NEXUS OF RISK AND STABILITY IN ISLAMIC BANKS DURING THE PANDEMIC: EVIDENCE FROM INDONESIA

• Main Authors: Sunarsih, Sunarsih, Al Hashfi, Rizqi Umar, Munawaroh, U'um, Suhari, Endang
• Format: Article PeerReviewed
• Language: English
• Published: 2022
• Subjects: Banking Finance and Investment; Investment and Risk Management
• Online Access: https://repository.ugm.ac.id/281876/1/1444-Article%20Text-5019-2-10-20221223.pdf; https://repository.ugm.ac.id/281876/; https://jimf-bi.org/index.php/JIMF/article/view/1444/915; https://doi.org/10.21098/jimf.v8i4.1444
• Institution: Universitas Gadjah Mada

This paper analyzes the effect of liquidity risk and credit risk on Islamic bank stability and whether the risk-stability nexus changes during the Covid-19 pandemic. Using a panel quarterly dataset of 14 Islamic banks from 2017 to 2020, a total of 224 quarterly-bank observations in total and the sys...