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"Skripsi ini bertujuan untuk meneliti determinan Non Performing Loan(NPL) dengan menguji faktor makroekonomi dan spesifik perbankan secara bersama-sama. Penelitian ini adalah penelitian kuantitatif dengan menggunakan data sekunder. Objek penelitiannya adalah 20 bank umum yang telah Terdaftar di Bursa Efek Indonesia sejak q12005-q42014. Penelitian ini menggunakan metode data panel dinamis GMM-System untuk melihat efek kedinamisan dari berbagai variabel dengan adanya pengujian lag variabel independen. Hasil Penelitian menunjukkan bahwa Variabel NPL quartal sebelumnya, Variabel PDB, dan Tingkat Inflasi memiliki pengaruh negatif dan signifikan terhadap terjadinya NPL. Sebaliknya, ROE dan BOPO berpengaruh positif dan signifikan terhadap NPL. Di sisi lain, skripsi ini menemukan bahwa variabel BI Rate, Solvency, dan Size tidak signifikan terhadap NPL.

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The aim of present study is to identify factors affecting non performing loan in Indonesia. Using macroeconomic and bank-spesific variables, we analyse how those relationship and significances. This collaborative method will ensure a comprehensive results. The object of present study are 20 Banks that listed in Indonesia Stock Exchange between q12005-q42014. Using dynamic panel data GMM-system method, empirical results show that the previous period of NPL, change of GDP, Inflation Rate, and Solvency Ratio have a significantly negative effect to NPL. However, BOPO and ROE has a significantly positve relationship to NPL. On the other hand this research find any significance on BI Rate, Solvency, and Size to NPL."

"Penelitian ini bertujuan untuk mengetahui pengaruh faktor spesifik bank dan makroekonomi terhadap likuiditas bank umum konvensional yang terdaftar di BEI pada periode 2012-2016. Variabel yang mewakili faktor spesifik bank dalam penelitian ini adalah rasio profitabilitas return on asset ROA, cost of funding, bank size, deposits, dan Capital Adequacy Ratio CAR . Faktor makroekonomi yang diuji adalah inflasi, tingkat pengangguran dan GDP. Pengujian dilakukan dengan model regresi data panel dengan metode random effect dengan estimator generalized least square GLS. Hasil regresi yang dilakukan, menemukan bahwa ROA dan bank size berpengaruh positif namun tidak signifikan terhadap likuiditas bank. Kemudian cosf of fund, deposits, CAR dan GDP berpengaruh positif signifikan terhadap likuiditas bank. Selanjutnya variabel inflasi dan tingkat pengangguran berpengaruh negatif dan tidak signifikan terhadap likuiditas bank.

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This study aims to determine the effect of bank specific and macroeconomic factors on the liquidity of conventional commercial banks listed on the IDX in the period 2012 2016. The variables that represent bank specific factors in this research are profitability ratio of return on asset ROA , cost of funding, bank size, deposits, and Capital Adequacy Ratio CAR. The macroeconomic factors tested were inflation, unemployment and GDP. This study using panel data with random effect methods generalized least square estimator to test the model. The result of this research found that ROA and bank size have positive but not significant effect to bank liquidity. Then cosf of fund, deposits, CAR and GDP have a significant positive effect on bank liquidity. Furthermore, the variables of inflation and unemployment rate have a negative and insignificant effect on bank liquidity."

"Tujuan penelitian ini adalah untuk melihat pengaruh dari variabel-variabel makroekonomi (inflasi, kurs, suku bunga, GDP, jumlah uang beredar), bank spesifik (CAR, bank deposit, bank size) dan struktur finansial (rasio total asset dengan GDP) terhadap profitabilitas bank yang ditunjukkan dengan return on asset (ROA). Penelitian ini menggunakan data-data keuangan dari 28 bank yang terdaftar pada Bursa Efek Indonesia. Pemilihan tahun 2009-2013 sebagai periode penelitian ditujukan untuk melihat pengaruh variabel-variabel tersebut pada sektor perbankan pasca krisis ekonomi dunia tahun 2008. Regresi linear berganda dilakukan terhadap data-data makroekonomi, bank spesifik dan struktur finansial baik secara terpisah maupun bersama-sama. Hasil penelitian menunjukan hanya terdapat tiga variabel yang mempengaruhi kinerja sektor perbankan secara signifikan, yaitu bank size, bank deposit dan struktur finansial. Hal ini menunjukan bahwa faktor internal lebih mempengaruhi profitabilitas perbankan dibandingkan faktor eksternal seperti makroekonomi. Berdasarkan hasil penelitian, peneliti menyarankan agar digunakan variabel kinerja perbankan lainnya yaitu, return on equity (ROE) dan net interest margin (NIM), untuk memberikan hasil penelitian yang lebih terperinci.

