ANALISIS EFISIENSI BANK SYARI’AH DAN BANK KONVENSIONAL DENGAN MENGGUNAKAN METODE DATA ENVELOPMENT ANALYSIS (DEA)

Hadi Paramu, Hari Sukarno, Hairul Anwar

Abstract


ABSTRAK

Artikel ini bertujuan untuk menganalisis efisiensi dan sensitivitas Bank Islam dan Bank Umum Konvensional selama periode 2008-2012. Dua Bank Islam dan lima Bank Umum Konvensional yang ditentukan dengan menggunakan metode purposive sampling dipilih. Metode analisis yang digunakan adalah Data Envelopment Analysis (DEA) dan analisis sensitivitas. Hasil analisis DEA menunjukkan tingkat efisiensi BUS dan BUK. Analisis sensitivitas menghasilkan kepekaan tingkat efisiensi sebagaimana disimpulkan oleh DEA terhadap perubahan parameter DEA. Artikel ini juga menggambarkan bagaimana DEA diimplementasikan ke dalam Sistem Pendukung Keputusan (DSS) untuk meningkatkan efisiensi bank.

Kata Kunci: Data Envelopment Analisys (DEA), Efisiensi, Pendekatan Intermediasi, Analisis Kepekaan, Bank Islam, Bank Konvensional.

 

ABSTRACT

This article aims to analyze the efficiency and sensitivity of Islamic Banks and Conventional Commercial Banks during the period 2008-2012. Two Islamic Banks and five Conventional Commercial Banks which were determined by using purposive sampling method were selected. The analytical method used was the Data Envelopment Analysis (DEA) and the sensitivity analysis. DEA analysis results showed the efficiency level BUS and BUK. The sensitivity analysis resulted in the sensitiveness of the efficiency level as concluded by DEA to the changes in DEA parameters. This article also illustrates how DEA is implemented into a Decision Support System (DSS) in order to improve the efficiency of the bank.

Key Words: Data Envelopment Analisys (DEA), Efficiency, Intermediation Approach, Sensitivity Analysis, Islamic Banks, Conventional Banks.

Full Text:

PDF

References


Ascarya, Diana Y. dan Guruh S. R. 2008. Analisis Efisiensi Perbankan Konvensional dan Perbankan Syariah di Indonesia dengan Data Envelopment Analysis (DEA). Paper dalam Buku Current Issues Lembaga Keuangan Syariah Tahun 2009, TIM IAEI. Jakarta: Kencana Prenada Media Group.

Astiyah, S. dan Husman, A. J. 2006. Fungsi Intermediasi dalam Efisiensi Perbankan di Indonesia: Derivasi Fungsi Profit. Paper dalam Buletin Ekonomi Moneter dan Perbankan pada bulan Maret. Jakarta: Bank Indonesia.

Bank Indonesia. 2012. Statistik Perbankan Indonesia. http://www.bi.go.id. [13 April 2013].

Banker et. al., 1984. Some models for estimating technical and scale inefficiencies in data envelopment analysis. Management Science, 30(9): 1078-1092.

Charnes et. al.,. 1978. Charnes, A., Cooper, W. W., & Rhodes, E. (1978). Measuring the efficiency of decision making units. European Journal of Operational Research, 2: 429-444.

Eken dan Kale. 2011. Measuring bank branch performance using Data Envelopment Analysis: The case of Turkish bank branches. African Journal of Business Management, 5: 889-901.

Hadi Paramu. 2006. Dasar-Dasar Pemrograman Linear. Jember: Jember University Press.

Muliaman D. H., Wimboh S., Dhaniel I. dan Eugenia M. 2003. Analisis Efisiensi Industri Perbankan Indonesia: Penggunaan Metode Non-Parametrik Data Envelopment Analysis (DEA). Bank Indonesia Research Paper, Jakarta: Bank Indonesia. http://www.bi.go.id/web/id/Publikasi/Perbankan+dan+Stabilitas+Keuangan/Riset+Sistem+Keuangan/Penggunaan+Metode+Nonparametrik+Data+Envelopment+Analysis+%28DEA%29.htm. [30 Mei 2013]

Muharram, H. dan Pusvitasari, R. 2007. Analisis Perbandingan Efisiensi Bank Syariah di Indonesia dengan Metode Data Envelopmet Analysis (Periode Tahun 2005). Jurnal Ekonomi dan Bisnis Islam, II (3).

S. Mohamad, T. Hassan and M. Khaled I. B. 2003. Efficiency of Conventional versus Islamic Banks: International Evidence using The Stochastic Frontier Approuch SFA. Journal of Islamic Economics, Banking and Finance, 1(1). http://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&ved=0CC4QFjAA&url=http%3A%2F%2Fibtra.com%2Fpdf%2Fjournal%2Fv4_n2_article5.pdf&ei=5XG2UcnIE4rtrAfAooDQBA&usg=AFQjCNF6UvJM_MGRfHVMTAkkZ4vKSzQ4cg&bvm=bv.47534661,d.bmk. [30 Mei 2013]

Wahida Ahmad, Robin H. Luo. 2010. Comparison of banking efficiency in Europe: Islamic versus conventional banks, in Suk-Joong Kim, Michael D. Mckenzie (ed.) International Banking in the New Era: Post-Crisis Challenges and Opportunities (International Finance Review, Emerald Group Publishing Limited,11: 361-389.

Yudistira, Donsyah. 2003. Efficiency in Islamic Banking: an Empirical Analysis of 18 Banks. Proceeding International Conference on Islamic Banking : Risk Management, Regulation and Supervision, Islamic Economic Studies, 12 (1).




DOI: https://doi.org/10.32528/jmbi.v3i2.1206

Refbacks

  • There are currently no refbacks.


View My Stats