Paulina, Paulina and Purwoekoesumo, Atman, Purwoekoesumo, Atman (2017) Measurement of the Financial Portfolio Volatility of Sharia Commercial Banks by Cardona Method. Journal JIME Vol.9 No 2 June 2017 pp: 109-121. Jurnal Ilmu Ekonomi Manajemen, 9 (2). pp. 109-121. ISSN ISSN: 2089-4309 (print) 2579-4841 (online)
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Abstract
The purpose of this research: (1) to know and to analyze the extent of the volatility of sharia banking industry in indonesia in facing the competition; (2) to know and to analyze the factors that affect the volatility of sharia banks; (3) to know and to analyze the extent to which the continuity of the sharia banking industry development towards Indonesia’s economic development. The research was conducted to measure the volatility of sharia bank portfolio using 2015 observation period, and the data used is cross section data. As for the research design used is quantitative research, using asset dimension (asset portfolio, liability portfolio, equity portfolio) and stressor (pressure, including credit risk, market risk, and liquidity risk). The activity plan of this research are: in the early stages, conducting theoretical studies related to the volatility that is associated with banking especially sharia bank; the next step is to determine the asset dimensions and stressor associated with the sharia bank; then determine the indicators related to assets and stressors; the next step is performs calculations to determine the index of each sharia banks as well as the dimensions that affect the vulnerabilities faced by each sharia banks. The expected target achievement that can be generated from this research are: For the research object (sharia banks), to provide a solution for sharia banks to deal with and overcome the vulnerabilities faced and policies that must be done. For policy makers, the results of this study are expected to provide a suggestion in decision-making and other policies. Measurement of volatility to be performed is related to banking operations in facing the competition and the continuity of sharia banks in Indonesia. The outcomes of this study is expected to be included in the journal of Bank Indonesia, the selection of this journal is based on studies conducted in the banking sector, especially sharia bank in Indonesia.
| Item Type: | Article |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Prodi S1 Manajemen |
| Depositing User: | Mrs. Paulina Harun |
| Date Deposited: | 22 Feb 2024 01:49 |
| Last Modified: | 22 Feb 2024 01:49 |
| URI: | http://repository.ibs.ac.id/id/eprint/1820 |
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