ANALISIS SISTEM DETEKSI DINI PADA KETAHANAN PERBANKAN SYARIAH DI INDONESIA
Abstract
The research aimed at analyzing the early warning system (EWS) model in
Islamic Banking. The data of the research were in the form of monthly time series
from January 2004 to December 2016. The dependent indicator in the research
was Syariah Banking Robustness Index. This dependent indicator was established
from two components, i.e. third party fund and financing of Islamic Banking.
Meanwhile, the independent indicator was non-performing financing (NPF),
financing deposit to ratio (FDR), inflation, gross domestic product (GDP) and
interest rate.
The research result showed that based on Syariah banking robustness
index, there was a bad robustness in Islamic Banking in 2004 and 2005. The bad
robustness was caused more by internal factor of banking. Besides, based on the 5
indicators used, there were only 3 indicators that can be leading indicators, i.e.
interest rate, inflation, financing to deposit ratio (FDR). Three leading indicators
were obtained based on the appraisal of various criteria. One of them was noise
to signal ratio (NSR). The next step was processing 3 leading indicators using
logit. The result using logit showed that from 3 leading indicators, the ods ratio
value of each leading indicators were FDR of 48.23%, interest rate of 79.29%
and inflation of 53.93%. The conclusion of the research was that the interest rate
indicator was a very influential indicator towards the performance of Islamic
Banking. The suggestion of the research was that it was necessary for the
government to develop various mixtures of macro-prudential instrument and
monetary instrument to maintain the stability and the robustness of Islamic
Banking.