ANALISIS PENGARUH KUALITAS KREDIT DAN KUALITAS ASET TERHADAP MANAJEMEN RISIKO KREDIT (STUDI KOMPARATIF PADA BANK BUMN KONVENSIONAL INDONESIA DAN BANK GLC KONVENSIONAL MALAYSIA PERIODE 2014 – 2018)

SILFI DIA ANTIKA, 1511011008 (2019) ANALISIS PENGARUH KUALITAS KREDIT DAN KUALITAS ASET TERHADAP MANAJEMEN RISIKO KREDIT (STUDI KOMPARATIF PADA BANK BUMN KONVENSIONAL INDONESIA DAN BANK GLC KONVENSIONAL MALAYSIA PERIODE 2014 – 2018). FAKULTAS EKONOMI DAN BISNIS, UNIVERSITAS LAMPUNG.

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Abstrak

Penelitian ini bertujuan untuk menguji pengaruh kualitas kredit yang diproksikan dengan rasio Non Performing Loan (NPL) dan kualitas aset yang diproksikan dengan rasio Loan Loss Provision (LLP) terhadap manajemen risiko kredit yang diproksikan dengan rasio Net Charge- Off (NCO) pada bank BUMN konvensional Indonesia dan Malaysia periode 2014 - 2018, serta untuk mengetahui apakah terdapat perbedaan manajemen risiko kredit antara bank BUMN konvensional Indonesia dan bank GLC konvensional Malaysia periode 2014 - 2018. Sampel dalam penelitian berjumlah 8 bank (4 bank BUMN konvensional Indonesia dan 4 bank GLC kovensional Malaysia) yang terdaftar di Bursa Efek Indonesia (Indonesia) dan Bursa Malaysia (Malaysia) dengan menggunakan metode purposive sampling. Analisis regresi linear berganda dan uji beda independent sample t-test digunakan dalam pengujian data dengan tingkat signifikansi alpha 5%. Hasil penelitian menunjukkan bahwa variabel kualitas kredit berpengaruh signifikan terhadap manajemen risiko kredit pada bank BUMN konvensional Indonesia dan bank GLC Malaysia, sedangkan variabel kualitas aset berpengaruh signifikan terhadap manajemen risiko kredit hanya pada bank GLC konvensional Malaysia, sementara pada bank BUMN konvensional Indonesia tidak berpengaruh siginifikan. Hasil uji beda menunjukkan bahwa terdapat perbedaan yang signifikan antara manajemen risiko kredit pada bank BUMN konvensional Indonesia dan bank GLC konvensional Malaysia periode 2014 - 2018 yang menyimpulkan bahwa manajemen risiko kredit bank GLC konvensional Malaysia lebih baik dibandingkan dengan Indonesia. Kata Kunci : Kualitas Kredit, NPL, Kualitas Aset, LLP, Manajemen Risiko Kredit, NCO. This study aims to examine the effect of the loan quality proxied by Non Performing Loan (NPL) ratio and the asset quality proxied by Loan Loss Provision (LLP) ratio on the credit risk management proxied by Net Charge-Off (NCO) ratio on Indonesian and Malaysian conventional state-owned banks for 2014-2018 period, and also to determine whether there is differences of the credit risk management between Indonesian and Malaysian conventional state-owned banks in 2014-2018 period. The sample in this study were 8 banks (4 banks for each Indonesian and Malaysian conventional state-owned banks) listed on the Indonesia Stock Exchange (Indonesia) and Bursa Malaysia (Malaysia) using purposive sampling method. Multiple linear regression analysis and different test (independent sample t-test) were used in the examination of the data with 5% significance level of alpha. The results show that loan quality has a significant effect on credit risk management for both Indonesian and Malaysian conventional state-owned banks, while the asset quality has a significant effect on credit risk management in case of Malaysian conventional state-owned banks, but has not significant effect in case of Indonesian conventional state-owned banks. The different test results showed that there was significant differences of the credit risk management between Indonesian and Malaysian conventional state-owned banks in 2014-2018 period which concluded that Malaysian conventional state-owned banks are better than Indonesian. Keywords : Loan Quality, NPL, Asset Quality, LLP, Credit Risk Management, NCO.

Jenis Karya Akhir: Skripsi
Subyek:
Program Studi: Fakultas Ekonomi dan Bisnis > Prodi S1-Manajemen
Pengguna Deposit: UPT . Teti Novianti
Date Deposited: 15 Mar 2022 07:16
Terakhir diubah: 15 Mar 2022 07:16
URI: http://digilib.unila.ac.id/id/eprint/54675

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