Analisis Pengaruh Capital Adequacy Ratio, Non-Performing Financing, dan Financing to Deposit Ratio terhadap Likuiditas pada Bank Umum Syariah di Indonesia

Abstract

Abstract

This study aims to analyze the effect of Capital Adequacy Ratio (CAR), Non-Performing Financing (NPF), and Financing to Deposit Ratio (FDR) on Financial Capital Liquidity (LMF) in Islamic Commercial Banks in Indonesia. Liquidity is an important indicator in assessing the financial health of Islamic banks, playing a key role in maintaining operational stability and public trust in the banking system.

This research adopts a quantitative method using a panel data approach. The data were processed using EViews 12 software and analyzed through a panel regression model. To determine the most suitable model, a series of tests were conducted, including the Chow Test, Hausman Test, and Lagrange Multiplier Test. The Random Effect Model (REM) was selected as the best-fitting model based on the results of these tests. Classical assumption tests, such as multicollinearity and heteroscedasticity tests, were also carried out to ensure the validity of the model.  The partial test (t-test) results indicate that only FDR has a significant effect on LMF, while CAR and NPF do not show significant influence. However, simultaneously (F-test), the three variables have a significant effect on LM. This study concludes that FDR is the dominant factor influencing LMF. Therefore, Islamic banks need to enhance the effectiveness of managing financing in relation to the collected funds. Future research is recommended to include other variables that may also affect LMF and to broaden the scope of the Islamic banks being studied.

Keywords: Capital Adequacy, Financing Quality, Intermediation Efficiency, Islamic Bank Liquidity, Islamic Financial Stability