Contributions of Internal and External Variables in Non-Performing Financing Bank Muamalat for the Period of 2005-2021
DOI:
https://doi.org/10.24090/ej.v11i1.7309Keywords:
Internal Variables, External Variables, Non Performing FinancingAbstract
The purpose of this study is to describe the condition of internal and external variables for non-performing financing in the 2005-2021 period by using internal variables that are proxied by Operating Expenses (OE), Financing Deposit Ratio (FDR), Net Operating Margin (NOM), and Return On Equity (ROE), while external variables are proxied by Gross Domestic Product (GDP) and inflation. The method used in this research is descriptive quantitative by analyzing secondary data which is processed using Eviews 10 with the VECM method and using quarterly time series data from 2005-2021. The results of data processing using VECM show several findings, namely: the ROE, GDP, and inflation variables have a positive effect, then the FDR and NOM variables have a negative effect, while OE has no effect on non-performing financing in the long term, while in the short term all variables do not affect non-performing financing. performing financing. Meanwhile, based on testing using FEDV, the contribution to non-performing financing is OE (1.08%), FDR (0.89%), NOM (4.11%), ROE (0.95%), GDP (2.29%), and inflation (2.68%).References
A’yun, A. A. (2020). Micro, Small, and Medium Enterprises Financing in Islamic Rural Banks in Indonesia. AL-FALAH : Journal of Islamic Economics, 5(2), 149. https://doi.org/10.29240/alfalah.v5i2.1188 DOI: https://doi.org/10.29240/alfalah.v5i2.1188
Ardana, Y., & Wulandari, W. (2018). Tingkat Suku Bunga, Kinerja Keuangan, dan Bagi Hasil Deposito Pada Perbankan Syariah. Esensi: Jurnal Bisnis Dan Manajemen, 8(2), 177–186. https://doi.org/10.15408/ess.v8i2.8392 DOI: https://doi.org/10.15408/ess.v8i2.8392
Aryani, Y., Anggraeni, L., & Wiliasih, R. (2016). Faktor-faktor yang Memengaruhi Non Performing Financing pada Bank Umum Syariah Indonesia Periode 2010-2014. Al-Muzara’ah, 4(1), 44–60. https://doi.org/10.29244/jam.4.1.44-60 DOI: https://doi.org/10.29244/jam.4.1.44-60
Bagautdinova, N. G., Kadochnikova, E. ., & Bakirova, A. N. (2021). Predictive Autoregressive Models Using Macroeconomic Variables: The Role of Oil Prices in The Russian Stock Market. Accounting, 7(7), 1547–1556. https://doi.org/10.5267/j.ac.2021.5.016 DOI: https://doi.org/10.5267/j.ac.2021.5.016
Damanhur, Albra, W., Syamni, G., & Habibie, M. (2018). What is the determinant of non-performing financing in branch Sharia regional bank in Indonesia. Emerald Reach Proceedings Series, 1, 265–271. https://doi.org/10.1108/978-1-78756-793-1-00081 DOI: https://doi.org/10.1108/978-1-78756-793-1-00081
Hamzah, A. (2018). Pengaruh Faktor Makro Ekonomi Terhadap Pembiayaan Bermasalah (Penelitian Pada Bank Umum Syariah di Indonesia Tahun 2010-2017). JIFA (Journal of Islamic Finance and Accounting), 1(2), 73–90. https://doi.org/10.22515/jifa.v1i2.1416 DOI: https://doi.org/10.22515/jifa.v1i2.1416
