Peran Non-performing Loan sebagai Saluran Transmisi Risiko Iklim terhadap Profitabilitas Bank: Studi pada Negara di Asia

Abstract

This study aims to determine the role of non-performing loans in channeling the impact of climate risk on bank profitability by comparing the direct and indirect effects of climate risk on bank profitability in Asian countries. This research is descriptive in nature with a quantitative approach. The analysis method used in this study is panel data regression using Stata 16 software. The main variables used in this study are bank profitability (ROA), non-performing loans, and climate risk. The population used in this study is 46 Asian countries. The sample was selected using purposive sampling of 20 countries that had annual data for all research variables during the 2015-2023 period. The results of this study show that climate risk has a positive but insignificant effect on bank profitability. Meanwhile, climate risk has a negative and significant effect on non-performing loans. Non-performing loans have a negative and significant effect on bank profitability. However, even though climate risk has a significant effect on non-performing loans and non-performing loans have a significant effect on bank profitability, non-performing loans are not proven to mediate or play a significant role in channeling the influence of climate risk on bank profitability in Asian countries.