scholarly journals Analysis of the Turkish Islamic banking sector using CAMEL and Similarity Analysis methods

2020 ◽  
Vol 70 (2) ◽  
pp. 275-296
Author(s):  
József Varga ◽  
Gyöngyi Bánkuti ◽  
Rita Kovács-Szamosi
Keyword(s):  
Time Series ◽  
Banking Sector ◽  
Time Series Data ◽  
Banking System ◽  
Series Data ◽  
Similarity Analysis ◽  
Islamic Banking ◽  
Analytic Hierarchy ◽  
Policy Makers ◽  
Hierarchy Process

AbstractRating the reliability of banks has always been an important practical problem for businesses and the economic policy makers. The best way to do this is the CAMEL analysis. The aim of this paper was to create a bank-rating indicator from the five fields of the CAMEL analysis using two-two indicators for each field for the Turkish Islamic banking system. According to the results of the analysis, we could rank the Turkish Islamic banks. Beside the widespread use of the CAMEL analysis, we applied the Similarity Analysis as a new method. We compared the results from the two methods and came to the conclusion that the CAMEL analysis does not adequately provide a fairly shaded picture about the banks. The Component-based Object Comparison for Objectivity (COCO) method gave us the yearly results in time series form. The comparison of the time series data leads to the problem of deciding about what is more important for us – average, standard deviation or the slope. For handling this problem, we used Analytic Hierarchy Process, which gave weights to these indicators.

scholarly journals The impact of bank-specific and macroeconomic variables on profitability of Islamic rural bank in Indonesia

2019 ◽  
Vol 5 (3) ◽  
Author(s):  
Muhammad Sanusi
Keyword(s):  
Banking Sector ◽  
Time Series Data ◽  
Series Data ◽  
Estimation Model ◽  
Policy Makers ◽  
Vector Error Correction ◽  
Macroeconomic Variables ◽  
Vector Error ◽  
The Impact

This paper investigates the impact of bank-specific and macroeconomic variables on the profitability of Islamic rural bank (BPRS) in Indonesia. Using monthly time series data from January 2010 - December 2018. The estimation model used is a vector error correction model to analyze the long-term and short-term relationships between bank-specific and macroeconomic variables on the profitability of Islamic rural bank. The results showed that CAR and LnTA had a significant positive relationship, while NPF, BOPO and IPI had a negative and significant relationship to the profitability of Islamic rural banks. But FDR and Inflation variables are not significantly related to the profitability of Islamic rural bank. The results leave implications for policy makers, investors and banking sector managers. Based on evidence that bank profitability is more influenced by internal banks (as specific as banks), this research can help Islamic rural banks to help them understand which factors are important to be analyzed to obtain higher profitability.

Perception of stakeholders on governance dimensions of the Islamic banking sector

2019 ◽  
Vol 14 (4) ◽  
pp. 601-619
Author(s):  
Ibrahim Abiodun Oladapo ◽  
Roshayani Arshad ◽  
Ruhaini Muda ◽  
Manal Mohammed Hamoudah
Keyword(s):  
Banking Sector ◽  
Banking System ◽  
Simple Random Sampling ◽  
Islamic Banking ◽  
Policy Makers ◽  
Content Type ◽  
Stakeholder Groups ◽  
Body Of Knowledge ◽  
Form Part ◽  
Global Growth

Purpose The perception of different stakeholder groups on governance dimensions, such as transparency, accountability and ethics, in the Islamic banking sector is examined, given the global growth of Islamic banking and its purpose of enhancing economic growth and development through Shari’ah-compliant instruments. The purpose of this paper is to determine whether the stakeholders in Nigeria perceive each dimension differently. Design/methodology/approach The data for the study were collected using a survey questionnaire. Simple random sampling was used to select the respondents. The respondents are customers, employees and shareholders of the Islamic banking sector in Nigeria. Findings Findings show that ethics is highly perceived as the key dimension in governance for the Islamic banking sector, whilst a positive and significant relationship is observed between the variables. Based on the variance analysis, there were statistically significant differences in perception between the stakeholders groups in the Islamic banking system. However, similar positive perceptions are accorded towards the overall governance dimensions across stakeholder groups namely, customers, employees and shareholders. Originality/value This study will extend the current body of knowledge in the field of Islamic finance by providing insights into policy makers, operators and regulators of the Islamic banking sector in Nigeria on the prospective stakeholders’ level of perception of the governance dimension, which could form part of the solutions to many contemporary issues in the banking system. This contribution is important, considering the clear relationship among governance dimensions which should be viewed in light of Islamic ideals.

scholarly journals Extended local similarity analysis (eLSA) of microbial community and other time series data with replicates

2011 ◽  
Vol 5 (Suppl 2) ◽  
pp. S15 ◽  
Author(s):  
Li C Xia ◽  
Joshua A Steele ◽  
Jacob A Cram ◽  
Zoe G Cardon ◽  
Sheri L Simmons ◽  
...  
Keyword(s):  
Time Series ◽  
Microbial Community ◽  
Time Series Data ◽  
Series Data ◽  
Similarity Analysis ◽  
Local Similarity

scholarly journals ANALISIS PENGARUH INFLASI, PRODUK DOMESTIK BRUTO (PDB), DAN NILAI TUKAR TERHADAP TABUNGAN MUDHARABAH PADA BANK UMUM SYARIAH (PERIODE 2013-2017)

