ANALISIS PENGARUH RASIO RASIO KEUANGAN TERHADAP PREDIKSI KEBANGKRUTAN BANK (Studi pada Bank Umum Swasta Devisa yang terdaftar di Bank Indonesia tahun 2004 – 2008)

HARJANTI, Reny Sri and SAMPURNO, R.Djoko (2011) ANALISIS PENGARUH RASIO RASIO KEUANGAN TERHADAP PREDIKSI KEBANGKRUTAN BANK (Studi pada Bank Umum Swasta Devisa yang terdaftar di Bank Indonesia tahun 2004 – 2008). Undergraduate thesis, Universitas Diponegoro.

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Abstract

This study aims to examine the effect of the ratio of financial ratios such as the CAR (Capital Adequecy Ratio), NPL (non performing loans), ROA (Return On Asset), ROE (Return On Equity), NIM (Net Interest Margin), BOPO (operating costs compared with operating income), and LDR (Loan Deposit Ratio) to the prediction of bank bankruptcy empirical studies on private bank with foreign exchange from year observation period 2004- 2008, and data obtained from the Directory of Banking and Infobank sampling of this study using a purposive sampling technique with a period observations in 2004-2008. Data obtained from Bank Indonesia and Infobank directory. The method used for this research is logistic regression. Based on the feasibility of the 27 banks selected for 2004, 2005, 2006, 2007 and 2008 using logistic regression, it can be concluded that the appropriate variable to analyze the variables above the prediction of insolvency in the banking sector. The results of this study indicate that financial ratios such as CAR, NPL, ROA, ROE, NIM, BOPO and LDR can be used to predict the bank's bankruptcy. The resulting regression equation is Y = -0.509 - 0.060 + 0.006 CAR NPL ROA + 0.155 - 0.147 + 0.300 ROE NIM BOPO +0.015 - 0.014 LDR. From the results obtained by the CAR regression, NIM, and BOPO no significant effect on bank bankruptcy prediction, this is indicated from its significance value less than 0.05, while the ROA, ROE, NPL and LDR have an influence on bank bankruptcy prediction.

Item Type:Thesis (Undergraduate)
Additional Information:bank bankruptcy prediction, CAR, NPL, ROA, ROE, NIM, BOPO, LDR, logistic regression.
Uncontrolled Keywords:bank bankruptcy prediction, CAR, NPL, ROA, ROE, NIM, BOPO, LDR, logistic regression.
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:29313
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:08 Sep 2011 11:01
Last Modified:08 Sep 2011 11:01

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