PENGARUH CAMELS TERHADAP RETURN ON ASSET PADA BANK UMUM SWASTA NASIONAL DEVISA PERIODE 2017-2020
DOI:
https://doi.org/10.26740/jim.v10n1.p185-198Kata Kunci:
CAMELS; finance; foreign exchange national private commercial bank; ROA.Abstrak
The purpose of this research was to determine the outcome of capital, asset, management, earnings, liquidity, and sensitivity to market risk on return on asset in the foreign exchange national private commercial bank on 2017-2020. This study uses quantitative approach with secondary data types obtained from the bank’s annual report. This study uses purposes sampling techniques to get samples. The samples used in this study were 23 foreign exchange national private commercial bank. This research using multiple regression analysis with Statistical Product and Service Solutions version 24 tools. The result of this research are only earnings who proxied by BOPO influences return on asset with negative decision because low interest income while operating costs are quite high. Capital has no effect on ROA because because some of the banking capital is used to overcome the failure of banking operations and the banking sector is not optimal in utilizing capital in services. Asset has no effect because of the high capital value so that it is able to cover the risk of non-performing loan. Management has no effect on ROA because there is an adjustment process due to the increase interest rates in the previous year, liquidity has no effect on ROA because the value of lending isn’t matched with the loan’s quality, and sensitivity to market risk have no influences on return on asset the difference in foreign exchange rates doesn’t work properly.
Referensi
Ali, M. (2004). Asset Liability Management : Menyiasati Risiko Pasar dan Risiko Operasional dalam Perbankan. Jakarta: Elex Media Komputindo.
Anh, L. H., Dong, L. S., Kreinovich, V., & Thach, N. N. (2018). Econometrics for Financial Applications. International Econometric Conference of Vietnam.
BPK RI. (2004). Sistem Penilaian Tingkat Kesehatan Bank Umum. (https://peraturan.bpk.go.id/Home/Details/137709/peraturan-bi-no-610pbi2004, diakses pada tanggal 30 Oktober 2021).
BPK RI. (2008). Kewajiban Penyediaan Modal Minimum Bank Umum. (https://peraturan.bpk.go.id/Home/Details/137598/peraturan-bi-no-1015pbi2008, diakses pada tanggal 30 Oktober 2021).
BPK RI. (2011). Penilaian Tingkat Kesehatan Bank Umum. (https://peraturan.bpk.go.id/Home/Details/137463/peraturan-bi-no-131pbi2011, diakses pada tanggal 30 Oktober 2021).
BPK RI. (2013). Penetapan Status dan Tindak Lanjut Pengawasan Bank Umum Konvensional. (https://peraturan.bpk.go.id/Home/Details/137010/peraturan-bi-no-152pbi2013-tahun-2013, diakses pada tanggal 30 Oktober 2021).
BPS. (2021). Biaya Operasional dan Pendapatan Operasional. (https://sirusa.bps.go.id/sirusa/index.php/indikator/459, diakses pada tanggal 30 Oktober 2021).
BPS. (2021). Net Interest Margin (NIM). (https://sirusa.bps.go.id/sirusa/index.php/indikator/468, diakses pada tanggal 30 Oktober 2021).
Brigham, E. F., & Houston, J. F. (2011). Dasar-Dasar Manajemen Keuangan 2 (14th ed.). Jakarta: Salemba Empat.
Dendawijaya, L. (2005). Manajemen Perbankan. Jakarta: Ghalia Indonesia.
Kasmir. (2012). Manajemen Perbankan. Jakarta: PT Rajawali.
Kontan.co.id. (2020). Peran perbankan Sangat Besar dalam Menggerakkan Ekonomi Nasional. (https://keuangan.kontan.co.id/news/peran-perbankan-sangat-besar-dalam-menggerakkan-ekonomi-nasional, diakses pada tanggal 14 Oktober 2021).
Kontan.Co.Id. (2018). Pelemahan Rupiah Menggerus Cadangan Devisa. (https://nasional.kontan.co.id/news/pelemahan-rupiah-menggerus-cadangan-devisa, diakses pada tanggal 14 Oktober 2021).
Kuncoro, M., & Suhardjono. (2001). Manajemen Perbankan. Yogyakarta: BPFE.
Loen, B., & Ericson, S. (2008). Manajemen Aktiva Pasiva Bank Devisa: Pengetahuan Dasar Bagi Mahasiswa dan Praktisi Perbankan. Jakarta: Grasindo.
OJK. (2017). Bank Umum. (https://www.ojk.go.id/id/kanal/perbankan/Pages/Bank-Umum.aspx, diakses pada tanggal 14 Oktober 2021).
Pudjo, M. T. (2006). Analisis Laporan Keuangan Untuk Perbankan. Jakarta: Djambatan.
Putri, R. A., & Christiawan, Y. J. (2014). Pengaruh Profitabilitas, Likuiditas, dan Leverage terhadap pengungkapan Corporate Social Responsibility. Business Accounting Review, 2(1), 61-70.
Riyadi, S. (2014). CAR (Capital Adequacy Ratio). (https://dosen.perbanas.id/car-capital-adequacy-ratio/, diakses pada tanggal 30 Oktober 2021).
Romadloni, R. R., & Herizon, H. (2015). Pengaruh Likuiditas, Kualitas Aset, Sensitivitas Pasar, dan Efisiensi terhadap Return On Asset (ROA) pada Bank Devisa yang Go Public. Journal of Business & Banking, 5(1), 131-148. https://doi.org/10.14414/jbb.v5i1.477.
SahamU. (2015). Daftar Bank Umum Swasta Devisa. (https://www.sahamu.com/bank/bank-umum-swasta-nasional-busn-devisa/, diakses pada tanggal 14 Oktober 2021).
Widyaningrum, Setiawan, A., Sumartoyo, S. B., & Saifullah, A. (2019). Statistik Lembaga Keuangan. Jakarta: Badan Pusat Statistik.
Yildirim, H. H., & Ildokuz, B. (2020). Determining The Relationship Between CAMLS Variables and Profitability: An Application on Banks in the BIST Bank Index. In Contemporary Issues in Business, Economics and Finance Contemporary Studies in Economic and Financial Analysis, 104, 85-103. https://doi.org/10.1108/s1569-375920200000104017.
Unduhan
Diterbitkan
Cara Mengutip
Terbitan
Bagian
Lisensi
Artikel ini berlisensi Creative Commons Attribution-NonCommercial 4.0 International License.
Abstract views: 650
,
PDF Downloads: 542
