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Abstrak :

Investasi kini menjadi salah satu mata pencaharian di tengah masyarakat Indonesia. Meski dilanda ketidakpastian pada pasar terlebih setelah kehadiran COVID-19, jumlah investor justru kian meningkat. Merespon kondisi ini, penting bagi investor untuk mengetahui dan memilih instrumen investasi safe haven dan hedge. Penelitian terdahulu menyebutkan bahwa Bitcoin dan Ethereum dapat berperan sebagai safe haven dan hedge selama COVID-19. Oleh karena itu, penelitian ini bertujuan untuk menganalisis korelasi return cryptocurrency dengan return aset finansial lainnya serta mengetahui apakah Bitcoin dan Ethereum dapat berperan sebagai safe haven dan/ hedge. Penelitian ini menggunakan data harian dari aset finansial diantaranya IHSG, ISSI, Emas, Obligasi, dan Sukuk serta cryptocurrency seperti Bitcoin dan Ethereum selama periode 2018-2023. Dalam melakukan regresi data untuk pengujian hipotesis, penelitian ini menggunakan Quantile Regression dengan software Eviews 10. Berdasarkan dari hasil uji dan analisa bahwa Bitcoin dan Ethereum dapat berperan sebagai hedge atas Emas pada periode keseluruhan. Serta, Ethereum menjadi hedge atas IHSG, Obligasi, dan Sukuk pada periode sebelum COVID-19. Selain itu juga Bitcoin dapat menjadi safe haven atas Obligasi dan Ethereum sebagai safe haven atas Emas saat COVID-19. Ethereum juga dapat berperan sebagai hedge atas Sukuk pada periode sesudah COVID-19< ......Nowadays investment is becoming a source of income in Indonesia. Even though facing the uncertainty especially after the COVID-19 outbreak, the number of investors keeps on rising. Response to this, it’s important for investors to know and choose instruments in the form of safe haven and hedge. Previously, some studies stated that Bitcoin and Ethereum behave as a safe haven and hedge amidst COVID-19. Therefore, this study aims to analyse the correlation between return of cryptocurrency and return on financial assets, also to find out whether Bitcoin and Ethereum can play a role as safe haven and/ hedge. This study used daily return data on financial assets such as IHSG, ISSI, Sukuk, and Gold, also cryptocurrency such as Bitcoin and Ethereum during the period of 2018-2023. During the process of data regression for testing the hypothesis, this study used a Quantile Regression supported with Eviews 10 software. Based on our testing and analysing, Bitcoin and Ethereum can play a role as a hedge towards gold in the whole period. Also, Ethereum can play a role as a hedge towards IHSG, Bonds, and Sukuk before COVID-19. Besides, Bitcoin can play a role as a safe haven towards bonds and Ethereum as safe haven towards Gold amidst COVID-19. Ethereum also can play a role as a hedge towards Sukuk after COVID-19.

 

 

Abstrak :
Laporan magang ini berisi tentang uji coba mengenai dasar pengklasifikasian aset keuangan berdasarkan PSAK 71, yaitu Uji Model Bisnis dan Uji SPPI (Solely Payments of Principal and Interest) yang dilakukan melalui workshop dengan divisi-divisi lain yang terkait dengan implementasi PSAK 71 di Bank CHF. Laporan magang ini bertujuan untuk mengilustrasikan proses implementasi Uji Model Bisnis dan Uji SPPI, baik ketika workshop berlangsung maupun setelah workshop tersebut diadakan. Proses implementasi Uji Model Bisnis dan Uji SPPI ini menghasilkan klasifikasi aset keuangan baru yang sesuai dengan PSAK 71, yaitu biaya perolehan yang diamortisasi, nilai wajar melalui pendapatan komprehensif lainnya, dan nilai wajar melalui laba rugi. Oleh karena itu, laporan magang ini pun mencakup evaluasi atas hasil dari proses implementasi Uji Model Bisnis dan Uji SPPI tersebut beserta contoh dan penjelasan dari masing-masing klasifikasi aset keuangan. ......This internship report contains the implementation process of the basic tests in classifying financial assets based on PSAK 71, namely Business Model Test and SPPI (Solely Payments of Principal and Interest) Test that is held through a workshop with the other divisions related to the implementation of PSAK 71 in CHF Bank. The objective of this internship report is to illustrate the implementation process of Business Model Test and SPPI Test during and after the workshop. This implementation process generates the new classifications of financial assets in accordance with PSAK 71, such as Amortized Cost, Fair Value Through Other Comprehensive Income (FVOCI), and Fair Value Through Profit or Loss (FVTPL). Therefore, this internship report also includes the evaluation upon the results of the implementation process of Business Model Test and SPPI Test along with the example and explanation in each classification of the financial assets.

Abstrak :
ABSTRACT
This paper empirically assesses the relation between bank performance and capital regulation for Islamic banks from 13 countries and evaluates whether the relation varies with bank size, capital, and liquidity. We find small Islamic banks to be less stable and less profitable they also cut lending growth as capital regulation becomes more stringent. The stability and lending growth of big Islamic banks are, however, directly related to capital regulation. Further, capital regulation adversely affects the profitability of Islamic banks with low liquidity and high capital holdings. While capital regulation is needed, it should not be adopted in a blanket manner for all Islamic banks.