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The Purpose of this study was focused on the effect of macroeconomic (inflation, exchange rates, interest rates, GDP, money supply), bank specific (CAR, bank deposits, bank size) and the financial structure ( ratio total asset with GDP ) on Indonesian bank's profitability shown by return on assets ( ROA). Bank?s performance was measured using return on assets (ROA). The study used financial data from 28 commercial banks that were listed on Indonesia Stock Exchange (IDX) within the period of 2009 to 2013. The rationale for selecting the study period was to examine the hyact of the aforementioned variables on banking sector post 2008 global economy crisis. Multiple linear regression was applied on each variable category (macroeconomic, bank spesific and financial structure) exclusively as well as concurently.

The result of this study showed the dominate effect of three variables, namely bank size, bank deposit and financial structure, on bank?s profitability. The period insight that internal factor, other than internal factor such as macroeconomic variables, affected bank?s performance. Based on this study, the researcher suggested two variables, i.e. return on equity (ROE) and net interest margin (NIM), as proxy for bank?s profitability. The use of these variables might provide a more detail explanation on factors affecting bank?s performance."

"Skripsi ini membahas bagaimana pengaruh antara faktor spesifik bank dan faktor makro ekonomi dengan likuiditas bank pada Bank umum di Indonesia dengan periode penelitian 2011-2015. Dari hasil penelitian didapatkan bahwa tingkat profitabilitas bank, unemployement rate dan GDP tidak memiliki pengaruh yang signifikan terhadap likuiditas bank. Hasil penelitian juga menunjukan bahwa funding cost, bank size, deposit dan CAR memiliki hubungan positif dan signifikan terhadap likuiditas bank.

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This thesis discusses how the relatioship between bank specific factors and macroeconomic factors with bank liquidity at commercial banks in Indonesia with the study period 2011 2015. From the results of the study found that the level of bank profitability, unemployement rate and GDP has no significant effect on bank liquidity. The results also show that funding cost, bank size, deposit and CAR have positive and significant correlation to bank liquidity."

"ABSTRAKPenelitian ini bertujuan untuk mengetahui pengaruh pertumbuhan kredit terhadap kinerja bank berdasarkan penilaian pasar dengan menggunakan pendekatan Tobin rsquo's Q, baik secara keseluruhan maupun selama periode sebelum krisis dan selama krisis di Amerika Serikat pada bank-bank umum konvensional yang terdaftar dalam Bursa Efek Indonesia selama tahun 2005 ndash; 2014 menggunakan data kuartalan. Sedangkan metode analisis data yang digunakan adalah metode data panel. Setelah melakukan kontrol terhadap karakteristik bank, pertumbuhan kredit secara signifikan berpengaruh positif terhadap kinerja bank berdasarkan penilaian pasar di tiap periode waktu.

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ABSTRACTThis research aims to investigate how loan growth influence bank performance according to market valuation by using Tobin rsquo s Q as proxy, both comprehensively or before and during the financial crisis in United States on listed convensional banks during 2005 ndash 2014 by using quarterly data. Regarding data analysis method, this research is using panel data. After controlling for bank characteristics, loan growth is positively and statistically significant influence bank performance according to market valuation in each period of time. "

"Selama masa pandemi covid-19, banyak sektor ekonomi terdampak penyebaran pandemi covid-19 termasuk perbankan. Penelitian ini mencoba untuk meneliti dampak pandemi, faktor spesifik banks dan faktor makroekonomi terhadap stabilitas bank umum konvensional yang terdaftar di Bursa Efek Indonesia. Fator spesifik bank pada penelitian ini berfokus pada ukuran bank dan rasio kecukupan modal sebagai variabel independen. Adapun faktor makroekonomi pada penelitian ini adalah tingkat pertumbuhan domestik bruto (PDB). Sedangkan dampak pandemi covid-19 dikuantifikasi dengan variabel dummy. Penelitian ini menggunakan model penelitian regresi data panel dengan menggunakan data yang berasal dari laporan keuangan Bank Umum Konvensional yang terdaftar di Bursa Efek Indonesia pada periode 2018-2021. Penelitian ini menemukan bahwa stabilitas bank secara signifikan lebih rendah pada periode pandemi dibandingkan sebelum pandemi. Adapun penelitian juga menyimpulkan bahwa rasio kecukupan modal, dan ukuran bank berpengaruh positif signifikan terhadap stabilitas bank. Sedangkan pertumbuhan PDB cenderung berkorelasi negatif terhadap stabilitas bank. Diharapkan pada penelitian selanjutnya dapat memperbanyak sampel penelitian dan dapat melakukan analisis yang lebih mendalam terkait dampak pandemi covid-19 terhadap stabilitas bank.

