PERBANDINGAN MANAJEMEN RISIKO LIKUIDITAS BANK KONVENSIONAL DENGAN BANK SYARI’AH DI INDONESIA

Abstract

Liquidity risk management can be analyzed through financial performance of the company and the policy of its liquidity risk management. This study investigates the influence of Capital Adequacy Ratio (CAR), Return on Asset (ROA), Return on Equity (ROE), Net Interest Margin (NIM), Liquidity Gap (LG), Risky Liquid Assets to Total Assets (RLA), Net-Working Capital (NWC), and size of the bank (SIZE) to Liquidity Risk Management (LRM) on Islamic banks and conventional banks in Indonesia. This study is based on the secondary data in a period of of sevent years (2008-2014) that collected from the bank financial reports. The population of this study consists of Islamic banks and conventional banks in Indonesia that registered from 2008 to 2014, and the samples consists of three Islamic banks and sixteen conventional banks in Indonesia. This study finds that only LG, NIM, and NWC have significant influence to LRM, and it’s only happened on conventional banks. In Islamic banks, there are not significant influence of all independent variables to LRM. Based on the result of Chow Test, the F calculated value is 1.142,32 while the value of F table is 1,88. It suggests that there is a structural break in liquidity risk management between conventional and Islamic bank. This finding proof that there must be different liquidity risk management between conventional banks and Islamic banks in Indonesia.
Keywords: risk management, liquidity risk, conventional bank, Islamic bank