The influence of Microeconomic Factors and Macroeconomic Factors on Non-Performing Loans in Conventional Banks Listed on IDX for the 2017-2022 Period
Penelitian ini dilakukan untuk mengidentifikasi faktor-faktor yang memengaruhi non performing loan. Capital adequacy ratio, return on assets, net interest margin, loan to deposit ratio, credit growth, gross domestic product, inflasi, dan exchange rate merupakan variabel independen dalam penelitian ini. Populasi dari penelitian ini adalah bank Umum yang terdaftar di IDX pada periode 2017-2022. Sampel ditentukan menggunakan purposive sampling dan diperoleh sebanyak 18 bank memenuhi kriteria. Penelitian ini menggunakan teknik analisis generalized Method of Moment (GMM) menggunakan software Eviews 12. Hasil penelitian menunjukkan bahwa variabel capital adequacy ratio, return on assets, net interest margin, loan to deposit ratio, dan inflasi berpengaruh terhadap non performing loan. Sedangkan variabel credit growth, gross domestic product, dan exchange rate ditemukan tidak berpengaaruh terhadap non performing loan.
Kata kunci: non performing loan, mikroekonomi, makroekonomi, bank konvensional
This research was conducted to identify factors that influence non-performing loans. Capital adequacy ratio, return on assets, net interest margin, loan to deposit ratio, credit growth, gross domestic product, inflation, and exchange rate are independent variables in this research. The population of this research is commercial banks registered on IDX in the 2017-2022 period. The sample was determined using purposive sampling and 18 banks were obtained that met the criteria. The research uses the generalized Method of Moment (GMM) analysis technique using Eviews 12 software. The research results show that the variables capital adequacy ratio, return on assets, net interest margin, loan to deposit ratio, and inflation have an effect on non-performing loans. Meanwhile, the credit growth, gross domestic product and exchange rate variables were found to have no influence on non-performing loans.
Keywords: Non performing loan, microeconomics, macroeconomics, bank konventional