Analisis Pengaruh Eksternal dan Internal terhadap Non Performing Loan Bank XYZ

Setiawan, Mikhael Wisnu (2020) Analisis Pengaruh Eksternal dan Internal terhadap Non Performing Loan Bank XYZ. Masters thesis, IPB University.

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Abstract

Banking has a vital role in the economic system of a country. Credit is the main business activity of a bank, which is a productive asset for a bank. Therefore, the main risk that a bank has is credit risk. Banking performance in Indonesia is also getting better with the growth of assets and non-performing loans (NPL) maintained. This study focuses on the ratio of Non-performing loans (NPL) at XYZ Bank, which is influenced by external and internal factors. Bank XYZ has a maintained NPL level. However, in terms of the NPL ratio per segment, divided into the micro, retail, medium, and corporate elements, the NPL levels vary. The NPL level in certain segments is worse than the Total NPL of Bank XYZ. The purpose of this research is to analyze the credit portfolio conditions of Bank XYZ and to analyze the influence of external and internal factors on XYZ Bank NPL per segment in both short and long term models. The data used in this study are secondary data from 2010 - 2017 quarterly, obtained from various sources (Bank Indonesia, BPS, Financial Services Authority, and Bank XYZ data). The sample population used in this study is Indonesian macroeconomic data and financial data at XYZ Bank. The sample selection method was carried out by purposive sampling. The sample chosen not randomly using specific considerations that adjusted to the objectives and research problems. The cointegration regression model is used in this study to investigate the factors that affect long-term non-performing loans for Bank XYZ. The independent research variable (X) includes external and internal factors, namely GDP, BI Rate, credit growth per segment, ROA, and GCG. The research dependent variable (Y) provides total NPL, micro NPL, retail NPL, medium NPL, and corporate NPL. The method used in this research is descriptive analysis and uses the Error Correction Model (ECM) analysis using time series data. Based on the discussion and analysis results, internal factors have a more significant influence in increasing or decreasing the NPL value of Bank XYZ than the external factors. In the long-term model, the external factors GDP has a negative and significant effect on all NPL segments of Bank XYZ. In contrast, in the short-term model, it has a positive and significant impact on Total NPL, Micro NPL, and Retail NPL. The BI Rate variable has no effect the the long and shortterm models. In the long-term model, the internal factor credit growth significantly affects Total NPL, Retail NPL and Medium NPL. ROA has a negative and significant impact on the overall NPL of Bank XYZ. Moreover, GCG does not involve changes in NPL in the long term. The credit growth variable has a negative and significant effect on Retail NPL and Medium NPL in the short-term model. On the other hand, Corporate NPL has a positive and significant impact. ROA variable has a negative and significant effect on Total NPL, Micro NPL, Medium NPL and Corporate NPL. GCG only has a negative and significant impact on Corporate NPL. Further research can do analyzing the influence of external and internal factor variables outside the model and dividing the NPL per economic sector, per product, or intended use of credit. It is necessary to identify and analyze further by refining the model and searching for data sources, especially the test results that are different from previous theories or research.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Erorr Corection Model (ECM), kredit, non-performing loan. Error Correction Model (ECM), credit, non-performing loan, time series
Subjects: Manajemen Keuangan
Depositing User: SB-IPB Library
Date Deposited: 01 Aug 2022 03:00
Last Modified: 01 Aug 2022 03:00
URI: http://repository.sb.ipb.ac.id/id/eprint/3890

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