Analisis Faktor-Faktor yang Mempengaruhi Non-Performing Loan pada Bank Umum Konvensional yang Terdaftar di Bursa Efek Indonesia (BEI)

Juliani, Meily (2018) Analisis Faktor-Faktor yang Mempengaruhi Non-Performing Loan pada Bank Umum Konvensional yang Terdaftar di Bursa Efek Indonesia (BEI). Master thesis, Universitas Internasional Batam.

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Abstract

Penelitian ini bertujuan untuk menganalisis determinan yang mempengaruhi non-performing loan pada bank umum konvensional yang terdaftar di BEI. Penelitian ini menguji rasio kecukupan modal, ukuran bank, loan to deposit ratio, net interest margin, return on equity, BOPO, dan laba per lembar saham terhadap non-performing loan. Data Sekunder diperoleh dari laporan tahunan di BEI. Studi ini menggunakan sampel 32 bank umum konvensional yang terdaftar di BEI pada periode 2012-2017. Penelitian ini menggunakan metode regresi berganda. Data penelitian tersebut diuji menggunakan program Eviews 8.0. Hasil menjelaskan bahwa ukuran bank dan net interest margin berpengaruh signifikan positif terhadap NPL. Sedangkan return on equity berpengaruh signifikan negatif terhadap NPL. Hasil juga menyatakan bahwa rasio kecukupan modal, loan to deposit ratio, BOPO, dan laba per lembar saham tidak memiliki pengaruh signifikan terhadap NPL. Maka dapat disimpulkan bahwa pengelolaan manajemen risiko pada bank umum masih memerlukan perhatian khusus terkait dalam hal penyaluran kredit mengingat kondisi bank umum yang sangat rentan terhadap risiko, terutama risiko kredit yang dapat mempengaruhi keberlangsungan usaha bank. Hal ini dapat dilakukan dengan peningkatan penghimpunan dana pihak ketiga, pengendalian biaya bunga dan biaya operasional lainnya, serta memperketat sistem pengendalian internal sehingga dapat meminimalisasi terjadinya NPL. ********************************************************************** The purpose of this research is to analyze determinants of non-performing loan on public conventional banks listed in IDX. The dependent variable studied was the non-performing loan and independent variables examined were capital adequacy ratio, bank size, loan to deposit ratio, net interest margin, return on equity, operating expenses to operating income, and earning per share. The secondary data obtained from the annual reports submitted in the IDX. Sample consist of 32 public conventional banks listed in IDX in the period of 2012-2017. The method used in analyzing the data is multiple regression model. The collected data were tested by Eviews 8.0. The result of this study indicate that bank size and net interest margin has a positive and significant impact on non-performing loan. While return on equity showed a negative and significant impact on non-performing loan. The result of this study also showed that capital adequacy ratio, loan to deposit ratio, operating expenses to operating income and earning per share did not have any significant impact on non-performing loan. So it can be concluded that the management of risk in commercial banks still requires special attention related to credit distribution given the condition of commercial banks that are very vulnerable to risk, especially credit risk that can affect the business continuity of the bank. This can be done by increasing third party funds, controlling interest costs and other operational costs, as well as tightening the internal control system so as to minimize the occurrence of NPLs.

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