (ROA) PADA PERUSAHAAN PERBANKAN

The purpose of this study was to determine the effect of Non-Performing Loans (NPL), Loan to Deposit Ratio (LDR), and Net Interest Margin (NIM) on Return On Assets (ROA) either partially or simultaneously in banking companies listed on the Indonesia Stock Exchange. . This study uses a quantitative approach with secondary data in the form of Non-Performing Loan (NPL), Loan to Deposit Ratio (LDR), and Net Interest Margin (NIM) and Return On Assets (ROA). Determination of the sample in this study using purposive sampling technique with 3 criteria in order to obtain 5 companies from 46 companies. The analysis technique used is a data regression analysis technique using the SPSS Version 25 application. The results of data processing show that the data is normally distributed and there are no symptoms of classical assumptions in the study. The conclusion obtained shows that Non-Performing Loans (NPL), Loan to Deposit Ratio (LDR) partially have a negative and significant effect on Return On Assets (ROA). Net Interest Margin (NIM) partially positive and significant effect on Return On Assets (ROA). And simultaneously there is the influence of Non-Performing Loans (NPL), Loan to Deposit Ratio (LDR), and Net Interest Margin (NIM) on Return On Assets (ROA).

ANALISIS KINERJA KEUANGAN BANK BADAN USAHA MILIK NEGARA (BUMN) DENGAN METODE RGEC (RISK PROFILE, GOOD CORPORATE GOVERNANCE, EARNING, CAPITAL)

Perekonomian Global saat ini sedang mengalami penurunan, hal ini juga berimbas pada perekonomian suatu Negara, tidak terkecuali Negara Indonesia. Efek dari penurunan sektor perekonomian Indonesia membuat Bank–Bank di Indonesia berlomba-lomba meningkatkan kinerja keuangan Bank mereka, sebagai upaya dalam meningkatkan Perekonomian Indonesia. Penelitian ini dilakukan dengan tujuan untuk mengetahui bagaimana perhitugan rasio keuangan, perkembangan kinerja keuangan, dan kondisi kinerja keuangan pada Bank Badan Usaha Milik Negara (BUMN). Metode penelitian yang digunakan adalah deskriptif kuantitatif. Sumber data yang digunakan adalah data sekunder. Terdapat 4 populasi perusahaan yang terdaftar sebagai bank BUMN di BEI, keempatnya memenuhi syarat untuk menjadi sampel dari penelitian ini. Penentuan sampel pada penelitian ini menggunakan metode purposive sampling. Metode analisis yang digunakan dalam penelitian ini adalah metode RGEC (Risk Profile, Good Corporate Governance, Earning, Capital) dengan rasio keuangan meliputi rasio NPL (Non Performing Loan), rasio LDR (Loan Deposite Ratio, ROA (Return On Asset), NIM (Net Interest Margin), dan CAR (Capital Adequacy Ratio). Hasil penetilian ini menunjukkan kinerja keuangan bank BUMN yang terdaftar di BEI periode 2014-2018 menggunakan metode RGEC pada periode 2014-2018 memiliki kinerja yang sangat baik. Kata Kunci: Kinerja Keuangan, Meode RGEC, Risk Profile, Earning, Capital.

PENGARUH DANA PIHAK KETIGA, NON-PERFORMING LOAN, DAN NET INTEREST MARGIN TERHADAP PROFITABILITAS BANK UMUM PEMERINTAH DI INDONESIA

This research was conducted to analyze the effect of Third Party Funds, Non Performing Loan (NPL), and Net Interest Margin (NIM) both partially and simultaneously on profitability in government public banks in Indonesia. This research sample is the government's public Bank in Indonesia for 10 periods (2010-2019), with a total sample of 4 banks. The sample was selected using saturated purposive sampling. The type of data in this study is quantitative data sourced from financial reports (balance sheet and calculation of financial ratios) through the official website of the Financial Services Authority (OJK). The results of this study indicate that; (1) the Third Party Funds has a significant positive effect on profitability, (2) NPL has a significant negative effect on profitability, (3) NIM has a significant positive effect on profitability, and (4) simultaneously the Third Party Funds, NPL, and NIM have a significant positive effect on profitability. Keywords : Third Party Funds, Non Performing Loans, Net Interest Margin, Profitability Abstrak Penelitian ini dilakukan untuk menguji Dana Pihak Ketiga (DPK), Non-Performing Loan (NPL), dan Net Interest Margin (NIM), baik secara parsial maupun simultan terhadap Profitabilitas dengan objek penelitian yaitu Bank Umum Pemerintah yang ada di Indonesia periode tahun 2010-2019. Sampel penelitian ini adalah Bank Umum Pemerintah di Indonesia yang berjumlah 4 bank dengan mengambil periode pengamatan data selama 10 tahun (2010-2019). Sampel dipilih dengan menggunakan purposive sampling jenuh. Jenis data dalam penelitian ini adalah data kuantitatif yang bersumber dari laporan keuangan (neraca dan perhitungan rasio keuangan) melalui laman web resmi Otoritas Jasa Keuangan (OJK). Hasil penelitian ini menunjukkan bahwa; (1) DPK berpengaruh positif signifikan terhadap profitabilitas, (2) NPL berpengaruh negatif signifikan terhadap profitabilitas, (3) NIM berpengaruh positif signifkan terhadap profitabilitas, dan (4) secara simultan DPK, NPL, dan NIM berpengaruh positif signifikan terhadap profitabilitas.

Pengaruh Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return on Assets, Loan To Deposit Ratio, dan Bank Size terhadap Harga Saham Perusahaan Perbankan yang Terdaftar di Bursa Efek Indonesia

This study aims to analyze the influence of Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return on Assets, Loan to Deposit Ratio, and Bank Size jointly and partially to Stock Price of banking sector company that listed on Indonesian Stock Exchange for period 2011-2018. This research used the purposive sampling method and obtained the 5 largest market capital banking sector companies as a sample. The analysis method used is multiple linear regression through SPSS 26 program. The results of this study show that Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, and Bank Size have significant influence to stock price. While Capital Adequacy Ratio, Non-Performing Loan, Loan to Deposit Ratio partially have significant influence on the stock price. Meanwhile, Net Interest Margin, Return On Asset, and Bank Size have not a significant influence on the stock price of banking sector company that listed on the Indonesian Stock Exchange for period 2011-2018. Penelitian ini dimaksudkan untuk mencari pengaruh Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, dan Bank Size mengenai keterkaitannya pada harga saham baik secara bersamaan maupun parsial terhadap harga saham perusahaan sektor bank yang ada di Bursa Efek Indonesia untuk periode penelitian 2011 – 2018. Penelitian ini mengunakan metode purposive sampling yang ditetapkan sebanyak 5 perusahaan sektor perbankan yang memiliki kapitalisasi pasar terbesar sebagai sampel. Metode analisis yang dipakai menggunakan regresi linear berganda melalui bantuan SPSS 26. Hasil penelitian membuktikan secara simultan, Capital Adequacy Ratio, Non-Performing Loan, Net Interest Margin, Return On Assets, Loan to Deposit Ratio, dan Bank Size berpengaruh signifikan terhadap harga saham. Sementara secara parsial, Capital Adequacy Ratio, Non-Performing Loan, dan Loan to Deposit Ratio berpengaruh terhadap harga saham. Sedangkan Net Interest Margin, Return On Asset, dan Bank Size tidak berkaitan terhadap harga saham sektor bank yang terdaftar di Bursa Efek Indonesia periode 2011-2018.