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Analisis Pengaruh Inklusi Keuangan Terhadap Stabilitas Bank di Indonesia

SITI ANNISSA E. Y., Sri Handaru Yuliati

2021 | Skripsi | S1 MANAJEMEN

Meskipun didukung oleh berbagai pihak, perkembangan teknologi, dan pengguna khususnya selama Pandemi Covid-19, kontribusi inklusi keuangan terhadap stabilitas bank dengan perhitungan risiko bank di Indonesia belum banyak diketahui. Oleh karena itu, penelitian ini bertujuan menguji pengaruh kepemilikan rekening dan penggunaan opsi pembayaran digital terhadap stabilitas bank konvensional di Indonesia dengan perhitungan default, leverage, dan portfolio risk dengan menggunakan data panel selama tahun 2009-2017 dan metode analisis regresi data panel. Variabel dependen yang digunakan adalah stabilitas bank dengan perhitungan risiko bank, yaitu Default Risk, Leverage Risk, dan Portfolio Risk yang dihitung menggunakan Z-score. Variabel independen dalam penelitian adalah jumlah kepemilikan rekening (ACCOUNT) dan penggunaan opsi pembayaran digital (DIGITAL) yang didapat dari laman World Bank data Global Financial Index. Penelitian juga menggunakan variabel kontrol spesifik karakteristik bank, yakni pertumbuhan aset bank (GROWTH), ukuran bank (SIZE), dan rasio simpanan bank (Deposit Share Ratio). Hasil penelitian menunjukkan kepemilikan rekening dan penggunaan opsi pembayaran digital berpengaruh negatif terhadap risiko bank (Default Risk, Leverage Risk, dan Portfolio Risk) signifikan secara statistik. Inklusi keuangan berpengaruh membantu stabilitas bank dengan perhitungan pengurangan risiko bank. Selain itu, variabel kontrol GROWTH dan SIZE berpengaruh negatif terhadap risiko bank signifikan secara statistik.

Although supported by various parties, technological developments, and users, especially during the Covid-19 pandemic, the contribution of financial inclusion to bank stability through calculating bank risk in Indonesia is not widely known. Therefore, this study aims to examine the effect of account ownership and the use of digital payment options on the stability of conventional banks in Indonesia through default, leverage, and portfolio risk using panel data during 2009-2017 and panel data regression analysis methods. The dependent variable used is bank stability through bank risk, namely Default Risk, Leverage Risk, and Portfolio Risk which is calculated using Z-score. The independent variables in this study are the number of account ownership (ACCOUNT) and the use of digital payment options (DIGITAL) which are obtained from the World Bank's Global Financial Index data page. The study also uses specific control variables for bank characteristics, namely bank asset growth (GROWTH), bank size (SIZE), and bank deposit ratio (Deposit Share Ratio). The results showed that account ownership and use of digital payment options had a statistically significant negative effect on bank risk (Default Risk, Leverage Risk, and Portfolio Risk). Financial inclusion has an effect on helping bank stability through reducing bank risk. In addition, the control variables GROWTH and SIZE have a statistically significant negative effect on bank risk.

Kata Kunci : Inklusi Keuangan, Stabilitas Bank, Bank Konvensional, Risiko Bank, Data Panel

  1. S1-2021-408788-abstract.pdf  
  2. S1-2021-408788-bibliography.pdf  
  3. S1-2021-408788-tableofcontent.pdf  
  4. S1-2021-408788-title.pdf