FINANCIAL PERFORMANCE DURING THE PANDEMIC AT CONVENTIONAL COMMERCIAL BANKS USING THE CAMELS AND RGEC METHODS Cantika Salsabila Pratiwi S.M dan Dr. Wisudanto, SE., MM., CFP, ASPM
Universitas Airlangga
Abstract
The research was conducted with the aim of examining post-pandemic financial performance using the CAMELS and RGEC methods. The sample for this research is banking companies listed on the Indonesia Stock Exchange in the post-pandemic period, namely 2020-2023. In the research there were 138 observations which were processed using Eviews 12. The research was carried out using panel data regression analysis techniques. The dependent variable in this research is financial performance as measured by Return On Asset (ROA). The independent variables in this research are CAR, NPL, BOPO, NIM, LDR, PDN, risk profile, GCG. The research results show that in the CAMELS method, several variables such as CAR, NPL, and PDN do not have a significant effect on financial performance. Meanwhile, the BOPO and LDR variables have a significant negative effect on financial performance. NIM has a significant positive effect on financial performance. RGEC method, the risk profile variable is proven to have a significant negative effect while NIM has a significant positive effect on financial performance. Meanwhile, GCG and CAR do not have a significant effect on financial performance. The research results emphasize the importance of BOPO, NIM, LDR, and GCG in improving banking financial performance and can contribute to shareholders, government and regulators, as well as society
Keywords: : CAMELS, RGEC, Financial Performance, Covid-19 Pandemic, Conventional Bank
