UI - Tesis Membership :: Kembali

UI - Tesis Membership :: Kembali

Analisis investasi emas di perbankan syariah : simulasi kuantitatif berkebun emas periode 2004-2013 = Analysis of gold investment in Islamic banking quantitative simulation of gold farming period 2004-2013

Sulistyowati; Rifki Ismal, supervisor; Ranti Wiliasih, examiner (Program Pascasarjana Universitas Indonesia, 2014)

 Abstrak

[ABSTRAK
Tesis ini membahas tentang Analisis Investasi Emas Di Perbankan Syariah:
Simulasi Kuantitatif Berkebun Emas Periode (2004?2013). Penelitian ini
menggunakan data sekunder berupa dana awal qardh untuk gadai emas, kurs
rupiah terhadap dollar AS dan harga emas dunia per ons dengan teknik simulasi
kuantitatif dengan metode simulasi matematik. Hasil penelitian menunjukkan
adanya temuan bahwa praktik berkebun emas dapat mendatangkan kerugian
terutama pada pengambilan keputusan pembelian emas atau lag (jeda) empat
bulan. Hal ini disebabkan oleh fluktuasi harga emas dunia dan volatilitas kurs
rupiah terhadap dollar AS yang cukup tinggi. Besarnya nilai kerugian dan
keuntungan setiap bulan dan setiap tahunnya berbeda-beda pada setiap eksekusi
lag antara lag 1, lag 2, lag 3 dan lag 4 bulan. Setelah melakukan perbandingan
dengan jumlah bulan mengalami kerugian dan keuntungan, ditemukan bahwa
banyaknya jumlah bulan di mana nasabah mengalami kerugian ataupun
keuntungan dapat memengaruhi besarnya nilai nominal kerugian atau keuntungan
yang didapat di akhir periode. Berdasarkan simulasi dalam penelitian ini, hal-hal
yang menentukan terjadinya praktik berkebun emas adalah nilai emas, Financing
to Value (FTV) ratio, lag dan banyaknya emas yang digadaikan. Sehingga hal-hal
tersebut, harus diatur atau dibatasi oleh pemerintah untuk mencegah nasabah
melakukan praktik berkebun emas di bank syariah.

ABSTRACT
This thesis analyzes gold investment in Islamic banking: quantitative simulation
of gold farming, period (2004-2013). It uses secondary data, which are qardh
financing for gold pawning, gold price per troy ounce per USD also rupiah
exchange rate per USD and using quantitative simulation technique with
mathematics method. There are several fundings from this research. Firstly, gold
farming practices can cause losses, especially in lag four. It is caused by world
gold prices fluctuations and the volatility of the rupiah exchange rate. Secondly,
the amount of losses and profits every month and year is different in each lag
execution among lag 1, lag 2, lag 3 and lag 4 months. Thirdly, a comparison result
shows that frequency of losses and profits each year during simulation period
causes difference final values of losses and profits. Based on simulation in this
research, there are several things determining gold farming practices. They are
gold value, Financing to Value (FTV) ratio, lag and the amount of pawned gold.
So, it must be regulated or restricted by the regulator to prevent the customer
doing gold farming practices in Islamic banks;This thesis analyzes gold investment in Islamic banking: quantitative simulation
of gold farming, period (2004-2013). It uses secondary data, which are qardh
financing for gold pawning, gold price per troy ounce per USD also rupiah
exchange rate per USD and using quantitative simulation technique with
mathematics method. There are several fundings from this research. Firstly, gold
farming practices can cause losses, especially in lag four. It is caused by world
gold prices fluctuations and the volatility of the rupiah exchange rate. Secondly,
the amount of losses and profits every month and year is different in each lag
execution among lag 1, lag 2, lag 3 and lag 4 months. Thirdly, a comparison result
shows that frequency of losses and profits each year during simulation period
causes difference final values of losses and profits. Based on simulation in this
research, there are several things determining gold farming practices. They are
gold value, Financing to Value (FTV) ratio, lag and the amount of pawned gold.
So, it must be regulated or restricted by the regulator to prevent the customer
doing gold farming practices in Islamic banks, This thesis analyzes gold investment in Islamic banking: quantitative simulation
of gold farming, period (2004-2013). It uses secondary data, which are qardh
financing for gold pawning, gold price per troy ounce per USD also rupiah
exchange rate per USD and using quantitative simulation technique with
mathematics method. There are several fundings from this research. Firstly, gold
farming practices can cause losses, especially in lag four. It is caused by world
gold prices fluctuations and the volatility of the rupiah exchange rate. Secondly,
the amount of losses and profits every month and year is different in each lag
execution among lag 1, lag 2, lag 3 and lag 4 months. Thirdly, a comparison result
shows that frequency of losses and profits each year during simulation period
causes difference final values of losses and profits. Based on simulation in this
research, there are several things determining gold farming practices. They are
gold value, Financing to Value (FTV) ratio, lag and the amount of pawned gold.
So, it must be regulated or restricted by the regulator to prevent the customer
doing gold farming practices in Islamic banks]

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 Metadata

Jenis Koleksi : UI - Tesis Membership
No. Panggil : T-Pdf
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Program Studi :
Subjek :
Penerbitan : Jakarta: Program Pascasarjana Universitas Indonesia, 2014
Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xvii, 223 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
T-Pdf 15-17-400765254 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20389478
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