Analisis Pengaruh Suku Bunga dan Inflasi Terhadap Tingkat Kredit Macet di Perbankan Indonesia
DOI:
https://doi.org/10.53697/emak.v6i3.2532Keywords:
Suku Bunga, BI-Rate, Inflasi, Kredit Macet, NPL, Non-performing Loan, Perbankan IndonesiaAbstract
Penelitian ini bertujuan untuk mengevaluasi dampak perubahan tingkat suku bunga dan inflasi terhadap rasio kredit bermasalah (Non-Performing Loans/NPL) pada industri perbankan di Indonesia. Data yang dianalisis mencakup suku bunga acuan kredit, tingkat inflasi, dan NPL dari sejumlah bank yang terdaftar di Bursa Efek Indonesia selama periode tertentu. Dengan menerapkan metode regresi linier berganda, hasil penelitian menunjukkan bahwa kenaikan suku bunga acuan berdampak signifikan dan positif terhadap peningkatan rasio NPL. Artinya, kenaikan suku bunga cenderung menyebabkan peningkatan kredit bermasalah. Sebaliknya, tingkat inflasi tidak menunjukkan pengaruh signifikan terhadap NPL, yang mengindikasikan bahwa ada faktor-faktor lain yang mungkin lebih dominan dalam memengaruhi kualitas kredit. Temuan ini menegaskan pentingnya pengelolaan kebijakan suku bunga secara hati-hati guna menjaga stabilitas sistem keuangan. Selain itu, diperlukan perhatian khusus dari regulator dan perbankan terhadap variabel-variabel utama yang mempengaruhi NPL untuk menekan risiko kredit di masa mendatang.
Downloads
References
Adinata, R., & Syamsuddin, M. (2020). BI Rate and Financial Stability: Evidence from Indonesia. Jurnal Ekonomi Makro, 8(2), 121–135.
Badan Pusat Statistik. (2024). Tingkat Inflasi Tahun 2019–2024. Retrieved from https://www.bps.go.id
Bank Indonesia. (2013). Financial Stability Review No.21, September 2013. Retrieved from https://www.bi.go.id/en/publikasi/kajian/Documents/FSR%2021_Sept%202013%20Revisi.pdf
Bank Indonesia. (2020). The Bank Lending Channel Revisited: Evidence from Indonesia. Retrieved from https://www.bi.go.id/id/publikasi/kajian/Documents/The_Bank_Lending_Channel_Revisited_Evidence_from_Indonesia_Evidence_from_Indonesia.pdf
Bank Indonesia. (2024). BI 7-Day Reverse Repo Rate. Retrieved from https://www.bi.go.id/id/statistik/indikator/data-suku-bunga/Default.aspx
Beck, R., Jakubik, P., & Piloiu, A. (2015). Key Determinants of Non-Performing Loans: New Evidence from a Global Sample. Open Economies Review, 26(3), 525-550.
Bernanke, B., & Gertler, M. (1995). Inside the Black Box: The Credit Channel of Monetary Policy Transmission. Journal of Economic Perspectives, 9(4), 27-48.
Boudriga, A., Taktak, N. B., & Jellouli, S. (2010). Bank Specific, Business and Institutional Environment Determinants of Nonperforming Loans: Evidence from MENA Countries. Journal of Financial Economic Policy, 2(4), 286-318.
Burkart, M., & Ellingsen, T. (2004). In-Kind Finance: A Theory of Trade Credit. American Economic Review, 94(3), 569-590.
Bursa Efek Indonesia. (2024). Laporan Keuangan Emiten Perbankan. Retrieved from https://www.idx.co.id
CNBC Indonesia. (2024). NPL Perbankan Naik, OJK Sebut Tidak Mengkhawatirkan. Retrieved from https://www.cnbcindonesia.com/market/20240313161713-17-521661/npl-perbankan-naik-ojk-sebut-tidak-mengkhawatirkan
International Labour Organization (ILO). (2019). Financial Inclusion for Micro, Small and Medium Enterprises (MSMEs): Policies and Practices in Developing Countries. Geneva: ILO.
Klein, N. (2013). Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance. IMF Working Paper WP/13/72.
Louzis, D. P., Vouldis, A. T., & Metaxas, V. L. (2012). Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece: A Comparative Study of Mortgage, Business, and Consumer Loan Portfolios. Journal of Banking & Finance, 36(4), 1012-1027.
Makri, V., Tsagkanos, A., & Bellas, A. (2014). Determinants of non-performing loans: The case of Eurozone. Panoeconomicus, 61(2), 193–206. https://doi.org/10.2298/PAN1402193M
Mishkin, F. S. (2009). The economics of money, banking, and financial markets (8th ed.). Salemba Empat.
Mittal, S., & Raman, S. (2021). The Role of Financial Literacy in the Success of Small Businesses: Evidence from South Africa. International Journal of Business and Economics, 28(4), 221-240.
Nkusu, M. (2011). Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies. IMF Working Paper WP/11/161.
Prasetyo, W., & Widodo, T. (2022). Inflation, interest rate, and NPL: Empirical evidence from Indonesian banking industry. International Journal of Economic Policy in Emerging Economies, 15(1), 55–71. https://doi.org/10.1504/IJEPEE.2022.10045678
Prayitno, J., Nugroho, A. S., & Sulistyowati, D. (2002). Faktor-faktor yang berpengaruh terhadap jumlah uang beredar di Indonesia sebelum dan sesudah krisis: Sebuah analisis ekonometrika. Jurnal Manajemen & Kewirausahaan, 4(1), 45–58.
Purnamasari, D., Pramono, S., & Haryatiningsih, S. (2020). The Impact of Credit Interest Rate on MSME Growth in Indonesia. Journal of Financial Economics, 15(2), 112-125.
Quagliariello, M. (2007). Banks' Riskiness Over the Business Cycle: A Panel Analysis on Italian Intermediaries. Applied Financial Economics, 17(2), 119-138.
Sujoko, & Soebantoro, A. (2007). Financial Performance and Credit Growth in the Indonesian Banking Sector. Journal of Economic Policy, 10(3), 200-218.
Tjahjanto, L., Lestari, P., & Imelda, R. (2019). Competency Management and Financial Literacy in MSMEs: Impact on Business Growth and Loan Accessibility. Business & Finance Journal, 7(3), 135-148.
Yuliani, E., & Rachmawati, A. (2021). The role of macroeconomic variables in influencing non-performing loans in Indonesian commercial banks. Jurnal Ekonomi dan Keuangan Indonesia, 15(2), 145–160. https://doi.org/10.21098/jeki.v15i2.953
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2025 Habibie Fauzi Fahmi, Natasya Rubi Habibbah, Ghaisyani Putri Salsabil, Deviyanti Deviyanti, Saniska Nabila, Syti Sarah Maesaroh
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
