Article Sidebar

Download
Full text PDF
Statistic
Read Counter : 98 Download : 94

Downloads

Download data is not yet available.

Main Article Content

Abstract

Purpose – This study aims to analyze the influence of bank-specific and macroeconomic factors on credit risk in Islamic banking


Methods – The research method used is panel data analysis using Islamic banking data in 10 countries with the largest Islamic financial performance from the first quarter of 2014 to the second quarter of 2023. This study uses three credit risk measurement indicators, namely NPF, COVNPF, and COVTOT.


Findings – The results of the study show that bank-specific variables such as total assets, CAR, ROE, BOPO, and Zscore affect the credit risk of Islamic banks. Meanwhile, macroeconomic conditions show that high inflation rates reduce credit risk, but on the other hand, exchange rate depreciation will worsen bad debts in Islamic banks.


Implications - The policy implications of this study are that the government needs to control macroeconomic variables and ensure banking health through appropriate and effective regulation and supervision.


Originality – This study contributes to analyzing the determinants of credit risk in Islamic banks using three credit risk indicators


 


Abstrak


Tujuan – Penelitian ini bertujuan untuk menganalisis pengaruh variable internal bank dan variable makroekonomi terhadap risiko kredit di perbankan Islam


Metode – Metode penelitian yang digunakan yaitu analisis data panel dengan menggunakan data perbankan Islam di 10 negara dengan kinerja keuangan Islam terbesar dari kuartal satu tahun 2014 hingga kuartal kedua tahun 2023. Penelitian ini menggunakan tiga indikator pengukuran risiko kredit yaitu NPF, COVNPF, COVTOT.


Tumuan – Hasil penelitian menunjukkan bahwa variable internal bank seperti Total asset, CAR, ROE, BOPO dan Zscore mempengaruhi risiko kredit bank Islam. Sementara itu dari kondisi makroekonomi menunjukkan bahwa tingginya tingkat inflasi justru menurunkan risiko kredit namun disisi lain depresiasi nilai tukar akan memperburuk kredi macet di bank Islam.


Implikasi – Implikasi kebijakan dari penelitian ini yaitu pemerintah perlu mengendalikan variable makroekonomi dan memastikan kesehatan perbankan melalui regulasi dan pengawasan tepat dan yang efektif.


Orisinalitas – Penelitian ini berkontribusi dalam menganalisis determinan risiko kredit di bank Islam menggunakan tiga indikator risiko kredit.

Keywords

Risiko kredit bank Islam variable internal bank makroekonomi

Article Details

License

Copyright (c) 2024 Jannahar Saddam Ash Shidiqie, Silviana Pebruary, Rindang Nuri Isnaini Nugrohowati

Creative Commons License

This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

How to Cite
Ash Shidiqie, J. S., Pebruary, S., & Nugrohowati, R. N. I. (2024). Determinan risiko kredit Bank Islam: Analisis lintas negara. Jurnal Kebijakan Ekonomi Dan Keuangan, 3(1), 33–41. https://doi.org/10.20885/JKEK.vol3.iss1.art5
Download Citation
Endnote/Zotero/Mendeley (RIS)
BibTeX

