Early Warning to Banking Crises in the Dual Financial
System in Indonesia: The Markov Switching Approach

Nurfalah, Irfan; Rusydiana, Aam Slamet; Laila, Nisful; Cahyono, Eko Fajar

doi:10.4197/islec.31-2.10

Cited by 44 publications

(43 citation statements)

References 29 publications

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“…Selanjutnya gejala-gejala krisis dapat teridentifikasi sedemikian rupa sehingga kerugian yang potensial diderita oleh masyarakat Indonesia akibat krisis yang mungkin terjadi dapat diminimalkan. Nurfalah et al (2018) dan Rani et al (2017) misalnya melakukan pengamatan terkait sistem deteksi dini krisis perbankan pada sistem moneter ganda, termasuk mengukur tingkat produktivitas industri perbankan di Indonesia.…”

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Efisiensi dan produktivitas industri perbankan pada sistem moneter ganda di Indonesia

Rusydiana¹,

Laila

Sudana

2019

JSB

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This study aims to examine the level of efficiency of 115 commercial banks in Indonesia for the period between 2010 and 2016. We use basic models of Data Envelopment Analysis (DEA) consisting of CCR (Charnes Cooper Rhodes) and BCC (Banker Charnes Cooper) models. This study also investigate the value of productivity of each bank which is then compared. The study finds that commercial banks in Indonesia exhibit an increase in productivity although it is relatively small. The stagnation of the level of productivity is due to the low level of technological change (technological change) rather than a decrease in efficiency (Efficiency change). Another interesting finding is that around 70 percent of the hypothetically relative credit market share in Indonesia is controlled by only 29.56 percent of commercial banks. This also means that around 30 percent of the remaining credit market share is contested by the rest of other banks.

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Efisiensi dan produktivitas industri perbankan pada sistem moneter ganda di Indonesia

Rusydiana¹,

Laila

Sudana

2019

JSB

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“…Source: BPS Indonesia and www.macrotrend.net, processed data Previous studies have discussed a lot about the stability of Islamic banking in this study to see the level of stability of Islamic banking against internal and external shocks with several indicators studied. Nurfalah et al (2018) examined conventional banking and Islamic banking in Indonesia, the results of which explained that the significant stability indicators of Islamic banking were bank deposits and CA/GDP. Zahra, Ascarya, and Huda (2018) examined the measurement of the stability of conventional banking and Islamic banking in Indonesia, wherewith the Z-score indicator Islamic banking is more stable than conventional banking.…”

Section: Figure 1 Economic Growth Of Indonesia Malaysia and Pakistan 2011-2019mentioning

confidence: 99%

Stability Analysis Of Islamic Banking: Indonesia, Malaysia And Pakistan

Luqmanulhakim

Rulindo²,

Anwar³

2021

Iqtishaduna

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Following the 2008 financial crisis, the global economy will continue to experience shock in the years to come. Therefore, it is vital to conduct research that can anticipate the impact of fluctuations in financial stability. This research examines the stability of the Islamic banking system in Indonesia, Malaysia, and Pakistan, using Z-Score as a proxy variable for stability measurement and Markov Switching VAR for the method. The objectives are to identify which Islamic banking has better resilience in facing crisis and identify the economic variables that have a significant effect on the stability of Islamic banking. The results showed that the stability of Indonesian Islamic banking was more stable compared to Malaysia and Pakistan. The crisis periods determined from the method show that in 2019 all countries studied entered the beginning of the crisis period, which means the world conditions tend to re-enter the crisis, repeating the 2008 financial crisis.

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“…Terutama jika dibandingkan dengan kondisi industri keuangan konvensional yang telah lebih dahulu eksis. Misalnya, hasil penelitian yang dilakukan oleh Nurfalah et al (2018) yang menyatakan bahwa perbankan syariah relatif lebih stabil dibandingkan dengan perbankan konvensional dalam menghadapi guncangan, baik dari internal maupun eksternal. Hal ini menjadi temuan menarik yang perlu dibuktikan melalui berbagai riset di masa mendatang.…”

Section: Pendahuluanunclassified

Bagaimana Mengembangkan Industri Fintech Syariah di Indonesia? Pendekatan Interpretive Structural Model (ISM)

Rusydiana¹

2019

JAM

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Fintech in Indonesia is an untapped market opportunity. As a country with the largest muslim population in the world, the prospect of Islamic fintech in Indonesia is very good. This study tries to answer the problems that occur, strategy, and stakeholders involved in developing Islamic fintech in Indonesia using the Interpretive Structural Model (ISM) approach. The core problem faced in developing the Islamic finance technology industry is the lack of policy instruments that maintain the work process of fintech and the availability of human resources for fintech. The strategy needed in the framework of developing Islamic fintech is the ability to manage and analyze data in the big data era and human resources in digital marketing. For ecosystem aspects or actors involved in developing Islamic fintech in Indonesia, important actors include government or regulators, educational institutions (universities), as well as existing industries (banks and other financial institutions).

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Early Warning to Banking Crises in the Dual Financial System in Indonesia: The Markov Switching Approach

Cited by 44 publications

References 29 publications

Efisiensi dan produktivitas industri perbankan pada sistem moneter ganda di Indonesia

Efisiensi dan produktivitas industri perbankan pada sistem moneter ganda di Indonesia

Stability Analysis Of Islamic Banking: Indonesia, Malaysia And Pakistan

Bagaimana Mengembangkan Industri Fintech Syariah di Indonesia? Pendekatan Interpretive Structural Model (ISM)

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