RISIKO KEUANGAN DAN TINGKAT KESEHATAN KEUANGAN BANK DENGAN SIZE, INFLASI, DAN GDP SEBAGAI VARIABEL KONTROL PADA PERBANKAN SYARIAH DI INDONESIA
DOI:
https://doi.org/10.29040/jiei.v3i01.97Keywords:
Financial Risk, Financing to Deposit Ratio (FDR), Non Performing Financing (NPF), ATMR for Operational Risk, Health Financial Level of Bank, Net Operating Margin (NOM), Return On Asset (ROA), Return On Equity (ROE)Abstract
This study aims to analyze the financial risk and health financial level of banks on Islamic banking in Indonesia. This study aims to get empirical evidence about the possibility of relationship and influence of financial risks (liquidity risk (Financing to Deposit Ratio), financing risks (Non Performing  Financing)  and  operational  risk (RWA  for  operational  risk)  and  the  financial soundness of banks (Net Operating margin, Return on Assets and Return on Equity) with the size of bank, inflation and Gross Domestic Product (GDP) as a control variable in islamic banking in Indonesia. This study used panel data analysis and used 9 islamic bank with 5 years in a period, from 2010 to 2014 so the sample used in this study were 45 data. The data were processed using Microsoft Excel and Eviews software version 8.
The results showed that simultaneously financial risk not significant effect on NOM, but significant effect on ROA and ROE. Partially NPF variables only significantly influence on NOM, FDR and NPF variable significant effect on ROA, and FDR variable significant effect on ROE. The control variables used in this study had no effect on health financial level.
References
Abuzar M.A. Eljelly Ahmed Abdelgadir Elobeed. 2013. Performance indicators of banks in a total Islamic banking system: the case of Sudan. International Journal of Islamic and Middle Eastern Finance and Management. Vol. 6 Iss 2 pp. 142 –
Ahmad, Salman, et all. 2012. Determinants Of Profitability Of Pakistani Banks: Panel Data Evidence For The Period
-2010. Journal of Business Studies
Quarterly 2012, Vol. 4, No. 1, pp. 149-
Ambarwati S, A, D. 2010. Manajemen Keuangan Lanjut. Yogyakarta: Graha Ilmu
Andreas, D & Wanzenried, G. 2010. Determinant Of Bank Profitability Before And During The Crisis: Evidance From Switzerland.
Ariyanto, Taufik, Faktor Penentu Net Interest Margin Perbankan Indonesia, Jurnal Perbanas, Vol.13 no.1 (juni 2011).
Astohar dan Andi Setiawan. 2009. Analisis Pengaruh Ukuran (Size), Capital Adequacy Ratio (CAR), pertumbuhan Deposit, Loan to Deposit Ratio (LDR) terhadap Profitabilitas Perbankan Go Public di Indonesia tahun 2002-2005. Vol. No, 2009.
Astutik, Puji. 2015. Pengaruh Tingkat Kesehatan Bank Menurut Risk Based Bank Rating terhadap Kinerja Keuangan (Studi pada Bank Umum Syariah di Indonesia). Tidak dipublikasikan. Jurnal Universitas Brawijaya
Bungin, Burhan. 2005. Metodologi Penelitian Kuantitatif, Edisi 1, Cetakan 1, Jakarta : Kencana.
Burki, A.A. and G.S.K. Niazi .2006. Impact of Financial Reforms on Efficiency of State owned, Private and Foreign Banks in Pakistan. Centre for Management of Economic Research (CMER) working paper No. 06-49, Lahore University of Management Sciences, Lahore, Pakistan.
Damayanti, Pupik. 2012. Analisis Pengaruh Ukuran (Size), Capital Adeuacy Ratio (CAR), Pertumbuhan Deposit, Loan To Deposit Ratio (LDR) Terhadap Profitabilitas Perbankan Go Publik Di Indonesia Tahun 2005-2009. Jurnal Ilmu Manajemen dan Akuntansi Terapan.
Fadhlurrahman, Nuha dan Irni Yunita. 2015. Analisis pengaruh CAR, FDR, NPF dan NIM terhadap Perubahan Laba Komprehensif di Bank Syariah periode
-2013. Tidak Dipublikasikan.
Ghozali, Imam 2011. Aplikasi Analisis Multivariate dengan IBM SPSS 19 Edisi 5. Universitas Diponegoro, Semarang.
Hasan, A. A & Nugroho, W. A. 2008. Manajemen Risiko. Http://hendrakholid.net/blog/manajemen Hasibuan. 2010. Dasar-dasar Perbankan. Jakarta:Bumi Aksara.
Hassan, H. A et all. 2015. Financial Risk And Islamic Bank’s Performance In The Gulf Cooperation Council Countries. The International Journal of Business And Finance Research. ISSN. Vol. 9, No. 15. Pp 103-112 Http://www.bi.go.id
Imad Z. Ramadan, Qais A. Kilani, dan Thair A. Kaddumi. 2011. Determinant of Bank Profitability : Evidance From Jordan. International Journal of Academy Research. Vol. 3. No. 4
Javaid, Saira. 2011. Determinant of Bank Profitability in Pakistan : Internal Factor Analysis. Journal of Yasar University. Vol. 23. No. 6. 3794-3804
Junita, Sherty. 2015. Pengaruh KAP, BOPO dan FDR terhadap Net Operating Margin (NOM) Perbankan Syariah di Indonesia Periode 2010-2014. Skripsi.UIN Syarif Hidayatulah. Jakarta
Manurung, Adler Hayman, dkk., The Determinant of Commercial Banks’Interest Margin in Indonesia: An Analysis of Fixed Panel Regression, International Jurnal of Economics and Financial Issues, Vol. 4, No.2, (2014).
