DAMPAK BANK SPECIFIC VARIABLES PADA RASIO NON PERFORMING LOAN DALAM SISTEM PERBANKAN INDONESIA
ABSTRACT: Conventional banks
are vulnerable to non-performing loans, because the credit is the main source
income of a bank. Credit risk may still occur, even though the bank's management
has made efforts based credit rating 5C. The purpose of this study was to
determine how much influence the variable CAR, LAR, NIM, and ROE against
Non-Performing Loans (NPL) in the banking companies listed on BEI. The sampling
technique used is purposive sampling with criteria: (1) a conventional
commercial bank listed on the BEI 2009-2013 period, (2) the bank that issued
the annual financial statements in a row in the period from 2009 to 2013, and
(3) bank which has a data completeness NPL, CAR, LAR, NIM, and ROE in the
period 2009-2013. Data obtained from the annual report of each bank in
2009-2013. There are a total sample of 29 banks. The analysis technique used is
multiple linear regression and hypothesis testing using t-statistic to test the
partial regression coefficient and F-statistic to test the effect
simultaneously with a significance level of 0.05. Before being tested by
multiple linear regression, first performed classical assumption of normality
test data. The results showed that there were no deviations from the classical
assumption test. This indicates that the available data is normal or eligible
to be used as a multiple linear regression model. From the analysis, CAR and
ROE have significant negative effect on the NPL and LAR have not significant
negative effect on the NPL, while variable NIM have significant positive effect
on the NPL.
Keywords: CAR, LAR, NIM, ROE,
NPL, multiple linear regression
Penulis: Anita Carolina,
Muhammad Madyan
Kode Jurnal: jpmanajemendd151550
