DETERMINANT OF NON PERFORMING LOAN: THE CASE OF ISLAMIC BANK IN INDONESIA
Keywords:
non-performing loan, liquidity, bank size, efficiency, sobel test, islamic bank
Abstract
This paper analyzes the non-performing loan and its determinant. Using the monthly data of Islamic banks during 2010-2012, this paper found that size and efficiency of the banks do not affect the non-performing loan. On the other hand, GDP and inflation negatively affect the non-performing loan, while the liquidity of the bank positively affects the non-performing loan. The liquidity of also does not mediate the relationship between the size of the bank, their efficiency, the GDP and the inflation to the non-performing loan.Downloads
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References
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_______. 2004. Makro Ekonomi Teori Pengantar. Edisi-3. PT. Raja Grafindo Persada, Jakarta
Syafitri, Erlina Dwi. 2011. Pengaruh CAR, NPL, LDR, NIM, dan Size terhadap Risiko Bisnis Bank.
Skripsi Universitas Diponegoro. http://eprints.undip.ac.id/. Diakses tanggal 15 Juli 2012. Undang-Undang Perbankan No. 10 Tahun 1998.
UU Perbankan No. 7 tahun 1992.
Wu, Chang dan Selvili. 2003. “Banking System, Real Estate Markets and Non Performing Loans. International Real Estate”. Review. Vol. 6 No. 1, pp. 43-62.
Ahmed, Neveed., et al. 2011. “Risk Management Practices and Islamic Banks: An Empirical Investigation from Pakistan”. Interdisciplinary Journal of Research in Business, Vol. 1, No. 6, pp. 50-57.
Ahmed, Syeda Zabeen. 2006. An Investigation of The Relationship between Non-Performing Loans, Macroeconomic Factors, and Financial factors in Context of Private Commercial Bank in Bangladesh. Independent University, Bangladesh.
Akhtar, et al. 2011. “Liquidity Risk Management: A Comparative Study Between Conventional and Islamic Bank of Pakistan”. Interdisciplinary Journal of Research in Business, Vol. 1, No. 1, pp. 35-44.
Altunbas, Y., Liu, M. H., Molyneux, P., Seth, R. 2000. “Effi ciency and Risk in Japanese Banking.” Journal of Banking and Finance, Vol. 24, pp.1605-1628.
Bank Indonesia. 2012. Statistik Perbankan Syariah.
_______. 2011. Statistik Perbankan Syariah.
_______. 2010. Statistik Perbankan Syariah.
Dendawijaya, Lukman. 2009. Kredit Bank. Jakarta, PT. Mutiara Sumber Widya.
Diyanti, Anin. 2012. “Analisis Pengaruh Faktor Internal Dan Eksternal Terhadap Terjadinya Non-Performing Loan”. Skripsi UNDIP.
Faiz, Ihda A. 2010. “Ketahanan Kredit Perbankan Syariah Terhadap Krisis Keuangan Global”. Jurnal ekonomi Islam La Riba. Vol 4, No. 2.
Ghozali, Imam, 2006. Aplikasi Analisis Multivariate Dengan Program SPSS. Semarang: Badan Penerbit Universitas Diponegoro.
______. 2013. Aplikasi Multivariate Dengan Program IBM SPSS. Badan Peneribit Undip, Semarang.
Girardone, C., Molyneux, P., dan Gardener, E. P. 2004. “Analysing the Determinants of Bank Effi ciency: The Case of Italian Banks.” Applied Economics, 36, pp. 215-227.
Greenidge, Kevin dan Tiffany Grosvenor. 2010. Forecasting Non-Performing Loans in Barbados. Research Department, Central Bank of Barbados, Tom Adams Financial Centre, Bridgetown, Barbados.
Hughes, J. P., dan Mester, L. J. 1993. “A Quality and Risk-adjusted Cost Function for Banks: Evidence on the ‘Too-Big-to-Fail’ Doctrine.” Journal of Productivity Analysis, 4, pp. 293- 315.
Ihsan, Muntoha. 2011. “Pengaruh Gross Domestic Product Inflasi, dan Kebijakan Jenis Pembiayaan terhadap Rasio Non-Performing Financing Bank umum Syariah di Indonesia periode 2005 Sampai 2010”. Skripsi UNDIP.
InfoBankNews.com. Bank Asing Bakal Smackdown Bank BUMN pada 2007?. 21 Maret 2007
Iqbal, Anjum. 2012. “Liquidity Risk Management: A Comparative Study Between Conventional and Islamic Bank of Pakistan”. Global Journal of Management and Business Research, Vol.12, No. 5, 54-64.
