Apakah inflasi mempengaruhi risiko pembiayaan mudharabah? peran pandemi covid-19 sebagai variabel pemoderasi

Khairul Amri, Evy Iskandar

Abstract


Kajian ini menganalisis pengaruh inflasi terhadap risiko pembiayaan mudharabah pada bank umum Syariah di Indonesia. Pandemi covid-19 ditempatkan sebagai variabel pemoderasi antara kedua variabel tersebut. Menggunakan data bulanan selama periode 2014.6-2021.1, model analisis yang diterapkan terdiri dari multiple regression dan moderated regression analysis yang kemudian diestimasi dengan pendekatan ordinary least square. Hasil kajian membuktikan bahwa inflasi berpengaruh positif dan signifikan terhadap risiko pembiayaan ini. Demikian pula halnya dengan pandemi covid-19 juga berdampak signifikan pada peningkatan risiko pembiayaan. Efek moderasi pandemi pada pengaruh inflasi terhadap risiko pembiayaan adalah negatif dan signifikan. Sebelum pandemi, kenaikan inflasi mendorong kenaikan risiko pembiayaan, dan sebaliknya, selama pandemi, menurunkan risiko pembiayaan.


Keywords


Risiko pembiayaan mudharabah; inflasi; pandemi covid-19; regresi berganda; moderated regression analysis

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DOI: http://dx.doi.org/10.29264/jinv.v18i3.11007

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