Page 144 - FREN-C2021 PROCEEDINGS

Table 1. Descriptive Statistic Analysis
Standard
VARIABLES Mean Median Skewness Kurtosis Jarque-Bera
Deviation
NPF 7.206 4.215 9.106 3.5120 17.532 2107.638(0.000)
GDP 3.977 4.121 3.508 0.312 6.218 89.540(0.000)
INF 6.678 4.456 7.227 2.076 8.393 385.986(0.000)
BOP 3.436 -0.051 16.224 1.823 10.521 577.188(0.000)
MS 15.757 12.419 15.517 2.510 10.062 622.472(0.0000)
CG 52.573 46.549 28.495 0.526 2.721 9.784(0.008)
UNR 7.3479 5.600 5.475 0.976 3.462 33.566(0.000)
RER 103.925 102.450 12.114 0.275 4.594 19.312(0.000)
CBINDEX 2.600 3.000 0.585 -1.150 3.315 44.913(0.000)

GOVINDEX 2.150 2.000 0.358 1.960 4.813 156.414(0.000)
TRANS 8.735 8.500 1.677 0.339 1.622 19.635(0.000)
LTV 77.368 80.000 10.4617 -0.571 4.245 22.601(0.000)
DTI 49.533 50.000 10.478 0.169 2.063 6.1960(0.045)
RR 0.091 0.0700 0.0565 1.388 4.386 80.277(0.000)

Table 2 shows the relationship between macroeconomic variables, macroprudential policy tools,
macroprudential institutional factors and Islamic bank’s non-performing financing. INF, CG, UNR
and LTV are positively correlated with the Islamic bank’s non-performing financing. Other than that
the result of this Pearson correlation analysis showed that, there was a negative association between
GDP, BOP, MS, RER, DTI, RR, CBINDEX, GOVINDEX and TRANS with Islamic bank’s capital
adequacy ratio.

Table 2. Pearson Correlation Analysis

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