FAKTOR YANG MEMENGARUHI KREDIT BERMASALAH BANK KONVENSIONAL DAN SYARIAH DI INDONESIA

Abstract

Credit risk is the risk that occurs when the borrower cannot pay an installment in the bank, both principle and interest. A bank’s credit risk can be reflected in the value of the non-performing loan (NPL) in a conventional bank and the non-performing financing (NPF) in an Islamic bank. The study purposes were to analyze the influence of macroeconomic factors and the bank’s internal factors to NPL and NPF. The data collected were quarterly data from 2008 to 2017 from 9 conventional banks and 3 Islamic banks. This study employed a panel data method. The results showed interest rate, growth of GDP and LDR that had a probability value of < 0.05 against NPL, where at NPF only interest rate, exchange rate, growth of GDP had a probability value < 0.05. We concluded that interest rate, growth of GDP and LDR had a significant effect on NPL while interest rate, exchange rate and growth of GDP factors significantly influenced NPF.