Hellen, Fadrul, & Asyik, N. F. (2019). Analysis Of The Influence Of Capital Adequacy Ratio (CAR), Non Performing Financing (NPF), Net Operating Margin (NOM), Operational Cost And Operational Revenue (BOPO), Finance To Deposit Ratio (FDR) To The Financial Performance Of Syariah Banking In Indon. Kurs: Jurnal Akuntansi, Kewirausahaan Dan Bisnis, 4(2), 181–191. http://www.ejournal.pelitaindonesia.ac.id/ojs32/index.php/KURS/index
Hernawati, H., & Puspasari, O. R. (2018). Pengaruh Faktor Makroekonomi terhadap Pembiayaan Bermasalah. Journal of Islamic Finance and Accounting, 1(1). https://doi.org/10.22515/jifa.v1i1.1134 DOI: https://doi.org/10.22515/jifa.v1i1.1134
Hosen, M. N., & Muhari, S. (2019). Non-performing financing of Islamic rural bank industry in Indonesia. Banks and Bank Systems, 14(1), 20–28. https://doi.org/10.21511/bbs.14(1).2019.03 DOI: https://doi.org/10.21511/bbs.14(1).2019.03
Ilhami, & Thamrin, H. (2021). Analisis Dampak Covid 19 Terhadap Kinerja Keuangan Perbankan Syariah Di Indonesia. Jurnal Tabarru’: Islamic Banking and Finance, 4(1), 37–45. https://doi.org/10.25299/jtb.2021.vol4(1).6068 DOI: https://doi.org/10.25299/jtb.2021.vol4(1).6068
Nasir, M. D. A., & Khomariyah, N. (2021). Analisis Faktor-Faktor Yang Pada Bank Syariah Di Indonesia Dengan Pendekatan Error Correction Model. Jurnal Masharif Al-Syariah: Jurnal Ekonomi Dan Perbankan Syariah, 6(1), 1–12.
Nengsih, S. W. (2020). Distribution Management Pada Bpr Syariah Di Indonesia Periode 2017-2019. Prisma (Platform Riset Mahasiswa Akuntansi), 01, 15–25.
Pambuko, Z. B., & Pramesti, D. A. (2020). The Effectiveness of Bank Aceh Syariah Conversion Decisions. Economica: Jurnal Ekonomi Islam, 11(1), 1–23. https://doi.org/10.21580/economica.2020.11.1.3494 DOI: https://doi.org/10.21580/economica.2020.11.1.3494
Prastiwi, I. E. (2021). Analisis Kondisi Makro Ekonomi dan Likuiditas terhadap Pembiayaan Bermasalah Perbankan Syariah. Jurnal Disrupsi Bisnis : Jurnal Ilmiah Prodi Manajemen, Fakultas Ekonomi, Universitas Pamulang, 4(1), 68. https://doi.org/10.32493/drb.v4i1.9123 DOI: https://doi.org/10.32493/drb.v4i1.9123
Sekaran, U., & Bougie, R. (2019). Metode Penelitian Untuk Bisnis Buku 2 (6th ed.). Salemba Empat.
Sihotang, M. K., & Hasanah, U. (2021). Islamic Banking Strategy in Facing the New Normal Era During the Covid-19. International Seminar on Islamic Studies, 2(1), 479–485.
Siregar, H. A., & Suryani, F. (2022). The Effect Of Sharia Banking Financial Performance On The MSME Productivity. Procuratio: Jurnal Ilmiah Manajemen, 10(1), 105–117. DOI: https://doi.org/10.35145/procuratio.v10i1.2014
Sugiyono. (2019). Metode Penelitian Kuantitatif, Kualitatif R&D. Alfabeta.
Wasiaturrahma, Ajija, S. R., Sukmana, R., Sari, T. N., & Hudaifah, A. (2020). Breadth and depth outreach of Islamic cooperatives: do size, non-performing finance, and grant matter? Heliyon, 6(7), e04472. https://doi.org/10.1016/j.heliyon.2020.e04472 DOI: https://doi.org/10.1016/j.heliyon.2020.e04472
Widarjono, A. (2018). Ekonometrika Pengantar dan Aplikasi Disertai Panduan Eviews. UPP STIM YKPN.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2023 Sandi Mulyadi
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International 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-ShareAlike 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 (See The Effect of Open Access).