Pengaruh Likuiditas, Kualitas Aset, Sensitivitas Pasar, dan Efisiensi terhadap Return On Asset (ROA) pada Bank Devisa yang Go Public

Banks are the financial institutions that have functions as the intermediary between the two parties such as those who need capital and those who have excessive capital. This research aims to analyze whether LDR, LAR, IPR, NPL, APB, IRR, PDN, BO-PO, and FBIR simultaneously and partially have significant effect on ROA. It uses secondary data taken by means of documentation method. These data were taken from published financial report of the foreign go-public national banks form first quarter of 2010 until second quarter of 2014. Multiple regression analysis was used for analysis. It shows that LDR, LAR, IPR, NPL, APB, IRR, PDN, BOPO, and FBIR simulta-neously have significant effect on ROA. In addition, LAR and FBIR, PDN, BOPO, NPL, partially have positive significant effect on ROA. But, LDR, IPR and APB, and IRR partially have negative and insignificant effect on ROA

Local DRLs and automated risk estimation in paediatric interventional cardiology

Introduction : Cardiac catheterization procedures result in high radiation doses and often multiple procedures are necessary for congenital heart disease patients. However, diagnostic reference levels (DRL) remain scarce. Our first goal was finding the optimal DRL parameter and determining appropriate DRLs. The second goal was to calculate organ doses (OD), effective doses (ED) and lifetime attributable risks (LAR) per procedure and to provide conversion factors based on dose area product (DAP). Materials and methods : DRLs are calculated for each procedure type, as the 75th percentile of the cumulative value per procedure from the corresponding parameter. All irradiation events in the DICOM Structured Reports were automatically processed and simulated using PCXMC, resulting in OD, ED and LAR. Using a Kruskal Wallis H test and subsequent pairwise comparisons, differences in median values of the DRL parameter between procedure types were assessed. Results : Linear regression showed a strong correlation and narrow confidence interval between DAP and product of body weight and fluoroscopy time (BWxFT), even when all procedures (diagnostic and interventional) are combined. Only 15% of the pairwise comparisons were statistically significant for DAP normalized to BWxFT (DAP(BWxFT)). The latter pairs contained less frequent procedure types with significant outliers. For DAP normalized to BW (DAP(BW)), 38% of the pairwise comparisons showed statistically significant differences. Conversion factors from DAP(BW) to OD and ED were reported for various weight groups, due to the higher correlation between DAP(BW) and both OD and ED than between DAP and both OD and ED. Conclusions : The P75 of DAP(BWxFT) for all procedures combined serves as an appropriate DRL value. This facilitates local DRL determination in smaller paediatric centres, which often have insufficient data to produce appropriate DRLs for different procedure types. Conversion factors are more reliable starting from DAP(BW) instead of DAP and should be used according to the appropriate BW group

PENGARUH LOAN ASSET RATIO, DEPOSIT ASSET RATIO, NET INTEREST MARGIN, RETURN ON ASSET DAN RETURN ON EQUITY TERHADAP CAPITAL ADEQUACY RATIO (Studi Kasus pada Bank Umum Konvensional yang Terdaftar Di Bursa Efek Indonesia Periode 2012-2016 )

This research was conducted to examine the influence of the Loan Asset Ratio / LAR, Deposit Asset Ratio / DAR, Net Interest Margin / NIM, Return On Asset / ROA and Return On Equity / ROE toward Capital Adequacy Ratio. The study population consisted of 18 Conventional Commercial Banks listed in Indonesia Stock Exchange (IDX) period 2012 -2016. The sample selection using purposive sampling method, with criteria have complete financial report and ROA and ROE positive. So that obtained a sample of 14 banks with 70 observation data.Data analysis used multiple regression test equipment that included classical assumption test consisting of normality test, multicolonierity test, autocorrelation test and heterokedastisity test. While hypothesis testing is done by F test and T test. The results of this test indicate that Return On Asset / ROA has a significant positive effect on Capital Adequacy Ratio / CAR. While Return On Equity / ROE have significant negative effect to Capital Adequacy Ratio / CAR. Meanwhile, Loan Asset Ratio / LAR and Net Interest Margin / NIM variables have no significant negative effect on Capital Adequacy Ratio / CAR. Deposit Asset Ratio / DAR has an insignificant positive effect on CAR. Adjusted R Square value of 0.257. This indicates the amount of influence given by Loan Asset Ratio / LAR, Deposit Asset Ratio / DAR, Net Interest Margin / NIM, Return On Asset / ROA and Return On Equity / ROE to CAR change is 25.7%. while the remaining 74.7% can be explained by other variables outside the model

Exact Post-Selection Inference for Sequential Regression Procedures

We propose new inference tools for forward stepwise regression, least angle regression, and the lasso. Assuming a Gaussian model for the observation vector y, we first describe a general scheme to perform valid inference after any selection event that can be characterized as y falling into a polyhedral set. This framework allows us to derive conditional (post-selection) hypothesis tests at any step of forward stepwise or least angle regression, or any step along the lasso regularization path, because, as it turns out, selection events for these procedures can be expressed as polyhedral constraints on y. The p-values associated with these tests are exactly uniform under the null distribution, in finite samples, yielding exact type I error control. The tests can also be inverted to produce confidence intervals for appropriate underlying regression parameters. The R package "selectiveInference", freely available on the CRAN repository, implements the new inference tools described in this paper.Comment: 26 pages, 5 figure

Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession

This paper aims at providing a detailed analysis of the leading indicator properties of corporate bond spreads for real economic activity in the euro area. In- and out-of-sample predictive content of corporate bond spreads are examined along three dimensions: the bonds’ quality , their term to maturity, as well as the forecast horizon at which one intends to predict a change in real activity. Numerous alternative leading indicators capturing macroeconomic and financial conditions are included in the analysis. Along with standard time series forecast models, the Least Angle Regression (LAR) technique is used to build multivariate models recursively. Models built via LAR can be used to produce forecasts and allow one to analyze how the composition and the number of relevant model variables evolve over time. Corporate bond spreads turn out to be valuable predictors for real activity, in particular at forecast horizons beyond one year; Medium risk bond spreads with maturities between 5 and 10 years appear particularly rich in content. The spreads also belong to the group of indicators that implied the highest probability of a recession occurring from a pre-crisis perspective