ANALISIS PENGARUH NON-PERFORMING LOAN (NPL) DAN CAPITAL ADEQUACY RATIO (CAR) TERHADAP RISIKO SISTEMIK PERBANKAN

Dian Ariani; Supiati; Saprudin; Desman Serius Nazara; Ngurah Pandji Mertha Agung Durya

doi:10.55122/jabisi.v7i2.2406

Authors

Dian Ariani Universitas Teuku Umar Aceh Barat
Supiati Universitas Indonesia Timur
Saprudin Universitas Gorontalo
Desman Serius Nazara STIKes Harapan Keluarga Nias
Ngurah Pandji Mertha Agung Durya Universitas Dian Nuswantoro

DOI:

https://doi.org/10.55122/jabisi.v7i2.2406

Keywords:

Kredit Bermasalah, Rasio Kecukupan Modal, Risiko Sistemik, Stabilitas Perbankan, Regulasi Keuangan

Abstract

Risiko sistemik mencerminkan potensi ketidakstabilan keuangan yang meluas dan dapat mengganggu fungsi sistem perbankan secara keseluruhan, bukan hanya lembaga keuangan secara individual. Penelitian ini bertujuan untuk menganalisis pengaruh Kredit Bermasalah (Non-Performing Loans/NPL) dan Rasio Kecukupan Modal (Capital Adequacy Ratio/CAR) terhadap risiko sistemik di sektor perbankan. Dengan menggunakan pendekatan kuantitatif, data dikumpulkan dari 200 praktisi perbankan, auditor, dan regulator keuangan di Indonesia. Analisis statistik dilakukan menggunakan IBM SPSS versi 26. Hasil penelitian menunjukkan bahwa NPL berpengaruh positif dan signifikan terhadap risiko sistemik (β = 0,428; p < 0,01), yang mengindikasikan bahwa penurunan kualitas aset meningkatkan kerentanan sistemik. Sebaliknya, CAR berpengaruh negatif dan signifikan terhadap risiko sistemik (β = −0,376; p < 0,01), yang berarti bahwa semakin kuat penyangga modal, semakin rendah risiko sistemik. Kedua variabel tersebut secara bersama-sama menjelaskan 34,7% variasi risiko sistemik. Temuan ini memberikan bukti empiris mengenai hubungan antara kerentanan neraca keuangan dan stabilitas makrofinansial. Oleh karena itu, kerangka regulasi perlu memberikan perhatian yang seimbang terhadap pemeliharaan kualitas kredit dan penguatan permodalan.

Author Biography

Desman Serius Nazara, STIKes Harapan Keluarga Nias

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