sparta, sparta (2018) DAMPAK KEGIATAN OFF BALANCE SHEET TERHADAP RISIKO PERBANKAN DI INDONESIA. In: Isu-isu Zakat, Wakaf dan Filantropi Islam di Nusantara. Akademi Pengajian Islam Kontemporari, Universiti Teknologi MARA, Shah Alam, Selangor Darul Ehsan, Malaysia, pp. 167-181. ISBN ISBN 978-967-18-91-3
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book chapter-Isu-isu Zakat, Wakaf dan Filantropi Islam di Nusantara.pdf Download (5MB) | Preview |
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Abstract
This study aims to 1) to see the extent of Off balace sheets impact on banking risk and 2) to see other factors that affect banking risk in Indonesia. The sample of research is bank go public in Indonesia Stock Exchange during research period 2012 until 2015. Number of banks that become the object of research is 27 banks with total total observation is 108. Research variable used is return on asset, total risk, risk systematic, unsystematic risks, interest rate risk, foreign exchange rate risk. Research control variables are bank size, share equity ratio to banking asset, fixed asset to total bank asset ratio, and loan depreciation reserve ratio to banking assets. . The research equation used is OLS using panel data. The results of this study prove: first, Off Balance Sheet activity-bill can affect positively to total banking risk, but does not affect systematic risk, unsistematic risk, interest rate risk and exchange rate risk to be faced by banking, Second, Off Balance Sheet activity liabilities negatively affect the total risks and risks unsystematic and positively affect the systematic risk banking. but the risk of Off Balance Sheet liabilities has no impact on interest rate risk and foreign exchange rate risk. Thirdly, the control variables used in this research have a wide variety of influences on banking risk. The results of this study provide a positive implication if the economic conditions do not experience turbulence increase OBS bill will provide a beneficial impact for banks because it will reduce the risk of banking. for investors this is a signal of risk reduction so they will decide to buy the shares of the bank. In terms of Off Balance Sheet activity liability will happen otherwise, so banks need to be aware of the increase in Off Balance Sheet activity of this liability because it will have a negative implication for the bank because the risk of banking will rise so that banking shares will decrease.
| Item Type: | Book Section |
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| Uncontrolled Keywords: | Off Balance Sheet, Total Risk, unsystematic risk, systematic risk, interest rate risk dan forex risk |
| Subjects: | H Social Sciences > HF Commerce > HF5001 Business |
| Divisions: | Prodi S1 Manajemen, Keuangan, dan Perbankan Syariah |
| Depositing User: | Sparta Sparta |
| Date Deposited: | 22 Oct 2022 22:43 |
| Last Modified: | 22 Oct 2022 22:43 |
| URI: | http://repository.ibs.ac.id/id/eprint/5391 |
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