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Liquidity Potential Analysis of Sharia Banks Using Stock-Based and Flow-Based Methods


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document Liquidity Potential Analysis of Sharia Banks Using Stock-Based and Flow-Based Methods
 
2. Creator Author's name, affiliation, country Aqidah Asri Suwarsi; Universitas Muhammadiyah Yogyakarta
 
2. Creator Author's name, affiliation, country Syakir Jamaluddin; Universitas Muhammadiyah Yogyakarta; Indonesia
 
2. Creator Author's name, affiliation, country Diyah Fajri Anggraini; Universitas Muhammadiyah Yogyakarta; Indonesia
 
2. Creator Author's name, affiliation, country Anisatun Anggraeni; Universitas Muhammadiyah Yogyakarta; Indonesia
 
3. Subject Discipline(s) Islamic economics; Islamic banking; Risk Management
 
3. Subject Keyword(s) Flow-Based; Liquidity; Profitability; Risk Management; Stock-Based
 
4. Description Abstract

Abstract. Bank liquidity is adequate if the bank has sufficient funds when depositors withdraw them. The bank’s inability to meet its depositors’ rights will negatively affect public confidence and bank profitability. This study is to identify the potential liquidity risk of Islamic Commercial Banks in Indonesia using the Stock-Based and Flow-Based Methods based on OJK regulation. The assessment of the potential for liquidity risk using the stock-based method and the weight of the inherent risk value results in the statement risk level for each Islamic commercial Bank, ranging from 2.25 (low) to 2.85 (moderate). The flow-based method results in a negative liquidity gap. This research finds that bank liquidity has no significant impact on its profitability. The research provides direction for Islamic commercial banks in measuring liquidity risk so that the bank can formulate strategies for risk mitigation and control to avoid financial distress.

Keywords: Flow-Based, Liquidity, Profitability, Risk Management, Stock-Based

 

Abstrak. Likuiditas bank dikatakan baik apabila bank mampu memenuhi dana yang dibutuhkan saat deposan melakukan penarikan. Namun, jika bank tidak mampu memenuhi dana yang dibutuhkan oleh para deposan, maka tingkat kepercayaan masyarakat bisa berkurang dan memengaruhi profitabilitas bank. Penelitian ini mengidentifikasi potensi resiko likuiditas Bank Umum Syariah di Indonesia dengan Metode Stock-  Based dan Flow-Based, berdasarkan peraturan OJK. Penilaian potensi terjadinya risiko likuiditas dengan menggunakan metode stock-based dan bobot nilai risiko inheren memperoleh hasil tingkat risiko pada masing-masing bank umum syariah yang berkisar antara 2,55 (moderate) sampai dengan 3,15 (moderate). Metode flow-based, secara keseluruhan, menghasilkan gap likuiditas negatif. Dalam penelitian ini, tidak terdapat pengaruh likuiditas bank terhadap profitabilitas. Penelitian ini bermanfaat untuk memberikan arahan kepada Bank  Umum Syariah dalam mengukur Risiko Likuiditas sehingga Bank mampu merumuskan strategi untuk mitigasi dan pengendalian risiko untuk menghindari kondisi Financial Distress.

Kata kunci: Flow-Based, Likuiditas, Manajemen Risiko, Profitabilitas, Stock-Based
 
5. Publisher Organizing agency, location Faculty of Sharia and Law, UIN Syarif Hidayatullah Jakarta
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2021-12-31
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier https://journal.uinjkt.ac.id/index.php/iqtishad/article/view/22571
 
10. Identifier Digital Object Identifier 10.15408/aiq.v13i2.22571
 
11. Source Title; vol., no. (year) Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah; Vol 13, No 2 (2021)
 
12. Language English=en en
 
13. Relation Supp. Files CTA_Aqidah Asri Suwarsi (629KB)
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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