PERAMALAN DENGAN MODEL ARIMA PADA KINERJA KEUANGAN BANK: STUDI KASUS BANK BUMN Article Swipe

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Lukman Hakim , Lia Meiristi , Rani Septiani Sukandar ·

YOU? · · 2024 · Open Access · · DOI: https://doi.org/10.36761/tambora.v8i2.4228

Pandemi COVID-19 memberikan dampak pada segala sektor, tidak terkecuali pada ekonomi global, terutama di Indonesia. Sektor perbankan adalah salah satu dari sekian banyak sektor yang terdampak. Riset ini mencoba mengidentifikasi apakah terdapat perbedaan dalam kinerja keuangan bank BUMN sebelum dan selama pandemi COVID-19. Selain itu, riset ini mencoba melakukan peramalan terhadap kinerja bank di masa depan. Penelitian ini menggunakan pendekatan RGEC (Risk Profile, Good Corporate Governance, Earning, and Capital) pada rentang tahun 2018–2022. Penelitian ini menggunakan pendekatan deskriptif kuantitatif. Studi ini melibatkan seluruh Bank BUMN yang terdaftar di Bursa Efek Indonesia, dengan periode pengambilan data perusahaan berlangsung dari 2017-2019 sebelum Covid-19 terjadi hingga 2020-2022 selama pandemi berlangsung. Metode yang digunakan dalam proses pengumpulan data adalah dokumentasi. Studi ini menggunakan uji ARIMA dan uji paired sample t. Dari perspektif profil risiko, hasil penelitian menunjukkan bahwa pada perspektif risiko kredit yang direpresentasikan dengan rasio NPL dapat dikategorikan pada kondisi yang baik, dan dari sudut pandang risiko likuiditas yang direpresentasikan dengan rasio LDR berada pada level cukup baik. Dalam hal Good Corporate Governance (GCG), kinerja bank berada pada level sangat baik, dalam hal pendapatan, yaitu pendekatan analisis rasio laba bersih (ROA), dan permodalan, yaitu dengan melakukan analisis komparasi antara rasio modal dengan aktiva tertimbang menurut risiko (ATMR), yang diwakili oleh rasio CAR.

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Autoregressive integrated moving average Business Mathematics Statistics Time series

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DOI: https://doi.org/10.36761/tambora.v8i2.4228

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Title: PERAMALAN DENGAN MODEL ARIMA PADA KINERJA KEUANGAN BANK: STUDI KASUS BANK BUMN

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Publication year: 2024

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Publication date: 2024-07-25

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Authors: Lukman Hakim, Lia Meiristi, Rani Septiani Sukandar

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Landing page: https://doi.org/10.36761/tambora.v8i2.4228

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Concepts: Autoregressive integrated moving average, Business, Mathematics, Statistics, Time series

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