International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Open Access | Fully Refereed | Peer Reviewed

ISSN: 2319-7064




Downloads: 143

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


Abstract: 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/get_abstract.php?paper_id=ART20176540, Volume 6 Issue 11, November 2017, 570 - 584

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