Pertumbuhan Kredit dan Likuiditas Bank dan Non-performing loan Studi Empiris Pada Bank yang Terdaftar di Bursa Efek Indonesia

ABRAHAM PRASETYA P, I Wayan Nuka Lantara, M.Si., Ph.D.,

2018 | Tesis | S2 Manajemen

Penelitian merupakan sebuah penelitian eksplanatori dengan menggunakan variabel pertumbuhan kredit, non-performing loan dan loan to funding ratio sebagai variabel terikat dan variabel bebas dengan data Bank di Indonesia yang terdaftar pada Bursa Efek Indonesia pada tahun 2011-2016. Penelitian ini menguji pengaruh lagged dependent variabel dengan periode setelahnya dan menguji pengaruh variabel dengan periode waktu yang sama dengan menggunakan metode 3 stages least square. Pertama, pengujian dilakukan dengan non-performing loan sebagai variabel terikat dan pertumbuhan kredit serta loan to funding ratio sebagai variabel bebas. Kedua, pengujian dilakukan dengan loan to funding ratio sebagai variabel terikat dan non-performing loan serta pertumbuhan kredit sebagai variabel bebas. Ketiga, pengujian dilakukan dengan pertumbuhan kredit sebagai variabel terikat dan loan to funding ratio serta non-performing loan sebagai variabel bebas. Hasil penelitian menyatakan bahwa non-performing loan berpengaruh negatif terhadap pertumbuhan kredit tetapi tidak berpengaruh terhadap loan to funding ratio pada periode yang sama ataupun periode setelahnya. Variabel pertumbuhan kredit berpengaruh negatif pada non-performing loan periode setelahnya dan berpengaruh positif pada loan to funding ratio periode setelahnya. Loan to funding ratio tidak memiliki pengaruh terhadap pertumbuhan kredit dan non-performing loan.

This study is an explanatory research. Using credit growth, non-performing loan and loan to funding ratio as a both independent variable and dependent variable. This work using Indonesian Bank which listed in Bursa Efek Indonesia on 2011-2016 as a research object. This study run three tests to investigate the influence of lagged dependent variabel to dependent variabel and investigate influence of dependent variable with the same time. First test examine non-performing loan as dependent variable and credit growth with loan to funding ratio as independent variable. Second test examine loan to funding ratio as dependent variabel and non-performing loan with credit growth as independent variabel. Second test examine credit growth as dependent variabel and loan to funding ratio with non-performing loan as independent variable. Using 3sls as data processing method. The result shows that non-performing loan have negatif influence to credit growth but does not have any influence to loan to funding ratio. Lagged credit growth have negative influence to non performing loan but credit growth does not have any influence to loan to funding ratio. Loan to funding ratio does not have any influence to credit growth and non performing loan.

Kata Kunci : pertumbuhan kredit, bank, non-performing loan, loan to funding ratio, 3sls