Peran Optimalisasi liquidity risk terhadap Stabilitas Bank Umum Syariah di Indonesia
Abstract
Penelitian ini dilakukan dengan tujuan untuk mengetahui pengaruh liquidity risk terhadap stabilitas bank dengan credit risk dan operational efficency sebagai variabel intervening Bank Umum Syariah di Indonesia periode 2010-2019. Penelitian ini menggunakan data sekunder laporan keuangan bank umum syariah yang dikeluarkan oleh otoritas jasa keuangan (OJK) selama periode 2010 sampai dengan 2019. Saampel diambil menggunakan Teknik non probability sampling yaitu purposive sampling sehingga diperoleh 11 bank umum syariah. Teknik analisis dilakukan dengan menguji 6 (enam) hipotesis. Hasil penelitian ini menunjukkan bahwa liquidity risk mampu berpengaruh langsung terhadap bank stability, namun juga terdapat variabel resiko kredit dan efisiensi operasional yang berperan memediasi hubungan terhadap stabilitas bank. Sementara resiko likuiditas tidak mampu secara langsung mempengaruhi efisiensi operasional bank
Keywords:
Liquidity Risk, Credit Risk, Operational Efficency, Stabilitas Bank
References
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Polizzi, S., & Scannella, E. (2020). The Role of Capital and Liquidity in Bank Lending : Are Banks Safer ? 11(January), 28–38. https://doi.org/10.1111/1758-5899.12750
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Sari, K. (2018). Pengaruh Pembiayaan Murabahah, Capital Adequacy Ratio (Car), Financing To Deposit Ratio (Fdr), Dan Inflasi Terhadap Profitabilitas (Roa) Dengan Non Performing Financing (Npf) Sebagai Variabel Intervening Pada Bank Umum Syariah (Periode 2013-2017). Journal of Chemical Information and Modeling, 142. https://doi.org/10.1017/CBO9781107415324.004
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Sunardi, N. (2017). Pengaruh Intellectual Capital ( Ib-Vaic Tm ), Fdr Dan Car Terhadap Efisiensi Biaya Dan Implikasinya Pada Kinerja Perusahaan Bank Umum Syariah Indonesia. Jurnal Sekuritas, 1(2581), 1–17.
Suryanto, D. A., & Susanti, S. (2020). Analisis Net Operating Margin ( NOM ), Non Performing Financing ( NPF ), Financing to Debt Ratio ( FDR ) dan Pengaruhnya Pada Efisiensi Perbankan Syariah di Indonesia. 8(1), 29–40. https://doi.org/10.17509/jrak.v8i1.19331.Copyright
Syatiria, A., & Hamdaini, Y. (2017). Risiko Kredit , Stabilitas , dan Kebijakan Pembiayaan. Jurnal Manajemen Dan Bisnis Sriwijaya, 15(3).
Vasilyeva, T., Sysoyeva, L., & Vysochyna, A. (2016). Formalization Of Factors That Are Affecting Stability Of Ukraine Banking System. Risk Governance & Control: Financial Markets & Institutions, 6(4), 7–11.
Warjiyo, P. (2006). Stabilitas Sistem Perbankan Dan Kebijakan Moneter : Keterkaitan Dan Perkembangannya Di Indonesia. 8(4), 429–454.
Wulandari, M. V., & Utami, S. A. (2019). Determinant of Non-performing Financing in Indonesia Islamic Bank. International Conference on Islamic Economics, Business, and Philanthropy, 2019, 453–468. https://doi.org/10.18502/kss.v3i13.4223
Yuhasril, Y. (2019). The Effect of Capital Adequacy Ratio ( CAR ), Non Performing Loan ( NPL ), Operational Efficiency ( BOPO ), Net Interest Margin ( NIM ), and Loan to Deposit Ratio ( LDR ), on Return on Assets ( ROA ). 10(10), 166–176. https://doi.org/10.7176/RJFA
Ali, M., Sohail, A., & Khan, L. (2019). Exploring the role of risk and corruption on bank stability : evidence from Pakistan. Journal of Money Laundering Control, 22(2), 270–288. https://doi.org/10.1108/JMLC-03-2018-0019
Amara, T., & Mohamed, M. (2019). The Impact Of Liquidity And Credit Risks On The Bank Stability. Journal of Smart Economic Growth, 4(2), 97–116.
