Media Mahardhika
Vol. 17 No. 2 (2019): January 2019

EKSPOSUR RISIKO LIKUIDITAS PADA BANK SYARIAH DAN KONVENSIONAL

Setyaasih Setyaasih (Fakultas Ekonomi,Universitas Mayjen Sungkono Mojokerto)



Article Info

Publish Date
03 Jan 2019

Abstract

The purpose of this study is to find out the factors that affect the ability of Sharia Commercial Banks (IB) and Conventional Banks (CB) in handling liquidity risks; identify the impact of the global financial crisis on sharia and conventional banks, and recommend mechanisms to increase liquidity risk resilience. Analysis of univariate regression and panel inserted. This is achieved by highlighting variables that affect Liquidity Risk Exposure (LRE) in relation to cross-border surveys using accounting and economic data. During 2005-2012, 204 banks were inspected in the Middle East and North Africa (MENA) region as well as in Southeast Asian countries (SEA). The results showed that the IB had the highest average Liquidity Risk (LR) exposure compared to CB. There are major variations between IB and CB in terms of LR variables. Observed that 92% of LR exposure is due to financial crisis, banking gearing, gross domestic product (GDP), off-balance sheet products, total securities held by banks, non-productive assets divided by total bank assets and liquid assets in CB.

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Journal Info

Abbrev

mahardika

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Social Sciences

Description

MEDIA MAHARDHIKA is a peer-reviewed journal published by Department of Accounting, Faculty of Economics and Business, STIE MAHARDHIKA Surabaya Indonesia three times a year (Januari, May and September). MEDIA MAHARDHIKA aims to publish articles in the field of accounting and finance that provide ...