Analysis of the Technical Efficiency, Malmquist Productivity Index, and TOBIT Regression of the eleven Islamic Commercial Banks in Indonesia between 2010 and 2019
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Abstract
This paper is about research on the efficiency of eleven Islamic commercial banks, data from an annual report from 2010 to 2019, the method used is DEA (data envelopment analysis) with RTS using a combination of CRS and VRS, with input-output orientation, and processed as well using Malmquist Index, DEA processing using R Programming with deaR library, the average technical efficiency or CRS is 0.95 or 95%, this indicates that the technical efficiency or CRS of Islamic commercial banks in Indonesia between 2010 and 2019 is quite efficient. The value of VRS has a value of 0.98, almost efficient. Scale Efficiency (SE), A bank with type BUKU 3 has the same value for PT. Bank Syariah Mandiri, PT. Bank BRI Syariah Tbk, has the same value, namely 0.99. And in this SE column, none of them has a value of 1 which means efficient. The Malmquist Index, indicates that in 2018 it was the highest value of MI (Malmquist index) with a value of more than 2.3, it can be concluded that 2018 was the best performance of Islamic commercial banks, note that the unemployment rate in 2018 was very small of 5.3 compared to before in 2017 and before again, and the inflation rate of 2.72 is a reasonable inflation rate for Indonesia with an ideal inflation value of around 3% as a developing country, so that the production factors can run optimally. The last results of this research are about TOBIT regression, using GRETL econometric tools, fixed assets, in this case, the natural logarithm of fixed assets, does not affect the efficiency value of Islamic commercial banks, other results are ROA influences the efficiency, CAR does not really affect the efficiency, FDR is concluded to influence the efficiency, NPF does not affect the efficiency. It is concluded that inflation rate, real GDP, unemployment rate, USD to IDR exchange, affect the efficiency of Islamic commercial banks.
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