Musytari : Jurnal Manajemen, Akuntansi, dan Ekonomi

Vol. 25 No. 1 (2025): Musytari: Neraca Manajemen, Akuntasi, dan Ekonomi, ISSN 3025-9495
Articles

ANALISIS DAMPAK KEBIJAKAN MAKROPRUDENSIAL DAN MONETER TERHADAP LIMA BANK SWASTA BER-NPL TINGGI 2020–2024

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  • Dina Apriyani,
  • Tiara Nirmala,
  • Dian Fajarini
Dina Apriyani
Universitas Lampung
Tiara Nirmala
Universitas Lampung
Dian Fajarini
Universitas Lampung

Published 2025-12-05

Keywords

  • Monetary Policy, Macroprudential Policy, Credit Risk, NPL, Private Banks,
  • Kebijakan Moneter, Kebijakan Makroprudensial, Risiko Kredit, NPL, Bank Swasta

How to Cite

ANALISIS DAMPAK KEBIJAKAN MAKROPRUDENSIAL DAN MONETER TERHADAP LIMA BANK SWASTA BER-NPL TINGGI 2020–2024. (2025). Musytari : Jurnal Manajemen, Akuntansi, Dan Ekonomi, 25(1), 591-600. https://cibjournal.com/index.php/musytari/article/view/2836

Abstract

This study analyzes the effect of macroprudential and monetary policies on credit risk in private banks in Indonesia with Non-Performing Loan (NPL) ratios above 5% during 2020–2024. The independent variables include the BI benchmark interest rate (BI Rate), the Statutory Reserve Requirement (GWM), the Macroprudential Intermediation Ratio (RIM), and Loan to Value (LTV), while the dependent variable is credit risk measured by NPL. Panel data regression using the Random Effect Model was applied for analysis. The results indicate that GWM has a positive and significant effect on NPL, while LTV has a negative and significant effect. BI Rate and RIM have no significant effect on NPL. Collectively, the four independent variables significantly influence NPL, explaining 63.87% of its variation. These findings highlight the importance of liquidity management and prudent credit policy in maintaining bank credit risk stability. 

Penelitian ini menganalisis pengaruh kebijakan makroprudensial dan kebijakan moneter terhadap risiko kredit pada bank swasta di Indonesia dengan rasio Non-Performing Loan (NPL) di atas 5% selama periode 2020–2024. Variabel independen meliputi suku bunga acuan BI (BI Rate), Giro Wajib Minimum (GWM), Rasio Intermediasi Makroprudensial (RIM), dan Loan to Value (LTV), sedangkan variabel dependen adalah risiko kredit yang diukur melalui NPL. Data dianalisis menggunakan regresi data panel dengan Random Effect Model. Hasil penelitian menunjukkan bahwa secara parsial, GWM berpengaruh positif dan signifikan terhadap NPL, sedangkan LTV berpengaruh negatif dan signifikan. Suku bunga BI dan RIM tidak berpengaruh signifikan terhadap NPL. Secara simultan, keempat variabel independen berpengaruh signifikan terhadap NPL dengan kontribusi sebesar 63,87%. Temuan ini menegaskan pentingnya pengelolaan likuiditas dan penetapan kebijakan kredit yang hati-hati dalam menjaga stabilitas risiko kredit bank.

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