Perilaku Ekonomi dan Dampak Risikonya Bank Syariah di Yogyakarta dalam Pembiayaan Mudarabah dan Murabahah bagi Dana Deposan
Abstract
This research tries to check the potency of risk of Islamic bank in defrayal of muḍārabah and murābaḥah. This research was inspired from ascription of whereas one who said that the Islamic banks have not been risk because they have owned the guidance of risk management published by Bank Indonesia (BI). One way to assess the existence of potency of risk of Islamic bank in its defrayal product is using the theory of behavioral economics which’s in general differentiated to two categories, that is rational that which tends to be risk and irrasional that which tend to be not risk. Rational behavior is presented by the approach of efficiency market hyphotesis (EMH) and irrational behavior is presented by the approach of adaptive market hypothesis (AMH) And behavioral finance (BF). This research objects are four Islamic banks in Yogyakarta. After conducting by tracing of field data then found that four Islamic banks affirm still face the risk in their operational, especially operational risk, risk of credit and risk of liquidity. Four banks show that their behaviors are irrasional because tend to show the behavior of AMH and BF, than EMH. Thereby its risk potency tends to minimizes to rate of return of clients of deposan or third party lenders (DPK).
Penelitian ini mencoba untuk melihat potensi risiko bank syariah dalam pembiayaan muḍārabah dan murābaḥah. Penelitian ini terinspirasi dari anggapan yang mengatakan bahwa bank syariah tidak memiliki risiko karena telah memiliki pedoman manajemen risiko yang diterbitkan oleh Bank Indonesia (BI). Salah satu cara untuk melihat adanya potensi risiko bank syariah dalam produk pembiayaan adalah dengan menggunakan teori ekonomi perilaku yang secara umum dibedakan menjadi dua kategori, yaitu perilaku rasional yang cenderung berisiko dan perilaku irasional yang cenderung tidak berisiko. Perilaku rasional dipresentasikan dengan pendekatan efficiency market hyphotesis (EMH) dan perilaku irasional dipresentasikan dengan pendekatan adaptive market hyphotesis (AMH) dan behavioral finance (BF). Objek penelitian ini adalah empat bank syariah di Yogyakarta. Setelah melakukan penelusuran data lapangan maka ditemukan bahwa keempat bank syariah tersebut menegaskan masih menghadapi risiko dalam operasionalnya, terutama risiko operasional, risiko kredit dan risiko likuiditas. Keempat bank tersebut menunjukkan bahwa perilakunya tidak rasional karena cenderung menunjukkan perilaku AMH dan BF dibandingkan EMH. Dengan demikian potensi risikonya cenderung meminimalkan tingkat pengembalian nasabah deposan atau dana pihak ketiga (DPK).
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