| NIM | C1H022033 |
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| Namamhs | ANNISA AULIA HANDEWA |
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| Judul Artikel | The Effect of Non Performing Loan and Funding Structure on Net Stable Funding Ratio: The Mediating Role of Liquidity Coverage Ratio |
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| Abstrak (Bhs. Indonesia) | Penelitian ini menganalisis pengaruh Non-Performing Loan dan struktur pendanaan terhadap Net Stable Funding Ratio dengan Liquidity Coverage Ratio sebagai variabel mediasi pada bank konvensional di Indonesia periode 2019–2024. Metode penelitian menggunakan pendekatan kuantitatif dengan model regresi data panel Fixed Effect Model (FEM) dan uji Sobel. Sampel terdiri dari lima bank dengan total aset terbesar di Indonesia, yaitu Bank Mandiri, BRI, BCA, BNI, dan CIMB Niaga. Hasil penelitian menunjukkan bahwa Non-Performing Loan berpengaruh negatif namun tidak signifikan terhadap Net Stable Funding Ratio, Liquidity Coverage Ratio berpengaruh positif dan signifikan terhadap Net Stable Funding Ratio, serta Non-Performing Loan berpengaruh negatif signifikan terhadap Liquidity Coverage Ratio. Selain itu, Liquidity Coverage Ratio terbukti memediasi secara penuh pengaruh Non-Performing Loan terhadap Net Stable Funding Ratio, sedangkan struktur pendanaan tidak berpengaruh signifikan terhadap Net Stable Funding Ratio. Temuan ini menegaskan bahwa pengelolaan likuiditas jangka pendek melalui Liquidity Coverage Ratio berperan penting dalam menjaga stabilitas pendanaan jangka panjang perbankan. |
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| Abtrak (Bhs. Inggris) | This study analyzes the effect of Non-Performing Loans and funding structure on the Net Stable Funding Ratio with the Liquidity Coverage Ratio as a mediating variable in conventional banks in Indonesia for the period 2019-2024. The research method uses a quantitative approach with a Fixed Effect Model (FEM) panel data regression model and Sobel test. The sample consists of five banks with the largest total assets in Indonesia, namely Bank Mandiri, BRI, BCA, BNI, and CIMB Niaga. The results show that Non-Performing Loan has a negative but insignificant effect on Net Stable Funding Ratio, Liquidity Coverage Ratio has a positive and significant effect on Net Stable Funding Ratio, and Non-Performing Loan has a significant negative effect on Liquidty Coverage Ratio. In addition, Liquidity Coverage Ratio was found to fully mediate the effect of Non-Performing Loan on Net Stable Funding Ratio, while funding structure had no significant effect on Net Stable Funding Ratio. These findings confirm that short-term liquidity management through Liquidity Coverage Ratio plays an important role in maintaining the stability of long-term banking funding. |
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| Kata kunci | Non-Performing Loan, Funding Structure, Liquidity Coverage Ratio, Net Stable Funding Ratio, Basel III |
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| Pembimbing 1 | Dr. Rio Dhani Laksana, S.E, M.Sc |
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| Pembimbing 2 | |
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| Pembimbing 3 | |
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| Tahun | 2025 |
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| Jumlah Halaman | 91 |
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| Tgl. Entri | 2025-11-14 12:57:44.553065 |
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