Dampak Diversifikasi Pembiayaan Sektoral terhadap Non-Performing Financing Bank Pembiayaan Rakyat Syariah

Abstract

ABSTRAK Penelitian ini bertujuan untuk menganalisis pengaruh diversifikasi pembiayaan dengan beberapa kontrol variabel baik variabel internal bank maupun variabel eksternal terhadap NPF BPRS di Indonesia. Faktor internal terdiri dari aset, CAR, pembiayaan, efisiensi operasi, sedangkan variabel eksternal adalah kondisi ekonomi makro yaitu output domestik dan tingkat inflasi. Penelitian ini menggunakan data time series, bulan Januari 2010 sampai Desember 2019. Penelitian ini menggunakan metode Autoregressive Distributed Lag model (ARDL). Berdasarkan hasil uji kointegrasi terdapat hubungan jangka panjang dalam penelitian ini. Penelitian ini menunjukkan bahwa diversifikasi menyebabkan NPF yang tinggi. Selain itu, peningkatan CAR dan Inflasi menyebabkan meningkatkan NPF pada BPRS di Indonesia. Pembiayaan yang diproksi dengan rasio pembiayaan terhadap total aset menunjukkan pengaruh yang negatif terhadap NPF. Implikasi bagi BPRS yakni BPRS diharapkan lebih pada konsentrasi pembiayaan pada sektor tertentu karena akan mengurangi risiko pembiayaan bermasalah pada BPRS. selain itu BPRS dalam melakukan pembiayaan perlu menerapkan prinsip kehati-hatian agar dapat meningkatkan profitabilitas dan mengurangi pembiayaan bermasalah. kemudian bagi pemerintah diharapkan terus menjaga kondisi ekonomi sehingga dapat mengurangi risiko pembiayaan bermasalah. Kata Kunci: NPF, Diversifikasi, Pembiayaan, Inflasi, ARDL. ABSTRACT This research aims to analyze the effect of financing diversification with some variable controls on both internal bank variables and external variables to NPF of BPRS in Indonesia. Internal factors consist of assets, CAR, financing, operating efficiency. While external variables are macroeconomic conditions, i.e., domestic output and inflation rate. This study uses time-series data, from January 2010 to December 2019. The study used the Autoregressive Distributed Lag Model (ARDL) method. Based on the cointegration test results, this study has a long-term relationship. This research shows that diversification leads to high NPF. In addition, the increase in CAR and Inflation led to an increase in NPF of BPRS in Indonesia. Projected financing with a ratio of financing to total assets negatively influences NPF. The implication for BPRS is that BPRS should focus on financing in specific segments because it will reduce the risk of non-performing financing. BPRS also needs to apply the prudential principle to increase profitability and reduce non-performing financing. In addition, the government must also maintain a stable economic condition to reduce the risk of non-performing financing. Keywords: NPF, Diversification, Financing, Inflation, ARDL. DAFTAR PUSTAKA Abidin, Z., Rumbaf, A. S., Iqbal, M., & Prabantarikso, R. M. (2020). Determinants of credit risk diversification in Indonesian banking industry. 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The Effect of Financing Portfolio Diversification Strategy on The Risk of Non Performing Financing in The Indonesian Islamic Banks

“…These results are consistent with research conducted by Adzobu, et al (2017) that diversification of the financing portfolio alone does not guarantee improved performance and reduced risks to banks. Furthermore, research conducted by Aiyubbi, et al (2022) found that diversification led to an increase in problem financing at BPRS in Indonesia. The reason for this may be that concentrating the financing portfolio increases monitoring efficiency, as banks may have expertise in the sector they are lending to.…”

Product Market Competition, Financial Leverage, Risk of Financing on Financial Stability: Studies on Islamic Banks in Indonesia

“…Despite the economic turmoil, if banking stability is in good health, banks can carry out activities and also collect and distribute funds and intermediation functions properly (Dutta & Saha, 2021). Banking stability describes a balanced and stable condition in a banking institution (Aiyubbi et al, 2022). Banking stability is one part of financial system stability, which functions to allocate funds from those who experience a surplus to those who experience a deficit.…”

“…The ratio used in measuring non-performing financing using Non-Performing Financing (NPF). NPF is the ratio between financing that has doubtful and bad quality and the total financing provided to the community (Aiyubbi et al, 2022). The possibility of losses to funding made by banks.…”