SHARIA BANK PERFORMANCE ANALYSIS USING LINEAR MODEL BASED ON RISK-BASED BANK RATING WITH VBA (VISUAL BASIC FOR APPLICATION)
In this research, the author will analyze the performance of sharia bank’s health rating using the Risk-Based Bank Rating (RBBR) method. The model used is a multiple linear regression model to explain the relationship between financial ratios such as Non Performing Financing (NPF), Financing to D...
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| Main Author: | |
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/75037 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | In this research, the author will analyze the performance of sharia bank’s health
rating using the Risk-Based Bank Rating (RBBR) method. The model used is a
multiple linear regression model to explain the relationship between financial ratios
such as Non Performing Financing (NPF), Financing to Deposit Ratio (FDR), Good
Corporate Governance (GCG), Return on Asset (ROA), Net Operating Margin
(NOM), and Capital Adequacy Ratio (CAR) with the bank’s health score. The
model that has been built will be used to apply the analysis to the bank’s quarterly
financial statements.
The construction of the linear model is assisted by using an application that uses
the Visual Basic for Application (VBA) programming language in Microsoft Excel.
The significance of the obtained parameter results from the linear model are used
as an indication of anomalies in the bank's behavior in maintaining the health score.
To investigate these anomalies further, a more in-depth analysis is conducted by
examining the annual financial statements to provide a qualitative assessment of
the sharia bank's health. |
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