SKRIPSI DIGITAL
Analysis of Risk and Return Measurement of Financing with VaR and RAROC Methods (Study on Islamic Commercial Banks in Indonesia for the 2019-2023 Period) = ANALYSIS OF RISK AND RETURN MEASUREMENT OF FINANCING WITH VAR AND RAROC METHODS (Study on Islamic Commercial Banks in Indonesia for the 2019-2023 Period)
This research aims to measure the potential risk and return of mudharabah, musyarakah and murabahah financing at Islamic Commercial Banks in Indonesia to measure the potential return on financing at Islamic Commercial Banks in Indonesia for the 2019-2023. The calculation techniques used are the VaR and RAROC methods. The results of the VaR calculation show that murabahah financing has the smallest potential risk while musyarakah financing has the largest potential risk during the 2019-2023 period. Then the calculation results RAROC calculation results show that the potential risk-adjusted return on Islamic Commercial Banks in Indonesia are the highest in murabahah financing and the smallest potential return in mudharabah financing. The acquisition of return financing is accordance with the proportion of the distribution of this type of financing.
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