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DETERMINAN NON PERFORMING LOAN PADA BANK UMUM KONVENSIONAL DI INDONESIA

ZAHRA, FADHILLAH (2024) DETERMINAN NON PERFORMING LOAN PADA BANK UMUM KONVENSIONAL DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

The aim of this research is to determine the long-term and short-term effects, both partially and simultaneously, of the variables Inflation, Bank Indonesia Interest Rate (BI7DRR), Rupiah Exchange Rate (Kurs) and Gross Domestic Product (GDP) on Non Performing Loans (NPL) at Conventional Commercial Banks in Indonesia. The method used in this research uses a linear regression analysis method with the Error Correction Model (ECM), using time series data from January 2016 to September 2020. The results of this research are partial variables Inflation, Bank Indonesia Interest Rate (BI7DRR) and Product Gross Domestic (GDP) in the long term has an effect on No -Performing Loans (NPL), while the Rupiah Exchange Rate (Kurs) has no effect on Non Performing Loans (NPL). In the short term, the Bank Indonesia Interest Rate (BI7DRR) has an influence on Non Performing Loans (NPL). Meanwhile, inflation, Rupiah Exchange Rate (Exchange Rate) and Gross Domestic Product (GDP) have no effect on Non Performing Loans (NPL). And simultaneously in the long term there is an influence between Inflation, Bank Indonesia Interest Rate (BI7DRR), Rupiah Exchange Rate (Kurs) and Gross Domestic Product (GDP) on Non Performing Loans (NPL). However, in the short term there is no effect between the variables Inflation, Bank Indonesia Interest Rate (BI7DRR), Rupiah Exchange Rate (Kurs) and Gross Domestic Product (GDP) on Non Performing Loans (NPL).

Item Type: Thesis (S1)
Contributors:
ContributionContributorsNIP/NIM
Thesis advisorSUHENDRA, INDRA197702172008011016
Thesis advisorARIFIN, SAMSUL197811192009121002
Additional Information: Tujuan dari penelitian ini adalah untuk mengetahui bagaimana pengaruh dalam jangka panjang dan jangka pendek baik secara parsial maupun secara simultan dari variabel Inflasi, Suku Bunga Bank Indonesia (BI7DRR), Nilai Tukar Rupiah (Kurs) dan Produk Domestik Bruto (PDB) terhadap Non Performing Loan (NPL) pada Bank Umum Konvensional di Indonesia. Metode yang digunakan dalam penelitian ini menggunakan metode analisis regresi linear dengan model Error Correction Model (ECM), dengan menggunakan data time series dari bulan Januari 2016 s.d September 2020. Hasil penelitian ini secara parsial variabel Inflasi, Suku Bunga Bank Indonesia (BI7DRR) dan Produk Domestik Bruto (PDB) dalam jangka panjang berpengaruh terhadap Non Performing Loan (NPL), sedangkan Nilai Tukar Rupiah (Kurs) tidak berpengaruh terhadap Non Performing Loan (NPL). Dalam jangka pendek Suku Bunga Bank Indonesia (BI7DRR) terdapat pengaruh terhadap Non Performing Loan (NPL). Sedangkan Inflasi, Nilai Tukar Rupiah (Kurs) dan Produk Domestik Bruto (PDB) tidak berpengaruh terhadap Non Performing Loan (NPL). Dan secara simultan dalam jangka panjang terdapat pengaruh antara Inflasi, Suku Bunga Bank Indonesia (BI7DRR), Nilai Tukar Rupiah (Kurs) dan Produk Domestik Bruto (PDB) terhadap Non Performing Loan (NPL). Namun dalam jangka pendek tidak berpengaruh antara variabel Inflasi, Suku Bunga Bank Indonesia (BI7DRR), Nilai Tukar Rupiah (Kurs) dan Produk Domestik Bruto (PDB) terhadap Non Performing Loan (NPL).
Uncontrolled Keywords: Non Performing Loan, Inflation, Bank Indonesia Interest Rate, Rupiah Exchange Rate, Gross Domestic Product, ECM model. Kredit Bermasalah, Inflasi, Suku Bunga Bank Indonesia, Nilai Tukar Rupiah, Produk Domestik Bruto, model ECM.
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
Divisions: 05-Fakultas Ekonomi dan Bisnis
05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan
Depositing User: Mrs Fadhillah Zahra
Date Deposited: 16 Apr 2024 14:19
Last Modified: 16 Apr 2024 14:44
URI: http://eprints.untirta.ac.id/id/eprint/34707

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