THE IMPACT OF CAMELS FINANCIAL RATIO TO THE BANK PERFORMANCE: AN EMPIRICAL STUDY ON THE BANKS WITH CAPITAL BETWEEN 1 TRILLION TO 50 TRILLION RUPIAHS IN 2005-2009

Hartono, Yohanes Kristiawan (2010) THE IMPACT OF CAMELS FINANCIAL RATIO TO THE BANK PERFORMANCE: AN EMPIRICAL STUDY ON THE BANKS WITH CAPITAL BETWEEN 1 TRILLION TO 50 TRILLION RUPIAHS IN 2005-2009. S1 thesis, UAJY.

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Abstract

The research is about the analysis of impact of the CAMELS financial ratios to the Bank Performance. In this case the writer use Return on Assets as the proxy for Bank Performance. The objective of This research performed in order to test the influence of the variable, Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Provision Fulfillment Earning Assets (PPAP) Net Interest Margin (NIM), Return on Equity (ROE), Operational Expenses Operational Income (BOPO), Loan to Deposit Ratio (LDR), and Sensitivity to Market risk (CARS) toward Return on Asset (ROA). Using purposive sampling method, the writer has selected 47 banks with 1 trillion up to 50 trillion rupiahs of assets according to classification stated in Indonesia Banking Architects from Central Bank. The Research uses Pooled Least Square (PLS) method with Eview3 software. Data analyzed with multi linear regression of Pooled least square and hypotheses test used t-statistic and F-statistic at level of significance 5%. The research finds out that the model of this study may explain the dependent variable Return on Assets (ROA) of 89.17%. The F-test show that simultaneously the dependent variables effect on ROA, in α level of 95%. Capital Adequacy Ratio (CAR), Return on Equity (ROE), Net Interest Margin (NIM), Operational Expenses Operational Income (BOPO) proven to significantly influence Return on Assets.

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