Perbandingan Pengelolaan Risiko Kredit Perbankan Syariah dan Perbankan Konvensional

Muhammad Iqbal


This study aims to identify factors that can be used as indicators in reducing the incidence of credit risk in sharia banking and conventional banking. The variables that become observations include banking performance in each group and macroeconomic performance. The banking performance variables include credit risk itself as measured by problem financing, growth in financing, growth in third-party funds, and banking size. While macroeconomic variables include national income, interest rates, and inflation. Autoregressive and distributed lag methods are used to identify which variables can be used as indicators. The results showed that all identified factors can be an indicator in the process of credit risk control both in sharia banking and conventional banking. Only credit growth in conventional banking alone cannot be used as an indicator of credit risk control.



Credit Risk, Banking Performance; Macroeconomic; Autoregressive; Distributed Lag

Full Text:



Almon, S. 1965. The Distributed Lag between Capital Appropriations and Expenditures. Econometrica, 33(1): 178–196.

Bank Indonesia, Statistika Perbankan Syariah 2001-2012.

Bank Indonesia, Statistika Perbankan Indonesia 2001-2012.

Barus, A.C., & Erick. 2017. Analisis Faktor-Faktor yang Memengaruhi Non Performing Loan pada Bank Umum di Indonesia. JWEM (Jurnal Wira Ekonomi Mikroskil), 6(2): 113–122.

Borio, C., Furfine, C., & Lowe, P. 2001.Procyclicality of the Financial System and Financial Stability: Issues and Policy Options. Marrying the Macro- and Micro-Prudential Dimensions of Financial Stability, 1: 1-57.

Chaibi, H. 2016. Determinants of Problem Loans: Non-performing Loans vs. Loan Quality Deterioration. International Business Research, 9(10): 86-93.

Firmansyah, I. 2014. Determinant of Non Performing Loan: The Case of Islamic Bank in Indonesia. Bulletin of Monetary Economics and Banking, 17(2): 241–258.

Gerlach, S., Peng, W., & Shu, C. 2003. Macroeconomic Conditions and Banking Performance in Hong Kong SAR: A Panel Data Study. Investigating the Relationship between the Financial and Real Economy, 22: 481–497.

Gujarati, D. & Porter, D. 2008.Basic Econometrics.FifthEdition. Boston: McGraw-Hill Education.

Hartono. 2006. Pengaruh DPK dan SBI terhadap NPF BMI. Tesis. Fakultas Ekonomi Universitas Indonesia.

Havidz, S. A. H., & Setiawan, C. 2015.Bank Efficiency and Non-Performing Financing (NPF) in the Indonesian Islamic Banks.Asian Journal of Economic Modelling, 3(3): 61–79.

Ikram, A., Su, Q., Ijaz, F., & Fiaz, M. 2016. Determinants of Non-Performing Loans: An Empirical Investigation of Bank-Specific Micro-Economic Factors. Journal of Applied Business Research (JABR), 3(10): 1723–1736.

Jiménez, G., & Saurina, J. 2006.Credit Cycles, Credit Risk, and Prudential Regulation.International Journal of Central Banking, 2(2): 1815–4654.

Laryea, E., Ntow-Gyamfi, M., & Alu, A. A. 2016. Nonperforming Loans and Bank Profitability: Evidence from an Emerging Market. African Journal of Economic and Management Studies, 7(4): 462–481.

Makri, V., Tsagkanos, A., & Bellas, A. 2014. Determinants of Non-Performing Loans: The Case of Eurozone. Panoeconomicus, 61(2): 193–206.

Messai, A. S. & Jouini, F. 2013.Micro and Macro Determinants of Non-performing Loans.International Journal of Economics and Financial Issues, 3(4): 852–860.

Mutamimah, M., & Chasanah, S. N. Z. 2012. Analisis Eksternal dan Internal dalam Menentukan Non Performing Financing Bank Umum Syariah di Indonesia. Jurnal Bisnis dan Ekonomi, 19(1): 46–64.

Nuryartono, N., Saptono, I. T., & Was’an, G. H. 2016. Kaitan Kondisi Makroekonomi dengan Non Performing Financing Berdasarkan Sektor Ekonomi pada Perbankan Syariah di Indonesia. Jurnal Keuangan dan Perbankan, 20(1): 104–115.

Otoritas Jasa Keuangan, Statistika Perbankan Syariah 2013-2016.

Otoritas Jasa Keuangan, Statistika Perbankan Indonesia 2013-2016.

Riyadi, S. 2011.Banking Asset and Liability Management.ThirdEdition. Jakarta: Lembaga Penerbit Fakultas Ekonomi Universitas Indonesia.

Riyadi, S., Iqbal, M., & Lauren, N. 2015. Strategi Pengelolaan Non Performing Loan (NPL) Bank Umum yang Go Public.Jurnal Dinamika Manajemen, 6(1): 84–96.

Rokhim, R. & Yanti, M. I. S. M. 2014. Risiko NPL Kredit Bank Pembangunan Daerah Sebagai Regional Champion. Jurnal Keuangan dan Perbankan, 18(1): 120–129.

Skarica, B. 2014. Determinants of Non-Performing Loans in Central and Eastern European Countries.Financial Theory and Practice, 38(1): 37–59.

Sugiyono.2014. Metode Penelitian Manajemen. Bandung: Alfabeta.

Vatansever, M. & Hepsen, A. 2013. Determining Impacts on Non-Performing Loan Ratio in Turkey. Journal of Finance and Investment Analysis, 2(4): 119-129.



  • There are currently no refbacks.

Jurnal Keuangan dan Perbankan (Journal of Finance and Banking)

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

Published by University of Merdeka Malang

Mailing Address:
2nd floor Finance and Banking Building, Jl. Terusan Raya Dieng No. 57 Malang, East Java, Indonesia
Phone: +62 813-3180-1534

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