Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan
Vol 4, No 2 (2019): Juli - Desember 2019

ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI LIKUIDITAS BANK SYARIAH DI INDONESIA MENGGUNAKAN METODE VECTOR ERROR CORRECTION MODEL (VECM)

AYIF FATHURRAHMAN (Universitas Muhammadiyah Yogyakarta)
FIRSHA RUSDI (Universitas Muhammadiyah Yogyakarta)

Article Info

Publish Date
16 Dec 2019

Abstract

This study aims to analyze the factors that affect the liquidity of Islamic banks in Indonesia. The analysis is carried out using sequential monthly data published by Bank Indonesia in the period 2010 to 2018. The variables used are internal factors (Capital Adequacy Ratio (CAR), Return On Assets (ROA)) and external factors (SBI Inflation and Interest Rates) ) The method used in this study is the Vector Error Corection Model (VECM). Based on the results of the study show that in the short term, the variable CAR, ROA, Inflation and SBI interest rates positively and significantly affect FDR. Whereas in the long term, the CAR variable and inflation have a significant positive effect on FDR, the ROA variable negatively influences FDR. And the variable SBI interest rate does not have a significant effect on FDR.

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Journal Info
Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan
Website

Abbrev

almasraf

Publisher

Universitas Islam Negeri Imam Bonjol Padang

Subject

Economics, Econometrics & Finance

Description

The journal is published twice a year in June and December. Contains scientific articles in the form of research, analysis study, theoretical study and review of studies in the field of banks and financial institutions. Publishing this journal aims to increase the quantity and quality to spread ...