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During the Covid-19 pandemic, many economic sectors were affected by the spread of the Covid-19, including banking. This research attempts to examine the impact of the pandemic, bank’s specific factors and macroeconomic factors on the stability of conventional commercial banks listed on the Indonesia Stock Exchange. The bank’s specific factors in this study focus on bank size and capital adequacy ratio as independent variables that affect bank stability. The macroeconomic factor in this study is the gross domestic product (GDP) growth rate. Meanwhile, the impact of the Covid-19 pandemic is quantified using a dummy variable. This study uses a panel data regression research model on the data from financial statements of Conventional Commercial Banks listed on the Indonesia Stock Exchange in 2018-2021. This study finds that bank’s stability in pandemic period is significantly lower than before pandemic period. This study also finds that capital adequacy ratio, and bank’s size have a significant positive effect on bank stability. Meanwhile GDP growth has significant negative effects on bank stability. Hopefully the future research can increase the number of research samples and conduct a more in-depth analysis regarding the impact of the COVID-19 pandemic on bank stability."

"[ABSTRAKPenelitian ini meneliti pengaruh faktor makroekonomi; yaitu perubahan GDP, perubahan real lending rate (BI rate), dan perubahan sovereign debt to GDP; dan pengaruh faktor spesifik bank, yaitu bad management, skimping, diversification opportunity, too big to fail, bad management II, procyclical credit policy, tight control terhadap perubahan NPL di Indonesia. Observasi dilakukan terhadap 105 bank umum yang diakui oleh BI di Indonesia selama kurun waktu 2003-2011 secara kuartal. Data yang digunakan merupakan data panel yang bersumber dari Datastream, Eikon, dan laporan keuangan perusahaan. Dengan menggunakan model estimasi First Difference Generalized Method of Moment (GMM), didapatkan hasil bahwa perubahan GDP, perubahan sovereign debt to GDP, skimping, diversification opportunity, bad management II, dan tight control (untuk ownership concentration lebih dari 25% hingga 50%) secara signifikan berpengaruh negatif terhadap perubahan NPL. Di sisi lain perubahan real lending rate (BI rate), too big to fail, dan tight control (untuk ownership concentration lebih dari 10% hingga 25% dan lebih dari 50%) secara signifikan berpengaruh positif terhadap perubahan NPL. Sedangkan bad management dan procyclical credit policy tidak secara signifikan berpengaruh terhadap perubahan NPL.

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ABSTRACTThis research examines the effect of macroeconomic factors, such as GDP growth, real lending rate (BI rate) growth, and change in sovereign debt to GDP; and the effect of bank-specific factors, such as bad management, skimping, diversification opportunity, too big to fail, bad management II, procyclical credit policy, tight control to the change of NPL in Indonesia. Observation is done to 105 bank in Indonesia within period of 2003-2011. By using panel data of macroeconomic and bank-specific factors from Datastream, Eikon, and financial report. By using First Difference Generalized Method of Moment (GMM) estimation model, research finds that GDP growth, change in sovereign debt to GDP, skimping, diversification, bad management II, dan tight control (for ownership concentration more than 25% until 50%) has negative effect on the change in NPL. In other side, real lending rate (BI rate) growth, too big to fail, and tight control (for ownership concentration more than 10% until 25% and more than 50%) has positive effect on the change in NPL. It also discovers that bad management and procyclical credit policy has no effect on the change in NPL., This research examines the effect of macroeconomic factors, such as GDP growth, real lending rate (BI rate) growth, and change in sovereign debt to GDP; and the effect of bank-specific factors, such as bad management, skimping, diversification opportunity, too big to fail, bad management II, procyclical credit policy, tight control to the change of NPL in Indonesia. Observation is done to 105 bank in Indonesia within period of 2003-2011. By using panel data of macroeconomic and bank-specific factors from Datastream, Eikon, and financial report. By using First Difference Generalized Method of Moment (GMM) estimation model, research finds that GDP growth, change in sovereign debt toGDP, skimping, diversification, bad management II, dan tight control (for ownership concentration more than 25% until 50%) has negative effect on the change in NPL. In other side, real lending rate (BI rate) growth, too big to fail, and tight control (for ownership concentration more than 10% until 25% and more than 50%) has positive effect on the change in NPL. It also discovers that bad management and procyclical credit policy has no effect on the change in NPL.]"