2019 ◽  
Vol 8 (2) ◽  
pp. 138
Author(s):  
Rita Nur Wahyuningrum ◽  
Aan Zainul Anwar
Keyword(s):  
Time Series ◽  
Exchange Rate ◽  
Linear Regression ◽  
Gross Domestic Product ◽  
Multiple Linear Regression ◽  
Time Series Data ◽  
Domestic Product ◽  
Series Data ◽  
Islamic Banking ◽  
Central Statistics

<p>This study aims to analyze the effect of inflation, gross domestic product (GDP) and rupiah exchange rate on Mudharabah savings in Islamic banking in Indonesia. The data used is time series data for the period March 2013 to September 2017, which was published by Bank Indonesia from the Islamic Banking Statistics Report and the Central Statistics Agency. The technique of analyzing the research is qualitative with the method of Multiple Linear Regression. The results of this study indicate that simultaneously the Inflation, Gross Domestic Product (GDP) and Exchange Rate variables together have a significant effect on Mudharabah Savings. While partially only the Exchange Rate variable has a significant effect on Mudharabah Savings. Inflation Variables and Gross Domestic Product (GDP) have no significant effect on Mudharabah Savings.</p><p> </p><p>Keyword: inflation, gross domestic product, exchange rate, mudharabah saving</p>

scholarly journals Analisis pengaruh kredit perbankan, pembiayaan bank syariah dan investasi terhadap pertumbuhan ekonomi di Indonesia periode sebelum pandemi Covid-19 (2015-2019) dan periode pandemi Covid-19 tahun 2020

2021 ◽  
Vol 1 (9) ◽  
pp. 844-853
Author(s):  
Deni Andrean ◽  
Imam Mukhlis
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Financial Services ◽  
Time Series Data ◽  
T Test ◽  
Series Data ◽  
Islamic Banking ◽  
Negative Effects ◽  
Paired Samples ◽  
Banking Credit

Abstract This study aims to identify the effects of conventional banking credit, Islamic banking financing, PMA and PMDN investment on Indonesia’s economic growth in the before (2015-2019) and after (2019-2020) Covid-19. This study used quantitative method with VAR/VECM analysis. In this study, the time series data were analyzed using eviews 10, while the comparison between before (2019) and after (2020) Covid-19 was carried out using paired samples t-test. The data were collected from various sources, including Financial Services Authority and central Bureau of Statistics. The findings show that the total investment carries significant negative effects on Indonesia’s economic growth, while conventional banking credit carries no effect on Indonesia economic growth. The Islamic banking financing brings positive significant effects in long-term toward Indonesia economic growth. Abstrak Penelitian ini bertujuan untuk mengetahui pengaruh antara kredit perbankan konvensional, pembiayaan perbankan syariah dan investasi PMA dan PMDN terhadap pertumbuhan ekonomi di Indonesia pada periode sebelum covid -19 tahun 2015 sampai 2019 dan periode covid-19 tahun 2019-2020. Penelitian ini menerapkan metode penelitian kuantitatif menggunakan analisis VAR/VECM dengan menggunakan data time series dan diolah menggunakan eviews 10, dan perbandingan perbedaan antara seluruh variabel dari tahun sebelum pandemi (2019) dan setelah adanya pandemic (2020) menggunakan pengujian Uji Beda Paired Samples t-test, data ini dikumpulkan dari berbagai sumber utama termasuk Otoritas Jasa Keuangan (OJK) dan Badan Pusat Statistik (BPS). Temuan ini menunjukkan bahwa total investasi berpengaruh negatif signifikan terhadap pertumbuhan ekonomi di Indonesia, kredit perbankan konvensional tidak berpengaruh terhadap pertumbuhan ekonomi di Indonesia. Sedangkan pada variabel pembiayaan perbankan syariah menunjukkan bahwa pembiayaan perbankan syariah berpengaruh positif signifikan dalam jangka panjang terhadap pertumbuhan ekonomi di Indonesia

DOI: https://doi.org/10.36873/ae , Frits Fahridws Damanik

2020 ◽  
Vol 13 (02) ◽  
pp. 1-8
Author(s):  
Agrienvi
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Arima Model ◽  
Series Data ◽  
Production Data ◽  
Policy Makers ◽  
Strategic Value ◽  
Modeling And Forecasting ◽  
The Mean ◽  
Arima Modeling

ABSTRACTChili is one of the leading commodities of vegetables which has strategic value at national and regional levels.An unexpected increase in chili prices often results a surge of inflation and economic turmoil. Study and modeling ofchili production are needed as a planning and evaluation material for policy makers. One of the most frequently usedmethods in modeling and forecasting time series data is Autoregressive Integrated Moving Avarage (ARIMA). Theresults of ARIMA modeling on chili production data found that the data were unstationer conditions of the mean so thatmust differenced while the data on the production of small chilli carried out the stages of data transformation anddifferencing due to the unstationer of data on variants and the mean. The best ARIMA model that can be applied basedon the smallest AIC and MSE criteria for data on the amount of chili and small chilli production in Central KalimantanProvince is ARIMA (3,1,0).Keywords: modeling of chilli, forecasting of chilli, Autoregresive Integrated Moving Avarage, ARIMA, Box-Jenkins.

