Analisis Potensi Risiko Dan Pengembalian Hasil Deposito Mudharabah Pada Bank Umum Syariah Dan Unit Usaha Syariah Menggunakan Metode Var (Value At Risk) Dan Raroc (Risk Adjusted Return On Capital) Tahun 2011-2016
| Main Author: | Abdul Latief Fathi |
|---|---|
| Other Authors: | Supriyono |
| Format: | bachelorThesis |
| Bahasa: | ind |
| Terbitan: |
Jakarta: Fakultas Ekonomi dan Bisnis UIN Syarif Hidayatullah
|
| Subjects: | |
| Online Access: |
http://repository.uinjkt.ac.id/dspace/handle/123456789/40355 |
Daftar Isi:
- This study aims to assess the potential risks (losses) on investments and yields contained in deposits mudaraba Islamic Banks (BUS) and Sharia (UUS). This study uses the Value at Risk (VaR) to measure the potential loss of deposits mudaraba and methods Risk Adjusted Return on Capital (RAROC) to measure the yield on a risk-adjusted deposits of Islamic banking mudaraba The results of the study showed that the potential VAR method greatest risk lies in 1-month deposit, then the deposit 6 months, then deposits 12 months, and the lowest risk lies in the 3-month deposits. It is seen from the magnitude of the value of VaR (mean) and VaR (zero). While the results of the use of RAROC method to the conclusion there is a potential loss suffered by the bank in the years 2011-2016, in 2012 the best year. This is due to the income received is smaller than the expected loss. It is known from the results RAROC is negative