Menguji resiliensi perbankan syariah Indonesia
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Indonesian Sharia Banking is an alternative financial institution to conventional financial institutions implementing sharia-compliant contracts. However, Islamic banking, as a financial institution that operates within the national economy, will undoubtedly be affected by economic shocks. This study aims to test the resilience of Indonesian Islamic banking. This research uses a quantitative approach with time series data from January 2010 – July 2022. The research was conducted at all Islamic Commercial Banks in Indonesia. The research method used in this study is the Vector Autoregression (VAR) and Vector Error Correction Model (VECM) methods. The results of the VECM analysis in the short and long term show that the CAR, ROA, and NPF variables as a proxy for the quality of Islamic banking finance are significantly affected by GDP, inflation, and exchange rate shocks. Meanwhile, the BI interest rate has a negative and insignificant effect on CAR, ROA, and NPF. Islamic banking needs to prepare a strategy to strengthen resilience to economic shocks that may occur in the future.
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