The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia
Non-Performing Loans (NPLs) represent a risk that can significantly affect the financial performance of banks. This study aims to examine the macroeconomic determinants of NPLs in the Indonesian banking industry from 2005Q1 to 2019Q4. It adopts a novel approach, namely the nonlinear autoregressive d...
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Bank Indonesia Institute
2023
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Online Access: | http://irep.iium.edu.my/107391/7/107391_The%20asymmetric%20relationship%20between%20macroeconomic%20determinants_SCOPUS.pdf http://irep.iium.edu.my/107391/8/107391_The%20asymmetric%20relationship%20between%20macroeconomic%20determinants.pdf http://irep.iium.edu.my/107391/ https://bulletin.bmeb-bi.org/cgi/viewcontent.cgi?article=2049&context=bmeb |
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my.iium.irep.1073912023-10-10T06:51:05Z http://irep.iium.edu.my/107391/ The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia Fakhrunnas, Faaza Isnaini Nugrohowati, Rindang Nuri Haron, Razali Anto, MB Hendrie HG1501 Banking Non-Performing Loans (NPLs) represent a risk that can significantly affect the financial performance of banks. This study aims to examine the macroeconomic determinants of NPLs in the Indonesian banking industry from 2005Q1 to 2019Q4. It adopts a novel approach, namely the nonlinear autoregressive distributed model and provides evidence that changes in macroeconomic conditions have an asymmetrical effect on NPLs in conventional banks, conventional rural banks, Islamic banks, and Islamic rural banks. In addition, Islamic banks have greater asymmetrical exposure to macroeconomic variables than their counterparts. Bank Indonesia Institute 2023-03-31 Article PeerReviewed application/pdf en http://irep.iium.edu.my/107391/7/107391_The%20asymmetric%20relationship%20between%20macroeconomic%20determinants_SCOPUS.pdf application/pdf en http://irep.iium.edu.my/107391/8/107391_The%20asymmetric%20relationship%20between%20macroeconomic%20determinants.pdf Fakhrunnas, Faaza and Isnaini Nugrohowati, Rindang Nuri and Haron, Razali and Anto, MB Hendrie (2023) The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia. Bulletin of Monetary Economics and Banking, 26 (1). pp. 145-174. ISSN 1410-8046 E-ISSN 2460-9196 https://bulletin.bmeb-bi.org/cgi/viewcontent.cgi?article=2049&context=bmeb 10.59091/1410-8046.2049 |
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HG1501 Banking Fakhrunnas, Faaza Isnaini Nugrohowati, Rindang Nuri Haron, Razali Anto, MB Hendrie The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia |
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Non-Performing Loans (NPLs) represent a risk that can significantly affect the financial performance of banks. This study aims to examine the macroeconomic determinants of NPLs in the Indonesian banking industry from 2005Q1 to 2019Q4. It adopts a novel approach, namely the nonlinear autoregressive distributed model and provides evidence that changes in macroeconomic conditions have an asymmetrical
effect on NPLs in conventional banks, conventional rural banks, Islamic banks, and Islamic rural banks. In addition, Islamic banks have greater asymmetrical exposure to
macroeconomic variables than their counterparts. |
format |
Article |
author |
Fakhrunnas, Faaza Isnaini Nugrohowati, Rindang Nuri Haron, Razali Anto, MB Hendrie |
author_facet |
Fakhrunnas, Faaza Isnaini Nugrohowati, Rindang Nuri Haron, Razali Anto, MB Hendrie |
author_sort |
Fakhrunnas, Faaza |
title |
The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia |
title_short |
The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia |
title_full |
The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia |
title_fullStr |
The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia |
title_full_unstemmed |
The asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of Indonesia |
title_sort |
asymmetric relationship between macroeconomic determinants and non-performing loans: evidence from the banking industry of indonesia |
publisher |
Bank Indonesia Institute |
publishDate |
2023 |
url |
http://irep.iium.edu.my/107391/7/107391_The%20asymmetric%20relationship%20between%20macroeconomic%20determinants_SCOPUS.pdf http://irep.iium.edu.my/107391/8/107391_The%20asymmetric%20relationship%20between%20macroeconomic%20determinants.pdf http://irep.iium.edu.my/107391/ https://bulletin.bmeb-bi.org/cgi/viewcontent.cgi?article=2049&context=bmeb |
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13.160551 |