ANALISIS MACROECONOMIC TERHADAP PROBABILITY DEFAULT DENGAN PROFITABILITAS SEBAGAI VARIABEL INTERVENING (STUDI PADA PERBANKAN SYARIAH DI INDONESIA YANG TERGOLONG DALAM KONDISI NON FINANCIAL DISTRESS TAHUN 2010 - 2018 )

Eko Priyo Jadmiko, NIM.: 17208011002 (2019) ANALISIS MACROECONOMIC TERHADAP PROBABILITY DEFAULT DENGAN PROFITABILITAS SEBAGAI VARIABEL INTERVENING (STUDI PADA PERBANKAN SYARIAH DI INDONESIA YANG TERGOLONG DALAM KONDISI NON FINANCIAL DISTRESS TAHUN 2010 - 2018 ). Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

This study aims to analyze the direct influence of macroeconomic variables on the probability of default of Islamic banking in Indonesia and the indirect influence that is intervened with profitability. The method of banking health analysis used by banking managers is only a tool to assess the health of the banking sector and not an aggregate economic indicator included in the money market. Very important in evaluating the quality of credit financing, proper credit processing and monitoring until repayment of financing to avoid failure in debtor payments (probability of default). This is to better ensure that their credit expansion will not pose a new risk to financial system stability. This research is a quantitative study using multiple regression and path analysis (path analysis) as a tool to measure the relationships made by macroeconomic variables on the probability of default mediated by profitability. This study took samples from Islamic Commercial Banks in Indonesia which are classified as non financial distress conditions (healthy conditions) with a total of 9 samples of Islamic banks from 2010 to 2018. While the macroeconomic variables used in this study are gross domestic product (GDP) , Inflation, BI-Rate, and the exchange rate of the rupiah against the dollar. The results showed that the macroeconomic variables directly significantly affected the probability of default of Islamic banks, except the BI-Rate. Whereas after being mediated by profitability, macroeconomic variables did not significantly influence the probability of default. Profitability as a mediator is unable to strengthen or weaken macroeconomic variables with the probability of default dependent variable.

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