Pengelolaan risiko likuiditas Bank Konvensional vs Bank Syariah
P enelitian ini bertujuan untuk menguji dan mengetahui perbedaan danperbandingan Conventional Banks (CBs) versus Islamic Banks (IBs), penelitian inijuga bertujuan untuk menguji pengaruh loan quality, funding, dan asset qualityterhadap liquidity risk management. Sampel yang digunakan dalam penelitian inimeliputi 45 perusahaan perbankan yang terdiri dari 34 Conventional Banks dan 11Islamic Banks yang terdaftar dalam Otoritas Jasa Keuangan (OJK) selama periodepenelitian dari tahun 2012-2016. Variabel independen dalam penelitian ini adalahloan quality, funding dan asset quality, sedangkan variabel dependennya adalahliquidity risk management. Metode analisis yang digunakan dalam penelitian iniadalah analisis regresi berganda dan uji hipotesis. Hasil penelitian menemukanterdapat perbedaan antara Conventional Banks (CBs) perform dan Islamic Banks(IBs) perform terhadap liquidity risk management. Hasil penelitian menunjukkan pada Conventional Banks (CBs) funding berpengaruh positif terhadap liquidity riskmanagement, assets quality berpengaruh negatif terhadap liquidity risk management.Sedangkan loan quality tidak memiliki pengaruh terhadap liquidity risk management.Pada Islamic Banks (IBs) funding berpengaruh positif terhadap liquidity riskmanagement, sedangkan loan quality dan asset quality tidak bepengaruh terhadapliquidity risk management. Perusahaan Conventional Banks dan Islamic Banks untukmengurangi liquidity risk sebaiknya tidak menurunkan atau melonggarkan kualitaskredit, walaupun memiliki total deposits yang besar. Dan pada perusahaanConventional Banks sebaiknya menjaga asset quality dengan mempertimbangkanberapa banyak impaired loan yang dibutuhkan.
T he aim of this research is to examine and compare the differences and comparisonof Conventional Banks (CBs) versus Islamic Banks (IBs), this research also aims toexamine the effect of loan quality, funding, and asset quality on liquidity riskmanagement. The sample used in this study includes 45 banking companiesconsisting of 34 Conventional Banks and 11 Islamic Banks registered in the OtoritasJasa Keuangan (OJK) during the study period from 2012-2016. The independentvariables in this research are loan quality, funding and asset quality, while thedependent variable is liquidity risk management. The method of analysis used in thisstudy is multiple regression analysis and hypothesis testing. The results of theresearch found that there is a differences between the Conventional Banks (CBs)perform and Islamic Banks (IBs) perform on liquidity risk management. The resultsshowed that in Conventional Banks (CBs) funding positively affect on liquidity risk management, asset quality negatively affect on liquidity risk management. Whileloan quality no affect on liquidity risk management. In Islamic Banks (IBs) fundingpositively affect on liquidity risk management, while loan quality and asset qualityno affect on liquidity risk management. Conventional Banks and Islamic Bankscompanies to reduce liquidity risk should not decrease or loosen credit quality, evenif they have large total deposits. And at the company Conventional Banks shouldmaintain asset quality by considering how much impaired loan is needed.