Determinants of Factor that Affect Liquidity Risk of Islamic Banks in Indonesia and Malaysia Yessi Sasmita Anggun (1) ; Dr. Amir Machmud,S.E.,M.Si (2)
Universitas Pendidikan Indonesia
Abstract
This study aims to analyze the factors that affect liquidity risk in Islamic banks in Indonesia and Malaysia. The research used descriptive method and quantitative method. The indicators used in the measurement are Size of Banks, Return On Asset, Return On Equity, and Capital Asset Ratio. The data is the time series from 2010-2017. The data source used is secondary data from statistical reports of Sharia Banking statistics taken from the Financial Fervices Authority (OJK) and Bank Negara Malaysia (BNM). The data were then analyzed using multiple regression analysis. Size is Company Size, ROE, and CAR have significant result to liquidity risk, while ROA is not significant impact on liquidity risk.
Keywords: liquidity risk, islamic bank, ROA, ROE, CAR, Size Of Firm
