Pengaruh Risiko Kredit Terhadap Efisiensi Perbankan di ASEAN
DOI:
https://doi.org/10.38035/jmpis.v6i6.6548Keywords:
Efisiensi Biaya, Risiko Kredit, Perbankan ASEAN, Stochastic Frontier Analysis, Integrasi Pasar KeuanganAbstract
Studi ini menyajikan analisis empiris mengenai pengaruh risiko kredit terhadap efisiensi biaya perbankan di negara-negara ASEAN pada periode 2012-2017 dengan menggunakan metode Stochastic Frontier Analysis (SFA) dan Fixed Effect Model (FEM). Penelitian dilakukan dalam dua tahap, yaitu menghitung skor efisiensi biaya perbankan berdasarkan data panel dari 312 bank di 10 negara ASEAN, kemudian mengestimasi hubungan antara risiko kredit dan efisiensi melalui regresi data panel dengan variabel kontrol seperti ukuran bank, profitabilitas, dan modal. Hasil penelitian menunjukkan bahwa efisiensi perbankan di ASEAN secara umum berada di atas 80%, yang mengindikasikan bahwa sebagian besar input yang digunakan dalam proses produksi telah dimanfaatkan secara efektif, dengan tingkat inefisiensi biaya yang relatif kecil dan masih dapat dioptimalkan. Selain itu, ditemukan adanya hubungan negatif antara risiko kredit dan efisiensi perbankan, di mana risiko yang paling berpengaruh menurunkan efisiensi adalah Loan to Asset Ratio (LAR). Hal ini menunjukkan bahwa semakin besar risiko kredit yang diambil oleh bank, semakin besar pula beban biaya yang diperlukan untuk mengelola risiko gagal bayar, sehingga menurunkan nilai efisiensi biaya. Di sisi lain, efisiensi perbankan di kawasan ASEAN mengalami peningkatan dari tahun 2012 hingga 2017, mencerminkan perbaikan signifikan dalam pengelolaan sumber daya di sektor perbankan.
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