| Summary: | The purpose of this study is to analyze the behaviors of sharia banking financing
risk using stress test analysis of sensitivity test and analysis of hypothetical scenario test,
utilizing VAR instrument calculation, Impulse Response Function (IRF). Stress test
analysis of sensitivity test is used to analyze the behaviors of sharia banking financing
risk to single shock from each macroeconomic variable. Meanwhile, Stress test analysis
of hypothetical scenario test of the is used to analyze the behaviors of sharia banking
financing risk to simultaneous multiple shock, which the scenario is a combination of
some macroeconomic variables.
The result of stress test analysis sensitivity test indicated that the sensitivity of the
sharia banking financing risk is relatively high to single shock from inflation shock,
interest rate shock, and financing boom. Meanwhile, the result of stress test analysis
hypothetical scenario test indicated that the sensitivity of the behaviors of sharia banking
financing risk is relatively high to simultaneous multiple shocks combined from interest
rate shock, oil price shock and inflation shock.
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