Analisis Risiko dan Pengembalian Hasil Dengan Metode Value At Risk (VAR) dan Risk Adjusted Return On Capital (RAROC) Pada Bank Umum Syariah Di Indonesia

L, Witra Angriani (2020) Analisis Risiko dan Pengembalian Hasil Dengan Metode Value At Risk (VAR) dan Risk Adjusted Return On Capital (RAROC) Pada Bank Umum Syariah Di Indonesia. Other thesis, Universitas Islam Riau.

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Abstract

Abstract Risk Analysis and Return On Yield using the Value at Risk and Risk Adjusted Return On Capital methods at Islamic Commercial Banks in Indonesia By: Witra Angriani l The purpose of this study is to look at the size of financial risk and return on investment from mudharabah deposits at Bank Syariah Mandiri, BRI Syariah, and BCA Syariah in the period 0f 2017-2019. Use the Value at Risk (VaR) and the readjusts to the capital approach. This research provides information for investors about finance ial risk in Islamic Banking. Over a periode of 3 years, 2017-2019 shows that the risk level is quite stable, because the value of VaR (zero) is more negative and VaR (mean) is lower than the expected average return value. Bank Syariah Mandiri have the lowest risk value that issued by banks, while the highest profit from BRI Syariah. for the RAROC value of the bankclass, BCA Syariah has the best RAROC value, which means that BCA Syariah has no potential loss for three years.

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