Amin, S. I. M., Mohamad, S., & Shah, M. E. (2017). Do Cost Efficiency Affects Liquidity Risk in Banking ? Evidence from Selected OIC Countries ( Adakah Kos Kecekapan Mempengaruhi Risiko Kecairan dalam Perbankan ? Bukti dari Negara-negara OIC Terpilih ) International Centre for Education in Islamic Finance. 51(2), 55–71.
Bello, N., Hasan, A., & Saiti, B. (2017). The mitigation of liquidity risk in Islamic banking operations. Business Perspectives, Banks and Bank Systems, 12(3), 154–165.
Budiman, F. (2016). Pengaruh Kualitas Penerapan Good Corporate Governance ( GCG ) T erhadap T ingkat Pengembalian dan Risiko Pembiayaan Bank Syariah di Indonesia. MUQTASID Jurnal Ekonomi Dan Perbankan Syariah, 7(2), 1–21.
Dendawijaya, L. (2005). Manajemen Perbankan (F. S. Risman (ed.)). Ghalia Indonesia.
Dewi, T., Adi, I., & Rokhim, R. (2019). Mudarabah and Musharakah fi nancing impact Islamic Bank credit risk differently ? Research in International Business and Finance, 49(September 2017), 166–175. https://doi.org/10.1016/j.ribaf.2019.03.002
Djebali, N., & Zaghdoudi, K. (2020). Threshold effects of liquidity risk and credit risk on bank stability in the MENA region. Journal of Policy Modeling, 42(5), 1049–1063. https://doi.org/10.1016/j.jpolmod.2020.01.013
Elsa, & Utami, W. (2014). Studi Komparasi Efisiensi, Kualitas Aset Dan Stabilitas Pada Bank Umum Syariah Dan Bank Umum Konvensional Di Indonesia Periode 2010-2014. Jurnal Ilmu Ekonomi Dan Sosia, 4(1), 104–114.
Fauziah, Febriyanti, A., & Nisa, N. H. (2020). Inklusi Keuangan dan Stabilitas Sistem Keuangan ( Bank Z-Score ) di Asia Jurusan Administrasi Niaga , Politeknik Negeri Malang , Indonesia. Optimal Jurnal Ekonomi Dan Kewirausahaan, 14(1), 30–47.
Fiordelisi, F., Marqués-Ibáñez, D., & Molyneux, P. (2010). Efficiency and risk in european banking.
Ghassan, H. B., & Guendouz, A. A. (2019). Panel modeling of z-score : evidence from Islamic and conventional Saudi banks. International Journal of Islamic and Middle Eastern Finance and Management, 12(3), 448–468. https://doi.org/10.1108/IMEFM-04-2018-0122
Ghenimi, A., Chaibi, H., Ali, M., & Omri, B. (2017). Borsa _ Istanbul Review The effects of liquidity risk and credit risk on bank stability : Evidence from the MENA region. Borsa Istanbul Review, 1–11. https://doi.org/10.1016/j.bir.2017.05.002
Hassan, M. K., Khan, A., & Paltrinieri, A. (2018). Liquidity Risk , Credit Risk and Stability in Islamic and Conventional Banks SC. Research in International Business and Finance. https://doi.org/10.1016/j.ribaf.2018.10.006
Jensen, C., & Meckling, H. (1976). Theory Of The Firm : Managerial Behavior , Agency Costs And Ownership Structure I . Introduction and summary In this paper WC draw on recent progress in the theory of ( 1 ) property rights , firm . In addition to tying together elements of the theory of e. 3, 305–360.
Lambert, R. A. (2001). Contracting theory and accounting. Journal of Accounting and Economics, 32(February 2000), 3–87.
Lepetit, L., & Strobel, F. (2014). Bank insolvency risk and time-varying Z-score measures. Journal of International Financial Markets, Institutions and Money, Elsevier, 25, 73–87. https://hal.archives-ouvertes.fr/hal-01098721
Lotto, J. (2018). The Empirical Analysis of the Impact of Bank Capital Regulations on Operating Efficiency. International Journal of Financial Studies, 6(2), 34. https://doi.org/10.3390/ijfs6020034
Martin, Č., & Hesse, H. (2010). Islamic Banks and Financial Stability : An Empirical Analysis. Journal of Financial Services Research, 38, 95–113.
