TY  - GEN
CY  - UNIVERSITAS LAMPUNG
ID  - eprints54675
UR  - http://digilib.unila.ac.id/54675/
A1  - SILFI DIA ANTIKA, 1511011008
Y1  - 2019///
N2  - 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.
PB  - FAKULTAS EKONOMI DAN BISNIS
TI  - 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)
AV  - restricted
ER  -