JURNAL AKUNTANSI, MANAJEMEN DAN EKONOMI
Vol 21 No 1 (2019): Januari - Maret 2019

THE EFFECT OF CAPITAL ADEQUACY RATIO, EFFICIENCY AND LIQUIDITY ON RENTABILITY IN SYARIAH BANKS OWNED BY THE INDONESIA GOVERNMENT FROM 2009 - 2017

I WAYAN SUNARYA (STMIK STIKOM INDONESIA)



Article Info

Publish Date
11 Mar 2019

Abstract

The ratio of financial statements to Islamic banks is one of the determining factors in financial health within the bank itself. For this reason, it is necessary to analyze the influence of capital adequacy, efficiency and liquidity on profitability in Indonesian government-owned Islamic banks from 2009-2017. This study aims to model the effect of capital adequacy (CAR), Efficiency (OEOI) and Liquidity (FDR) on Rentability (ROA), then analyze the model, and provide forecasting and structural analysis of the model. Therefore, the method used in this study is the analysis of Vector Error Correction Model which is applied to time series data from the level of CAR, OEOI, FDR to ROA. Based on the specification, estimation and examination of the model, the VECM(2) model was obtained as the best model. The results of the model analysis say that there is a long-term and short-term causality relationship between the levels of CAR, OEOI, FDR against ROA. Then, based on forecasting and structural analysis, it can be concluded that the results obtained are accurate.

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Journal Info

Abbrev

jame

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Akuntansi, Manajemen dan Ekonomi is bi-annually peer-reviewed journal issued by Faculty of Economics and Business, Universitas Jenderal Soedirman. JAME aims to be the media for publishing empirical issues related to accounting, management, and economics studies. JAME invites manuscripts in ...