ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI LIKUIDITAS BANK SYARIAH DI INDONESIA
Abstract
This study aims to analyze the factors that influence the liquidity of Islamic banks in Indonesia. The analysis is was using monthly time series data published by Bank Indonesia in the period 2010 to 2018. The variables used are internal factors (Capital Adequacy Ratio (CAR), Return On Assets (ROA) ) and external factors (SBI Inflation and Interest Rates) ). The method used in this study is the Vector Error Corection Model (VECM).
Based on the results of the study show that in the short term, the variable CAR, ROA, Inflation and SBI interest rates positively and significantly influence FDR. Whereas in the long run, the CAR variable and inflation have a significant positive influence on FDR, the ROA variable negatively influences FDR. And the variable SBI interest rate does not have a significant influence on FDR.