EFISIENSI BANK UMUM SYARIAH MENGGUNAKAN PENDEKATAN TWO-STAGE DATA ENVELOPMENT ANALYSIS
Abstract
The aim of this study is to measure the efficiency of Islamic Bank in Indonesia, to analyze the factors that affect the level of efficiency which is known as Two-Stage Data Envelopment Analysis method and to propose measurement of Bank Soundness with modified CAMELS. The objects of this study are 10 (ten) Islamic Bank (BUS) in Indonesia which analyzes from the second Quarter of 2010 until the fourth Quarter of 2012. There are 2 (two) methods which are used in this study, namely non-parametric method of Data Envelopment Analysis (DEA) on the first stage and Tobit model on the second stage. In addition, this study will illustrate the formulation of the financial factors of CAELS instead of CAMEL by integrating the results of efficiency level measurement using DEA in CAELS formulation. Overall, the results, show that the efficiency level of Islamic banks in Indonesia during the time period in this study, have not yet reach the optimum level of efficiency. In addition, modification of CAELS for the bank performance level method by integrating the result of DEA shows that the modification of CAELS could be more accurate in describing the bank performance level, particularly for Islamic Bank in Indonesia. Keywords: Efficiency, Data Envelopment Analysis (DEA), Tobit Model, CAELS + DEAJEL Classification: C02, C14, C54,G21
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References
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Chansarn, Supachet. 2008. The Relative Efficiency of Commercial Banks in Thailand . International Research Journal of Finance and Economics, 53-68.
Efendic, Velid. 2009. Efficiency of Banking Sector of Bosnia-Herzegovina with Special Reference to Relative Efficiency of Existing Islamic Bank. International Conference on Islamic Economics and Finance, 1-13.
Endri. 2008. Efisiensi Teknis Perbankan Syariah di Indonesia.Finance and Banking Journal, Vol. 10.
Farrell. 1957. The Measurment of Productivity Efficiency. Journal of the Royal Statistical Society, 254
Hadad, Muliaman D. dkk. 2003. Analisis Efisiensi Industri Perbankan Indonesia: Penggunaan Metode Non Parametrik Data Envelopment Analysis (DEA). Working Paper Series Bank Indonesia, 3.
Hidayat H. Rahmat. 2011. Kajian Efisiensi Perbankan Syariah Di Indonesia (Pendekatan Data Envelopment Analysis). Media Riset Bisnis & Manajemen, 1-19.
Ismail, Farhana, Rossazana Ab. Rahim, dan M. Shabri Abd. Majid. 2009. Determinant of Efficiency in Malaysian Banking Sector. Skripsi S1 Universiti Malaysia Sarawak, 5.
Jackson, Peter. M dan Meryem Duygun Fethi. 2000. Evaluating the Technical Efficiency of Turkish Commercial Bank: An Application of DEA and Tobit Analysis. University of Leicester, 18.
Kamau, Anne W. 2011. Intermedation Efficiency and Productivity of The Banking Sector in Kenya. Interdisciplinary Journal of Reseacrh and Business, 12-26
Omprakash K. Gupta, Yogesh Doshit, dan Aneesh Chinubhai. 2008. Dynamics of Productive Efficiency of India Banks.International Journal of
Operations Research, 10.
Priyatno, Duwi. 2011. Buku Saku SPSS Analisis Statistik Data Lebih Cepat, Efisien, dan Akurat. Yogyakarta: PT. Buku Seru, 318.
Shafitranata. 2011. Tingkat Efiseiensi Bank Umum Syariah Menggunakan Metode Data Envelopment Analysis (DEA). Dalam Forum Riset Perbankan Syariah, ed. Bahan-Bahan Terpilih Dan Hasil Riset Terbaik. Bandung: Universitas Padjajaran, 47-48.
Suseno, Priyonggo. 2008. Analisis Efisiensi dan Skala Ekonomi pada Industri Perbankan Syariah di Indonesia. Pusat Pengkajian dan Pengembangan Ekonomi Islam,Vol. 2, 35-55.
Published
2014-04-04
How to Cite
Firdaus, M. faza, & Hosen, M. (2014). EFISIENSI BANK UMUM SYARIAH MENGGUNAKAN PENDEKATAN TWO-STAGE DATA ENVELOPMENT ANALYSIS. Buletin Ekonomi Moneter Dan Perbankan, 16(2), 167-188. https://doi.org/10.21098/bemp.v16i2.31
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Buletin Ekonomi Moneter dan Perbankan / Bulletin of Monetary Economics and Banking is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
