ANALISIS SISTEM DETEKSI DINI TERHADAP KRISIS PERBANKAN SYARIAH

Sumandi Sumandi

Abstract


Penelitian ini bertujuan untuk menganalisis model sistem deteksi dini (early warning system/EWS) pada perbankan Syariah. Data dalam penelitian ini berbentuk time series bulanan dari bulan Januari 2004 sampai bulan Desember 2016. Indikator dependen dalam penelitian ini adalah indeks ketahanan perbankan syariah (Syariah banking robustness index), indikator dependen ini dibentuk melalui dua komponen yaitu dana pihak ketiga (DPK) dan pembiayaan perbankan Syariah. Sedangkan indikator independen yaitu non performing financing (NPF), financing deposit to ratio (FDR), inflasi, produk domestik bruto (PDB) dan suku bunga. Hasil penelitian menunjukkan berdasarkan indeks ketahanan perbankan Syariah (Syariah banking robustness index), terdapat ketahanan yang buruk pada perbankan Syariah di tahun 2004 dan 2005. Ketahanan yang buruk ini lebih disebabkan oleh faktor internal perbankan. Selain itu, berdasarkan 5 indikator yang digunakan, hanya 3 indikator yang dapat menjadi leading indicators yaitu suku bunga, inflasi dan financing to deposit ratio (FDR). Tiga leading indicators didapatkan berdasarkan penilaian berbagai kriteria, salah satunya adalah noise to signal ratio (NSR). Langkah selanjutnya adalah mengolah 3 leading indicators dengan logit. Hasil dengan logit menunjukkan dari 3 leading indicators,hanya suku bunga yang berpengaruh signifikan dan nilai ods ratio leading indicator suku bunga  sebesar 79.29%. Kesimpulan dari penelitian ini adalah indikator suku bunga menjadi indikator yang sangat berpengaruh terhadap kinerja perbankan Syariah.

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References


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