References

  1. Agnello, L., Furceri, D., & Sousa, R. M. (2012). Fiscal Policy Discretion, Private Spending, and Crisis Episodes. SSRN Electronic Journal, December. https://doi.org/10.2139/ssrn.1971164
  2. Agnello, L., & Sousa, R. M. (2011). How do Banking Crises Impact on Income Inequality?”. Working Paper Series, 1–8. http://www.eeg.uminho.pt/economia/nipe%0A
  3. Ahmad, F., & Bashir, T. (2013). Explanatory power of bank specific variables as determinants of non-performing loans: Evidence form Pakistan banking sector. World Applied Sciences Journal, 22(9), 1220–1231. https://doi.org/10.5829/idosi.wasj.2013.22.09.1908
  4. Ahmed, S., Majeed, M. E., Thalassinos, E., & Thalassinos, Y. (2021). The Impact of Bank Specific and Macro-Economic Factors on Non-Performing Loans in the Banking Sector: Evidence from an Emerging Economy. Journal of Risk and Financial Management, 14(5). https://doi.org/10.3390/jrfm14050217
  5. Annas, M., Humairoh, H., & Endri, E. (2024). Macroeconomic and bank-specific factors on non-performing loan: evidence from an emerging economy. Quality - Access to Success, 25(199), 155–161. https://doi.org/10.47750/QAS/25.199.17
  6. Berger, A. N., & DeYoung, R. (1997). Problem loans and cost efficiency in commercial banks. Journal of Banking and Finance. https://doi.org/10.1016/S0378-4266(97)00003-4
  7. Campbell, A. (2008). Bank insolvency and the problem of non-performing loans. International Insolvency Law: Themes and Perspectives, 9, 211–235. https://doi.org/10.1057/palgrave.jbr.2350057
  8. Castro, V. (2013). Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. Economic Modelling, 31(1), 672–683. https://doi.org/10.1016/j.econmod.2013.01.027
  9. Chaibi, H., & Ftiti, Z. (2015). Credit risk determinants: Evidence from a cross-country study. Research in International Business and Finance, 33, 1–16. https://doi.org/10.1016/j.ribaf.2014.06.001
  10. Chowdhury, M. A. F., & Rasid, M. E. S. M. (2015). The determinants of the profitability of Islamic banks: A cross-sectional study from Asia and Africa. International Journal of Business and Globalisation, 15(3), 375–388. https://doi.org/10.1504/IJBG.2015.071913
  11. Dorji, R. (2023). Bank-specific determinants of non-performing loans in Bhutan: Does business strategy matter? Journal of Asian Business Strategy, 13(1), 33–41. https://doi.org/10.55493/5006.v13i1.4761
  12. Gambo, E.-M. J., Abdul-Rahman, A., & Ibrahim, M. (2017). Determinants of Non-Performing Loans in Nigerias Deposit Money Banks. Archives of Business Research, 5(1), 74–88. https://doi.org/10.14738/abr.51.2368
  13. Gulati, R., Goswami, A., & Kumar, S. (2019). What drives credit risk in the Indian banking industry? An empirical investigation. Economic Systems, 43(1), 42–62. https://doi.org/10.1016/j.ecosys.2018.08.004
  14. Hair, Joseph F. , Black, Jr, William C. Babin, Barry J. & Anderson, R. E. (2014). Pearson - Multivariate Data Analysis, 7/E - Joseph F. Hair, Jr, William C. Black, Barry J. Babin & Rolph E. Anderson. Pearson New International Edition, 816.
  15. Hu, J. L., Li, Y., & Chiu, Y. H. (2004). Ownership and nonperforming loans: Evidence from Taiwan’s banks. Developing Economies, 42(3), 405–420. https://doi.org/10.1111/j.1746-1049.2004.tb00945.x
  16. Khan, M. A., Siddique, A., & Sarwar, Z. (2020). Determinants of non-performing loans in the banking sector in developing state. Asian Journal of Accounting Research, 5(1), 135–145. https://doi.org/10.1108/AJAR-10-2019-0080
  17. Kiyotaki, N., & Moore, J. (1997). Credit Cycles. Journal of Policy Modeling, 105(2), 211–248.
  18. Louzis, D. P., Vouldis, A. T., & Metaxas, V. L. (2012). Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios. SSRN Electronic Journal, September. https://doi.org/10.2139/ssrn.1703026
  19. M.Reinhart, C., & S.Rogoff, K. (2010). Growth in a time of debt. American Economic Review: Papers & Proceedings, 100(2), 573–578. https://doi.org/10.1007/s13369-014-1251-z
  20. Makri, V., Tsagkanos, A., & Bellas, A. (2014). Determinants of non-performing loans: The case of Eurozone. Panoeconomicus, 61(2), 193–206. https://doi.org/10.2298/PAN1402193M
  21. Matousek, R., Rughoo, A., Sarantis, N., & George Assaf, A. (2015). Bank performance and convergence during the financial crisis: Evidence from the “old” European Union and Eurozone. Journal of Banking and Finance, 52, 208–216. https://doi.org/10.1016/j.jbankfin.2014.08.012
  22. Michael, A., Akomea, S. Y., & Nyadu-Addo, R. (2014). Predicting Bank Credit Risk: Does Board Structure Matter? The International Journal of Business and Finance Research, 8(5), 59–70.
  23. Moussa, F. Ben. (2019). The Influence of Internal Corporate Governance on Bank Credit Risk: An Empirical Analysis for Tunisia. Global Business Review, 20(3), 640–667. https://doi.org/10.1177/0972150919837078
  24. Ngomsi, A. (2012). Constant, Fouopi Djiogap and Augustin Ngomsi Determinants of Bank Long-term Lending Behavior in the Central African Economic and Monetary Community (CEMAC). Bapress.Ca, 107–114. http://www.bapress.ca/Journal-7/1923-7529-2012-02-107-08.pdf
  25. Rachman, R. A., Kadarusman, Y. B., Anggriono, K., & Setiadi, R. (2018). Bank-specific factors affecting non-performing loans in developing countries: Case study of Indonesia. Journal of Asian Finance, Economics and Business, 5(2), 35–42. https://doi.org/10.13106/jafeb.2018.vol5.no2.35
  26. Rajan, R. G. (1994). Why bank credit policies fluctuate: A theory and some evidence. Quarterly Journal of Economics, 109(2), 399–441. https://doi.org/10.2307/2118468
  27. Repor, S. of the G. I. E. (2023). Living in Uncertainty. State of the Global Islamic Economy Report, 77–93. https://doi.org/10.4324/9781003228707-7
  28. Stern, G. H., & Feldman, R. J. (2004). Too big to fail: The hazards of bank bailouts. Too Big to Fail: The Hazards of Bank Bailouts, 1–230. https://doi.org/10.5860/choice.42-1064
  29. Tekathen, M., & Dechow, N. (2013). Enterprise risk management and continuous re-alignment in the pursuit of accountability: A German case. Management Accounting Research, 24(2), 100–121. https://doi.org/10.1016/j.mar.2013.04.005