scholarly journals Critical challenges affecting Islamic banking growth in India using Analytical Hierarchy Process (AHP)

2017 ◽  
Vol 12 (3) ◽  
pp. 27-34 ◽  
Author(s):  
Mosab I. Tabash
Keyword(s):  
Banking Sector ◽  
Banking Industry ◽  
Vital Role ◽  
Islamic Banking ◽  
Analytic Hierarchy ◽  
Second Stage ◽  
Main Challenge ◽  
The World ◽  
Two Stages ◽  
Hierarchy Process

The banking sector plays a vital role in growth-supporting factor for economic growth in the world’s fastest-growing economies like India. Recently, Islamic banking has become an increasingly popular method for alleviating poverty, financial inclusion and economic development around the world. Its importance is highly needed in developing and emerging countries such as India. The main purpose of the paper is to identify and prioritize the critical impeding factors for Islamic banking growth in India. The study is conducted in two stages: the first stage involves investigating the current literature works regarding the challenges facing Islamic banking industry in India, while the second stage is based on identifying and prioritizing these challenges according to its importance in hindering Islamic banking growth by Analytic Hierarchy Process (AHP). AHP is a multi-criterion decision making tool for organizing and analyzing decisions, based on qualitative and quantitative measures. The results show that the regulatory environmental challenge is the most significant factor among other factors in impeding the growth of Islamic banking in India followed by lack of Islamic banking experts and scholars. The third main challenge is lack of awareness for Islamic banking instruments followed by lack of standardization and the last is lack of cooperation and coordination between Islamic banking authorities. This study is considered the first one to address empirically the challenges facing Islamic banking industry in the world and particularly in India.

scholarly journals Influence De La Bancarisation Et Du Credit Bancaire Sur La Croissance Economique Dans La Zone Cemac

2016 ◽  
Vol 12 (31) ◽  
pp. 373
Author(s):  
Noula Armand Gilbert ◽  
Bkwayep Nguemnang Y. Rodrigue ◽  
Mba Fokwa Arsène
Keyword(s):  
Economic Growth ◽  
Banking Sector ◽  
Time Series Data ◽  
Least Squares Method ◽  
Banking System ◽  
Generalized Least Squares ◽  
Bank Credit ◽  
Series Data ◽  
Cd Rom ◽  
Explanatory Variables

The CEMAC countries have decided to develop the banking sector to ensure economic growth48 for a sustainable development, given that the banking system leads to investments. Our study aims at analyzing the influence of bank credit and banking rate on economic growth in the CEMAC zone from time series data during 1980-2014 (CD -ROM, WBI- 2014). The econometric analysis that we have chosen was inspired by the generalized least squares method. The model we preferred was that of Hague (2000) where the Gross Domestic Product is the dependent variable for assessing the level of economic growth while the bank credit and the banking rate are the main explanatory variables. The results indicate that the variables are significant thus, the banking rate affects economic growth positively. Following these results one could think about new strategies that will help increase the banking rate which is still very low in the Sub-region.

scholarly journals THE EFFECT OF ROA, FDR, AND NPF ON THE PROFIT-SHARING RATE FOR MUDHARABAH DEPOSIT IN BPRS, INDONESIA

2021 ◽  
Vol 9 (1) ◽  
Author(s):  
Hurin ‘In Pujiastutik
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Profit Sharing ◽  
Financial Ratios ◽  
Series Data ◽  
Islamic Banking ◽  
Return On Assets ◽  
Financial Reports ◽  
Independent Variables

Until now, Islamic banking has grown very rapidly. This can be seen from the number of Islamic products that continue to grow and develop. One of them is mudharabah deposit. The profit-sharing rate that is characteristic of mudharabah deposits is the public's appeal to deposit their funds in banks, especially mudharabah deposit products. This study aims to determine the effect of financial ratios on the profit sharing rate of BPRS mudharabah deposits in Indonesia. The population used is the monthly financial reports of all BPRS in Indonesia from January 2012 to April 2018 in the form of time series data. The variables used in this study are Return on Assets (ROA), Financing to Deposit Ratio (FDR), and Non Performing Financing (NPF) as independent variables, and the profit sharing rate of mudharabah deposits from Bank Pembiayaan Rakyat Syariah (BPRS) as the dependent variable. Simultaneously, the variables ROA, FDR, and NPF together have a significant effect on the profit sharing of BPRS mudharabah deposits in Indonesia. Meanwhile, partially ROA has no significant effect on the profit sharing of BPRS mudharabah deposit in Indonesia. The FDR has a positive and significant effect on the profit sharing of the mudharabah deposits of Islamic rural banks in Indonesia. As well as NPF has a negative and significant effect on the profit sharing of mudharabah deposits in BPRS in Indonesia.

Sign in / Sign up

Export Citation Format

Share Document