PENGARUH INTERNAL BANK DAN MAKROEKONOMI TERHADAP KREDIT BERMASALAH (NON-PERFORMING LOANS) DI INDONESIA

Nicolaus Juan Adiputra, Vera Intanie Dewi, Chandra Utama, Budi Tjahja Halim

Abstract


ABSTRAK

Risiko kredit yang tercermin dalam rasio Non-Performing Loan (NPL) masih menjadi tantangan bagi stabilitas sistem perbankan di Indonesia, terutama di tengah ketidakpastian kondisi makroekonomi dan perbedaan temuan penelitian mengenai faktor-faktor yang memengaruhinya. Penelitian ini bertujuan untuk menganalisis pengaruh faktor-faktor internal bank, yaitu Biaya Operasional terhadap Pendapatan Operasional (BOPO), Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), dan Net Interest Margin (NIM), serta faktor-faktor makroekonomi yang meliputi suku bunga, inflasi, pertumbuhan ekonomi, dan nilai tukar terhadap tingkat Non-Performing Loan (NPL). Populasi penelitian ini adalah seluruh bank kategori KBMI IV di Indonesia yang terdiri atas empat bank, yaitu Bank Mandiri, BRI, BNI, dan BCA. Penelitian menggunakan data panel triwulanan periode 2015Q1–2025Q1 dengan total 164 observasi yang dianalisis menggunakan Fixed Effect Model (FEM). Hasil penelitian menunjukkan bahwa NIM, CAR, dan BOPO berpengaruh positif dan signifikan terhadap NPL, sedangkan BI Rate berpengaruh negatif dan signifikan. Sementara itu, LDR, inflasi, pertumbuhan ekonomi, dan nilai tukar tidak berpengaruh signifikan terhadap NPL. Model mampu menjelaskan 49,38% variasi NPL. Temuan ini memberikan implikasi bagi perbankan dan regulator dalam memperkuat manajemen risiko kredit serta menjaga stabilitas sistem keuangan.

ABSTRACT

Credit risk, reflected in the Non-Performing Loan (NPL) ratio, remains a major challenge to the stability of Indonesia’s banking system amid macroeconomic uncertainty and inconsistent findings regarding its determinants. This study aims to examine the effects of internal bank factors, namely Operating Expenses to Operating Income (BOPO), Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), and Net Interest Margin (NIM), as well as macroeconomic factors, including interest rates, inflation, economic growth, and exchange rates, on the NPL ratio. The study population comprises all KBMI IV banks in Indonesia, consisting of four banks: Bank Mandiri, BRI, BNI, and BCA. Quarterly panel data covering the period from 2015Q1 to 2025Q1, with a total of 164 observations, were analyzed using the Fixed Effect Model (FEM). The results indicate that NIM, CAR, and BOPO have positive and significant effects on NPLs, whereas the BI Rate has a negative and significant effect. Meanwhile, LDR, inflation, economic growth, and the exchange rate have no significant effects on NPLs. The model explains 49.38% of the variation in NPLs. These findings provide important implications for banks and regulators in strengthening credit risk management and maintaining financial system stability.


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DOI: http://dx.doi.org/10.35906/jep.v12i1.2957

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