STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.

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...

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Main Authors: , SUPIANDI, , Muhammad Edhie Purnawan, M.A., Ph.D.
Format: Thesis
Published: [Yogyakarta] : Universitas Gadjah Mada 2014
Subjects:
ETD
_version_ 1797035208995766272
author , SUPIANDI
, Muhammad Edhie Purnawan, M.A., Ph.D.
author_facet , SUPIANDI
, Muhammad Edhie Purnawan, M.A., Ph.D.
author_sort , SUPIANDI
collection UGM
description 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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spelling oai:generic.eprints.org:1295922016-03-04T08:13:38Z https://repository.ugm.ac.id/129592/ STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8. , SUPIANDI , Muhammad Edhie Purnawan, M.A., Ph.D. ETD 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. [Yogyakarta] : Universitas Gadjah Mada 2014 Thesis NonPeerReviewed , SUPIANDI and , Muhammad Edhie Purnawan, M.A., Ph.D. (2014) STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=69985
spellingShingle ETD
, SUPIANDI
, Muhammad Edhie Purnawan, M.A., Ph.D.
STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.
title STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.
title_full STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.
title_fullStr STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.
title_full_unstemmed STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.
title_short STRESS TEST SISTEM PERBANKAN SYARIAH DI INDONESIA PERIODE 2007:M1-2013:M8.
title_sort stress test sistem perbankan syariah di indonesia periode 2007 m1 2013 m8
topic ETD
work_keys_str_mv AT supiandi stresstestsistemperbankansyariahdiindonesiaperiode2007m12013m8
AT muhammadedhiepurnawanmaphd stresstestsistemperbankansyariahdiindonesiaperiode2007m12013m8