Analyzing the determinants and stability of non-performing loans at Indonesian private commercial banks

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dc.contributor.authorGazali, Masfar
dc.contributor.authorThomas, Rahmadianti
dc.contributor.authorMustafa, Matrodji
dc.date.accessioned2024-05-22T09:37:17Z
dc.date.available2024-05-22T09:37:17Z
dc.date.issued2023en_US
dc.departmentİstanbul Ticaret Üniversitesien_US
dc.description.abstractThis study examines the determinants and stability of non performing loans at private commercial banks in Indonesia during 2003-2021. The determinants of NPL are influenced from both internal and external factors. The internal factors are credit growth and lending rate while the external factors are production index as proxy for GDP, exchange rate and inflation rate. Stability test is added to the analysis. This study defines stability of NPL function as the stability in regression coefficient and the stability in the intercept over time. Taking aggregate monthly NPLs of private commercial banks in Indonesia from 2003 to 2021 this study finds that loan growth has a negative impact while lending rate has a positive impact on NPL. Regarding to external or economic variables, exchange rate and inflation show a negative effect on NPL while Index production has no effect on NPL. Regarding the stability test, this study finds that the regression equation on NPL show a structural change over time. The intercept also differs over years during the study period.en_US
dc.identifier.endpage91en_US
dc.identifier.issue2en_US
dc.identifier.startpage73en_US
dc.identifier.urihttps://hdl.handle.net/11467/7286
dc.identifier.volume9en_US
dc.language.isoenen_US
dc.publisherIstanbul Commerce Universityen_US
dc.relation.ispartofInternational Journal of Commerce and Financeen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Başka Kurum Yazarıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectNon performing loans, Private commercial banks, External factors, Internal factors, Stability testen_US
dc.titleAnalyzing the determinants and stability of non-performing loans at Indonesian private commercial banksen_US
dc.typeArticleen_US

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