Analisis Cost Efficiency Bank Umum di Indonesia Selama Pandemi Covid-19 Periode 2020-2022
Penulis
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Habibatuz Akbaricha Putri
Brawijaya University
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Ghozali Maski
Brawijaya University
Kata Kunci:
Cost Efficiency, SFA, Principal Component Regression, BankingAbstrak
Kondisi pandemic Covid-19 berdampak pada sektor perbankan yang menyebabkan penurunan kinerja bank di tahun 2020 yang ditunjukkan dengan penurunan ROA sebesar 35.63%, kenaikan BOPO sebesar 9.06%, dan kenaikan NPL sebesar 20.95% (yoy). Penelitian ini bertujuan untuk mengestimasi efisiensi biaya perbankan pada masa pandemi periode 2020 – 2022. Sampel penelitian ini adalah 40 perusahaan bank yang terdaftar di Bursa Efek Indonesia selama periode penelitian. Metode penelitian yang digunakan adalah stochastic frontier analysis (SFA) untuk mengestimasi cost efficiency bank dan regresi komponen utama untuk mengestimasi determinan cost efficiency bank. Ditemukan bahwa rata-rata cost efficiency pada bank di Indonesia mengalami kenaikan setiap tahunnya masing-masing sebesar 0.720925 pada tahun 2020, 0.773875 pada tahun 2021, dan 0.818744 pada tahun 2022. Faktor yang mempengaruhi cost efficieny yaitu NPL dan LDR memiliki pengaruh signifikan negatif terhadap cost efficiency, sedangkan ROA memiliki pengaruh signifikan positif terhadap cost efficiency.
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