Muhammad. (2005). Manajemen Pembiayaan Syariah. UPP AMP YKPN.
Nugroho, L., & Anisa, N. (2018). Pengaruh Manajemen Bank Induk, Kualitas Aset, dan Efisiensi terhadap Stabilitas Bank Syariah di Indonesia (Periode Tahun 2013-2017). Jurnal Inovasi Dan Bisnis, 6, 114–122.
Ozili, P. K. (2018). Banking stability determinants in Africa. https://doi.org/10.1108/IJMF-01-2018-0007
Polizzi, S., & Scannella, E. (2020). The Role of Capital and Liquidity in Bank Lending : Are Banks Safer ? 11(January), 28–38. https://doi.org/10.1111/1758-5899.12750
Ramlall, I. (2018). The Banking Sector Under Financial Stability.
Rupeika-apoga, R., Rom, I., & Grima, S. (2020). Chapter 16 The Determinants Of Bank ’ S Stability : Evidence From Latvia , A Small. Contemporary Studies in Economic and Financial Analysis, 104, 235–253. https://doi.org/10.1108/S1569-375920200000104016
Rupeika-apoga, R., Zaidi, S. H., Thalassinos, Y. E., & Thalassinos, E. I. (2018). Bank Stability : The Case of Nordic and Non-Nordic Banks in Latvia. International Journal of Economics and Business Adminstration, VI(2), 39–55.
Safa, M., Ali, M. H., Ismail, A., Amin, I. M., Ali, M. H., & Nor, S. M. (2018). Cost Efficiency and Liquidity Risk in Banking : New Evidence from OIC Countries. International Journal of Business and Management Science, 8(2), 255–276.
Sari, K. (2018). Pengaruh Pembiayaan Murabahah, Capital Adequacy Ratio (Car), Financing To Deposit Ratio (Fdr), Dan Inflasi Terhadap Profitabilitas (Roa) Dengan Non Performing Financing (Npf) Sebagai Variabel Intervening Pada Bank Umum Syariah (Periode 2013-2017). Journal of Chemical Information and Modeling, 142. https://doi.org/10.1017/CBO9781107415324.004
Sarwono, J. (2012). Path Analysis Untuk Riset Skripsi, Tesis dan Disertasi. Elex Media Komputindo Kompas Gramedia.
Sunardi, N. (2017). Pengaruh Intellectual Capital ( Ib-Vaic Tm ), Fdr Dan Car Terhadap Efisiensi Biaya Dan Implikasinya Pada Kinerja Perusahaan Bank Umum Syariah Indonesia. Jurnal Sekuritas, 1(2581), 1–17.
Suryanto, D. A., & Susanti, S. (2020). Analisis Net Operating Margin ( NOM ), Non Performing Financing ( NPF ), Financing to Debt Ratio ( FDR ) dan Pengaruhnya Pada Efisiensi Perbankan Syariah di Indonesia. 8(1), 29–40. https://doi.org/10.17509/jrak.v8i1.19331.Copyright
Syatiria, A., & Hamdaini, Y. (2017). Risiko Kredit , Stabilitas , dan Kebijakan Pembiayaan. Jurnal Manajemen Dan Bisnis Sriwijaya, 15(3).
Vasilyeva, T., Sysoyeva, L., & Vysochyna, A. (2016). Formalization Of Factors That Are Affecting Stability Of Ukraine Banking System. Risk Governance & Control: Financial Markets & Institutions, 6(4), 7–11.
Warjiyo, P. (2006). Stabilitas Sistem Perbankan Dan Kebijakan Moneter : Keterkaitan Dan Perkembangannya Di Indonesia. 8(4), 429–454.
Wulandari, M. V., & Utami, S. A. (2019). Determinant of Non-performing Financing in Indonesia Islamic Bank. International Conference on Islamic Economics, Business, and Philanthropy, 2019, 453–468. https://doi.org/10.18502/kss.v3i13.4223
Yuhasril, Y. (2019). The Effect of Capital Adequacy Ratio ( CAR ), Non Performing Loan ( NPL ), Operational Efficiency ( BOPO ), Net Interest Margin ( NIM ), and Loan to Deposit Ratio ( LDR ), on Return on Assets ( ROA ). 10(10), 166–176. https://doi.org/10.7176/RJFA
Published
2022-06-05
Section
Articles
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