[ABSTRAK
Ekspansi pembiayaan pada industri perbankan syariah mengakibatkan tingginyaFDR yang mengakibatkan meningkatnya risiko likuiditas perbankan syariah.Tujuan penelitian ini adalah untuk mengidentifikasi dan menganalisis kondisiFDR (financing to deposit ratio) dan cadangan likuiditas bank syariah apakahsama atau berbeda dari kondisi pada perbankan konvensional, kemudianmenganalisis kemungkinan penerapan Peraturan Bank Indonesia mengenai GWMyang dikaitkan dengan FDR pada industri perbankan syariah. Denganmenggunakan metode kuantitatif Lagrange Multipliers dan simulasi persamaanmatematis, penelitian ini menghasilkan rekomendasi koridor FDR optimal bagibank syariah yaitu antara 78 persen untuk batas bawah dan 93 persen untuk batasatas. Selain itu, penelitian ini juga mengidentifikasi kondisi likuiditas, FDR danCAR masing-masing bank syariah dan memberikan rekomendasi terkait. Hasilpenelitian menunjukkan kondisi FDR bank syariah yang lebih tinggi daripadabank konvensional dan juga cadangan likuiditas yang lebih sedikit. Sehinggapenelitian ini menyimpulkan bahwa penerapan GWM-FDR perlu dan dapatmenjadi alternatif solusi dari permasalahan likuiditas pada bank syariah saat ini.Selain itu, juga supaya bank syariah tumbuh searah dengan kerangka kebijakanmakro dan mikro prudensial, sebagaimana yang sudah dijalankan pada perbankankonvensional melalui peraturan GWM-LDR.
ABSTRACT
The expansion of financing activities in the Islamic banking industry leads to ahigh rate of FDR that increases the liquidity risk of Islamic banks. The purpose ofthis study is to identify and analyze the FDR (financing to deposit ratio) andliquidity reserves in Islamic banks, whether or not similar to or differ from thecondition at the conventional banking industry, so that the implementation of thecentral bank's GWM-FDR regulation is advisable for the Islamic banking. Byusing Lagrange Multipliers and mathematical simulation, this researchrecommends that the range of the optimum FDR corridor is from 78 percent, forthe lower limit, to 93 percent for the upper limit. Furthermore, this study alsoidentifies the condition of liquidity reserves, FDR and CAR of each Islamic bankand proposes some recommendations. In fact, the results show that Islamic bank'sFDR tends to be higher than the conventional banks, besides showing a lesseramount on liquidity reserves. Thus, this research concludes that theimplementation of GWM-FDR is very much needed and provides alternatesolutions for the current liquidity problems in the Islamic banking industry.Moreover, the Islamic banking is growing in line with macro and micro prudentialpolicy frameworks, as it is exercised on conventional banks through GWM-LDRregulation;The expansion of financing activities in the Islamic banking industry leads to ahigh rate of FDR that increases the liquidity risk of Islamic banks. The purpose ofthis study is to identify and analyze the FDR (financing to deposit ratio) andliquidity reserves in Islamic banks, whether or not similar to or differ from thecondition at the conventional banking industry, so that the implementation of thecentral bank's GWM-FDR regulation is advisable for the Islamic banking. Byusing Lagrange Multipliers and mathematical simulation, this researchrecommends that the range of the optimum FDR corridor is from 78 percent, forthe lower limit, to 93 percent for the upper limit. Furthermore, this study alsoidentifies the condition of liquidity reserves, FDR and CAR of each Islamic bankand proposes some recommendations. In fact, the results show that Islamic bank'sFDR tends to be higher than the conventional banks, besides showing a lesseramount on liquidity reserves. Thus, this research concludes that theimplementation of GWM-FDR is very much needed and provides alternatesolutions for the current liquidity problems in the Islamic banking industry.Moreover, the Islamic banking is growing in line with macro and micro prudentialpolicy frameworks, as it is exercised on conventional banks through GWM-LDRregulation, The expansion of financing activities in the Islamic banking industry leads to ahigh rate of FDR that increases the liquidity risk of Islamic banks. The purpose ofthis study is to identify and analyze the FDR (financing to deposit ratio) andliquidity reserves in Islamic banks, whether or not similar to or differ from thecondition at the conventional banking industry, so that the implementation of thecentral bank's GWM-FDR regulation is advisable for the Islamic banking. Byusing Lagrange Multipliers and mathematical simulation, this researchrecommends that the range of the optimum FDR corridor is from 78 percent, forthe lower limit, to 93 percent for the upper limit. Furthermore, this study alsoidentifies the condition of liquidity reserves, FDR and CAR of each Islamic bankand proposes some recommendations. In fact, the results show that Islamic bank'sFDR tends to be higher than the conventional banks, besides showing a lesseramount on liquidity reserves. Thus, this research concludes that theimplementation of GWM-FDR is very much needed and provides alternatesolutions for the current liquidity problems in the Islamic banking industry.Moreover, the Islamic banking is growing in line with macro and micro prudentialpolicy frameworks, as it is exercised on conventional banks through GWM-LDRregulation] |
T-Amira Islamie.pdf :: Unduh