Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2014

Prediksi kebangkrutan bank-bank yang terdaftar di bursa efek Indonesia

Jurnal keuangan dan Perbankan: Volume 18, Nomor 1, Januari 2014
Journal from JIPTUNMERPP / 2017-07-24 11:37:59
Oleh : Farida Titik Kristanti, Diploma 3 of Banking and Finance Merdeka University Malang
Dibuat : 2014-01-01, dengan 0 file

Keyword : Bankruptcy, banking, CAAMELS ratios

The purpose of this study was to investigate whether CAMELS rations could be used to predicat Bank bank-ruptcy. This study used seven ratios that represented CAMLES ratios. Logic regression Model used showed that model fit and prediction accuracy was as much as 81.2% . It led us to the conclusion that the CAMELS ratios could be used to predict bank bankruptcy. The research showed that only CAR (Capital) negatively and significantly influenced the prediction of Bank bankruptcy. The other variables, NPL (Asset quality), ROA (Management), NIM (Earnings), LDR (Liquidity), Price/Earning (Sensitivity) and size (Sensitivity) did not have any significant influence to predict bank bankruptcy. This model also showed us that variability of an independent variable could be explained by the dependent variability as much as 43.5%.

Deskripsi Alternatif :

The purpose of this study was to investigate whether CAMELS rations could be used to predicat Bank bank-ruptcy. This study used seven ratios that represented CAMLES ratios. Logic regression Model used showed that model fit and prediction accuracy was as much as 81.2% . It led us to the conclusion that the CAMELS ratios could be used to predict bank bankruptcy. The research showed that only CAR (Capital) negatively and significantly influenced the prediction of Bank bankruptcy. The other variables, NPL (Asset quality), ROA (Management), NIM (Earnings), LDR (Liquidity), Price/Earning (Sensitivity) and size (Sensitivity) did not have any significant influence to predict bank bankruptcy. This model also showed us that variability of an independent variable could be explained by the dependent variability as much as 43.5%.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Banking and Finance Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.