"Penelitian ini bertujuan untuk mengetahui pengaruh faktor makroekonomi, yaitu pertumbuhan produk domestik bruto (PDB), perubahan nilai tukar mata uang, perubahan tingkat inflasi dan faktor internal bank, yaitu pangsa pasar dan strategi kredit terhadap tingkat kredit bermasalah (non-performing loans) pada bank umum terbuka di Indonesia. Pengujian hipotesis dilakukan dengan menggunakan regresi data panel model fixed effects dengan total sampel sebanyak 30 bank umum yang terdaftar di Bursa Efek Indonesia selama triwulan pertama tahun 2009 sampai dengan triwulan keempat tahun 2013. Hasil dari penelitian ini menemukan bahwa pertumbuhan PDB dan pangsa pasar memiliki pengaruh negatif dan signifikan terhadap tingkat kredit bermasalah, sedangkan nilai tukar mata uang dan strategi kredit memiliki pengaruh positif dan signifikan terhadap kredit bermasalah. Hasil dari penelitian ini juga menunjukkan bahwa perubahan tingkat inflasi tidak berpengaruh signifikan terhadap tingkat kredit bermasalah.

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The aim of this research is to analyze the effects of macroeconomic factors, namely gross domestic product (GDP) growth, changes in exchange rates, changes in inflation rate and bank internal factors, namely market shares and credit strategies on non performing loans in Indonesian listed banking companies. Hypotesis-testing is done using fixed effects model of panel regression with a total sample of 30 banks listed at Indonesia Stock Exchange during the first quarter of 2009 to the fourth quarter of 2013. The finding reveal that growth of GDP, and market shares have a negative and significant impact on non-performing loans, while changes in exchange rates and credit strategies have a positive and significant impact on nonperforming loans. The result of this research shows that changes in inflation rates has no significant impact on non-performing loans."

"ABSTRAKPenelitian ini bertujuan untuk menganalisis pengaruh faktor spesifik bank dan kondisi perekonomian daerah di mana kantor pusat Bank Pembangunan Daerah BPD beroperasi terhadap kredit bermasalah yang terjadi pada BPD di seluruh Indonesia. Penelitian dilakukan terhadap 25 BPD yang tersebar di seluruh Indonesia dalam periode tahun 2012 sampai dengan tahun 2017. Data yang digunakan merupakan regresi data panel dengan metode Fixed Effects atas kemungkinan perbedaan daerah dan waktu. Hasil penelitian ini menunjukan bahwa faktor spesifik bank dan kondisi perekonomian daerah berpengaruh terhadap terjadinya kredit bermasalah di BPD. Hal ini dapat dilihat dari semakin besar kapitalisasi bank dan biaya inefisiensi operasional yang berpengaruh signifikan terhadap meningkatnya kredit bermasalah, sedangkan semakin menurunnya profitabilitas bank akan berpengaruh signifikan terhadap menurunnya kredit bermasalah. Selanjutnya, Produk Domestik Regional Bruto dan inflasi di daerah berpengaruh signifikan terhadap menurunnya tingkat kredit bermasalah di BPD seluruh Indonesia.

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ABSTRACTThis study aims to analyze the influence of bank specific factors and economic conditions of the regions, where the headquarters of the regional development bank RDB operates, on non performing loans recorded by RDBs throughout Indonesia. The research was conducted at 25 RDBs spread all over Indonesia from 2012 to 2017. The data used is panel data regression with the Fixed Effects method due to the possibility of region and time differences. The results of this study indicate that bank specific factors and local economic conditions affect non performing loans at RDBs. This can be seen from the higher bank capitalization and operational inefficiency costs which have stimulated a significant rise in non performing loans, while the decreasing bank profitability has driven non performing loans to drop significantly. Furthermore, the gross regional domestic product and inflation in the regions have a significant effect on the decreasing level of non performing loans at RDBs throughout Indonesia. "