Pengaruh Makroekonomi terhadap Non-Performing Loans (NPL) PT Bank Mandiri (Persero) Tbk

Abstract

Rasio non-performing loan (NPL) Bank Mandiri relatif menurun stabil hingga pandemi COVID-19 pada tahun 2020 kuartal I menekan perekonomian Indonesia. Sejak saat itu, rasio NPL Bank Mandiri meningkat signifikan akibat resesi ekonomi global yang juga terjadi di Indonesia pada tahun 2020 kuartal III. Penelitian ini bertujuan untuk menganalisis pengaruh makroekonomi meliputi produk domestik bruto, inflasi, suku bunga, dan nilai tukar terhadap non-performing loan (NPL) secara spesifik pada Bank Mandiri. Penelitian ini menggunakan data sekunder berupa data historis variabel terkait dan Vector Error Correction Model (VECM) untuk mengestimasi dinamika hubungan jangka panjang maupun jangka pendek antara variabel. Hasil dari penelitian ini menunjukan bahwa makroekonomi meliputi variabel BIRATE, INF, dan LNPDB secara signifikan mempengaruhi NPL Bank Mandiri dalam dinamika jangka panjang, sedangkan LNKURS secara statistik signifikan dalam dinamika jangka pendek.

Bank Mandiri's non-performing loan (NPL) ratio has been relatively stable until the COVID-19 pandemic in the first quarter of 2020 put pressure on the Indonesian economy. Since then, Bank Mandiri's NPL ratio has increased significantly due to the global economic recession which also occurred in Indonesia in 2020 quarter III. This study aims to analyse the influence of macroeconomics including gross domestic product, inflation, interest rates, and exchange rates on non-performing loans (NPL) specifically at Bank Mandiri. This study uses secondary data in the form of historical data of related variables and Vector Error Correction Model (VECM) to estimate the dynamics of long-term and short-term relationships between variables. The results of this study indicate that macroeconomic variables including BIRATE, INF, and LNPDB significantly affect Bank Mandiri's NPLs in the long-run dynamics, while LNKURS is statistically significant in the short-run dynamics.