ANALISIS EFEK MAKROEKONOMI, PORSI DANA MAHAL PIHAK KETIGA, DAN BESARAN BUNGA OLEH BANK TERHADAP NON-PERFORMING LOAN (NPL) BANK UMUM KONVENSIONAL DI INDONESIA

KUMALA, SISKA (2017) ANALISIS EFEK MAKROEKONOMI, PORSI DANA MAHAL PIHAK KETIGA, DAN BESARAN BUNGA OLEH BANK TERHADAP NON-PERFORMING LOAN (NPL) BANK UMUM KONVENSIONAL DI INDONESIA. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

Preview	Text (Cover) Hal Cover [1].pdf Download (285kB) | Preview
Preview	Text (Abstrak) Abstrak [1].pdf Download (106kB) | Preview
	Text (Bab 1) BAB 1 [1].pdf Restricted to Registered users only Download (421kB)
	Text (Bab 2) BAB 2 [1].pdf Restricted to Registered users only Download (122kB)
	Text (Bab 3) BAB 3 [1].pdf Restricted to Registered users only Download (400kB)
	Text (Bab 4) BAB 4 [1].pdf Restricted to Registered users only Download (359kB)
	Text (Bab 5) BAB 5 [1].pdf Restricted to Registered users only Download (486kB)
	Text (Bab 6) BAB 6 [1].pdf Restricted to Registered users only Download (108kB)
	Text (Daftar Pustaka & Lampiran) Hal Daftar Pustaka dan Lampiran [1].pdf Restricted to Registered users only Download (608kB)

Abstract

The global economic pressure that caused the national economic slowdown both directly and indirectly impact banking business, especially credit. Therefore, this study aims to analyze the influence of macroeconomic and internal variables to non-performing loans (NPL) in Commercial Bank in Indonesia.. This study is a quantitative research with causal comparative method. The data uses in this study is the NPL industry of Commercial Bank in Indonesia during the 2011-2015 period with non-probability technique sample. This research is using multiple linear regression as analysis method, because based on Chow test there is no change in regression structure stability from time to time. Regression model with original data does not meet the classical assumption so that this study turns to regression model with stationary data. The result shows that high interest bearing deposits and lending rate for investment credit are significantly affect the NPL as expected with potive sign while lending rate for working capital credit significiantly affect the NPL with negative sign which is beyond expectation. The rest of variables that are IPI and exchange rate insignificantly affect the NPL. Nevertheless, together all of those variabel affect NPL significantly based on F- test. That is why, it is expected that the decision makers still consider other factors in making decisions. Keyword: non performing loans (NPL), macroeconomic, internal variable, stability, Chow test. Tekanan ekonomi global yang menyebabkan perlambatan ekonomi nasional memberikan dampak baik langsung maupun tidak langsung terhadap bisnis perbankan khususnya kredit. Penelitian ini bertujuan untuk menganalisis pengaruh makroekonomi maupun variabel internal terhadap non-performing loans (NPL) di Bank Umum Konvensional di Indonesia. Penelitian ini merupakan penelitian kuantitatif dengan metode kausal komparatif. Data yang digunakan adalah data NPL industri seluruh Bank Umum konvensional di Indonesia dengan teknik pengambilan sampel non-probability sampel jenuh pada periode 2011- 2015. Analisis regresi linear berganda digunakan sebagai alat penelitian, karena berdasarkan uji Chow tidak ada perubahan stabilitas struktur regresi dari waktu ke waktu. Regresi data asal tidak memenuhi asumsi klasik, sehingga regresi ini menggunakan data stasioner. Hasil regresi menemukan porsi dana mahal dan suku bunga kredit investasi berpengaruh positif signifikan terhadap NPL seperti hipotesis, sementara itu variabel suku bunga kredit modal kerja berpengaruh negatif terhadap NPL yang di luar ekspektasi hipotesis. Variabel selebihnya yaitu IPI dan nilai tukar tidak berpengaruh signifikan terhadap NPL. Namun demikian, semua variabel ini secara bersama-sama berpengaruh signifikan terhadap NPL berdasarkan Uji F. Dari hasil tersebut, diharapkan agar pengambil keputusan tetap mempertimbangkan faktor-faktor lainnya dalam mengambil keputusan. Kata kunci: non performing loans (NPL), makroekonomi, variabel internal, stabilitas, uji Chow.

Actions (login required)

View Item