Determinants Of Non-Performing Loans On Bank Liquidity In Indonesia

Altis Puspa Gatari, Indanazulfa Qurrota A'yun, Muhammad Safar Nasir

Abstract


The Indonesian commercial banking industry has stagnated over the past few years. The impact caused when a Non-Performing Loan (NPL) increases is the decline in banking liquidity and profitability, which impacts the stability of the country's financial system. This study aims to analyze the factors that affect the level of Non-performing loans in Indonesia. This study uses a vector autoregression (VAR) approach model. Secondary data is sourced from the Financial Services Authority (OJK). The variables used are Inflation, Indonesian securities, operating expenses, and deposit ratio on non-performing loans using time series data in the form of monthly data from 2019-2022, totaling 48 observations. The results show that the disclosure of the sensitivity of the level of Non-Performing Loan (NPL) to shock Inflation has a positive effect, Indonesian securities (SBI) have a positive impact, operational expenses (BOPO) have a positive effect, and loans to deposit ratio (LDR) has a negative impact.


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References


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Publihser:
Universitas Ahmad Dahlan

Editorial Address:
Yogyakarta

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