Farida Titik_Abstract_1812014

PREDIKSI KEBANGKRUTAN BANK-BANK YANG TERDAFTAR DI BURSA EFEK INDONESIA

 

Farida Titik Kristanti

Jurusan Akuntansi Telkom Business School, Telkom University

Jl. Telekomunikasi, Terusan Buah Batu, Dayeuh Kolot, Bandung, 40257.

 

Korespondensi dengan Penulis:

Farida Titik Kristanti: Telp. +62 22 750 3509; Fax. +62 22 750 2263

E-mail: farida_titik@yahoo.com

 Abstract

The purpose of this study was to investigate whether CAMELS ratios could be used to predict Bank bankruptcy. This study used seven ratios that represented CAMELS 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%.

Key words: bankruptcy, banking, CAMELS ratios

(Full Text.pdf)

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