Skripsi
PENGARUH FAKTOR SPESIFIK BANK DAN MAKROEKONOMI TERHADAP RISIKO BANK SYARIAH DI DUNIA
This study aims to determine the relationship between bank-specific factors and macroeconomic variabel on Shariah bank risk taking. Using a panel data approach, this study posits macroeconomic and bank-specific factors as independent variables consisting of CAR, ROA, bank size, inflation, GDP and exchange rates. Risk taking as the dependent variable has proxies credit risk and bankruptcy risk. The period covered in this study is from 2011 to 2019. Data was collected from the World bank's development indicator database and Moody's Analytics BankFokus and Thomson Reuters Eikon. The results of the study show that CAR and size have a significant and positive effect on credit risk. ROA, GDP and exchange rates have a significant and negative effect on credit risk. The result also show that CAR and ROA have a significant positive effect on bankruptcy risk. Size, GDP, and exchange rate have a significant negative effect on bankruptcy risk. In addition, a statistically not significant relationship was found between inflation and risk taking.
Inventory Code | Barcode | Call Number | Location | Status |
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2207004163 | T78731 | T787312022 | Central Library (Referens) | Available |
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