%A NIM. 13820023 NAFI ENDRIANA
%O Dian Nuriyah Solissa, S.H.I., M.Si.
%T PENGARUH TINGKAT RISIKO PEMBIAYAAN, LIKUIDITAS, DAN KECUKUPAN MODAL TERHADAP PROFITABILITAS BANK SYARIAH MANDIRI (2010:1-2016:3)
%X The new regulations with the implementation of Basel III in the various countries that are members of the Basel Committee in Banking Supervision (BCBS) due to the financial crisis of 2008 requires Indonesia to adopt such rules. The regulation focuses on liquidity and capital levels for banks that are not directly related to the financing and profitability of the bank. Although the regulation has not been fully implemented in Indonesia, but the preparation of Islamic banks in adjusting the regulation already noticeable. This study aims to look at the effect of the level of financing risk, liquidity, and capital adequacy to profitability in Islamic banking. The method used is the analysis of Vector Error Correction Model (VECM) using quarterly time series data taken during the period 2010: 1-2016: 3. Samples from this study is the Bank Syariah Mandiri (BSM) is selected by using purposive sampling technique. The results of Impulse Response Function (IRF) shows that the level of risk financing (NPF) had a negative impact on profitability (ROA). The results Variance Decomposition (VD) showed that the average contribution NPF to the variability of ROA amounted 9.13% which can be quite high. Variable liquidity (FDR) also had a negative impact on ROA, but able to contribute to the variability of ROA of 15.9%. The results showed that the shock variable IRF Capital Adequacy Ratio (CAR) positive response to ROA Bank Syariah Mandiri and the VD results showed that the average contribution is only 1.07%.
%K NPF, FDR, CAR, ROA, VECM (Vector Error Correction
Model)
%D 2017
%I UIN SUNAN KALIJAGA YOGYAKARTA
%L digilib24718