Analisis Pengaruh Pembiayaan Produktif dan Pembiayaan Konsumtif terhadap Risiko Pembiayaan Bank Umum Syariah di Indonesia

Muhammad Zhary Arrayyan; Ajeng Kartika Galuh

doi:10.31004/riggs.v5i1.7941

Authors

Muhammad Zhary Arrayyan Universitas Brawijaya
Ajeng Kartika Galuh Universitas Brawijaya

DOI:

https://doi.org/10.31004/riggs.v5i1.7941

Keywords:

Risiko Pembiayaan, Pembiayaan Produktif, Pembiayaan Konsumtif, Bank Umum Syariah

Abstract

Penelitian ini bertujuan untuk menganalisis pengaruh pembiayaan produktif dan pembiayaan konsumtif terhadap risiko pembiayaan yang diukur dengan Non-Performing Financing (NPF) pada Bank Umum Syariah (BUS) di Indonesia. Penelitian ini menggunakan pendekatan kuantitatif dengan data panel dari 11 BUS periode 2021Q1 hinigga 2024Q4 yang diperoleh dari laporan keuangan masing-masing BUS. Analisis regresi data panel dengan Fixed Effect Model (FEM) digunakan dalam penelitian ini. Penelitian ini juga memasukkan kapitalisasi bank (CAP) dan ukuran bank (SIZE) sebagai variabel kontrol. Hasil penelitian menunjukkan bahwa baik pembiayaan produktif maupun pembiayaan konsumtif berpengaruh positif dan signifikan terhadap peningkatan risiko pembiayaan. Namun, kontribusi pembiayaan produktif terhadap peningkatan risiko pembiayaan lebih besar dibandingkan pembiayaan konsumtif, yang menunjukkan adanya masalah keagenan serius seperti asimetri informasi dan adverse selection dalam skema bagi hasil. Sementara itu, variabel kontrol CAP dan SIZE terbukti berpengaruh negatif dan signifikan terhadap risiko pembiayaan. Menunjukkan bahwa bank dengan permodalan dan skala aset yang lebih besar mampu menekan risiko pembiayaan secara lebih efektif. Implikasi dari penelitian ini menekankan pentingnya penguatan manajemen risiko pada kedua pembiayaan, terutama pembiayaan produktif. Bank perlu lebih selektif dalam memberikan pembiayaan produktif untuk mencegah gagal bayar. Penelitian ini juga memberikan kontribusi praktis bagi manajemen bank syariah dalam mengatur portofolio pembiayaan serta memperkuat tata kelola risiko berbasis keagenan.

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