PENGARUH KEBIJAKAN MIKROPRUDENSIAL DAN KEBIJAKAN MAKROPRUDENSIAL TERHADAP RISIKO PEMBIAYAAN DI BANK UMUM SYARIAH PADA TAHUN 2013-2015

Abstract

The purpose of this study was to determine the effect of partially and
 simultaneously from third party funds (DPK), capital adequacy ratio (CAR), size,
 GWM based FDR, exchange rate, and inflation against the risk of financing in
 Islamic Banks from 2013-2015. There are 7 Islamic Banks were selected as sample,
 so there are 84 quarterly reports obtained through purposive sampling.
 This research method using panel data regression analysis. With the help
 Eviews 8 that is used to see the influence of the independent variables in the form of
 third party funds (DPK), capital adequacy ratio (CAR), size, GWM based FDR,
 exchange rate, and inflation to Non Performing Financing (NPF).
 The results showed that the variables TPF negative effect but not significant
 to the NPF. CAR variable significant negative effect on the NPF. Variable Size is
 positive but not significant effect on the NPF. Variable-FDR GWM significant
 negative effect on the NPF. Variable Exchange Rate positive and significant impact
 on NPF. Variable Inflation significant negative effect on the NPF.
 Keywords : Third Party Fund (DPK), Capital Adequacy Ratio (CAR), Size, GWMFDR,