Dampak Kematian Covid-19 Terhadap Risiko Kredit Perbankan: Studi Kasus Pada BPR di Priangan Timur Provinsi Jawa Barat

Fadillah Ramadhany, Nunung Nurhasanah, Tubagus Ahmad Darojat

Abstract


Penelitian ini bertujuan untuk menganalisis pengaruh COVID-19 terhadap risiko kredit pada Bank Perkreditan Rakyat (BPR) di Priangan Timur. Angka mortalitas akibat COVID-19 digunakan sebagai proksi COVID-19 yang diperoleh dari Pikobar, sedangkan rasio Non-Performing Loans (NPL) digunakan untuk menggambarkan risiko kredit BPR pada tahun 2021 – 2023. Metode yang digunakan adalah analisis pemilihan model melalui uji chow, uji hausman, dan lagrage multiplier, selanjutnya dilakukan uji heteroskedastisitas dan pengujian hipotesis. Hasil penelitian menunjukkan bahwa kematian akibat COVID-19 berpengaruh signifikan terhadap peningkatan NPL pada BPR di Priangan Timur

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DOI: https://doi.org/10.37531/sejaman.v7i2.7787

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