FAKTOR-FAKTOR YANG MEMENGARUHI RATIO NON PERFORMING LOAN (NPL)

Abstract

This research has the aim to analyze the factors which give impact in ratio of NPL (Non Performing Loan) in XYZ Bank Jakarta. NPL can be caused by the internal factors such as policies, human capitals, etc., and can be caused by external factors through macro-economic changes such as loan-outstanding, BI rate, and foreign exchange (Indonesia Rupiah to US Dollar). This research is a descriptive research with direct approach to the primary and secondary data. The analysis method was using the multiple linear regression method with data time series from June 2008 to June 2014. The multiple linear regression method was used to see the impacts of volume of loan-outstanding, BI rate, and foreign exchange to NPL ratio, and testing differences between level of NPL before and after the separation of RM (Relationship Manager) and CA (Credit Analyst) function in Bank XYZ Jakarta.  All of data processing steps in this research use software Eviews Version 6.0. The result of this research are Loan-outstanding or number of lending, foreign exchange and the dummy of RM and CA separation function have impact to NPL Ratio. The BI-rate change which was happened along the research gives no impact to NPL Ratio. The NPL Ratio is relatively better and it is not affected of the increasing of BI rate.  It is not only because of performing loans but also caused by the existing write-off portfolios.

Keywords: NPL, loan-outstanding, BI rate, foreign exchange, the separation of RM, credit analyst

ABSTRAK

Penelitian ini memiliki tujuan menganalisis faktor-faktor yang mempengaruhi ratio NPL pada Bank XYZ Jakarta. NPL (Non Performing Loan) dapat disebabkan oleh faktor internal seperti kebijakan, SDM, dan lainnya ataupun faktor eksternal melalui perubahan faktor makroekonomi, seperti variabel loans outstanding, BI Rate, dan nilai tukar Rupiah terhadap Dollar. Jenis penelitian ini termasuk penelitian deskriptif dengan pengamatan langsung terhadap data sekunder dan data primer. Analisis data yang digunakan dengan menggunakan metode analisis regresi linear berganda yang menggunakan data time series periode Juni 2008–Juni 2014. Metode analisis regresi linear berganda digunakan untuk melihat pengaruh jumlah penyaluran kredit/loans outstanding, BI Rate, dan nilai tukar terhadap ratio NPL serta menguji perbedaan tingkat NPL sebelum dan setelah adanya pemisahan fungsi RM (Relationship Manager) dan CA (Credit Analyst)  di Bank XYZ Jakarta. Semua tahap pengolahan data penelitian ini menggunakan alat perangkat lunak Eviews Versi 6.0. Dari penelitian ini diperoleh hasil bahwa Loans outstanding atau besarnya kredit, nilai tukar atau kurs serta dummy pemisahan fungsi RM dan CA memiliki pengaruh terhadap ratio NPL. Perubahan BI Rate yang terjadi selama penelitian tidak berpengaruh terhadap ratio NPL. Ratio NPL terlihat relatif lebih baik dan tidak terpengaruh terhadap kenaikan BI rate, hal tersebut tidak semata-mata karena portepel kredit yang baik, melainkan adanya fasilitas kredit yang dihapus buku.  

Kata kunci: NPL, loans outstanding, BI Rate, nilai tukar, pemisahan fungsi RM, credit analyst