Jimenez, Gabriel dan Jesus Saurina 2005. “Credit cycles, credit risk, and prudential regulation.” Banco de Espana, January.
Kurnia, Dwi Jayanti. 2013. “Analisis Faktor-Faktor Yang Mempengaruhi Non-Performing Loan (Studi Pada Bank Umum Konvensional yang Go Public di Indonesia Periode 2008-2012)”. Skripsi UNDIP.
Martono dan Agus Harjito. 2008. Manajemen Keuangan. Yogyakarta : EKONISIA.
McEachern, William. 2000. Ekonomi Makro - Pendekatan Kontemporer. Terj. Sigit Triandaru. Jakarta: Salemba Empat.
Misra, B.M. dan Sarat Dhal. 2010. “Pro-cyclical management of non-performing loans by theIndian public sector banks”. BIS Asian Research Papers, Juni.
Muhammad. 2005. Manajemen Bank Syariah. UPPAMP YKPN, Yogyakarta.
Nasution E, Mustafa dan Wiliasih, 2007. “Profit Sharing dan Moral Hazard Dalam Penyaluran Dana Pihak Ketiga Bank Umum Syariah di Indonesia”. Jurnal Ekonomi dan Pembangunan Indonesia, Vol. 8I, No. 02, pp. 105-129
Pramono, Widi. 2006. “Analisis Pengaruh Likuiditas, Modal, dan Efisiensi Bank Terhadap Pemberian Kredit (Studi Kasus Pada PT. Bank Rakyat Indnesia, Tbk.). Skripsi UNDIP Semarang, tidak dipublikasikan.
Pratama, Billy Arma. 2010. ”Analisis Faktor - Faktor Yang Mempengaruhi Kebijakan Penyaluran Kredit Perbankan”. Tesis UNDIP Semarang, tidak dipublikasikan.
Rahmawulan, Yunis, 2008. “Perbandingan Faktor Penyebab Timbulnya NPL dan NPF Pada Perbankan Konvensional dan Syariah di Indonesia”. Tesis Universitas Indonesia, tidak dipublikasikan.
Salas, Vincente dan Jesus Saurina. 2002. “Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks”. Journal of Financial Services Research, 22:3, pp. 203- 224.
Siamat, Dahlan. 2003. Manajemen Bank Umum. Balai Pustaka, Jakarta.
_______. 2005. Manajemen Lembaga Keuangan : Kebijakan Moneter dan Perbankan. Jakarta : FE UI.
Simorangkir O.P. 2004. Seluk beluk Bank Komersial, cetakan kelima, Jakarta : Persada Indonesia.
Sinungan, Muchdarsyah. 2000. Manajemen Dana Bank. Edisi Kedua. Jakarta : PT. Bumi Aksara.
Soebagio, Hermawan. 2005. “Analisis Faktor-Faktor yang Mempengaruhi terjadinya Non Performing Loan (NPL) pada Bank Umum Komersil”. Tesis UNDIP Semarang, tidak dipublikasikan.
Sukirno, Sadono. 1998. Teori Pertumbuhan Ekonomi : Pengantar Ekonomi Makro. Jakarta : Rajawali Pers.
_______. 2004. Makro Ekonomi Teori Pengantar. Edisi-3. PT. Raja Grafindo Persada, Jakarta
Syafitri, Erlina Dwi. 2011. Pengaruh CAR, NPL, LDR, NIM, dan Size terhadap Risiko Bisnis Bank.
Skripsi Universitas Diponegoro. http://eprints.undip.ac.id/. Diakses tanggal 15 Juli 2012. Undang-Undang Perbankan No. 10 Tahun 1998.
UU Perbankan No. 7 tahun 1992.
Wu, Chang dan Selvili. 2003. “Banking System, Real Estate Markets and Non Performing Loans. International Real Estate”. Review. Vol. 6 No. 1, pp. 43-62.
Published
2015-01-29
How to Cite
Firmansyah, I. (2015). DETERMINANT OF NON PERFORMING LOAN: THE CASE OF ISLAMIC BANK IN INDONESIA. Buletin Ekonomi Moneter Dan Perbankan, 17(2), 241-258. https://doi.org/10.21098/bemp.v17i2.51
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Buletin Ekonomi Moneter dan Perbankan / Bulletin of Monetary Economics and Banking is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
