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...
Main Authors: | , |
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Format: | Thesis |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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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. |
first_indexed | 2024-03-13T23:25:30Z |
format | Thesis |
id | oai:generic.eprints.org:129592 |
institution | Universiti Gadjah Mada |
last_indexed | 2024-03-13T23:25:30Z |
publishDate | 2014 |
publisher | [Yogyakarta] : Universitas Gadjah Mada |
record_format | dspace |
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 |