International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
www.ijsr.net | Most Trusted Research Journal Since Year 2012

ISSN: 2319-7064



Research Paper | Finance | Indonesia | Volume 6 Issue 11, November 2017

The Effect of Domestic and International Macroeconomic Variables on Sectoral Non Performing Loan (NPL) in Indonesia

R Ramdan Achmad Djauhari, Noer Azam Achsani, Imam Teguh Sapton

The aim of this study was to measure and calculate macroeconomics variabel fluctuations that affects loan performance in Indonesia. Analyzing factors affecting the variable to improvise risk mitigation in credit process and minimize the occurrence of the credit risk. The method used to achieve the purpose of the research is descriptive subset of the statistics, and VAR/VECM models. This research based on the secondary macroeconomics and banking performance data provided by authorized regulator. Based on the results, banking sectors need to pay attention to the fluctuation of domestic and international macroeconomics data. This topics has been highlighted by several studies before which examine the relationship or measurement between macroeconomics and banking performance. However the author has not found studies that examine the domestic and regional/international factor in one model when assessing the impact on the movement of NPL.

Keywords: banking, risk, VAR/VECM

Edition: Volume 6 Issue 11, November 2017

Pages: 570 - 584


How to Cite this Article?

R Ramdan Achmad Djauhari, Noer Azam Achsani, Imam Teguh Sapton, "The Effect of Domestic and International Macroeconomic Variables on Sectoral Non Performing Loan (NPL) in Indonesia", International Journal of Science and Research (IJSR), https://www.ijsr.net/search_index_results_paperid.php?id=ART20176540, Volume 6 Issue 11, November 2017, 570 - 584

36 PDF Views | 40 PDF Downloads

Download Article PDF



Similar Articles with Keyword 'banking'

Research Paper, Finance, Tanzania, Volume 7 Issue 4, April 2018

Pages: 1493 - 1496

The Influence of Agency Banking on Customer Satisfaction in the Banking Industry in Arusha Municipality, Tanzania: A Case of National Microfinance Bank

Annette Godwin Mongi, Dr. Samuel Obino Mokaya

Share this article

Research Paper, Finance, Kenya, Volume 7 Issue 9, September 2018

Pages: 1231 - 1235

Influence of Umurenge Saccos Services on the Growth of Family Business in Rwanda - A Case Study of Umurenge Sacco Kimironko

Ruhumuriza Theogene, Dr. Patrick Mulyungi

Share this article

Research Paper, Finance, Rwanda, Volume 8 Issue 11, November 2019

Pages: 1215 - 1217

The Effect of ATM on the Growth Sustainability of Commercial Banks in Rwanda; A Case Study of ECOBANK Rwanda

Rutaganda Emmanuel, Dr. Patrick Mulyungi

Share this article

Case Studies, Finance, Tunisia, Volume 8 Issue 8, August 2019

Pages: 1744 - 1749

Scoop on Tunisian Banking System Vulnerabilities and Monetary Policy Features after the Financial Crisis and Political Instability

Salha Ben Salem

Share this article

Research Paper, Finance, Kenya, Volume 8 Issue 10, October 2019

Pages: 873 - 882

Agency Banking Transactions on Financial Performance of Primary Business of Small Scale Enterprises in Kiambu Town, Kenya

Judith Thogori Nyambura, Jagongo Ambrose, Fredrick Ndede

Share this article



Similar Articles with Keyword 'risk'

M.Tech / M.E / PhD Thesis, Finance, Rwanda, Volume 9 Issue 6, June 2020

Pages: 1154 - 1158

The Effect of ATM on the Growth and Sustainability of Commercial Banks in Rwanda; A Case Study of Ecobank Rwanda

Rutaganda Emmanuel, Mulyungi Patrick

Share this article

Comparative Studies, Finance, India, Volume 9 Issue 5, May 2020

Pages: 1754 - 1760

A Comparative Study on Top Five Digital Currencies in India: Cryptocurrencies

Ayub Ahamed K S, Abrar Hussain

Share this article

Research Paper, Finance, China, Volume 9 Issue 5, May 2020

Pages: 1033 - 1040

Research on Stock Price Fluctuation Monitoring System Based on Investor Sentiment

Ru Pei

Share this article

Research Paper, Finance, Tunisia, Volume 6 Issue 3, March 2017

Pages: 2046 - 2051

Agency Conflict between Principal and Agent in the Treatment and Transfer of Information: Validation by the Internal Ratings and Scoring of Borrowers in the Deposit Tunisian Banks

Mohamed Sadok Gassouma

Share this article

Research Paper, Finance, Morocco, Volume 8 Issue 12, December 2019

Pages: 1903 - 1910

Modeling Flexible Exchange Rate USD / MAD

Touzani Khadouj, El Haddad Mohamed Yassine

Share this article



Similar Articles with Keyword 'VAR/VECM'

Research Paper, Finance, Indonesia, Volume 6 Issue 11, November 2017

Pages: 570 - 584

The Effect of Domestic and International Macroeconomic Variables on Sectoral Non Performing Loan (NPL) in Indonesia

R Ramdan Achmad Djauhari, Noer Azam Achsani, Imam Teguh Sapton

Share this article

Research Paper, Finance, Indonesia, Volume 7 Issue 9, September 2018

Pages: 177 - 181

The Effect of Macroeconomic Variables on Stock Price of Telecommunication Companies Which are Listed on The Indonesia Stock Exchange

Tinton Hamara, Noer Azam Achsani, Andi Buchari

Share this article
Top