Determinan Capital Buffer Bank Umum Di Indonesia Sebelum Dan Saat Pandemi Covid-19

ADHEA ANISSA VERA, Dr. Leo Indra Wardhana, S.E., M.Sc., CFP

2022 | Tugas Akhir | D4 PERBANKAN

Pada tahun 2019, negara-negara di dunia dilanda krisis pandemi Covid-19, dimana kondisi ini sangat mempengaruhi kelangsungan hidup masyarakat dan mengganggu sistem stabilitas keuangan di suatu negara. Permodalan bagi industri perbankan menjadi salah satu hal yang penting, khususnya sebagai penyangga terhadap kemungkinan terjadinya risiko kerugian. Masing-masing bank harus tetap menjaga rasio CAR atau memelihara tingkat permodalan yang kuat lebih besar dari modal minimum yang dipersyaratkan sesuai dengan profil risiko guna menjaga modal penyangga (Capital Buffer). Penelitian ini bertujuan menguji determinan Capital Buffer, yaitu Lag of Capital Buffer, Profitabilitas Bank, Risiko Bank, Likuiditas Bank, dan Ukuran Bank berpengaruh terhadap Capital Buffer Bank Umum di Indonesia sebelum dan saat pandemi Covid-19. Dalam menguji determinan capital buffer, penelitian ini menggunakan regresi data panel Fixed Effect Model yang memiliki asumsi bahwa persamaan regresi dianggap konstan baik antar unit time series maupun cross section. Hasil uji yang didapat yaitu Lag of Capital Buffer, Likuiditas Bank, Risiko Bank, dan Ukuran Bank mampu menjadi determinan capital buffer Bank Umum di Indonesia sebelum dan saat pandemi Covid-19, serta Profitabilitas Bank juga mampu menjadi determinan capital buffer Bank Umum di Indonesia sebelum pandemi Covid-19, sedangkan Profitabilitas Bank tidak mampu menjadi determinan capital buffer Bank Umum di Indonesia saat pandemi Covid-19.

In 2019, countries in the world were hit by the Covid-19 pandemic crisis, where this condition greatly affected people's survival and disrupted the financial stability system in a country. Capital for the banking industry is one of the important things, especially as a buffer against the possibility of risk of loss. Each bank must maintain the CAR ratio or maintain a strong capital level greater than the minimum required capital in accordance with the risk profile in order to maintain a capital buffer (Capital Buffer). This study aims to examine the determinants of Capital Buffer, namely Lag of Capital Buffer, Bank Profitability, Bank Risk, Bank Liquidity, and Bank Size affect the Capital Buffer of Commercial Banks in Indonesia before and during the Covid-19 pandemic. In testing the determinants of capital buffer, this study uses panel data regression Fixed Effect Model which has the assumption that the regression equation is considered constant both between time series units and cross sections. The test results obtained, namely Lag of Capital Buffer, Bank Liquidity, Bank Risk, and Bank Size were able to determine the capital buffer of Commercial Banks in Indonesia before and during the Covid-19 pandemic, and Bank Profitability was also able to determine the capital buffer of Commercial Banks in Indonesia before the Covid-19 pandemic, while Bank Profitability was unable to determine the capital buffer for Commercial Banks in Indonesia during the Covid-19 pandemic.

Kata Kunci : Determinan, Capital Buffer, Bank Umum, Pandemi Covid-19, Lag of Capital Buffer, Likuiditas, Risiko, Profitabilitas, Ukuran, Fixed Effect Model