Analisis Risiko dan Efisiensi Perbankan Konvensional dengan Metode Data Envelopment Analysis

Jasman Jasman
Journal article Khozana • July 2018 Indonesia

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(Bahasa Indonesia, 12 pages)

Abstract

 This research was aimed to know the efficiency of conventional bank in Indonesia and the impact of risk on efficiency. The efficiency measured by data envelopment method and fixed effect model to measure the risk impact. Risk variable are consist of credit risk measured by non-performing loan (NPL), management risk measured by net interest margin (NIM) and liquidity risk measured by(LR) dan loan to deposit ratio (LDR). Sample of this study is 18 banks in Indonesia with annually data between period 2011-2015. The study indicated that only 4 conventional banks are relatively efficienct. Although there is an increase in efficiency is relatively low, generally the commercial banks have not yet reached the relative efficiency. The other results showed the impact of  credit risk on banking efficiency is not significant. Meanwhile, low management risk and high liquidity risk has positive influence on efficiency. It shows the distribution of credit leads to increase in  productivity and efficiency of conventional bank.  Keywords: Risk, Efficiency and Data Envelopment Analysis

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Khozana

Khozana is a scientific journal published by the Islamic School of Economics and Business in Daru... see more