ANALISIS EFISIENSI PERBANKAN SYARIAH DI INDONESIA TAHUN 2012-2015: METODE STOCHASTIC FRONTIER APPROACH (SFA) DAN DATA ENVELOPMENT ANALYSIS (DEA) SERTA PENGARUHNYA TERHADAP KINERJA PROFITABILITAS
Author(s)YULIS PRAMITA SARI, NIM. 12820022
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AbstractThe purpose of this study is to determine the technical efficiency of Islamic bank in Indonesia by using Stochastic Frontier Approach and Data Envelopment Analysis. This study also analyze the effect between technical efficiency of Islamic bank and profitability of Islamic bank. This research use five Islamic banks i.e. Bank Syariah Mandiri, Bank Muamalat Indonesia, BRI Syariah, BNI Syariah, and Bank Panin Syariah. The quarterly financial report is obtained from OJK during the period March 2012 until September 2015. Method in this research use Stochastic Frontier Approach and Data Envelopment Analysis with frontier program DEAP 4.1 and 2.1 to obtain the value of technical efficiency. The aprroach that is used to determine input and output variable is intermediation approach, where the input variables are DPK, labor expense, fixed asset and the output variable is total financing. To measure the effect of input output variables and the effect of technical efficiency and profitability, it use panel data regression analysis with eviews 8 program. The results show that the overall average, both the SFA and DEA methods, fifth Islamic bank condition are inefficient. The average value of efficiency Islamic bank use SFA and DEA methods respectively 62,97% and 80,06%. Acording SFA’s and DEA’s methods, Bank Muamalat Indonesia achieve the highest score efficiency meanwhile BNI Syariah gain the lowest score efficiency. The results of the panel data regression show that DPK, labor expense, and fixed asset positively affect total financing of Islamic bank. The other results of panel data regression show that the effect between technical efficiency of Islamic bank and profitability of Islmic bank by ROA and NIM are negative.
YULIS PRAMITA SARI, NIM. 12820022 (2016) ANALISIS EFISIENSI PERBANKAN SYARIAH DI INDONESIA TAHUN 2012-2015: METODE STOCHASTIC FRONTIER APPROACH (SFA) DAN DATA ENVELOPMENT ANALYSIS (DEA) SERTA PENGARUHNYA TERHADAP KINERJA PROFITABILITAS. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.