ANALYSIS OF THE INFLUENCE OF BANK INTERNAL FACTORS AND MACROECONOMIC CONDITIONS ON NON PERFORMING LOAN (NPL) OF COMMERCIAL BANKS IN INDONESIA
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Aug 31, 2023
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Abstract
The purpose of this study is to determine the impact of bank internal factors and macroeconomic conditions on non-performing loans (NPL). The variables used are the capital adequacy ratio (CAR), loan to deposit ratio (LDR), bank size, gross domestic product (GDP), inflation, and the BI rate. The method used is a quantitative method with secondary data in the form of financial statements of 5 banks as research objects. The data analysis technique used is panel data regression, hypothesis testing using the t-test to test the effect of variables partially and the F test to test the effect of variables simultaneously with a significant level of 5%. Based on these results it was concluded that partially the LDR and the BI Rate had a significant effect on NPL. Meanwhile, CAR, bank size, GDP and inflation have no significant effect on NPL. Simultaneously, all independent variables have a significant effect on the level of NPL influence.
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SHOLIHA, Ayu; MUKHLIS, Imam.
ANALYSIS OF THE INFLUENCE OF BANK INTERNAL FACTORS AND MACROECONOMIC CONDITIONS ON NON PERFORMING LOAN (NPL) OF COMMERCIAL BANKS IN INDONESIA.
Proceedings of the International Conference of Islamic Economics and Business (ICONIES), [S.l.], v. 9, n. 1, p. 921-934, aug. 2023.
ISSN 2541-3333.
Available at: <http://conferences.uin-malang.ac.id/index.php/iconies/article/view/2329>. Date accessed: 02 may 2024.
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References
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Hamdani, Nining, W., Amin, A., & Sulfitra. (2018). Analisis Faktor-Faktor yang Mempengaruhi Kinerja Keuangan Bank Umum Syariah yang terdaftar di Bursa Efek Indonesia (BEI)(Periode 2014-2016). Jurnal Ekonomi Dan Manajemen Teknologi (EMT), 2(2), 55–109.
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Triandaru, S., & Budisantoso, T. (2006). Bank dan lembaga keuangan lain. Salemba Empat.
Umaternate, F. F., & Mongid, A. (2023). Modelling Non-performing Loans (NPL) for Small Banks in Indonesia: Are Macroeconomic Matter? International Journal of Economics, Business and Management Research, 07(01), 57–68. https://doi.org/10.51505/IJEBMR.2023.7106
Wahyuningsih, D. (2021). Determinan Faktor Spesifik Bank Terhadap Non-Performing Loan Gross Dan Non-Performing Loan Net Pada Bank Pembangunan Daerah. JABE (Journal of Applied Business and Economic), 8(1), 102. https://doi.org/10.30998/jabe.v8i1.6639
Ghozali, I. (2016). Aplikasi Analisis Multivariete Dengan Program IBM SPSS 23 (8th ed.). Badan Penerbit Universitas Diponegoro.
Gustriani, G., Suhel, S., Melliny, V. D., Pertiwi, R., & Nida, R. (2023). the Macro-Prudential Policy and Bank Non-Performing Assets in Indonesia. Keunis, 11(1), 42–50.
Hamdani, Nining, W., Amin, A., & Sulfitra. (2018). Analisis Faktor-Faktor yang Mempengaruhi Kinerja Keuangan Bank Umum Syariah yang terdaftar di Bursa Efek Indonesia (BEI)(Periode 2014-2016). Jurnal Ekonomi Dan Manajemen Teknologi (EMT), 2(2), 55–109.
Irawan, B. R., & Syarif, A. D. (2019). Analysis The Effect Of Fundamental Financial Ratio Of CAR , LDR , LAR , Bank Size , OPE and NIM on Non- Performing Loans ( NPL ) Of Banking Listed On The Indonesia Stock Exchange In 2012 - 2018. International Journal of Innovative Science and Research Technology, 4(10), 728–735.
