Shariah Compliant Macaulay’s Duration Model Testing: Evidence from Islamic banks in Indonesia

• Main Authors: Ali Shah, Syed Alamdar, Sukmana, Raditya, Fianto, Bayu Arie
• Format: UMS Journal (OJS)
• Jezik: eng
• Izdano: Muhammadiyah University Press 2021
• Teme: Islamic Banks; Earning Assets; Return Bearing Liabilities; Duration Model; Maturity Gap Risk Management model testing
• Online dostop: https://journals.ums.ac.id/index.php/jisel/article/view/15358

The purpose of this research is to test Shariah compliant duration models on Islamic banks in Indonesia. This will be achieved using data of earning assets and risk bearing liabilities of Indonesian Islamic banks from 2009 to 2019. Using multiple regressions the results suggest that Shariah complian...