Pengaruh Portofolio Kredit Sektoral terhadap Profitabilitas dan Risiko Bank di Indonesia Periode 2017-2023: Studi Empiris Selama Pandemi Covid-19

Rifda Nabila, Bowo Setiyono S.E., M.Com., Ph.D.

2025 | Tesis | S2 Magister Ek.Pembangunan

Krisis pandemi Covid-19 pada 2020 menurunkan kinerja berbagai sektor ekonomi, terutama sektor yang membutuhkan mobilitas tinggi. Meskipun terdampak pandemi, sektor perbankan tetap tumbuh positif. Selama pandemi, jumlah dana pihak ketiga (DPK) bank tetap meningkat, namun penyaluran kredit cenderung melambat seiring dengan meningkatnya risiko gagal bayar, sehingga penting bagi bank untuk mengelola portofolio kreditnya dengan hati-hati, salah satunya dengan melakukan diversifikasi kredit. Penelitian ini menganalisis pengaruh diversifikasi portofolio kredit terhadap profitabilitas dan risiko bank di Indonesia periode 2017-2023 serta dampak portofolio kredit pada sektor sensitif selama pandemi (2020-2021) menggunakan metode generalized least squares (GLS). Hasilnya menunjukkan risiko diversifikasi portofolio kredit berpengaruh positif terhadap profitabilitas (ROA), namun tidak terhadap ROE. Selama pandemi, portofolio kredit teap meningkatkan ROA dan menurunkan risiko kebangkrutan bank (ZSCORE), meskipun tidak berpengaruh signifikan terhadap ROE dan NPL. Temuan juga menunjukkan portofolio kredit sektor sensitif berpengaruh terhadap risiko bank pada masa pandemi.

The Covid-19 pandemic crisis in 2020 reduced the performance of various economic sectors, especially those requiring high mobility. Despite being affected by the pandemic, the banking sector continued to grow positively. During the pandemic, the amount of third-party funds (DPK) of banks continued to increase, but the credit distribution tended to slow down in line with the increasing risk of default, making it important for banks to manage their credit portfolios carefully, one of which is by diversifying credit. This study analyzes the impact of sectoral credit portfolio diversification on bank profitability and risk in Indonesua from 2017 to 2023, as well as the impact of credit portfolios on sensitive sectors during the pandemic (2020-2021) using the generalized least squares (GLS) method. The results indicate that credit portfolio diversification has a positive effect on profitability (ROA) but not on ROE. During the pandemic, the credit portfolio continued to increase ROA and reduce bankcrupty risk (ZSCORE), although it did not significantly affect ROE and NPL. The findings also show that the credit portfolio of sensitive sectores affects bank risk during the pandemic.

Kata Kunci : portofolio kredit, profitabilitas, risiko, pandemi Covid-19, sektor sensitif / credit portfolios, profitability, risk, the Covid-19 pandemic, sensitive sectors