Isnaini, F., Sahara, S., & Nursyamsiah, T. (2019). Faktor-faktor yang Memengaruhi Tingkat Non Performing Financing dan Non Performing Loan pada Dual Banking System di Indonesia. Al-Muzara’ah, 7(1), 47–59. https://doi.org/10.29244/jam.7.1.47-59
Kartikasary, M., Marsintauli, F., Serlawati, E., & Laurens, S. (2020). Factors affecting the non-performing loans in Indonesia. Accounting, 6(2), 97–106. https://doi.org/10.5267/j.ac.2019.12.003
Kasmir. (2013). Bank dan Lembaga Keuangan Lainnya. Raja Gravindo Persada.
Kasmir. (2016). Analisis Laporan Keuangan. Rajawali Pers.
Kuncoro, M. (2018). Metode Kuantitatif: Teori dan Aplikasi untuk Bisnis dan Ekonomi (Yogyakarta). UPP STIM YKPN.
Kuncoro, M., & Suhardjono. (2011). Manajemen perbankan: Teori dan aplikasi. BPFE.
Mahendra, R. S., & Mahardika, D. P. K. (2019). Analisis pengaruh karakteristik bank dan makro ekonomi terhadap tingkat risiko kredit bermasalah (Studi Kasus Pada Bank Konvensional yang Terdaftar di BEI Periode 2014-2017). Jurnal Ilmiah MEA (Manajemen, Ekonomi, & Akuntansi), 3(3), 150–156.
https://doi.org/10.31955/mea.vol4.iss1.pp150-156
Mankiw, N. G. (2003). Teori Makro Ekonomi Terjemahan. PT. Gramedia Pustaka Utama.
Mukhlis, I. (2015). Ekonomi Keuangan dan Perbankan : Teori dan Aplikasi. Salemba Empat.
Palupi, A. D. A., & Azmi, F. (2019). Faktor-Faktor yang Mempengaruhi Non Performing Loan pada Perbankan di Indonesia. Indicators : Journal of Economic and Business, 1(2), 119–130. https://doi.org/10.47729/indicators.v1i2.35
Peraturan Bank Indonesia. (2013). Peraturan Bank Indonesia Nomor 15/7/PBI/2013 Tentang Giro Wajib Minimum Bank Umum Dalam Rupiah dan Valuta Asing Bagi Bank Umum Konvensional.
Peraturan Otoritas Jasa Keuangan. (2017). Peraturan Otoritas Jasa Keuangan Nomor 15/PJOK.03/2017 tentang Penetapan Status dan Tindak Lanjut Pengawasan Bank Umum.
Peraturan Pemerintah. (1998). Undang-undang (UU) No. 10 Tahun 1998 tentang Perbankan.
Prasetyo, A. S. (2020). Dampak Makroekonomi Terhadap Nonperforming Loans: Studi Kasus Bank Konvensional Di Asean. Competence : Journal of Management Studies, 14(2), 223–233.https://doi.org/10.21107/kompetensi.v14i2.8965
Setya Wijaya, R. (2019). Pengaruh Faktor Makro Ekonomi terhadap Kredit Bermasalah pada Bank Umum di Indonesia. OECONOMICUS Journal of Economics, 4(1), 36–48. https://doi.org/10.15642/oje.2019.4.1.36-48
Sugiyono. (2013). Metode Penelitian Kuantitatif, kualitatif dan R & D. Alfabeta.
Sukirno, S. (2015). Makroekonomi : Teori Pengantar. Rajawali Pers.
Todaro, M. P. (2000). Pembangunan Ekonomi. Penerbit Erlangga.
Triandaru, S., & Budisantoso, T. (2006). Bank dan lembaga keuangan lain. Salemba Empat.
Umaternate, F. F., & Mongid, A. (2023). Modelling Non-performing Loans (NPL) for Small Banks in Indonesia: Are Macroeconomic Matter? International Journal of Economics, Business and Management Research, 07(01), 57–68. https://doi.org/10.51505/IJEBMR.2023.7106
Wahyuningsih, D. (2021). Determinan Faktor Spesifik Bank Terhadap Non-Performing Loan Gross Dan Non-Performing Loan Net Pada Bank Pembangunan Daerah. JABE (Journal of Applied Business and Economic), 8(1), 102. https://doi.org/10.30998/jabe.v8i1.6639