<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA"^^ . "Penelitian ini bertujuan untuk menganalisis respon risiko kredit bank\r\nkonvensioanal di Indonesia yang diproksikan pada NPL terhadap guncangan\r\n(shock) dari PDB, suku bunga, indeks harga konsumen, dan nilai tukar di\r\nIndonesia. Penelitian ini menganalisis scenario dalam macro stress testing\r\nterhadap risiko kredit NPL bank konvensional pada sembilan sektor ekonomi di\r\nIndonesia. Penulis menggunakan data kuartalan dengan jenis data runtut waktu\r\ndengan periode 2008:Q1 sampai 2019:Q4 dengan Vector Error Corection Model\r\ndan Macro Stress Testing sebagai metode analisisnya dan dengan bantuan\r\nprogram Eviews 10. Penelitian ini menunjukkan bahwa NPL merespon positif\r\nakibat adanya guncangan dari IR dan Kurs, serta NPL merespon negatif adanya\r\nguncangan dari PDB dan IHK. Sedangkan hasil macro stress testing terhadap\r\nNPL sembilan sektor ekonomi dengan penurunan GDP akan meningkatkan risiko\r\nkredit sektor perindustrian. Kenaikan suku bunga akan meningkatkan risiko kredit\r\nsektor real estate, usaha persewaan, dan jasa perusahaan. Kenaikan IHK akan\r\nmeningkatkan risiko kredit transportasi, pergudangan, dan komunikasi, serta hasil\r\ndepresiasi nilai tukar akan meningkatkan NPL pada sektor pertambangan.\r\n\r\nKata kunci: macro stress testing, perbankan, risiko kredit, stabilitas sistem\r\nkeuangan,VECM.\r\n\r\n\r\n\r\nThis research aims to analyze the response of credit risk proxy by NPL conventional bank\r\ntoward shocks from GDP, interest rates, CPI, and exchange rate in Indonesia. This research\r\nto analyze scenario in macro stress testing on credit risk NPL in nine economic sectors in\r\nIndonesia. The author uses quarterly data with time series data types with the 2008:Q1 to\r\n2019:Q4 analysis period and the Vector Error Corection Model and Macro Stress Testing as\r\nthe method and with the help of Eviews 10. This research shows that the NPL responded\r\npositively due to shocks from IR and exchange rate and the NPL responded negatively to the\r\nshocks from PDB and IHK. While the results of macro stress testing of NPLs in nine\r\neconomic sectors with a decline in GDP will increase credit in the industrial sector. An\r\nincrease in interest rates will increase credit risk in the real estate sector, rental business and\r\ncorporate services. An increase in CPI will increase the risk of transportation, warehousing\r\nand communication credit and the results of exchange rate depreciation will increase the\r\nNPL in the mining sector.\r\n\r\nKeywords: banking, credit risk, financial system stability, macro stress testing, VECM."^^ . "2020-07-15" . . . . . "FEB"^^ . . . . . . . "1611021092"^^ . "ANNISA ZUNUN SURYANI"^^ . "1611021092 ANNISA ZUNUN SURYANI"^^ . . . . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (File PDF)"^^ . . . "ABSTRAK - Annisa Zunun Suryani.pdf"^^ . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (File PDF)"^^ . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN - Annisa Zunun Suryani.pdf"^^ . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . 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"MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "small.jpg"^^ . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . . "MACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN\r\n\r\nKONVENSIONAL DI INDONESIA (Other)"^^ . . . . . "HTML Summary of #58731 \n\nMACRO STRESS TESTING TERHADAP RISIKO KREDIT PERBANKAN \n \nKONVENSIONAL DI INDONESIA\n\n" . "text/html" . . . "330 Ekonomi" . .