Muhammad Akhtar, Khizer Ali, dan Sharma Sadaqat. 2011. Factors Influencing the Profitability of Islamic Banks of Pakistan. International Academy Research Journal of Economic and Finance. Vol. 6 1450-2887.
Muhimah. 2010. Pengaruh Dana Pihak Ketiga (DPK), Capital Adequacy Ratio (CAR), Non Performing Financing (NPF) Terhadap Jumlah Penyaluran Pembiayaan pada Bank Muamalat Indonesia. Tidak Diterbitkan.
Neny Erawati dan Richard Llewelyn. 2008. Analisis Pergerakan Suku Bunga dan Laju Ekspektasi Inflasi Untuk Menentukan Kebijakan Moneter di Indonesia.Tidak dipublikasikan. Universitas Kristen Petra,Surabaya.
Peraturan Bank Indonesia No. 13/ 23/ PBI/2011. Tentang Penerapan Manajemen Risiko Bagi Bank Umum Syariah Dan Unit Usaha Syariah. Jakarta
Ponco, B. 2008. Analisis Pengaruh CAR, NPL, BOPO, NIM dan LDR terhadap ROA. Tesis Program Pasca Sarjana Magister Manajemen, Universitas Diponegoro.
Puspitasari, Elisa. 2014. Analisis Faktor-Faktor Yang Mempengaruhi Net Interest Margin pada Bank-Bank Umum Di Indonesia. Jurnal Ilmu Manajemen. Vol. 2 No. 14
Rafelia, Thyas dan Ardiyanto, Moh. Didik. 2013. Pengaruh CAR, FDR, NPF, dan BOPO terhadap ROE Bank Syariah Mandiri Periode Desember 2008-Agustus 2012. Jurnal Akuntansi UNDIP. Vol. 1 :1-9.
Rahayu, Bakti Sri. 2014. Pengaruh CAR, NPF, NIM, FDR, dan Pengungkapan CSR terhadap ROA pada perbankan umum syariah di Indonesia tahun 2008-2012. Tesis Pasca Sarjana Magister Manajemen. UNS
Romdayanah. 2011. Pengaruh Faktor Permodalan, Kualitas Aset, dan Likuiditas terhadap Profitabilitas Bank Umum Syariah. Semarang: Institut Agama Islam Negeri Walisongo
Sanusi,Anwar. 2014. Metodologi Penelitian Bisnis. PT. Salemba Empat : Jakarta. Satrio,W.E.,dan M.Syaicu. 2013, Analisis Suku Bunga, Inflasi, CAR, BOPO, NPF Terhadap Profitabilitas Bank Syariah. Diponegoro. Journal of Management, II (2), pp. 1-10.
Schiniotakis, Nikos Ioani. 2012. Profitability factors and efficiency of Greek banks. Euro Med Journal of Business. Vol. 7 Iss: 2, pp.185 - 200
Sharma, R. B & Ravicchandran, K. 2011. Factor That Effect The Profitability Of The Conventional Bank and Sharia Bank In UAE.
Sidabalok, Louvti.R dan Viverita.2011. The Determinants of NetInterest Margin in the Indonesian Banking Sector. Working Paper Series, (Online).
Supriyanti, Neni. 2009. Analisis Pengaruh Inflasi dan Suku Bunga BI Terhadap Kinerja Keuangan PT. Bank Mandiri. Universitas Gunadarma.
Suryani. 2011. Analisis Pengaruh Financing to Deposit Ratio (FDR) terhadap Profitabilitas Perbankan Syariah di Indonesia. Vol. 19. No. 1. Hal. 25
Suyono, A. 2005. Analisis Rasio-Rasio Bank yang Berpengaruh Terhadap Return On Asset (ROA). Tesis Program Pasca Sarjana Magister Manajemen, Universitas Diponegoro
Tho’in, Muhammad. 2016. Kompetensi Sumber Daya Bank Syariah Berdasarkan Prinsip-prinsip Syariah Islam (Studi Kasus Pada BNI Syariah di Surakarta). Jurnal Ilmiah Ekonomi Islam, LPPM STIE AAS Surakarta. Vol. 2 No. 3, November 158-171.
Wasiuzzaman, S. Gunasegavan, U.N. (2013) “Comparative study of the performance of Islamic and conventional banks:The case of Malaysiaâ€, Humanomics, Vol. 29,( 1), p. 43-60.
Widati, Listyorini Wahyu. 2012. Analisis Pengaruh CAMEL terhadap Kinerja Perusahaan Perbankan yang Go Publik. Jurnal Dinamika Akuntansi, Keuangan dan Perbankan. Nopember, Vol. 1,No.2, hal 105-119
Downloads
Published
How to Cite
Issue
Section
Citation Check
License
The copyright of the article fully belongs to the Jurnal Ilmiah Ekonomi Islam and publishing rights belong entirely to LPPM STIE AAS Surakarta
This work is licensed under a Creative Commons Attribution 4.0 International License.
