The Effect of Economic Growth and Inflation on Liquidity in “Bank Syariah Indonesia”

Muhammad Hidayat

doi:10.62207/4fx1yr50

Authors

Muhammad Hidayat STIE Persada Bunda Author

DOI:

https://doi.org/10.62207/4fx1yr50

Keywords:

GDP, Inflation, Liquidity Risk, Sharia Bank

Abstract

This study aims to evaluate the impact of external factors (macro economic), which consists of Gross Domestic Product (GDP) and Inflation, on Islamic bank liquidity risk as measured through the Financing to Deposit Ratio (FDR). The research method applied is time series data analysis using sample data from Bank Syariah Indonesia (BSI) in the 2021-2023 period with reference to monthly financial reports. The research results show that GDP has a negative and significant influence on liquidity risk represented by FDR. This means that a decrease in GDP contributes to an increase in liquidity risk in Islamic banks. Meanwhile, inflation has a positive influence on liquidity risk as measured by FDR, indicating that an increase in the inflation rate contributes to an increase in liquidity risk in Islamic banks. This increase in liquidity risk has the potential to cause inadequate FDR conditions. The analysis shows that around 40.3% of the variation in liquidity risk can be explained by GDP and inflation rates, while the remaining 59.7% is influenced by other factors not covered in this study.

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