Segmentation of Sharia Rural Banks based on Growth of the Business Performance

3rd International Seminar On Sciences "Sciences On Precision And Sustainable Agriculture"

Sartono, B.^1 ; Rahardiantoro, S.^1 ; Suhaeni, C.^1 ; Irianto, E.A.^2 ; Maulidya, U.^2

Department of Statistics, Bogor Agricultural University, Bogor, Indonesia^1

Otoritas Jasa Keuangan, Indonesia^2

关键词: Business performance;    General patterns;    Growth patterns;    Multivariate time series;    Observation Period;    Performance indicators;    Segmentation process;    Time series patterns;   

Others  :  https://iopscience.iop.org/article/10.1088/1755-1315/58/1/012005/pdf
DOI  :  10.1088/1755-1315/58/1/012005

来源: IOP

【 摘 要 】

The Otoritas Jasa Keuangan (OJK) is an institution that is responsible to supervise bank operational in Indonesia, including those which are BPRS's. As a part of their tasks, they do a monitoring procedure to recognize the performance progress of BPRS. A time series analytics could help in studying time-to-time change of certain performance indicators. In term of the performance indicators, not all BPRS has a good growth since they were established. Indeed many of them are growing positively, but some of them may have up-and-down pattern, even tend to be negatively diminishing. Recognizing the time series pattern of the performance indicators of BPRS is useful for OJK to identify working strategy. This recent paper focuses on segmentation process to identify groups of BPRS based on their growth pattern in multivariate time series cluster analysis cases. The result is there are 3 groups of 156 rural banks, 128 banks in the first group, 18 banks in the second, and 10 banks in the third. The general patterns of each group follow: cluster 1 is a group of banks whith positive growth in most of the variable; cluster 2 is a group that the banks that belong to this cluster have negative growth along the time, especially in the last two years; whereas Cluster 3 consist of rural banks with negative growth at the beginning of the observation period and then got rebound at the rest of the time.