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All Journal Economic Journal of Emerging Markets JEJAK Jurnal Ekonomi & Studi Pembangunan Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan Global Review of Islamic Economics and Business Economics Development Analysis Journal Tazkia Islamic Finance and Business Review Al Tijarah International Journal of Islamic Economics and Finance (IJIEF) Jurnal Ekonomi & Keuangan Islam Muqtasid: Jurnal Ekonomi dan Perbankan Syariah Proceeding of Conference on Islamic Management, Accounting, and Economics BALANCE: Economic, Business, Management and Accounting Journal Journal of Contemporary Accounting Share: Jurnal Ekonomi dan Keuangan Islam
Faaza Fakhrunnas
Department Of Economics Universitas Islam Indonesia, Yogyakarta
Religion Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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Journal : Muqtasid: Jurnal Ekonomi dan Perbankan Syariah

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Non-linear Effect of Islamic Banks' Liquidity Risk to Financial Stability; Evidence from the Indonesian Banking Industry Faaza Fakhrunnas
Muqtasid: Jurnal Ekonomi dan Perbankan Syariah Vol 14, No 1 (2023): MUQTASID: Jurnal Ekonomi dan Perbankan Syariah
Publisher : IAIN Salatiga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18326/muqtasid.v14i1.1-15

Abstract

Liquidity risk is a pivotal aspect that determines the soundness of financial performance in the banking system. Therefore, the study aims to examine the influence of Islamic banks' liquidity risk on banking stability. Using time series data ranging from 2004m1 to 2022m8, the study adopts a non-linear autoregressive distributed lag (NARDL) approach to examine the influence of liquidity risk on financial stability in the Indonesian banking sectors. The result of the study reveals that it has a non-linear and asymmetric relationship between liquidity risk and financial stability in the banking system. In the short run, an additional increase/decrease in the change of liquidity risk negatively affects financial stability. In addition, the long-run relationship shows that only an additional increase in change has a negative and significant relationship to financial stability. The COVID-19 pandemic also becomes a significant determinant that affects financial stability in the long-run relationship. The findings of the study imply that the Indonesian financial authorities should set suitable regulations to mitigate and address the issue of Islamic banks' liquidity risk, particularly in anticipating its non-linear and asymmetric impact on financial stability.
Co-Authors Albana, Hilman Fikri Annisa, Intan Tri Een Nuraeni Intan Tri Annisa Jannatul Liutammima Musta’in Kinanthi Putri Ardiami Lak Lak Nazhat El Hasanah MB Hendrie Anto Mochamad Ali Imron Muhammad Hamdan Syafieq bin Ahmad Musta'in, Jannatul Liutammima Mustika Noor Mifrahi Nahar, Faiza Husnayeni Nugrohowati, Rindang Nuri Isnaini Rahma, Annisa Zanuar Tumewang, Yunice Karina Tumewang, Yunice Karina Wulan Dari Zulkufly Ramly