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M. Anwar Rifa'i
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PENGARUH FAKTOR EKONOMI MAKRO TERHADAP RISIKO LIKUIDITAS BANK SYARIAH Widoso Adi; M. Anwar Rifa'i
Jurnal Istiqro Vol. 9 No. 1 (2023): Januari 2023
Publisher : Institut Agama Islam Darussalam Blokagung Banyuwangi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30739/istiqro.v9i1.1773

Abstract

This study aimed to analyze the effect of macroeconomic factors of GDP and inflation on the liquidity risk of Islamic banks proxied by FDR (Financing to Deposit Ratio). The research method used was time series data analysis with BRI Syariah Bank research sample data for the 2010-2018 period with quarterly financial report data. The results showed that GDP has a negative and significant effect on liquidity risk as proxied by FDR, meaning that when GDP decreases, the level of liquidity risk of Islamic banks will increase. Second, inflations positively influence liquidity risk proxied by FDR, meaning that when inflation increases, the liquidity risk of Islamic banks will also increase, and increasing liquidity risk will have an impact on inadequate FDR conditions. The magnitude of the effect of GDP and inflation on liquidity risk is 49.5% while the remaining 51.5% is influenced by other factors not analyzed in this study.