LIQUIDITY RISK ANALYSIS IN ISLAMIC AND CONVENTIONAL BANKS: A COMPARISON DURING THE COVID-19 PANDEMIC
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Sep 27, 2024
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Abstract
The COVID-19 pandemic has had a major impact on the global economy including Indonesia, especially on the banking sector. This study uses a comparative quantitative research method. This study aims to compare risk in Islamic and conventional banks using the t-Test and Mann-Whitney U test. During the COVID-19 pandemic, the data shows differences in current ratio, quick ratio, and LDR/FDR between conventional and Islamic banks. Islamic banks have a higher current ratio and quick ratio than conventional banks, indicating a better ability to meet short-term obligations and maintain liquidity. In addition, Islamic banks have a lower FDR. The results of the study can help investors in making investment decisions, but it is recommended to also consider other indicators. The study only focuses on analyzing liquidity risk in both types of banks during the pandemic, suggesting future research to expand the variables and research time.
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DZIKRULLOH, Chanif; CANGGIH, Clarashinta.
LIQUIDITY RISK ANALYSIS IN ISLAMIC AND CONVENTIONAL BANKS: A COMPARISON DURING THE COVID-19 PANDEMIC.
Proceedings of the International Conference of Islamic Economics and Business (ICONIES), [S.l.], v. 10, n. 1, p. 1265-1272, sep. 2024.
ISSN 2541-3333.
Available at: <http://conferences.uin-malang.ac.id/index.php/iconies/article/view/3015>. Date accessed: 09 mar. 2025.
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This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
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Fahrika, A.I., & Roy, J. (2020). Dampak pandemi covid 19 terhadap perkembangan makro ekonomi di indonesia dan respon kebijakan yang ditempuh.
Ghenimi, A., Chaibi, H., & Omri, M. A. B. (2021a). Liquidity risk determinants: Islamic vs conventional banks. International Journal of Law and Management, 63(1), 65–95. https://doi.org/10.1108/IJLMA-03-2018-0060
Grira, J., & Labidi, C. (2020). Banks, Funds, and risks in islamic finance: Literature & future research avenues. Finance Research Letters, 41, 101815. https://doi.org/10.1016/j.frl.2020.101815
Gustina, I. (2017). Analisis Kinerja Keuangan Sebelum Dan Sesudah Merger Dan Akuisisi Pada Perusahaan Yanggo Publicyang Terdaftar Di Bei. Jurnal Akuntansi Dan Keuangan, 6(1), 1–23.
Hlebik, S., & Ghillani, L. (2017). Management Strategies for Bank’s Liquidity Risk. International Journal of Economics and Finance, 9(6), 98. https://doi.org/10.5539/ijef.v9n6p98
İncekara, A., & Çetinkaya, H. (2019). Liquidity Risk Management: A Comparative Analysis of Panel Data Between Islamic And Conventional Banking In Turkey. Procedia Computer Science, 158, 955–963. https://doi.org/10.1016/j.procs.2019.09.136
Indonesia, B. (2023). Ikhtisar. Bank Indonesia. Retrieved from https://www.bi.go.id/id/fungsi-utama/stabilitas-sistem-keuangan/ikhtisar/default.aspx (Accessed on July 29 , 2024)
Indonesia, C. (2020, May 11). Sri Mulyani Sebut Corona Ganggu Stabilitas Sistem Keuangan RI. Ekonomi. https://www.cnnindonesia.com/ekonomi/20200511090725-532-501937/sri-mulyani-sebut-corona-ganggu-stabilitas-sistem-keuangan-ri (Accessed on July 29 , 2024)
Kasmir. 2021. Analisis Laporan Keuangan. Edisi Kedua. Cetakan Keduabelas. PT Raja Grafindo Persada. Jakarta
Kharima, A. N. (2016). Analisis Perbandingan Kinerja Bank Umum Konvensional Dengan Bank Umum Syariah Di Indonesia. Jurnal Ilmiah Mahasiswa FEB, 4(2).
Khotimah, I. C. (2021). Jurnal Perbankan Syari ’ ah Program Studi Perbankan Syar i ’ ah Jurnal Perbankan Syari ’ ah Program Studi Perbankan Syar i ’ ah. LaRiba Jurnal Perbankan Syariah, 2(02), 28–41.
Makkulau A. R., Utu La, Ayu F. I, (2022). Analisis Perbandingan Loan To Deposit Ratio Bank Konvensional Dan Financing To Deposit Ratio Bank Syariah Di Bursa Efek Indonesia., https://doi.org/10.60009/sigmajeb.v5i1.87
Nurafini, F. (2022). Studi Perbandingan Tingkat Kesehatan Bank Antara Bank Syariah dan Bank Konvensional di Indonesia Selama Pandemi Covid-19. Jurnal Ilmiah Ekonomi Islam, 8(03), 2690-2699. doi: http://dx.doi.org/10.29040/jiei.v8i3.5461
OCBC. (2023). Tentang Risiko Likuiditas: Pengertian, penyebab, Dan Cara Mengatasi. https://www.ocbc.id/id/article/2023/04/03/risiko-likuiditas-adalah (Accessed on July 29 , 2024)
OJK. (2009) Peraturan Bank Indonesia Nomor 11/25/PBI/2009 Tentang Penerapan Manajemen Risiko di Bank. http://www.ojk.go.id. (Accessed on July 29 , 2024)
OJK. (2024) Tentang Statistik Perbankan Indonesia. http://www.ojk.go.id. (Accessed on July 29 , 2024)
OJK. (2024) Tentang Statistik Perbankan Syariah. http://www.ojk.go.id. (Accessed on July 29 , 2024)
Prasidha, D. K., & Wahyudi, S. T. (2015). Dampak Nilai Tukar dan Risk-Based Bank Rating terhadap Prediksi Kondisi Perbankan Indonesia. 04(03), 122–142
Sembiring-Kembaren, L. J. (CNBC, 2021). Sri Mulyani: Status Sistem Keuangan Ri Dalam Kondisi normal. Retrieved from https://www.cnbcindonesia.com/market/20210806094244-17-266556/sri-mulyani-status-sistem-keuangan-ri-dalam-kondisi-normal (Accessed on July 29 , 2024)
Shibly, Ahamed & Nimsith, Issath. (2015). Liquidity Risk Management In Islamic And Conventional Banks In Sri Lanka: A Comparative Study. International Journal of Management, Information Technology and Engineering. 3. 7-22.
Sugiyono. (2022). Metode Penelitian Kuantitatif, Kualitatif, dan R&D. Alfabeta.