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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

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

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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
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