ASSESSMENT EFEKTIFITAS INSTRUMEN MAKROPRUDENSIAL DALAM MENGURANGI RISIKO KREDIT PERBANKAN DI INDONESIA (Studi Pada Perbankan Go Public Periode 2012-2015)

Ida Nuryana

doi:10.33366/ref.v5i1.566

ASSESSMENT EFEKTIFITAS INSTRUMEN MAKROPRUDENSIAL DALAM MENGURANGI RISIKO KREDIT PERBANKAN DI INDONESIA (Studi Pada Perbankan Go Public Periode 2012-2015)

Ida Nuryana

Abstract

Penelitian ini bertujuan untuk menilai keefektifan dari instrumen kebijakan makroprudensial yaitu Capital Buffer dan GWN LDR terhadap risiko kredit Perbankan diIndonesia. Objek penelitian ini yaitu berupa perbankan go public periode penelitian tahun 2012–2015. Jenis penelitian yang digunakan berupa penelitian kuantitatif dengan pendekatan eksploratory research yaitu menganalisis adanya pengaruh variabel Capital Buffer dan GWM LDR terhadap variabel risiko kredit. Penelitian ini menggunakan teknik purposive sampling dengan jumlah sampel sebanyak 21 bank, dimana data yang digunakan berupa data sekunder.Teknik analisis yang digunakan yaitu analisis regresi linier berganda serta melakukan analisis data dengan melakukan uji asumsi klasik dan uji hipotesis. Hasil penelitian menunjukkan bahwa secara simultan Capital Buffer dan GWM LDR berpengaruh signifikan terhadap risiko kredit. Secara parsial Capital Buffer berpengaruh terhadap risiko kredit, sedangkan GWM LDR tidak berpengaruh terhadap risiko kredit.

Keywords

Capital Adequacy Ratio, Capital Buffer, GWM Loan Deposits to Ratio

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DOI: https://doi.org/10.33366/ref.v5i1.566

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