ABSTRACT
ANALISIS PENGARUH GIRO WAJIB MINIMUM LOAN DEPOSIT RATIO, BANK CAPITAL BUFFER, GDP, SUKU BUNGA KREDIT DAN
PERTUMBUHAN KREDIT TERHADAP NON PERFORMING LOAN BANK UMUM KONVENSIONAL DI INDONESIA
By
RONI SANTOSO
This study aims to analyze and determine the effect of the Statutory Reserves Loan Deposit Ratio, Bank Capital Buffer, Gross Domestic Product, Credit Growth and Loan Interest Rates on Non-Performing Loans for Conventional Commercial Banks in Indonesia. The independent variables in this study are the Statutory Reserves Loan Deposit Ratio, Bank Capital Buffer, Credit Growth and Loan Interest Rates from seven Conventional Commercial Banks during Quarter 1 2012 to Quarter 4 2020. The method used in this study is Panel Least Square (PLS).
with the Fixed Effect Model (FEM) using Eviews 10 as an analysis tool. The results of the analysis carried out show that the five independent variables have a significant and significant effect on the dependent variable. With a 95%
confidence level and significant results, the variables of Bank Capital Buffer, Gross Domestic Product and Interest Rates have a positive and significant effect, while the variables of Statutory Reserves Loan Deposit Ratio and Credit Growth have a negative and significant effect on Non-Performing Loans for Conventional Commercial Banks in Indonesia. . From the results of this study, appropriate steps can be taken for policy makers to achieve a sustainable financial system and issue programs or policies that can support increased financial stability.
Keywords: Non-Performing loans, Statutory Reserves Loan Deposit Ratio, Gross Domestic Product, Credit Growth, Interest Rates, Panel Data.
ABSTRAK
ANALISIS PENGARUH GIRO WAJIB MINIMUM LOAN DEPOSIT RATIO, BANK CAPITAL BUFFER, GDP, SUKU BUNGA KREDIT DAN
PERTUMBUHAN KREDIT TERHADAP NON PERFORMING LOAN BANK UMUM KONVENSIONAL DI INDONESIA
OLEH
RONI SANTOSO
Penelitian ini bertujuan untuk menganalisis dan mengetahui pengaruh Giro Wajib Minimum Loan Deposit Ratio, Bank Capital Buffer, Gross Domestic Product, Pertumbuhan Kredit dan Suku Bunga Kredit terhadap Non Performing Loan Bank Umum Konvensional di Indonesia. Variabel bebas dalam penelitian ini adalah Giro Wajib Minimum Loan Deposit Ratio, Bank Capital Buffer, Pertumbuhan Kredit dan Suku Bunga Kredit dari tujuh Bank Umum Konvensional selama Quartal 1 2012 hingga Quartal 4 2020. Metode yang digunakan dalam penelitian ini adalah Panel Least Square (PLS) dengan Fixed Effect Model (FEM) dengan menggunakan Eviews 10 sebagai alat analisisnya. Hasil analisis yang dilakukan menunjukkan bahwa kelima variabel independen berpengaruh dan signifkan terhadap variabel dependen. Dengan tingkat kepercayaan 95% dan hasil yang signifikan, variabel Bank Capital Buffer, Gross Domestic Product dan Suku Bunga berpengaruh positif dan signifikan, sedangkan variabel Giro Wajib Minimum Loan Deposit Ratio dan Pertumbuhan Kredit berpengaruh negatif dan signifikan terhadap Non Performing Loan Bank Umum Konvensional di Indonesia. Dari hasil studi ini, dapat diambil langkah yang tepat bagi pengambil kebijakan untuk mencapai sistem keuangan yang berkelanjutan dan mengeluarkan program atau kebijakan yang dapat mendukung peningkatan stabilitas keuangan.
Kata Kunci: Non Performing loan, Giro Wajib Minimum Loan Deposit Ratio, Gross Domestic Product, Pertumbuhan Kredit, Suku Bunga, Data Panel.
