The determinant factors of asset and liability management and the bank performance: empirical study on foreign exchange commercial banks in Indonesia from 2008 to 2013
by Herlanto Anggono
International Journal of Business and Globalisation (IJBG), Vol. 19, No. 4, 2017

Abstract: This study examines the determinants factors of asset and liability management (ALM) model and investigates the impact to bank performance, using bank-specific internal financial characteristic of Indonesian banking in the years 2008-2013. Three determinant factors in ALM model have the highest elasticity which are less risky liquid assets ratio (LRLATA), non-performing loan ratio (NPLR) and tier one core capital (TIR1TA) ratio. LRLATA ratio influences to liquidity coverage ratio (LCR) and loan to deposit ratio (LDR) significantly. NPLR ratio also has significant influence to LDR and TIR1TA ratio influences significantly to capital adequacy ratio (CAR). In the second model, net interest margin ratio (NIMTEA) is positive significant to bank performance - return on equity (ROE) because NIMTEA has the highest elasticity.

Online publication date: Thu, 12-Oct-2017

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Business and Globalisation (IJBG):
Login with your Inderscience username and password:

Username:        Password:          Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com