印度尼西亚伊斯兰银行的风险分析

Q4 Economics, Econometrics and Finance

Banking and Finance Review Pub Date : 2020-05-28 DOI:10.5772/intechopen.92245

D. Wiranatakusuma, Imamuddin Yuliadi, Ikhwan Victhori

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引用次数: 1

摘要

本研究旨在通过识别哪些风险在引发其他风险发生方面具有显著优势来分析印度尼西亚伊斯兰银行的风险。为此，该研究使用了从2010年M1到2018年M8的每月时间序列数据。数据来自印度尼西亚金融服务管理局(OJK)，并使用向量自回归(VAR)进行分析。采用融资存款比(FDR)作为流动性风险的代表，不良融资(NPF)作为融资风险的代表，成本收入比(BOPO)作为操作风险的代表等变量来代表风险脆弱性。研究结果表明，融资风险是引发印尼伊斯兰银行脆弱性的最主要风险。

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Risk Analyses on Islamic Banks in Indonesia

This study aims to analyze the risks on Islamic banks in Indonesia by identifying which risk is significantly dominant in triggering other risks to happen. For that purpose, the study uses time series data on a monthly basis from 2010:M1 to 2018:M8. The data are obtained from the Financial Services Authority (OJK) Indonesia and analyzed using vector autoregression (VAR). Some variables are employed to proxy risk vulnerability including financing-to-deposit ratio (FDR) as a proxy of liquidity risk, nonperforming financing (NPF) as a proxy of financing risk, and cost-to-income ratio (BOPO) as a proxy of operational risk. The findings suggest that financing risk is the most dominant risk triggering vulnerability on Islamic banks in Indonesia.

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来源期刊

Banking and Finance Review Economics, Econometrics and Finance-Finance

CiteScore

0.30

自引率

0.00%

发文量