ANALISIS KINERJA BANK UMUM SYARIAH SEBELUM DAN SAAT PANDEMI COVID 19 DI INDONESIA MENGGUNAKAN PENDEKATAN VEKTOR AUTOREGRESI DAN KAUSALITAS GRANGER

Abstract

Indonesian economy when the Covid-19 pandemic hit experienced a negativ impact on many sectors and one of the sectors affected was banking. The impact is the weakening of banking performance due to reduced public productivity. However, this did not affect Islamic Banks, where during the Covid-19 pandemic, financial performance experienced an increase in the level of health of Islamic banks which was seen using the autoregression vector (VAR) and causality relationships using the Granger test. From the results of the research on the influence of financial performance through the health level of Islamic Commercial Banks, they were able to increase their impact on CAR, FDR and REO during the Covid-19 pandemic. Meanwhile, causality relationships using granger test several related variables were only one-way before the covid 19 pandemic. during the covid-19 pandemic, there were variables related to causality in two directions.