Ambarwati, Erni (2014) Analisis Kredit Bermasalah Sebagai Antisipasi Terhadap Krisis Perbankan Di Indonesia (Kasus Pada Kredit Properti Btn). Sarjana thesis, Universitas Brawijaya.
Abstract
Bank sebagai lembaga perantara keuangan akan dapat menjadi penyebab krisis akibat peningkatan kredit bermasalah berupa penunggakan pembayaran bunga, pinjaman pokok ataupun keduanya. Penelitian ini bertujuan untuk melihat potensi krisis akibat kredit bermasalah di Indonesia dengan mengetahui pengaruh variabel moneter yaitu inflasi, tingkat suku bunga kredit KPR, kurs rupiah terhadap dolar AS dan kinerja bank yaitu LDR, CAR dan BOPO terhadap kredit bermasalah Bank Tabungan Negara dalam jangka pendek dan jangka panjang. Kredit bermasalah pada suatu bank dapat dilihat dari perbandingan kredit bermasalah dan jumlah kredit yang disalurkan yang dikenal dengan rasio NPL (Non Performing Loan). Analisis data yang digunakan dalam penelitian ini menggunakan Erorr Correction Model (ECM)/ model koreksi kesalahan. Dengan menggunakan metode ini, dapat dianalisis dampak jangka pendek dan jangka panjang antara variabel independen terhadap variabel dependen disertai teknik analisis untuk mengoreksi ketidakseimbangan jangka panjang (speed of adjusment). Hasil studi ini menunjukkan bahwa dalam jangka pendek variabel inflasi berpengaruh positif, tingkat suku bunga kredit KPR berpengaruh positif, kurs rupiah terhadap dolar AS tidak berpengaruh negatif, LDR berpengaruh positif, CAR tidak berpengaruh positif dan BOPO berpengaruh positif terhadap kredit bermasalah Bank Tabungan Negara. Sedangkan dalam jangka panjang variabel inflasi berpengaruh positif, tingkat suku bunga kredit KPR berpengaruh negatif, kurs rupiah terhadap dolar AS tidak berpengaruh negatif, LDR berpengaruh positif, CAR berpengaruh positif dan BOPO berpengaruh positif terhadap kredit bermasalah Bank Tabungan Negara. Peningkatan angka kredit bermasalah Bank Tabungan Negara selama periode penelitian membuat bank berpotensi menghadapi krisis perbankan apabila kepercayaan nasabah, investor, dan pasar menurun sehingga nasabah menarik dananya dalam jumlah besar atau bank rush yang dapat mengganggu likuiditas Bank Tabungan Negara.
English Abstract
Bank as an intermediary financial institutions will be able to be the cause of the crisis resulting from increased non performing loans in the form of arrears interest payments, principal loan or both. This research focuses to assess the potential due to credit crisis in the country troubled by knowing variable influence monetary is inflation, interest rate on mortgage loans, exchange rate and bank performance is LDR, CAR and BOPO against non performing loans of the Bank Tabungan Negara in the short term and long term. Loans at a bank can be seen from the comparison loans and the amount of the credits distributed known as the ratio of the Non Performing Loan ( NPL). The analysis of the data used in this study is Erorr Correction Model (ECM)/ model correction of a fault. Using this method be analyzed the short-term and long-term between the independent variable of the dependent variable and engineering analysis to correct imbalances long-term (speed of adjusment). The results of this study shows that in the short term positive effect of inflation variables, interest rates on mortgage loans have positive effect, exchange rate not have negative effects, LDR have positive effect, CAR not have positive effect and BOPO have positive effect on the non-performing loans at Bank Tabungan Negara. While in the long run variable inflation it has some positive effects, interest rates on mortgage loans have a negative effect, exchange rate not have negative effects, LDR have positive effects, CAR have positive effects and BOPO have positive effects on the non performing loans at Bank Tabungan Negara. Increase in numbers non performing loans at Bank Tabungan Negara during a period of research make bank potentially facing the crisis if trust banking customers, investors and markets decline so withdrawing their customers in large numbers or bank rush that can disturb liquidity at Bank Tabungan Negara.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2015/2/051500534 |
| Uncontrolled Keywords: | Kredit Bermasalah, Inflasi, Tingkat Suku Bunga Kredit KPR, Kurs Rupiah Terhadap Dolar AS, LDR, CAR, BOPO, Krisis Perbankan, Model ECM,-Non Performing Loans, Inflation, Interest Rate on Mortage Loan, Exchange Rate, LDR, CAR, BOPO, Banking Crisis, ECM Model |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Budi Wahyono Wahyono |
| Date Deposited: | 29 Jan 2015 14:56 |
| Last Modified: | 11 Nov 2021 03:31 |
| URI: | http://repository.ub.ac.id/id/eprint/107774 |
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