Karismaulia, Anisa and Prof. Dr. Moeljadi, SE., SU., M.Sc., CFP and Dr. Mugiono, SE., MM., CM (2023) Pengaruh Variabel Makroekonomi Dan Spesifik Bank Terhadap Non Performing Loan Dengan Ukuran Bank Sebagai Variabel Moderasi (Studi Pada Bank Umum Yang Terdaftar Di Bursa Efek Indonesia Tahun 2016 - 2020). Magister thesis, Universitas Brawijaya.
Abstract
Anisa Karismaulia: Pascasarjana Fakultas Ekonomi dan Bisnis Universitas Brawijaya, 26 Mei 2023. Pengaruh Variabel Makroekonomi dan Spesifik Bank Terhadap Non Performing Loan Dengan Ukuran Bank Sebagai Variabel Moderasi (Studi Pada Bank Umum yang Terdaftar di Bursa Efek Indonesia Tahun 2016 - 2020). Ketua pembimbing: Kusuma Ratnawati, Komisi Pembimbing: Risna Wijayanti. Penelitian ini bertujuan untuk menguji dan membuktikan pengaruh variabel makroekonomi (PDB, inflasi, suku bunga, dan nilai tukar) dan variabel spesifik bank (efisiensi bank, diversifikasi operasi dan risk taking behavior) terhadap Non Performing Loan dengan ukuran bank sebagai variabel moderasi. Hasil penelitian diharapkan dapat memperkaya wawasan ilmu pengetahuan di bidang ekonomi sehingga dapat bermanfaat bagi para akademisi dan praktisi. Sampel penelitian menggunakan data laporan keuangan bank umum yang telah terdaftar di Bursa Efek Indonesia, data PDB yang disampaikan oleh Badan Pusat Statistik serta data inflasi, suku bunga dan nilai tukar yang ada pada Laporan Bank Indonesia periode tahun 2016 sampai dengan tahun 2020. Hasil penelitian ini menunjukkan bahwa PDB, inflasi, suku bunga, nilai tukar, dan efisiensi bank berpengaruh positif terhadap NPL, namun diversifikasi operasi dan risk taking behavior bank tidak berpengaruh terhadap NPL. Kemudian, ukuran bank memoderasi dengan melemahkan pengaruh positf PDB, inflasi, suku bunga, nilai tukar dan efisiensi bank terhadap NPL, sedangkan ukuran bank tidak memoderasi pengaruh diversifikasi operasi dan risk taking behaviour bank terhadap NPL.
English Abstract
The objective of this research is to assess and prove the effect of macroeconomic variables (Gross Domestic Product, inflation, interest rate, and exchange rate) and bank-specific variables (bank efficiency, operation diversification, and risk-taking behavior) on non-performing loan with bank size as the moderating variable. The results of this research are expected to enrich the knowledge in economics and to benefit both academics and practitioners. The sample of this research is the financial reports of the commercial banks listed on the Indonesia Stock Exchange, Gross Domestic Product data released by Statistics Indonesia, and inflation, interest rate and exchange rate data presented in the reports of Bank Indonesia during the 2016-2020 period. This study finds that Gross Domestic Product, inflation, interest rate, exchange rate, and bank efficiency positive influence non-performing loan and that operation diversification and banks’ risk-taking behavior do not influence the non-performing loan. Further, bank size serves as the moderator by weakening the positive effect of Gross Domestic Product, inflation, interest rate, exchanger rate, and bank efficiency on the non-performing loan, while bank size does not moderate the effects of banks’ operation diversification and risk-taking behavior on the non-performing loan.
| Item Type: | Thesis (Magister) |
|---|---|
| Identification Number: | 0423020009 |
| Uncontrolled Keywords: | NPL, makroekonomi, spesifik bank, ukuran bank, moderasi |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Unnamed user with username nova |
| Date Deposited: | 15 Nov 2023 03:39 |
| Last Modified: | 15 Nov 2023 03:39 |
| URI: | http://repository.ub.ac.id/id/eprint/204554 |
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