Jurnal Manajemen dan Bisnis (Performa)
Vol 16, No 2 (2019)

Liquidity Risk and Return to Islamic Interbank Money Market Development

Mochamad Malik Akbar Rohandi ((SINTA ID : 6115826), Fakultas Ekonomi dan Bisnis-Manajemen, Universitas Islam Bandung (Unisba))

Article Info

Publish Date
07 Sep 2019

Abstract

The low interest of Islamic banking in managing its liquidity risk management on Islamic Interbank Money Market (IIMM) has led to sluggish development of IIMM. The purpose of this study is to determine the effect of risk management of Islamic banking liquidity, determine the factors that cause the relationship of influence between the management of liquidity risk and IIMM Return, and knowing the prospects of risk management issues of Islamic bank liquidity concern to the development of IIMM. This research use descriptive and ARCH and GARCH. The results show the variant of EGARCH (1,1) as the best model with R2 1.44%. The Factors affect to IIMM are FDR, STM and Return.Keywords: IIMM Volume, Liquidity Risk, STM and FDR Risk, Return, ARCH and GARCH.

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Journal Info
Jurnal Manajemen dan Bisnis (Performa)
Website

Abbrev

performa

Publisher

Universitas Islam Bandung

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Performa Journal publishes articles and brief communication with management theme (marketing, human resources, financial, operations, startegy), Islamic ecomy general economy, islamic and general approches development study, business in islamic and general basis. ...