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Nexus of Risk and Stability in Islamic Banks during the Pandemic: Evidence from Indonesia

Journal of Islamic Monetary Economics and Finance · Vol. 8 No. 4 (2022) · hlm. 599–614

DOI
10.21098/jimf.v8i4.1444
ISSN
2460-6618, 2460-6146
Terbit
2022-12-08
Penerbit
Bank Indonesia
Bahasa
eng

Abstrak

This paper analyzes the effect of liquidity risk and credit risk on Islamic bank stability and whether the risk-stability nexus changes during the Covid-19 pandemic. Using a panel quarterly dataset of 14 Islamic banks from 2017 to 2020, a total of 224 quarterly-bank observations in total and the system generalized method of moment, we find that credit risk and liquidity risk are negatively associated with bank stability. Moreover, the COVID-19 does not alter the negative relationship between liquidity risk and stability. To validate the results, we also estimate the model using the LSDVC. The LSDVC results remain consistent. These results provide new insight into understanding risk management implementation for minimizing these risks.

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Ahmad Maulin NaufaAfiliasi tidak diketahui2
Revina Intan PraditaAfiliasi tidak diketahui1
Sutimin SutiminAfiliasi tidak diketahui1
R. Heru TjahjanaAfiliasi tidak diketahui1
Ervia YudiatiDiponegoro University1
Sri SejatiAfiliasi tidak diketahui1
Rani AgustianAfiliasi tidak diketahui1
Jusman RahimAfiliasi tidak diketahui1
Lilin BudiatiAfiliasi tidak diketahui1
Nugroho SusantoAfiliasi tidak diketahui1
Kuntoro KuntoroAfiliasi tidak diketahui1
Chatrin U.WAfiliasi tidak diketahui1
Abdul QoyumAfiliasi tidak diketahui1
Izra BerakonAfiliasi tidak diketahui1
Nor Nabilla MuhammadAfiliasi tidak diketahui1
Alyta Shabrina ZusrynAfiliasi tidak diketahui1
Novi Lailatul KhoirunnisaAfiliasi tidak diketahui1
Ammelia Rizza Fitri Ayu ListyowatiAfiliasi tidak diketahui1
Fitri YantiAfiliasi tidak diketahui1
Sri MulyaniDiponegoro University1
Rahmawati RahmawatiAfiliasi tidak diketahui1
Komang Ayi SukmaAfiliasi tidak diketahui1
Nurleni NurleniAfiliasi tidak diketahui1
Erwin Azizi JayadiprajaAfiliasi tidak diketahui1
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Sumber metadata: OAI-PMH (metadata jurnal) http://www.jimf-bi.org/index.php/JIMF/oai, pertama di-harvest 9 Nov 2026, terakhir terlihat 9 Nov 2026.
Metadata asli (oai_dc) 
<oai_dc:dc xmlns="http://www.openarchives.org/OAI/2.0/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/  http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
	<dc:title xml:lang="en">Nexus of Risk and Stability in Islamic Banks during the Pandemic: Evidence from Indonesia</dc:title>
	<dc:creator xml:lang="en">Sunarsih, Sunarsih</dc:creator>
	<dc:creator xml:lang="en">Al Hashfi, Rizqi Umar</dc:creator>
	<dc:creator xml:lang="en">Munawaroh, U’um</dc:creator>
	<dc:creator xml:lang="en">Suhari, Endang</dc:creator>
	<dc:subject xml:lang="en">Credit risk, Liquidity risk, COVID-19 pandemic, Islamic banking.</dc:subject>
	<dc:description xml:lang="en">This paper analyzes the effect of liquidity risk and credit risk on Islamic bank stability and whether the risk-stability nexus changes during the Covid-19 pandemic. Using a panel quarterly dataset of 14 Islamic banks from 2017 to 2020, a total of 224 quarterly-bank observations in total and the system generalized method of moment, we find that credit risk and liquidity risk are negatively associated with bank stability. Moreover, the COVID-19 does not alter the negative relationship between liquidity risk and stability. To validate the results, we also estimate the model using the LSDVC. The LSDVC results remain consistent. These results provide new insight into understanding risk management implementation for minimizing these risks.</dc:description>
	<dc:publisher xml:lang="en">Bank Indonesia</dc:publisher>
	<dc:date>2022-12-08</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en">Peer-reviewed Article</dc:type>
	<dc:type xml:lang="en">text</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://jimf-bi.org/JIMF/article/view/1444</dc:identifier>
	<dc:identifier>10.21098/jimf.v8i4.1444</dc:identifier>
	<dc:source xml:lang="en">Journal of Islamic Monetary Economics and Finance; Vol. 8 No. 4 (2022); 599-614</dc:source>
	<dc:source>2460-6618</dc:source>
	<dc:source>2460-6146</dc:source>
	<dc:source>10.21098/jimf.v8i4</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://jimf-bi.org/JIMF/article/view/1444/915</dc:relation>
	<dc:rights xml:lang="en">Copyright (c) 2022 Sunarsih Sunarsih, Rizqi Umar Al Hashfi, U’um Munawaroh, Endang Suhari</dc:rights>
</oai_dc:dc>