Strategi komprehensif pengelolaan risiko pasar pada lembaga keuangan syariah

Pendekatan value at risk dan backtesting

  • Israul Mubarak Program Studi Perbankan Syariah Universitas Islam Negeri Maulana Malik Ibrahim Malang
Keywords: Comprehensive Strategy, Risk Management, Market Risk, Value at Risk, Backtesting

Abstract

This research aims to determine the impact of market risk on Islamic banking and provide solutions to this. The analysis technique used is the Library Research method based on previous research from books, journals and existing research. The results obtained are that market risk in Islamic banking consists of 4 main risks, namely yield risk, exchange rate risk, commodity risk and equity risk. So several strategies are needed, namely 1). Limiting positions; 2). Portion limit policy; 3). System use. Then also followed by calculations using the Value at risk and Backtesting measurement methods

Downloads

Download data is not yet available.

References

Amanda, W., & Pratomo, W. A. (2013). Analisis Fundamental dan Resiko Sistematik Terhadap Harga Saham Perbankan yang Terdaftar Pada Indeks LQ 45. Jurnal Ekonomi Dan Keuangan, 1(3), 14728.

Hutahaean, H. D. (2018). Analisa simulasi monte carlo untuk memprediksi tingkat kehadiran mahasiswa dalam perkuliahan (studi kasus: STMIK pelita nusantara). Journal Of Informatic Pelita Nusantara, 3(1).

Ihyak, M., Segaf, S., & Suprayitno, E. (2023). Risk management in Islamic financial institutions (literature review). Enrichment: Journal of Management, 13(2), 1560–1567. http://repository.uin-malang.ac.id/16775/

Kholid, M. (2018). Prinsip-Prinsip Hukum Ekonomi Syariah Dalam Undang-Undang Tentang Perbankan Syariah. Jurnal Asy-Syari’ah, 20(2), 147–148.

Melinda, E., & Segaf, S. (2023). Implementation of risk management in murabahah financing at bmt ugt nusantara nusantara pasuruan. Enrichment: Journal of Management, 13(2), 914–920. http://repository.uin-malang.ac.id/16773/

Sidik, S., & Hendriyani, R. M. (2021). Pengaruh Resiko Pasar, Resiko Operasional, Resiko Likuiditas dan Kecukupan Modal terhadap Profitabilitas:(Studi Pada Bank Persero Yang Tercatat Di BEI Periode 2016-2019). ACCOUNTHINK: Journal of Accounting and Finance, 6(02).

Syadali, M. R., Segaf, S., & Parmujianto, P. (2023). Risk management strategy for the problem of borrowing money for Islamic commercial banks. Enrichment: Journal of Management, 13(2), 1227–1236. http://repository.uin-malang.ac.id/16771/

PlumX Metrics

Published
2024-05-31
How to Cite
Mubarak, I. (2024). Strategi komprehensif pengelolaan risiko pasar pada lembaga keuangan syariah. Maliki Interdisciplinary Journal, 2(5), 1009-1012. Retrieved from https://urj.uin-malang.ac.id/index.php/mij/article/view/7241
Issue
Vol 2 No 5 (2024): MAY
Section
Articles

Copyright (c) 2024 Israul Mubarak

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

Authors who publish with this journal agree to the following terms:

  • Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work’s authorship and initial publication in this journal.
  • Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal’s published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
  • Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work.