Analisis Perbandingan Resiko dan Pengembalian Hasil Investasi pada Perbankan Syariah dan Konvensional Aplikasi Metode Value at Risk (VaR) dan Risk Adjusted Return Of Capital (RAROC) di BRI Syari’ah dan BRI

  • Muhamad Annas Institut Agama Islam Darussalam Blokagung
  • Muhammad Alaika Nasrulloh Institut Agama Islam Darussalam Blokagung
  • Sumari Mawardi Institut Agama Islam Darussalam Blokagung

Abstract

The purpose of this study is to study investment income that has been adjusted to the
risk of deposits, mudharabah, which have Islamic bank and conventional bank
obligations, to determine the level of ability of Islamic and conventional banks in the
use of risk that can erode capital. This research uses empirical inquiring. The banks
used as samples from this study are BRIS and BRI by looking at monthly publication
reports on the BI website. From this research it is expected to provide information to
the management and need in the banking industry. With this additional information, it
is expected to be taken more accurately and can increase the level of expenditure from
banks. This is very necessary considering the banking industry has a high level of
expenditure. The high level of risk makes banking industry players continue to use
methods to anticipate future risks. Expected after this research. Can be developed
further.

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References

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Published
2020-08-02
How to Cite
ANNAS, Muhamad; NASRULLOH, Muhammad Alaika; MAWARDI, Sumari. Analisis Perbandingan Resiko dan Pengembalian Hasil Investasi pada Perbankan Syariah dan Konvensional Aplikasi Metode Value at Risk (VaR) dan Risk Adjusted Return Of Capital (RAROC) di BRI Syari’ah dan BRI. Jurnal Istiqro, [S.l.], v. 6, n. 2, p. 140-153, aug. 2020. ISSN 2599-3348. Available at: <http://ejournal.iaida.ac.id/index.php/istiqro/article/view/574>. Date accessed: 13 aug. 2020. doi: https://doi.org/10.30739/istiqro.v6i2.574.
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Articles