eprintid: 55542
rev_number: 10
eprint_status: archive
userid: 12253
dir: disk0/00/05/55/42
datestamp: 2023-01-12 02:01:47
lastmod: 2023-01-12 02:01:47
status_changed: 2023-01-12 02:01:47
type: article
metadata_visibility: show
creators_name: Sunarsih, -
creators_name: Rizqi Umar Al Hashfi, -
creators_name: U’um Munawaroh, -
creators_name: Endang Suhari, -
title: Nexus of Risk And Stability in Islamic Banks During The Pandemic  Evidence From Indonesia
ispublished: pub
subjects: bp
subjects: ps
divisions: artkl
full_text_status: public
keywords: Credit risk, Liquidity risk, COVID-19 pandemic, Islamic banking.
abstract: This paper analyzes the effect of liquidity risk and credit risk on Islamic bank stability
and whether the risk-stability nexus changes during the Covid-19 pandemic. Using a
panel quarterly dataset of 14 Islamic banks from 2017 to 2020, a total of 224 quarterlybank
observations in total and the system generalized method of moment, we find that
credit risk and liquidity risk are negatively associated with bank stability. Moreover, the
COVID-19 does not alter the negative relationship between liquidity risk and stability.
To validate the results, we also estimate the model using the LSDVC. The LSDVC
results remain consistent. These results provide new insight into understanding risk
management implementation for minimizing these risks.
date: 2022
date_type: published
publication: Journal of Islamic Monetary Economics and Finance
volume: 8
number: 4
publisher: Bank Indonesia Republik Indonesia
pagerange: 599-614
refereed: TRUE
issn: p-ISSN: 2460-6146, e-ISSN: 2460-661
citation:   Sunarsih, - and Rizqi Umar Al Hashfi, - and U’um Munawaroh, - and Endang Suhari, -  (2022) Nexus of Risk And Stability in Islamic Banks During The Pandemic Evidence From Indonesia.  Journal of Islamic Monetary Economics and Finance, 8 (4).  pp. 599-614.  ISSN p-ISSN: 2460-6146, e-ISSN: 2460-661     
document_url: https://digilib.uin-suka.ac.id/id/eprint/55542/1/Nexus%20of%20Risk%20And%20Stability%20in%20Islamic%20Banks%20During%20The%20Pandemic%20%20Evidence%20From%20Indonesia.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/55542/2/surat-surat-pernyataan1673488203.pdf