Electronic Theses and Dissertation

Abstrak judul : pengaruh suku bunga kebijakan dan likuiditas terhadap risiko kredit perbankan di indonesia penulis : sopira qori amalia nim : 1801101010040 fakultas/jurusan : ekonomi dan bisnis/ ekonomi pembangunan pembimbing : dr. suriani, s.e., m.si. penelitian ini bertujuan untuk menganalisis pengaruh suku bunga kebijakan dan likuiditas yang dilihat dari jumlah uang beredar terhadap risiko kredit perbankan di indonesia, dalam jangka pendek dan jangka panjang. menganalisis hubungan kausalitas antara suku bunga kebijakan, jumlah uang beredar, dan risiko kredit perbankan di indonesia. penelitian ini menggunakan model autoregressive distributed lag (ardl) dan granger causality test sebagai alat analisisnya dimana data yang digunakan yaitu suku bunga kebijakan, total jumlah uang beredar, dan total non performing loan (npl). periode data yang diteliti 2017-2022 (bulanan). hasil penelitian menunjukkan bahwa dalam jangka pendek, suku bunga kebijakan dan jumlah uang beredar berpengaruh negatif terhadap risiko kredit perbankan di indonesia. namun dalam jangka panjang, suku bunga kebijakan berpengaruh negatif dan jumlah uang beredar berpengaruh positif terhadap risiko kredit perbankan di indonesia. suku bunga kebijakan memiliki hubungan kausalitas satu arah terhadap risiko kredit perbankan. sementara itu, risiko kredit perbankan memiliki hubungan kausalitas satu arah terhadap jumlah uang beredar. hal ini merepsentasikan bahwa suku bunga kebijakan dapat mengurangi risiko kredit perbankan (npl) di indonesia. bank indonesia sebagai otoritas moneter perlu memperhatikan fluktuasi suku bunga kebijakan dan memitigasi jumlah uang beredar yang berlebih agar risiko kredit tidak meningkat. kata kunci: suku bunga kebijakan, jumlah uang beredar, npl, ardl

ABSTRACT Title : Effect of Policy Interest Rates and Liquidity to Banking Credit Risk in Indonesia Autor : Sopira Qori Amalia NIM : 1801101010040 Faculty/Department : Economics and Bussines/ Development Economics Supervisor : Dr. Suriani, S.E., M.Si. This study aims to analyze the effect of policy interest rates and liquidity as seen from the money supply on bank credit risk in Indonesia, in the short and long term. Analyzing the causal relationship between interest rate policies, the money supply, and bank credit risk in Indonesia. This study uses the Autoregressive Distributed lag (ARDL) model and the Granger Causality test as an analytical tool where the data used are policy interest rates, the amount of money in circulation, and total non-performing loans (NPL). Data for the period studied 2017-2022 (monthly). The results show that in the short term, interest rate policy and money supply have a negative effect on bank credit risk in Indonesia. However, in the long term, interest rate policy has a negative effect and the money supply has a positive effect on bank credit risk in Indonesia. Interest rates have a policy of a one-way relationship with bank credit risk. Meanwhile, bank credit risk has a one-way causal relationship with the money supply. This represents that policy interest rates can reduce Indonesia’s bank credit risk (NPL). Bank Indonesia as the monetary authority needs to pay attention to fluctuations in policy interest rates and mitigate excessive money supply so that credit risk does not increase. Keywords: Policy interest rate, money supply, NPL, ARDL