PENGARUH CAPITAL ADEQUACY RATIO, NONPERFORMING FINANCING, DAN FINANCING TO DEPOSIT RATIO TERHADAP VULNERABILIT Y BANK UMUM SYARIAH DI INDONESIA TAHUN 2020-2024

RAFIUSTHA, ADI KUSUMA (2026) PENGARUH CAPITAL ADEQUACY RATIO, NONPERFORMING FINANCING, DAN FINANCING TO DEPOSIT RATIO TERHADAP VULNERABILIT Y BANK UMUM SYARIAH DI INDONESIA TAHUN 2020-2024. Diploma thesis, UIN RADEN INTAN LAMPUNG.

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Abstract

ABSTRAK Penelitian ini bertujuan untuk menganalisis pengaruh Capital Adequacy Ratio (CAR), Non-Performing Financing (NPF), dan Financing to Deposit Ratio (FDR) terhadap Vulnerability bank umum syariah di Indonesia periode 2020-2024. Permasalahan utama yang dikaji adalah sejauh mana faktor internal perbankan, khususnya permodalan, risiko pembiayaan, dan likuiditas, memengaruhi tingkat kerentanan (Vulnerability) sistem perbankan syariah yang diukur menggunakan pendekatan Z-score. Penelitian ini menempati posisi penting dalam mengisi kesenjangan kajian empiris mengenai stabilitas keuangan perbankan syariah melalui pendekatan kuantitatif berbasis data Pooled Time Series (Pooled OLS) menggunakan perangkat lunak EViews 13. Metode yang digunakan adalah pendekatan kuantitatif. Hasil penelitian menunjukkan bahwa CAR berpengaruh positif namun tidak signifikan terhadap Vulnerability, NPF dan FDR berpengaruh negatif namun tidak signifikan terhadap Vulnerability. Secara simultan, ketiga variabel tidak berpengaruh signifikan terhadap Vulnerability bank syariah. Hasil ini menegaskan bahwa secara teoritis stabilitas perbankan syariah dipengaruhi oleh kombinasi antara kekuatan modal, kualitas pembiayaan, dan efisiensi intermediasi dalam menjaga ketahanan keuangan sesuai prinsip ekonomi Islam, namun secara empiris dalam periode penelitian 2020-2024 ketiganya belum menunjukkan pengaruh yang signifikan terhadap tingkat Vulnerability. ABSTRACT This study aims to analyze the effect of Capital Adequacy Ratio (CAR), Non-Performing Financing (NPF), and Financing to Deposit Ratio (FDR) on the Vulnerability of Sharia commercial banks in Indonesia for the period 2020-2024. The main problem studied is the extent to which internal banking factors, especially capital, financing risk, and liquidity, affect the level of vulnerability (Vulnerability) of the Islamic banking system as measured using the Z-score approach. This study occupies an important position in filling the gap of empirical studies on the financial stability of Islamic banking through a quantitative approach based on Pooled Time Series (Pooled OLS) data using EViews 13 software. The method used is a quantitative approach. The results showed that CAR had a positive but not significant effect on vulnerability, NPF and FDR had a negative but not significant effect on vulnerability. Simultaneously, the three variables did not significantly affect the vulnerability of Islamic banks. This result confirms that theoretically the stability of Islamic banking is influenced by a combination of capital strength, financing quality, and intermediation efficiency in maintaining financial resilience in accordance with Islamic economic principles, but empirically in the 2020-2024 research period these three have not shown a significant effect on the level of vulnerability.

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