FAKTOR MAKRO, FAKTOR SPESIFIK BANK DAN NON PERFORMING LOAN PADA BANK DI INDONESIA

Abstract

The increased amount of loan disbursement is inseparable from the
exposure of their risk inherent, including credit risk. Using multiple regression
analysis, this study was conducted on 40 banks listed on the Indonesia Stock
Exchange (IDX) during the period 2008-2016. Gross Domestic Product (GDP),
exchange rate, interest rate and inflation as macroeconomic factors. While the
specific bank variables include Capital Adequacy Ratio (CAR), Loan to Deposit
Ratio (LDR), Return to Asset (ROA) and Credit Growth. The empiricalanalysis
shows that interest rate had a positive effect and inflation had a negative impact
on NPL. GDP and exchange rates have no significant impact. However, other
variables affect NPL significantly. CAR does not affect NPL. Hence, NPLs can be
adequately explained by the bank-specific variables whose all variables affect the
NPL.