The Impact of Net Stable Funding Ratio on Bank Performance and Risk Around the World

Setiyono, Bowo; Naufa, Ahmad Maulin

doi:10.21098/bemp.v23i4.1166

Cited by 5 publications

(5 citation statements)

References 27 publications

(65 reference statements)

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“…This study used two proxies to measure company risk, namely by using the standard deviation of return on assets (ROA) and standard deviation of return on equity (ROE). The standard deviation of ROA was calculated from the last three observations, namely t, t-1, and t-2 (Setiyono & Naufa, 2021). Meanwhile, the standard deviation of ROE (SDROE) was calculated from the last three observations, namely t, t-1, and t-2 (Setiyono & Naufa, 2021).…”

Section: Methodsmentioning

confidence: 99%

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Comparison of Performance and Risk of Tourism Companies, Restaurants and Hotels Before and During the Covid-19 Pandemic

Kinasih

Lawita²

2022

EEAJ

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This study aims to determine the performance and risks of tourism, restaurant and hotel companies during and before the covid 19 pandemic. This study uses four proxies to measure the company's performance, namely Return on Assets (ROA), Return on Equity (ROE), Tobins Q and Net Profit. Margin (NPM) and use two proxies to measure company risk, namely the standard deviation of Return on Assets (SDROA) and the standard deviation of Return on Equity (SDROE). The population in this study are tourism, restaurant and hotel companies for the period 2019-2020. The sampling technique used is purposive sampling technique based on certain criteria. The number of samples in this study were 15 companies with 120 observations. The data analysis technique used is to perform different tests before the pandemic and during the COVID-19 pandemic. The results showed that there were significant differences in the performance and risk of tourism, restaurant and hotel companies before the pandemic and during the pandemic.

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Section: Methodsmentioning

confidence: 99%

“…The standard deviation of ROA was calculated from the last three observations, namely t, t-1, and t-2 (Setiyono & Naufa, 2021). Meanwhile, the standard deviation of ROE (SDROE) was calculated from the last three observations, namely t, t-1, and t-2 (Setiyono & Naufa, 2021).…”

Section: Methodsmentioning

confidence: 99%

Comparison of Performance and Risk of Tourism Companies, Restaurants and Hotels Before and During the Covid-19 Pandemic

Kinasih

Lawita²

2022

EEAJ

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“…This ratio can be measured by dividing available stable funds by the stable financing required by banks (Sidhu et al, 2022). A bank's ability to maintain a stable availability of funds can be done by strengthening the placement of liquid assets in the form of cash, cash equivalents or other marketable bank portfolios (Setiyono & Naufa, 2021). The availability of these funds is a fundamental aspect of the Bank in determining the amount of funds that are ready and safe to be allocated as financing for customers.…”

Section: 2mentioning

confidence: 99%

Liquidity Risk And Basel III Implementation In Southeast Asia Banking

Shonhadji,

Irwandi

2023

JRAK

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Purpose: The objective of this study was to determine the effect of liquidity coverage ratio, net stable funding ratio, net interest margin, and cost of funds on return on assets in Southeast Asian countries' banking services. Methodology/approach: This research was a quantitative research method. Secondary data was used and collected from stock exchanges in each country. Samples were banks in Indonesia, Malaysia, Cambodia, Philippines, Singapore and Thailand. The data testing technique uses multiple linear regression analysis. Findings: The study inform that net stable funding ratio, liquidity coverage ratio, net interest margin and cost of funds have a significant effect on return on assets. Practical implications: The practical implications were BASEL III implementation to manage liquidity risk and capital in each country have successfully and encourage compliance with bank liquidity and capital aspects according to the framework of BASEL III to enhance the financial performance of banks in Southeast Asian countries. Originality/value: Research on the application of BASEL III in Southeast Asian Countries as a framework that establishes international standards for bank capital adequacy, stress testing, and liquidity requirements is the originality of this research.

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“…Risiko perusahaan diukur dengan menggunakan dua pengukuran, yaitu standar deviasi ROA dan standar deviasi ROE. Pengukuran standar deviasi ROA dan ROE menggunakan dihitung dari tiga observasi terakhir, yaitu t, t-1, dan t-2 (Setiyono & Naufa, 2021). Variable kontrol yang digunakan dalam penelitian ini adalah ukuran perusahaan yang diukur dengan menggunakan total asset yang diukur menggunalan logaritma natural total aset, leverage yang diukur menggunakan rasio total hutang terhadap total ekuitas, utang jangka pendek diukur menggunakan jumlah utang jangka pendek dan dividen diukur dengan menggunakan variable dummy, 1 jika perusahaan membagikan dividen dan 0 jika perusahaan tidak membagikan dividen.…”

Section: Metode Penelitianunclassified

Determinan Kemampuan Auditor Dalam Mendeteksi Kecurangan

Samsiah

Agustiawan

Jariah

2022

JAE

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Stakeholders in decision-making really need reliable and valid financial reports. Financial statements are reliable if they have passed an examination process called an audit. The audit of financial statements is carried out to provide an explanation that the financial statements are free from material misstatement and avoid harmful actions or fraud. This study was conducted to analyze the determinants of the auditor's ability to detect fraud. Respondents selected in this study were auditors who worked at KAP in Pekanbaru as many as 45 respondents. Furthermore, data processing is carried out based on the results of distributing questionnaires to 45 respondents with the help of statistical tools in the form of SPSS V 25. The processed data results prove that the determinants of workload, audit experience, personality type and self efficacy have a significant influence on the auditor's ability to detect fraud.

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The Impact of Net Stable Funding Ratio on Bank Performance and Risk Around the World

Cited by 5 publications

References 27 publications

Comparison of Performance and Risk of Tourism Companies, Restaurants and Hotels Before and During the Covid-19 Pandemic

Comparison of Performance and Risk of Tourism Companies, Restaurants and Hotels Before and During the Covid-19 Pandemic

Liquidity Risk And Basel III Implementation In Southeast Asia Banking

Determinan Kemampuan Auditor Dalam Mendeteksi Kecurangan

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