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Analisis kemungkinan penerapan PBI tentang GWM-IDR pada industri perbankan syariah Indonesia = Analysis of the possible implementation of GWM-LDR rule in the Indonesian islamic banking industry

Amira Islamie; Rifki Ismal, supervisor; Sri Nurhayati, examiner ([Publisher not identified] , 2014)
 Abstrak
[ABSTRAK
Ekspansi pembiayaan pada industri perbankan syariah mengakibatkan tingginya
FDR yang mengakibatkan meningkatnya risiko likuiditas perbankan syariah.
Tujuan penelitian ini adalah untuk mengidentifikasi dan menganalisis kondisi
FDR (financing to deposit ratio) dan cadangan likuiditas bank syariah apakah
sama atau berbeda dari kondisi pada perbankan konvensional, kemudian
menganalisis kemungkinan penerapan Peraturan Bank Indonesia mengenai GWM
yang dikaitkan dengan FDR pada industri perbankan syariah. Dengan
menggunakan metode kuantitatif Lagrange Multipliers dan simulasi persamaan
matematis, penelitian ini menghasilkan rekomendasi koridor FDR optimal bagi
bank syariah yaitu antara 78 persen untuk batas bawah dan 93 persen untuk batas
atas. Selain itu, penelitian ini juga mengidentifikasi kondisi likuiditas, FDR dan
CAR masing-masing bank syariah dan memberikan rekomendasi terkait. Hasil
penelitian menunjukkan kondisi FDR bank syariah yang lebih tinggi daripada
bank konvensional dan juga cadangan likuiditas yang lebih sedikit. Sehingga
penelitian ini menyimpulkan bahwa penerapan GWM-FDR perlu dan dapat
menjadi alternatif solusi dari permasalahan likuiditas pada bank syariah saat ini.
Selain itu, juga supaya bank syariah tumbuh searah dengan kerangka kebijakan
makro dan mikro prudensial, sebagaimana yang sudah dijalankan pada perbankan
konvensional melalui peraturan GWM-LDR.

ABSTRACT
The expansion of financing activities in the Islamic banking industry leads to a
high rate of FDR that increases the liquidity risk of Islamic banks. The purpose of
this study is to identify and analyze the FDR (financing to deposit ratio) and
liquidity reserves in Islamic banks, whether or not similar to or differ from the
condition at the conventional banking industry, so that the implementation of the
central bank's GWM-FDR regulation is advisable for the Islamic banking. By
using Lagrange Multipliers and mathematical simulation, this research
recommends that the range of the optimum FDR corridor is from 78 percent, for
the lower limit, to 93 percent for the upper limit. Furthermore, this study also
identifies the condition of liquidity reserves, FDR and CAR of each Islamic bank
and proposes some recommendations. In fact, the results show that Islamic bank's
FDR tends to be higher than the conventional banks, besides showing a lesser
amount on liquidity reserves. Thus, this research concludes that the
implementation of GWM-FDR is very much needed and provides alternate
solutions for the current liquidity problems in the Islamic banking industry.
Moreover, the Islamic banking is growing in line with macro and micro prudential
policy frameworks, as it is exercised on conventional banks through GWM-LDR
regulation, The expansion of financing activities in the Islamic banking industry leads to a
high rate of FDR that increases the liquidity risk of Islamic banks. The purpose of
this study is to identify and analyze the FDR (financing to deposit ratio) and
liquidity reserves in Islamic banks, whether or not similar to or differ from the
condition at the conventional banking industry, so that the implementation of the
central bank's GWM-FDR regulation is advisable for the Islamic banking. By
using Lagrange Multipliers and mathematical simulation, this research
recommends that the range of the optimum FDR corridor is from 78 percent, for
the lower limit, to 93 percent for the upper limit. Furthermore, this study also
identifies the condition of liquidity reserves, FDR and CAR of each Islamic bank
and proposes some recommendations. In fact, the results show that Islamic bank's
FDR tends to be higher than the conventional banks, besides showing a lesser
amount on liquidity reserves. Thus, this research concludes that the
implementation of GWM-FDR is very much needed and provides alternate
solutions for the current liquidity problems in the Islamic banking industry.
Moreover, the Islamic banking is growing in line with macro and micro prudential
policy frameworks, as it is exercised on conventional banks through GWM-LDR
regulation]
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 Metadata
No. Panggil : T-Pdf
Nama orang :
Nama orang tambahan :
Nama badan tambahan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2014
Program Studi :
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xvii, 62 pages : illustration ; 28 cm + appendix
Catatan Bibliografi : pages 61-62
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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T-Pdf 15-17-017093157 TERSEDIA
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