Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2016

ANALISIS PENGARUH FAKTOR INTERNAL BANK TERHADAP NON PERFORMING LOAN BERDASARKAN GENERALIZED METHOD OF MOMENT

Jurnal Keuangan dan Perbankan: Volume 20, Nomor 3, September 2016
Journal from JIPTUNMERPP / 2017-10-03 13:25:26
Oleh : Muhammad Samsul Maryandi ; Rizal Yaya dan Edi Supriyono, Diploma 3 of Banking and Finance Merdeka University Malang
Dibuat : 2016-09-01, dengan 0 file

Keyword : NPL, bank internal factor, generalized method of moment
Url : http://drive.google.com/file/d/0B0uNqoBLtJGvb00zV3g0Nmt2LUU/view?usp=sharing

This research aims at finding out the effect of bank internal factors towards Non-Performing Loan (NPL). The internal factors of bank used in this study are credit expansion level, operational efficiency level, credit interest level, and the percentage of credit with problems in the previous period as dynamic effect. The research is very importantdue to thecondition that the ratio of NPL owned by the bank group tend to increase.Compared to previous studies (especially thosewhich took the case in Indonesia), this study had some strengths in terms of bigger sample size(using quarterly data of 97 banks during 2013 until 2015)and the use of Generalized Method of Moment(GMM) modelto analyze the effect of bank internal factor towards NPL.Based on the GMM model analysis, it can be concluded that the level of credit expansion, operational efficiency, credit interest and the percentage of credit with problems in aquarterly period ahead would give positive effect towards NPL in the following quarterly period. Meanwhile, the percentage of credit with problems in two quarterly periodsahead would give negative effect towards NPL in the followingquarterly period.

Deskripsi Alternatif :

This research aims at finding out the effect of bank internal factors towards Non-Performing Loan (NPL). The internal factors of bank used in this study are credit expansion level, operational efficiency level, credit interest level, and the percentage of credit with problems in the previous period as dynamic effect. The research is very importantdue to thecondition that the ratio of NPL owned by the bank group tend to increase.Compared to previous studies (especially thosewhich took the case in Indonesia), this study had some strengths in terms of bigger sample size(using quarterly data of 97 banks during 2013 until 2015)and the use of Generalized Method of Moment(GMM) modelto analyze the effect of bank internal factor towards NPL.Based on the GMM model analysis, it can be concluded that the level of credit expansion, operational efficiency, credit interest and the percentage of credit with problems in aquarterly period ahead would give positive effect towards NPL in the following quarterly period. Meanwhile, the percentage of credit with problems in two quarterly periodsahead would give negative effect towards NPL in the followingquarterly period.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Banking and Finance Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.