ANALISIS STRESS TEST PADA PERBANKAN SYARIAH DI INDONESIA

Bank is basically a business entity which in its activities collect. Funds from the public in the form of deposits and distributes them to the public ini the form of credit or the other forms. The purpose of this research are Islamic Commercial Bank and Islamic Business Units, The data used in the research is secondary data that were obtained form Bank Indonesia and Financial Services Authority. The sample of this research is monthly statistics repost of Islamic Banking since period January 2015 to December 2020. The method of analysis is multiple regression analysis and stress test analysis the result show that ROA has negative influence and not significant, FDR has negative influence and significant, and while BOPO has positive influence and significant, CAR has negative influence and significant on NPF. On the stress test analysis in the form of scenario analysis obtained that the magnitude of variables that can tolerate shock are FDR that ranged from 79,17% – 83,53%, BOPO that ranged from 89,17% - 99,09%, CAR that ranged from 15,09% - 21,39% for the sustainability of stability of Islamic Banking.