| dc.contributor.advisor | ENDAH SAPTUTYNINGSIH | |
| dc.contributor.author | SUMANDI, SUMANDI | |
| dc.date.accessioned | 2017-05-09T03:03:44Z | |
| dc.date.available | 2017-05-09T03:03:44Z | |
| dc.date.issued | 2017-04-19 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/10371 | |
| dc.description | Penelitian ini bertujuan untuk menganalisis model sistem deteksi dini
(early warning system/EWS) pada perbankan Syariah. Data dalam penelitian ini
berbentuk time series bulanan dari bulan Januari 2004 sampai bulan Desember
2016. Indikator dependen dalam penelitian ini adalah indeks ketahanan perbankan
syariah (Syariah banking robustness index), indikator dependen ini dibentuk
melalui dua komponen yaitu dana pihak ketiga (DPK) dan pembiayaan perbankan
Syariah. Sedangkan indikator independen yaitu non performing financing (NPF),
financing deposit to ratio (FDR), inflasi, produk domestik bruto (PDB) dan suku
bunga.
Hasil penelitian menunjukkan berdasarkan indeks ketahanan perbankan
Syariah (Syariah banking rosbustness index), terdapat ketahanan yang buruk pada
perbankan Syariah di tahun 2004 dan 2005. Ketahanan yang buruk ini lebih
disebabkan oleh faktor internal perbankan. Selain itu, berdasarkan 5 indikator
yang digunakan, hanya 3 indikator yang dapat menjadi leading indicators yaitu
suku bunga, inflasi dan financing to deposit ratio (FDR). Tiga leading indicators
didapatkan berdasarkan penilaian berbagai kriteria, salah satunya adalah noise to
signal ratio (NSR). Langkah selanjutnya adalah mengolah 3 leading indicators
dengan logit. Hasil dengan logit menunjukkan dari 3 leading indicators, nilai ods
ratio masing-masing leading indicators adalah FDR sebesar 48.23%, suku bunga
sebesar 79.29% dan inflasi sebesar 53.93%. Kesimpulan dari penelitian ini adalah
indikator suku bunga menjadi indikator yang sangat berpengaruh terhadap kinerja
perbankan Syariah. Saran dari penelitian ini adalah pemerintah perlu
mengembangkan berbagi bauran instrumen makroprudensial dan instrumen
moneter guna menjaga stabilitas dan ketahanan pada perbankan Syariah. | en_US |
| dc.description.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. | en_US |
| dc.publisher | FE UMY | en_US |
| dc.subject | Early warning system, Syariah banking robustness index, Leading indicators, Logit, Noise to signal ratio. Early warning system, Indeks ketahanan perbankan Syariah, Leading indicators, Logit, Noise to signal ratio. | en_US |
| dc.title | ANALISIS SISTEM DETEKSI DINI PADA KETAHANAN PERBANKAN SYARIAH DI INDONESIA | en_US |
| dc.type | Thesis
SKR
158 | en_US |
