RESILIENSI PERBANKAN INDONESIA SELAMA PANDEMI COVID-19:  SUATU EVALUASI MULTIDIMENSIONAL BERBASIS MCDM

Djaja Perdana

doi:10.29303/jaa.v7i2.212

Authors

Djaja Perdana Politeknik YKPN

DOI:

https://doi.org/10.29303/jaa.v7i2.212

Keywords:

Covid-19, MCDM, Resilience, TOPSIS Method, Resiliensi

Abstract

Abstract: This study aims to analyze the resilience level of a banking group sample in Indonesia during the Covid-19 pandemic classified by core capital-3 (KBMI 3) through the application of the TOPSIS method as an MCDM-based multidimensional evaluation by considering a number of weighting factors. The results of this study are the scores and rankings of each bank which are categorized into three groups namely top resilient, middle resilient, and low resilient. BTPN and MEGA are the most resilient banks while BBTN is the least resilient bank in dealing with the negative impact of the Covid-19 pandemic in our sample. This study concludes that banks with low capital adequacy ratios, low liquidity ratios, low profitability ratios, and low credit quality levels are the most vulnerable to shocks during the Covid-19 pandemic. Therefore, bank management is expected to strengthen its capital adequacy ratio, and improve the effectiveness of credit management to reduce the number of non-performing loans and mitigate risks through the application of prudential principles in distributing loans and not relying on income from credit interest only.

Abstrak: Penelitian ini bertujuan menganalisa tingkat resiliensi satu sampel kelompok bank di Indonesia selama pandemi Covid-19 yang diklasifikasikan berdasarkan nilai kepemilikan modal inti 3 (KBMI 3) melalui penerapan metode TOPSIS sebagai suatu evaluasi multidimensional berbasis MCDM dengan mempertimbangkan sejumlah faktor pembobotan. Hasil penelitian ini berupa nilai dan peringkat setiap bank yang terbagi ke dalam tiga kategori resiliensi yaitu top resilient, middle resilient, dan low resilient. BTPN dan MEGA di dalam sampel penelitian ini merupakan bank-bank yang paling tinggi resiliensinya sedangkan BBTN merupakan bank yang paling rendah resiliensinya dalam menghadapi dampak negatif pandemi Covid-19. Penelitian ini menyimpulkan bahwa bank-bank yang memiliki rasio kecukupan modal, rasio likuiditas, rasio profitabilitas dan tingkat kualitas kredit yang rendah merupakan bank yang paling rentan terhadap guncangan selama pandemi Covid-19. Oleh karena itu, manajemen perbankan diharapkan dapat memperkuat rasio kecukupan modal yang dimiliki, meningkatkan efektivitas pengelolaan kredit untuk mengurangi jumlah kredit bermasalah dan melakukan mitigasi risiko melalui penerapan prinsip kehati-hatian dalam mendistribusikan kredit serta tidak menggantungkan pendapatan hanya dari bunga kredit.

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