DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA PERIODE 2010:3 � 2013:3
This paper examines the determinants of the non-performing financing (NPF) ratio and analyzes which indicators are the most influential on NPF ratio of Indonesia sharia bank. This paper finds that the level of NPF ratio can be attributed to both macroeconomic conditions and banks�specific factors...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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| _version_ | 1826048531171901440 |
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| author | , ZIRA BRENDA WIRANTI , Muhammad Edhie Purnawan, MA, Ph.D. |
| author_facet | , ZIRA BRENDA WIRANTI , Muhammad Edhie Purnawan, MA, Ph.D. |
| author_sort | , ZIRA BRENDA WIRANTI |
| collection | UGM |
| description | This paper examines the determinants of the non-performing financing
(NPF) ratio and analyzes which indicators are the most influential on NPF ratio
of Indonesia sharia bank. This paper finds that the level of NPF ratio can be
attributed to both macroeconomic conditions and banks�specific factors in 10
Indonesia sharia banks during the third quarter of 2010 to the third quarter of
2013. The independent variables used in this study are Return on Equity (ROE)
and Capital Adequacy Ratio (CAR) as the bank-specific indicators and inflation
rate as the macroeconomic indicator.
This paper uses two methods of panel data regression which are the Fully
Modified Least Squares (FMOLS) where the coefficient describes a long-term
relationship and the Ordinary Least Squares (OLS).
Both method results show that there is a negative and significant
relationship between ROE and CAR, while the panel FMOLS method shows that
the inflation rate has no significant effect on the NPF ratio.The results also
indicate that based on those two methods, bank-specific factors such as ROE and
CAR has stronger effect on the NPF ratio than the macroeconomic indicator
which is inflation rate.
Keyword: non-performing financing, Indonesia sharia banking, panel fullymodified
ordinary least squares, panel ordinary least squares |
| first_indexed | 2024-03-13T23:31:39Z |
| format | Thesis |
| id | oai:generic.eprints.org:130986 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:31:39Z |
| publishDate | 2014 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1309862016-03-04T08:19:17Z https://repository.ugm.ac.id/130986/ DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA PERIODE 2010:3 � 2013:3 , ZIRA BRENDA WIRANTI , Muhammad Edhie Purnawan, MA, Ph.D. ETD This paper examines the determinants of the non-performing financing (NPF) ratio and analyzes which indicators are the most influential on NPF ratio of Indonesia sharia bank. This paper finds that the level of NPF ratio can be attributed to both macroeconomic conditions and banks�specific factors in 10 Indonesia sharia banks during the third quarter of 2010 to the third quarter of 2013. The independent variables used in this study are Return on Equity (ROE) and Capital Adequacy Ratio (CAR) as the bank-specific indicators and inflation rate as the macroeconomic indicator. This paper uses two methods of panel data regression which are the Fully Modified Least Squares (FMOLS) where the coefficient describes a long-term relationship and the Ordinary Least Squares (OLS). Both method results show that there is a negative and significant relationship between ROE and CAR, while the panel FMOLS method shows that the inflation rate has no significant effect on the NPF ratio.The results also indicate that based on those two methods, bank-specific factors such as ROE and CAR has stronger effect on the NPF ratio than the macroeconomic indicator which is inflation rate. Keyword: non-performing financing, Indonesia sharia banking, panel fullymodified ordinary least squares, panel ordinary least squares [Yogyakarta] : Universitas Gadjah Mada 2014 Thesis NonPeerReviewed , ZIRA BRENDA WIRANTI and , Muhammad Edhie Purnawan, MA, Ph.D. (2014) DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA PERIODE 2010:3 � 2013:3. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=71421 |
| spellingShingle | ETD , ZIRA BRENDA WIRANTI , Muhammad Edhie Purnawan, MA, Ph.D. DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA PERIODE 2010:3 � 2013:3 |
| title | DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA
PERIODE 2010:3 � 2013:3 |
| title_full | DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA
PERIODE 2010:3 � 2013:3 |
| title_fullStr | DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA
PERIODE 2010:3 � 2013:3 |
| title_full_unstemmed | DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA
PERIODE 2010:3 � 2013:3 |
| title_short | DETERMINAN NON-PERFORMING FINANCING STUDI KASUS 10 BANK UMUM SYARIAH DI INDONESIA
PERIODE 2010:3 � 2013:3 |
| title_sort | determinan non performing financing studi kasus 10 bank umum syariah di indonesia periode 2010 3 a�� 2013 3 |
| topic | ETD |
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