ANALISIS RASIO-RASIO KEUANGAN UNTUK MEMPREDIKSI FINANCIAL DISTRESS BANK DEVISA PERIODE 2006 – 2011

ADI, AGUNG BASKORO (2013) ANALISIS RASIO-RASIO KEUANGAN UNTUK MEMPREDIKSI FINANCIAL DISTRESS BANK DEVISA PERIODE 2006 – 2011. Masters thesis, STIE PERBANAS SURABAYA.

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Abstract

There is abundant researches describing prediction models of bank’s bankruptcy, but only few researches have sought to predict bank’s financial distress. The financial distress condition happens before bankruptcy. The purpose of this research is to examine the factors that affect financial distress condition of a foreign bank in the periods of 2006 – 2011. The tested factors on this research are the changes of median value of Equity, the changes of median value of Net Interest Margin and the changes of median value of Return on Equity. Which towards CAMELS ratio that consists of; CAR, NPL, ROA, NIM,ROE,LDR,IRR The research sample consist of 166 banks which categorized as foreign bank in Indonesia in the periods of 2006 – 2011/. Moreover, it is chosen by purposive sampling. The statistic method which is used to test on the research hypothesis is logistic regression. Backward stepwise technique is used to gain a model that has the highest classification power, by removing the most insignificant variable in a model. The results show that Return on Asset (ROA), Return on Equity (ROE) and Net Interest Margin are significant variable. The insignificant variable are CAR, NPL. LDR and IRR.. This research also indicate that not all the variables that tested ini this research can predict the financial distress of foreign bank. Keywords: financial distress, foreign bank, bankruptcy

Item Type: Thesis (Masters)
Subjects: 300 - SOCIAL SCIENCE > 330 - 339 ECONOMICS > 332 - FINANCIAL ECONOMICS > 332.12 - BANKS & BANKING
Divisions: Magister of Management
Depositing User: Perpustakaan Universitas Hayam Wuruk Perbanas
Date Deposited: 20 Jul 2016 08:30
Last Modified: 27 Nov 2017 10:28
URI: http://eprints.perbanas.ac.id/id/eprint/57

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