SHARIA BANK PERFOMANCE ANALYSIS BASED ON BANKING RISKS
In this research, the authors analyze the performance of a large Islamic bank through Economic Value Added (EVA) approach. The model built will be implemented using quarterly bank financial report data from March 2011 to December 2020 from Otoritas Jasa Keuangan (OJK). The forecasting process using...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/54995 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | In this research, the authors analyze the performance of a large Islamic bank through Economic Value Added (EVA) approach. The model built will be implemented using quarterly bank financial report data from March 2011 to December 2020 from Otoritas Jasa Keuangan (OJK). The forecasting process using a time series model is carried out to determine the performance of EVA in the following quarters. In addition, simple linear regression is used to determine the relationship between the value of EVA and banking risks (operational, credit, and liquidity risks).
The results of the EVA from the model will be used as one of the earning indicators in assessing the bank health level in the RGEC model, which consist of Risk (R), Good Corporate Governance (GCG), Earnings (E), and Capital (C). Multiple linear regression will be made between the RGEC results and the indicators used in the RGEC calculation and finally forecasting was carried out to determine the health level of the bank during the COVID-19 pandemic. |
|---|