PENGARUH FAKTOR SPESIFIK BANK DAN MAKROEKONOMI TERHADAP RISIKO BANK SYARIAH DI DUNIA

USTASARI, NITA and Andriana, Isni and Muizzuddin, Muizzuddin (2022) PENGARUH FAKTOR SPESIFIK BANK DAN MAKROEKONOMI TERHADAP RISIKO BANK SYARIAH DI DUNIA. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to determine the relationship between bank-specific factors and macroeconomic variabel on Shariah bank risk taking. Using a panel data approach, this study posits macroeconomic and bank-specific factors as independent variables consisting of CAR, ROA, bank size, inflation, GDP and exchange rates. Risk taking as the dependent variable has proxies credit risk and bankruptcy risk. The period covered in this study is from 2011 to 2019. Data was collected from the World bank's development indicator database and Moody's Analytics BankFokus and Thomson Reuters Eikon. The results of the study show that CAR and size have a significant and positive effect on credit risk. ROA, GDP and exchange rates have a significant and negative effect on credit risk. The result also show that CAR and ROA have a significant positive effect on bankruptcy risk. Size, GDP, and exchange rate have a significant negative effect on bankruptcy risk. In addition, a statistically not significant relationship was found between inflation and risk taking.

Item Type:	Thesis (Undergraduate)
Uncontrolled Keywords:	Faktor Spesifik Bank, Makroekonomi dan Risiko Bank Syariah
Subjects:	H Social Sciences > HG Finance > HG1-9999 Finance H Social Sciences > HG Finance > HG1501-3550 Banking H Social Sciences > HG Finance > HG1641-1643 Bank loans. Bank credit. Commercial loans
Divisions:	01-Faculty of Economics > 61201-Management (S1)
Depositing User:	Nita Ustasari
Date Deposited:	14 Sep 2022 03:28
Last Modified:	14 Sep 2022 03:28
URI:	http://repository.unsri.ac.id/id/eprint/78731

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