Analisis pengukuran risiko maksimum pasar uang antar-bank syariah (puas) dengan metode value at risk
PURNAMASARI, DINDA , Drs. Dumairy, MA
This paper has two objectives, first analyze risk measurement for instrument of Islamic Inter Bank Money Market in Indonesia. Second aim of this paper analyze instrument of Islamic Inter Bank Money Market performance and its correlation with Islamic Banking funds, and also this instrument can be a role model for shariah economy.
Value at Risk is a method which is used in this paper for measuring risk in instrument of Islamic Inter Bank Money Market. We used data for this research from January 2004 until January 2008.
Kata Kunci : Risk, Islamic Inter Bank Money Market, Value at Risk
