PENGARUH RISIKO KREDIT, RISIKO PASAR, DANRISIKO LIKUIDITASTERHADAP PEMBIAYAAN MUDHARABAH PERBANKAN SYARIAH PERIODE 2013-2015 - Institutional Repository of IAIN Tulungagung

DAFTAR ISI
Halaman Sampul Luar......................................................................................

i

Halaman Sampul Depan ................................................................................... ii
Halaman Persetujuan ........................................................................................ iii
Halaman Pengesahan ....................................................................................... iv
Halaman Motto................................................................................................. v
Halaman Persembahan ..................................................................................... vi
Kata Pengantar ................................................................................................. vii
Daftar Isi........................................................................................................... ix
Daftar Gambar.................................................................................................. xii
Daftar Tabel ..................................................................................................... xiii
Daftar Lampiran ............................................................................................... xiv
Abstrak Indonesia............................................................................................. xv
Abstrak Inggris ................................................................................................. xvi
BAB I : PENDAHULUAN
A. Latar Belakang .............................................................................. 1
B. Rumusan Masalah ......................................................................... 11
C. TujuanPenelitian............................................................................ 12

D. Kegunaan Penelitian...................................................................... 12
E. Ruang Lingkup dan Keterbatasan Penelitian ................................ 13
F. Penegasan Istilah ........................................................................... 15
G. Sistematika Skripsi ........................................................................ 17
BAB II : LANDASAN TEORI
A. Manajemen Risiko......................................................................... 19
B. Risiko ........................................................................................... 21
C. Risiko Kredit ................................................................................. 24
D. Risiko Pasar ................................................................................... 27
E. Risiko Likuiditas ........................................................................... 30
F. Pembiayaan Mudharabah .............................................................. 33
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G. Tinjauan Penelitian Terdahulu ...................................................... 45
H. Kerangka Pemikiran ...................................................................... 50
I. Hipotesis ........................................................................................ 51
BAB III : METODE PENELITIAN
A. Pendekatan dan Jenis Penelitian .................................................... 53
B. Populasi, Sampling dan Sampel Penelitian ................................... 54
C. Sumber Data, Variabel dan Skala Pengukuran ............................. 55

D. Teknik Pengumpulan Data ............................................................ 58
E. Metode Analisis Data .................................................................... 58
BAB IV : HASIL PENELITIAN
A. Uji Normalitas ............................................................................... 66
B. Uji Asumsi Klasik
a.

Uji Multikolinearitas .............................................................. 67

b.

Uji Heteroskedastisitas ........................................................... 69

c.

Uji Autokorelasi ..................................................................... 70

C. Uji Analisis Regresi Linear Berganda ........................................... 71
D. Uji Hipotesis
a

Uji F ....................................................................................... 73

b

Uji t......................................................................................... 74

E. Uji Koefisien Determinasi (R2) ..................................................... 77
BAB : PEMBAHASAN
A. Pengaruh Risiko Kredit berupa Non Performing Financing
(NPF) terhadap Pembiayaan Mudharabah .................................... 79
B. Pengaruh Risiko Pasar berupa Nilai Tukar terhadap
Pembiayaan Mudharabah .............................................................. 83
C. Pengaruh Risiko Likuiditas berupaFinancing to Deposit Ratio
(FDR) terhadap Pembiayaan Mudharabah .................................... 86
D. Pengaruh Risiko Kredit (NPF), Risiko Pasar ( Nilai Tukar),
dan Risiko Likuiditas (FDR) terhadap
Pembiayaan Mudharabah .............................................................. 89

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BAB VI : PENUTUP
A. Kesimpulan.................................................................................... 91
B. Saran .............................................................................................. 92
DAFTAR RUJUKAN
LAMPIRAN-LAMPIRAN

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