The influence of the exchange rate, inflation and NPF (non

performing finance) towards islamic banking profitability in Indonesia

Siti Rahma Hiola
STIE Perbanas Surabaya
Email: rahmahiola@gmail.com

Abstract

Penelitian ini dilakukan untuk mengetahui signifikansi pengaruh Sensitivitas

Nilai Tukar, Sensitivitas Inflasi dan Non Performing Finance terhadap Profitabilitas
pada Bank Syariah di Indonesia dengan periode penelitian tahun 2011-2015. Variabel
yang digunakan dalam penelitian ini yaitu Sensitivitas Nilai Tukar, Sensitivitas
Inflasi, NPF dan ROA. Teknik sampling yang digunakan adalah purposive sampling.
Data harus memenuhi persyaratan uji asumsi klasik yang terdiri dari uji Normalitas,
uji Multikolinearitas, uji Heteroskedasitas dan uji Autokorelasi. Adapun uji statistik
atau uji hipotesis terdiri dari uji F, uji Adjusted R Square dan uji t. hasil dari penelitian
ini yaitu data terdistribusi normal, berdasarkan uji F menunjukkan bahwa variabel
penelitian tidak fit atau tidak berpengaruh secara bersama-sama, dan hasil uji t
menunjukkan bahwa variabel nilai tukar dan inflasi tidak berpengaruh terhadap ROA
sedangkan NPF berpengaruh terhadap ROA dengan menggunakan alpha 10%.
Kata Kunci: return on assets, nilai tukar, inflasi, non performing finance.

This study was conducted to determine the significant effect of exchange rate
sensitivity, inflation sensitivity and Non Performing Finance towards Profitability of
islamic bank in Indonesi during 2011-2015. Variables used in this research are the
Exchange Rate sensitivity, Inflation Sensitivity, Non Performing Finance (NPF) and
Return on Assets. The sampling technique used in this research is purposive
sampling. The data should fulfil the requirements of Classical assumption test, which
is consist of normality test, Multicollinearity test, Heteroskedasticity test and
Autocorrelation test. The statistical test of hypotheses consist of F test, Adjusted R
Square test and t test. The research data were normally distributed. Based on F-test,
all the variables do not fit or dont have any affect simultaneously. T-test showed that
the variable exchange rate and inflation does not affect the ROA and NPF effect on
ROA with 10% alpha.
Key words: Return on assets, exchange rate, inflation, non performing finance