Efektifitas kebijakan moneter dan makroprudensial sebagai pengendali risiko kredit perbankan di indonesia

Zainuri Zainuri, Tyas Arthasari

Abstract


Global Financial crisis yang berlangsung pada 2008/2009 telah membutikan bahwa sistem perbankan sangat rentan terhadap risiko instabilitas perekonomian terutama risiko kredit. Tingginya non performing loan dapat menurunkan kinerja perbankan dan menciptakan instabilitas likuiditas perbankan. Penelitian ini bertujuan untuk melihat bagaimana pengaruh penetapan kebijakan moneter dan kebijakan makroprudensial terhadap risiko kredit dengan proxy non performing loan. Pada penelitian ini menggunakan data sekunder dengan metode analisis generalized method of moment . Hasil penelitian menunjukkan bahwa hanya variabel Capital Adequacy ratio yang tidak memiliki pengaruh terhadap risiko kredit perbankan,  sedangkan variabel Loan to Deposit Ratio berpengaruh positif signfikan terhadap risiko kredit perbankan, Giro Wajib Minimum berpengaruh secara negatif signfikan terhadap risiko kredit perbankan. Variabel BI rate berpengaruh negatif signifikan terhadap risiko kredit perbankan dan Gross Domestic Product (GDP) memiliki pengaruh positif signifikan terhadap risiko kredit perbankan.


Keywords


Risiko kredit; kebijakan makroprudensial; kebijakan moneter; generalized method of moment

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DOI: https://doi.org/10.30872/jakt.v18i3.10002

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