DETERMINANT FINANCING RISK ON ISLAMIC RURAL BANKS IN INDONESIA: ARDL APPROACH
DOI:
https://doi.org/10.22515/jmif.v1i2.3948Keywords:
NPF, Financing Risk, Islamic Rural Bank (BPR)Abstract
This study aims to analyze internal and external factors that affect Financing Risk as proxied by NPF at Islamic People's Financing Banks in Indonesia. By using the Auto Regressive Distributed Lag (ARDL) analysis, it was found that the CPI has a positive and significant effect, the exchange rate does not have a positive effect on the NPF, the Industrial Production Index (IPI) as a proxy for GDP in this study has a positive and significant effect, ROA has no negative effect on the NPF Sharia BPR in Indonesia, Bank Size has a negative and significant effect, CAR has no effect on NPF, FDR has a positive and significant effect, BOPO has a negative and significant effect on NPF as a proxy for Financing Risk at Sharia BPR in Indonesia.
Downloads
References
Ali, M. (2004). Asset Liability Management: 'Menyiasati Risko Pasar dan Risiko Operasional'. Jakarta: PT. Gramedia.
Boediono. (1990). Ekonomi Moneter. Yogyakarta: BPFE.
Dendawijaya, L. (2005). Manajemen Perbankan. Jakarta: Ghalia Indonesia.
Diulio, A. E. (1993). Uang dan Bank. Jakarta: Erlangga.
Hasibuan, M. (2009). Dasar-Dasar Perbankan. Jakarta: Bumi Aksara.
Chandra Setiawan & Monita Eggy Putri, (2013).. Journal of Islamic Finance and Business Research, Vol. 2 No. 1.
Kuncoro, M. (2001). Manajemen Keuangan Internasional Pengantar Ekonomi dan Bisnis. Yogyakarta: BPFE.
Mankiw, N. G. (2006). Makroekonomi. Jakarta: Erlangga.
Mardiana, P. (2013). Analisis Pengaruh CAR, FDR, Inflasi, dan SBIS Terhadap Non Performing Financing Pada Bank Umum Syariah Di Indonesia. Jakarta: Fakultas Syariah dan Hukum UIN Jakarta.
Putong, I. (2002). Ekonomi Mikro & Makro. Jakarta: Ghalia Indonesia.
Samuelson, N. (2004). Ilmu Makro Ekonomi. Jakarta: Megia Global.
Setiawan Abadi, d. (2014). The Dynamics of Non-Performings Loan in Indonesia Bank Industry: A Sensitivity Analysis using VECM Approach. International Journal of Education and Research, Vol. 2 No. 8.
Setiawan, S. A. (2015). Bank Efficiency and Non-Performing Financing (NPF) in The Indonesian Islamic Banks. Asian Journal of Economic Modelling, 3(3): 61-79.
Soebagia, H. (2005). Analisis Faktor-faktor yang Mempengaruhi Terjadinya Non Performing Loan (NPLL) Bank Umum Komersial: Studi Empiris pada Sektor Perbankan di Indonesia. Dalam Tesis.
Suharjono, M. K. (2002). Manajemen Perbankan Teori dan Aplikasinya. Yogyakarta: BPFE.
Tanjung, H. (2013). Metodologi Penelitian Ekonomi Islam. Bekasi: Gramata Publishing.
Taswan. (2006). Manajemen Perbankan. Yogyakarta: UPP AMP YKPN.
Yono Haryono, d. (2016). Factors Affecting Credit Risk in Indonesian Islamic Banks. Journal of Islamic Finance, Vol. 5 No. 1.
Downloads
Published
Issue
Section
Citation Check
License
Authors who publish with this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work.
