Kaitan kondisi makroekonomi dengan non performing financing (npf) berdasarkan sektor ekonomi pada perbankan syariah di indonesia

Was'an, Guruh Herman (2016) Kaitan kondisi makroekonomi dengan non performing financing (npf) berdasarkan sektor ekonomi pada perbankan syariah di indonesia. Masters thesis, Institut Pertanian Bogor.

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Abstract

Banks have an important role on economic growth in Indonesia regarding to the Laws of the Republic of Indonesia No. 10 year 1998, 10th of November 1998, that Indonesian banks intend to support the implementation of national growth in order to improve equity, economic growth and national stability towards improving people prosperity. With the population reaching 250 million people and as the largest Muslim population in the world, Indonesia needs a banking system that is in accordance with the values of Islam, which is Islamic banking. One of the challenges of Islamic banking is a change in macroeconomic conditions that affecting the financing jammed or Non Performing Financing (NPF). In 2009 to 2014, from nine economic sectors in Indonesia, there’re three sectors that have NPF ratio below the average of Syariah Banking NPF ratio, that is; electricity, gas & water, the business services, and social services sector / community. This shows that there are differences on Islamic banking maintenance capabilities to customers by business sector of Islamic banking customers, or the changes caused by internal and external factors of Islamic banking businesses. Impact of changes in macro-economic conditions will affect the performance of Islamic banking. So, This study intend to; 1) Analyze the response of NPF variable in each economic sector that arising from the changes in macroeconomic conditions in Islamic banking, 2) to analyze the contribution the effect of macroeconomic variables changes to the each NPF economic sector of Islamic banking, 3) to formulate alternative managerial implications, especially for Islamic banking in respond to changes macroeconomic conditions. The method of analysis in this study uses quantitative methods with econometric approach and using Vector Error Correction models. Based on the test results of impulse response, the greatest positive response SBIS indicated on NPF mining sector. While the biggest negative response to shocks yields SBIS indicated on NPF transportation, warehousing and communications. While inflation shocks responded negatively by almost all economic sectors except NPF construction sector and the transport sector, warehousing and communications. Exchange rate shocks greater positive response compared other sectors by NPF social services sector / community responded negatively and larger in the industrial sector NPF. The positive response was shown to shocks IPI by NPF mining while the largest negative response shown by NPF social services sector / community. In accordance with the initial allegations that the response generated NPF each sector of the economy will be different to changing macroeconomic conditions. Based on the test results of variance decomposition, Innovation of variable exchange rate tends to be the smallest innovation in the short term and long term. It concluded that in the short term and in the long term, changes of macroeconomic variables affects the NPF of the four sectors with the amount of variability thirty to fifty percent, which is NPF of agriculture, forestry and agricultural facilities, mining, industrial, and transportation, warehousing and communications. Overall, the implications that can be formulated are: implementation of an early warning system to changing macroeconomic conditions, especially inflation and economic growth / output mainly to four sectors, that is: agriculture, forestry and agricultural inputs, the mining sector, industrial sector, and the sector of transport, warehousing and communications, product development and financing policies by adjusting the characteristics of each economic sector to be financed without violating islamic principles, to capture and enhance the human resources (HR) committed syariah and competence in accordance with their respective economic sectors to be financed, the adjustment of the distribution of funding the economic sectors in accordance with the character or competence of islamic banking itself, maintenance to customers financing on an ongoing basis, especially the financing already qualify as special mention or second collectibility from entering the criteria NPF, and for NPF customers itself, islamic banking can make policy in accordance with the customer's ability to pay such as providing remission for borrowers such as restructuring, reconditioning, or rescheduling.

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