eprintid: 24718
rev_number: 10
eprint_status: archive
userid: 77
dir: disk0/00/02/47/18
datestamp: 2017-03-24 03:30:01
lastmod: 2017-03-24 03:30:01
status_changed: 2017-03-24 03:30:01
type: thesis
metadata_visibility: show
creators_name: NAFI ENDRIANA, NIM. 13820023
title: PENGARUH TINGKAT RISIKO PEMBIAYAAN, LIKUIDITAS, DAN KECUKUPAN MODAL TERHADAP PROFITABILITAS BANK SYARIAH MANDIRI (2010:1-2016:3)
ispublished: pub
subjects: ps
divisions: jur_ps
full_text_status: restricted
keywords: NPF, FDR, CAR, ROA, VECM (Vector Error Correction
Model)
note: Dian Nuriyah Solissa, S.H.I., M.Si.
abstract: 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%.
date: 2017-02-28
date_type: published
pages: 148
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   NAFI ENDRIANA, NIM. 13820023  (2017) PENGARUH TINGKAT RISIKO PEMBIAYAAN, LIKUIDITAS, DAN KECUKUPAN MODAL TERHADAP PROFITABILITAS BANK SYARIAH MANDIRI (2010:1-2016:3).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/24718/1/13820023_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/24718/2/13820023_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf