MONTI KLEIN PROFIT AND LOSS MODEL BASED ON ISLAMIC BALANCE SHEET

• Main Author: Gumala Andirasdini, Indah
• Format: Theses
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/39158
• Institution: Institut Teknologi Bandung

The development of sharia bank in Indonesia has become attention of various parties. The analysis about the banks’s balance sheet is one of the important analyses for bank’s financial condition to remain balanced. The mathematcal model Monti Klein is one of the methods used to calculate the profit loss of a banking based on financial balance sheet. Therefore, this final project will examine two topics about the application of mathematics in sharia banking to determine the Monti Klein’s profit and loss based on category of general and business bank’s (BUKU) and determine of the prediction of Monti Klein’s profit and loss. In the determinations of Monti Klein's profit and loss, the variables contained in the Monti Klein equation derive from the report data on the site of the Financial Services Authority (OJK). The other variables come from the construction of a simple model of the Bank Syaria balance to determine funding, financing, equivalent rate funding and equivalent rate financing. Monti Klein profit and loss model will be predicted with the aim of seeing the stability of the sharia bank balance sheet within the next five months. Monti Klein profit and loss is predicted using a regression time-series method. There are two approach in determining the time series regression model, with and without outlier.Model with outlier has over value prediction than model without oultier. Monti Klein prediction on each bank generates profit value in confidence interval. It’s means that balance sheet for each sharia bank has a greater value of financing than funding. Based on the Monti Klein profit and loss applied to each bank clasification, Bank can be runs because it has been a loss more than its equity. This Final Project is expected to provide knowledge for the community about the Islamic banking.