KAITAN KONDISI MAKROEKONOMI DENGAN NON PERFORMING FINANCING BERDASARKAN SEKTOR EKONOMI PADA PERBANKAN SYARIAH DI INDONESIA


Abstract


Abstract

This study attempts to identify the effect of macroeconomic variables to Non Performing Financing (NPF)based on economic sector of Islamic banking in Indonesia. The macroeconomic variables used in this study areSertifikat Bank Syariah Indonesia (SBIS), Industrial Production Index (IPI), inflation, and exchange rate.Thedata usedin this studyis amonthly time series data and secondaryin the period January 2009 to December 2014. The analytical method used is Vector Error Correction Model (VECM). Based on the result of simulating Variance Decomposition (VD) and Impulse Response Function (IRF), it is found that, exchange rate tends to be theinnovation of the smallest in the short-term and long-term. The conclusion that in the short term or long term, changes in macroeconomic variables affects the NPF of the four sectors with the amount of variability of thirtyto fifty percent, which NPF agriculture, forestry and agricultural inputs, mining, industry, and transport,storage and communication.


Keywords


Non Performing Financing, economic sector, macroeconomic

References


DAFTAR PUSTAKA

Bank Indonesia. 2007. Cetak Biru Pengembangan Perbankan Syariah di Indonesia. Jakarta: BI.

Djaman DS. 2005. Faktor-Faktor yang Mempengaruhi Out- standing Kredit dan Rasio Outstanding Non-Lancar KUK BNI. [Tesis]. Jakarta: PSKTTI Universitas Indonesia.

Enders W. 2004.Applied Economic Time Series.2nd Edition.

Alabama: Jhon Wiley.,

Gujarati D. 2003.Basic Econometrics.4th Edition. New York: McGraw-Hill.

Mutamimah, Zaidah SN. 2012. Analisis Eksternal dan Internal dalam Menentukan Non Performing Financing Bank Umum Syariah di Indonesia. Jurnal Bisnis dan Ekonomi (JBE). 19 (1): 49-64.

Nursechafia, Abduh M. 2014. The Susceptibility of Islamic Banks Credit Risk Towards Macroeconomic Variables. Journal of Islamic Finance. 3(1): 023-037.

Peraturan Bank Indonesia Nomor: 13/23/PBI/2011 Tentang Penerapan Manajemen Risiko Bagi Bank Umum Syariah dan Unit Usaha Syariah.

Poetry ZD, Sanrego YD. 2011.Pengaruh Variabel Makro dan Mikro Terhadap NPL Perbankan Konvensional dan NPF Perbankan Syariah.Journal of Islamic Finance & Business Review.6 (2).

Soelaksono A. 2013. Prilaku Dinamis Kredit Perbankan Konvensional dan Syariah Serta Kaitannya Dengan Kondisi Makroekonomi di Indonesia.[Tesis]. Bogor: Sekolah Pascasarjana Institut Pertanian Bogor.

Yudanto N, Santoso MS. 1998. Dampak Krisis Moneter Terhadap Sektor Riil [catatan penelitian]. UREM- BI: 1 (2).


Full Text: pdf

Refbacks

  • There are currently no refbacks.





WhatsApp Image 2019-06-12 at 16.37.31WhatsApp Image 2020-01-06 at 15.29.25.jpeg


Journal of Finance and Banking

Diploma Program of Banking and Finance
Faculty of Economics and Business University of Merdeka Malang

Mailing Address:

2nd-floor Banking and  Finance Building, Terusan Raya Dieng Street No.57 Malang, 65146, East Java, Indonesia
Phone/WhatsApp: +628123321664; Fax. +62 341 580511
Email: jkpunmermlg@yahoo.com


Creative Commons License
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.