MODEL PREDIKSI KEBANGKRUTAN BANK GO PUBLIC DAN BANK NON GO PUBLIC DI INDONESIA

Herliansyah , Yudhi (2002) MODEL PREDIKSI KEBANGKRUTAN BANK GO PUBLIC DAN BANK NON GO PUBLIC DI INDONESIA. Masters thesis, Program Pascasarjana Universitas Diponegoro.

[img]
Preview
PDF - Published Version
1610Kb

Abstract

Abstract This research investigates and presents a model of bankruptcy prediction for the Indonesian go public banks and Indonesian non go public banks using CAMEL ratios and other indicators. This research is a cross sectional analysis using end year 1996 financial statement bank data are obtain from Indonesian bank directory. The data set has 28 Indonesian go public banks and 71 Indonesian non go public banks. This study used t-test and Discriminant analysis as statistic tools. The results of this study suggest that 1k2, LnAss and BMPK are statisticaly significant in explaining Indonesian go public bank failure and CAR and Lk2 are statisticaly significant in explaining Indonesian non go public bank failure. The Indonesian go public banks failure Prediction model is Z = 3,817 +2,528 Lk2 - 7,67 lnAss + 0624 BMPK, and The Indonesian non go public banks failure Prediction model is Z = -5,023 + 5,442 CAR + 2,521 Lk2. For these results, bank bankruptcy prediction should use not only CAMEL ratios, butalso should use other variables such as economic, politic and other factors. Keywords: Banks, Bankruptcy, CAMEL ratios

Item Type:Thesis (Masters)
Subjects:H Social Sciences > HG Finance
Divisions:Postgraduate Program > Master Program in Management
ID Code:8935
Deposited By:Mr UPT Perpus 2
Deposited On:21 Apr 2010 15:57
Last Modified:21 Apr 2010 15:57

Repository Staff Only: item control page