eprintid: 34212
rev_number: 10
eprint_status: archive
userid: 12259
dir: disk0/00/03/42/12
datestamp: 2019-03-28 07:49:59
lastmod: 2019-03-28 07:49:59
status_changed: 2019-03-28 07:49:59
type: thesis
metadata_visibility: show
creators_name: HANIFAH NURUL SYAM, NIM. 15820113
title: ANALISIS RISIKO DAN PENGEMBALIAN HASIL INVESTASI PADA PERBANKAN SYARIAH PERIODE TAHUN 2016-2018: APLIKASI METODE VALUE AT RISK (VaR) DAN RISK ADJUSTED RETURN ON CAPITAL (RAROC)
ispublished: pub
subjects: ps
divisions: jur_ps
full_text_status: restricted
keywords: Risk, Return, Mudharabah Deposits, Value at Risk (VaR), Risk Adjusted Return on Capital (RAROC).
note: SUNARSIH, S.E., M.Si
abstract: Risk management is the most important part for the customer to invest in mudharabah deposits. This risk management includes the scope of risk identification, risk measurement, risk management, risk limitation and risk monitoring. Through the VaR and RAROC approach, the risk weight and yield return weight can be measured. So that the customer will get the opportunity for return or optimal profit-sharing and prospective.
This study aims to analyze the potential risks and potential returns of mudharabah deposit products on Islamic banks. This study uses a sample of 5 of the best Islamic banks in Indonesia. The sampling method uses purposive sampling. The data used in this study are secondary data taken from quarterly reports for 2016-2018 which are published on the website of each Islamic bank. The data analysis method used is Value at Risk (VaR) to measure the potential risk and Risk Adjusted Return on Capital (RAROC) to measure the potential return.
Based on the calculation of VaR, Islamic banks that have the greatest potential risk are Bank Syariah Mandiri and Islamic banks which have the smallest potential risk, Bank Mega Syariah. While based on the calculation of RAROC, Islamic banks that have the greatest potential return are Mega Syariah Bank and Islamic banks that have the smallest potential return is Bank Muamalat.
date: 2019-01-22
date_type: published
pages: 131
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: FAKULTAS EKONOMI DAN BISNIS ISLAM
thesis_type: skripsi
thesis_name: other
citation:   HANIFAH NURUL SYAM, NIM. 15820113  (2019) ANALISIS RISIKO DAN PENGEMBALIAN HASIL INVESTASI PADA PERBANKAN SYARIAH PERIODE TAHUN 2016-2018: APLIKASI METODE VALUE AT RISK (VaR) DAN RISK ADJUSTED RETURN ON CAPITAL (RAROC).  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/34212/1/15820113_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/34212/2/15820113_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf