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All Journal Journal of Islamic Monetary Economics and Finance
Purbayanto, Muhamad Anindya Hiroshi
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Economics, Econometrics & Finance

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DO ISLAMIC BANKS IN INDONESIA TAKE EXCESSIVE RISK IN THEIR FINANCING ACTIVITIES? Purbayanto, Muhamad Anindya Hiroshi; Faturohman, Taufik; Yulianti, Yulianti; Aliludin, Arson
Journal of Islamic Monetary Economics and Finance Vol. 8 No. 1 (2022)
Publisher : Bank Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21098/jimf.v8i1.1431

Abstract

This study analyzes the risk-taking behavior of Indonesian Islamic Banks by examining whether the relation between financing Growth rate and non-performing financing (NPF). We employ threshold regression models and bank-level data of 24 Islamic banks (full-fledged Islamic banks and Islamic banking windows) covering the period from 2009 to 2019. We find evidence for the excessive risk-taking of Islamic Banks. More specifically, while the relation between NPF and FGR is negative when the one-lagged NPF is below the threshold (estimated to be 5.42%), it turns positive once it is above the threshold. This means that banks with NPF above the 5.42 percent threshold tend to take risky loans.
Co-Authors Arson Aliludin Taufik Faturohman Yulianti Yulianti