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Aplikasi Metode VaR Dan RAROC Atas Risiko Dan Pengembalian Hasil Pada Bank Syariah Mandiri

Jurnal Ilmiah Riset Akuntansi

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Title Aplikasi Metode VaR Dan RAROC Atas Risiko Dan Pengembalian Hasil Pada Bank Syariah Mandiri
 
Creator Ridiawati, Astri
Maslichah, Maslichah
Mawardi, M. Cholid
 
Description ABSTRACTThe purpose of this study is to discuss the level of risk (loss) ofMudharabah Deposit investment and the rate of return (pengemblian result) fromBank Syariah Mandiri. This research uses 2 methods of Value at Risk (VaR) tomeasure risk level and Risk Adjusted Return on Capital (RAROC) method tomeasure risk returns that have been adjusted with risk. This research is expectedto provide information for investors about financial risks and investment capitalof sharia banking.The results of research using VaR and RAROC methods from financialstatements in Bank Syariah Mandiri for three years, 2014 - 2016 showed that thelevel of risk for 3 months is quite stable because the value of VaR (zero) isnegative and the VaR value (mean) is lower than the value Expected Returnsduring the Year 2014 - 2016. While the results of the RAROC method indicate thatthe level of profit that has been adjusted with the risk in Bank Syariah Mandiriconcluded that RAROC is positive, meaning the level of profit in Bank SyariahMandiri greater than the level of risk.Keywords: Risk, Return, Mudharabah Deposits, Value at Risk (VaR), RiskAdjusted Return on Capital (RAROC)
 
Publisher Jurnal Ilmiah Riset Akuntansi
 
Contributor —
 
Date 2018-02-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://riset.unisma.ac.id/index.php/jra/article/view/927
 
Source Jurnal Ilmiah Riset Akuntansi; Vol 7, No 03 (2018): e_Jurnal Ilmiah Riset Akuntansi Februari 2018
2302-7061
 
Language eng
 
Relation http://riset.unisma.ac.id/index.php/jra/article/view/927/918
 
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