[ABSTRAK
Risiko likuiditas muncul di perbankan syariah karena terjadinya perbedaan jangka waktu dana pihak ketiga di sisi liabilitas dengan pembiayaan bank kepada nasabah disisi aset. Jika dana pihak ketiga lebih besar dari jumlah pembiayaan yang diberikan maka terjadi kelebihan likuiditas. Sedangkan jika sebaliknya maka terjadi kekurangan likuiditas. Bank Syariah dapat menggunakan instrumen yang disediakan oleh Bank Indonesia, pasar uang syariah dan dan pasar modal syariah jika terjadi kelebihan atau kekurangan likuiditas seperti Sertifikat Bank Indonesia Syariah, Fasilitas Bank Indonesia Syariah, Pasar Uang Antar Bank Syariah dan instrumen lainnya. Risiko penarikan dana di sisi liabilitas dapat menyebabkan risiko likuiditas bank sehingga perlu dianalisa faktor-faktor apa saja yang mempengaruhi penarikan dana oleh nasabah. Risiko penarikan dana ada yang dapat diprediksi dan ada juga yang tidak dapat diprediksi. Metode yang digunakan pada tesis ini untuk mengetahui pengaruh variabel independen terhadap variabel dependen adalah dengan metode probabilitas linier. Model tersebut menemukan bahwa penarikan dana nasabah dipengaruhi oleh tingkat bunga Sertifikat Bank Indonesia yang sama dengan tingkat imbalan Sertifikat Bank Indonesia Syariah, pembiayaan yang diberikan bank syariah, tingkat inflasi dan jumlah uang yang beredar di masyarakat. Akhirnya tesis ini merekomendasikan sejumlah kebijakan untuk mengatur likuiditas di perbankan syariah.
ABSTRACT
Liquidity risk in Islamic Banks happens because of the different of tenor between current assets and saving account on the asset side and financing on the liability side. Excess liquidity happens if deposit fund exceeds the financing and shortage liquidity happens if financing needs more funds than deposit fund. Islamic Bank can use the instrument of the Central Bank, Islamic money market and Islamic capital market.Withdrawal risk can impact to liquidity risk so it is important to analyse factors that influence the behavior of depositor withdrawal. Econometric model (linier probability model) with an ordinary least square is implemented to constructindependen variable and dependen variable.Finally the thesis recommendations some policy to manage liquidity in the islamic banking industri;Liquidity risk in Islamic Banks happens because of the different of tenor between current assets and saving account on the asset side and financing on the liability side. Excess liquidity happens if deposit fund exceeds the financing and shortage liquidity happens if financing needs more funds than deposit fund. Islamic Bank can use the instrument of the Central Bank, Islamic money market and Islamic capital market.Withdrawal risk can impact to liquidity risk so it is important to analyse factors that influence the behavior of depositor withdrawal. Econometric model (linier probability model) with an ordinary least square is implemented to constructindependen variable and dependen variable.Finally the thesis recommendations some policy to manage liquidity in the islamic banking industri;Liquidity risk in Islamic Banks happens because of the different of tenor between current assets and saving account on the asset side and financing on the liability side. Excess liquidity happens if deposit fund exceeds the financing and shortage liquidity happens if financing needs more funds than deposit fund. Islamic Bank can use the instrument of the Central Bank, Islamic money market and Islamic capital market.Withdrawal risk can impact to liquidity risk so it is important to analyse factors that influence the behavior of depositor withdrawal. Econometric model (linier probability model) with an ordinary least square is implemented to constructindependen variable and dependen variable.Finally the thesis recommendations some policy to manage liquidity in the islamic banking industri, Liquidity risk in Islamic Banks happens because of the different of tenor between current assets and saving account on the asset side and financing on the liability side. Excess liquidity happens if deposit fund exceeds the financing and shortage liquidity happens if financing needs more funds than deposit fund. Islamic Bank can use the instrument of the Central Bank, Islamic money market and Islamic capital market.Withdrawal risk can impact to liquidity risk so it is important to analyse factors that influence the behavior of depositor withdrawal. Econometric model (linier probability model) with an ordinary least square is implemented to constructindependen variable and dependen variable.Finally the thesis recommendations some policy to manage liquidity in the islamic banking industri] |
T-Muhamad Amin.pdf :: Unduh