The Application of Risk Based Bank Rating on Bankruptcy Prediction of Banks in Indonesia

Sistiyarini, Evi and Supriyono, Sudjarno Eko (2017) The Application of Risk Based Bank Rating on Bankruptcy Prediction of Banks in Indonesia. Jurnal Keuangan dan Perbankan, 21 (2). pp. 302-311. ISSN 1410-8089

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Abstract

The increase of banking products and services which is more complex will increase the risk to the banks. Therefore, to anticipate the rise of financial difficulties in a bank, the early warning system. This study aimed to find the influence RBBR (Risk Based Bank Rating) ratio’s to predict bankruptcy of conventional Banks in Indonesia. Ratio of RBBR consisted of risk profile, Good Corporate Governance, profitability and capital. Independent variables used were NPL, PDN, LDR, GCG, ROA and NIM, and CAR. Dependent variable was bank bankruptcy using dummy variable. The population of this study was all of the conventional banks in Indonesia. The data was a secondary data taken form financial report of conventional bank 2011-2015. Technical sampling used was a purposive sampling method with some criteria. The analysis of this study used logistic regression. The result of the study showed that NPL, PDN, LDR, GCG, ROA and NIM, and CAR had no significant influence to bankruptcy of the bank. Keywords: bank bankcrupty, logistic regression, Risk Based Bank Rating (RBBR)

Item Type: Article
Subjects: 300 - SOCIAL SCIENCE > 330 - 339 ECONOMICS > 332 - FINANCIAL ECONOMICS > 332.12 - BANKS & BANKING
Divisions: Lecturer
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas
Date Deposited: 22 Aug 2022 07:27
Last Modified: 22 Aug 2022 07:27
URI: http://eprints.perbanas.ac.id/id/eprint/3932

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