ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT
This research aimed to examine whether the financial ratios included in CAMEL facorts on Bank Rating (TKS, the capital adequacy ratio (CAR), non performing loan (NPL), loan to deposit ratio (LDR) and return to assets (ROA) can be used to predict the bankruptcy of a Indonesian Rural Bank (BPR). The m...
| Main Authors: | , |
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| Subjects: |
| _version_ | 1826047457704804352 |
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| author | , Kuntari Setyorini , Dr. Setiyono Miharjo, MBA. |
| author_facet | , Kuntari Setyorini , Dr. Setiyono Miharjo, MBA. |
| author_sort | , Kuntari Setyorini |
| collection | UGM |
| description | This research aimed to examine whether the financial ratios included in
CAMEL facorts on Bank Rating (TKS, the capital adequacy ratio (CAR), non
performing loan (NPL), loan to deposit ratio (LDR) and return to assets (ROA) can
be used to predict the bankruptcy of a Indonesian Rural Bank (BPR).
The method used in this research is the statistical discriminant analysis to
study variables consists of 2 (two) dependent variable shaped non-metrical/category
with 2 (two) categories, namely the bankrupt bank dan the non bankrupt bank with 4
(four) independent variable shaped metrics/numbers, in the form of financial ratios.
The financial ratios used are CAR, NPL, LDR and ROA. While the number of
samples in this research are 23 Indonesian Rural Bank (BPR) that have been
liquidated from year 2006 until 2011 and 230 samples BPR located in Jakarta,
Bogor, Depok, Tangerang, Bekasi and Banten area that still in operation until
December 31st, 2011.
The results showed that all the independent variables used in this research,
the ratio of CAR, NPL, LDR, and ROA is significantly able to differ the bankrupt
bank and the non bankrupt bank with the significant value above than 0,05. In
addition, the level of accuracy for the prediction of bank bankruptcy one year prior to bankruptcy was 93,28% or higher than the data 2 (two) years before the bankruptcy was 87,75%. Thus CAR, NPL, LDR & ROA ratio in the year before the bankruptcy has a significant impact on the bank�s collapse. |
| first_indexed | 2024-03-13T23:11:11Z |
| format | Thesis |
| id | oai:generic.eprints.org:125606 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:11:11Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1256062016-03-04T08:39:41Z https://repository.ugm.ac.id/125606/ ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT , Kuntari Setyorini , Dr. Setiyono Miharjo, MBA. ETD This research aimed to examine whether the financial ratios included in CAMEL facorts on Bank Rating (TKS, the capital adequacy ratio (CAR), non performing loan (NPL), loan to deposit ratio (LDR) and return to assets (ROA) can be used to predict the bankruptcy of a Indonesian Rural Bank (BPR). The method used in this research is the statistical discriminant analysis to study variables consists of 2 (two) dependent variable shaped non-metrical/category with 2 (two) categories, namely the bankrupt bank dan the non bankrupt bank with 4 (four) independent variable shaped metrics/numbers, in the form of financial ratios. The financial ratios used are CAR, NPL, LDR and ROA. While the number of samples in this research are 23 Indonesian Rural Bank (BPR) that have been liquidated from year 2006 until 2011 and 230 samples BPR located in Jakarta, Bogor, Depok, Tangerang, Bekasi and Banten area that still in operation until December 31st, 2011. The results showed that all the independent variables used in this research, the ratio of CAR, NPL, LDR, and ROA is significantly able to differ the bankrupt bank and the non bankrupt bank with the significant value above than 0,05. In addition, the level of accuracy for the prediction of bank bankruptcy one year prior to bankruptcy was 93,28% or higher than the data 2 (two) years before the bankruptcy was 87,75%. Thus CAR, NPL, LDR & ROA ratio in the year before the bankruptcy has a significant impact on the bank�s collapse. [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , Kuntari Setyorini and , Dr. Setiyono Miharjo, MBA. (2013) ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65775 |
| spellingShingle | ETD , Kuntari Setyorini , Dr. Setiyono Miharjo, MBA. ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT |
| title | ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT |
| title_full | ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT |
| title_fullStr | ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT |
| title_full_unstemmed | ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT |
| title_short | ANALISIS PREDIKSI KEBANGKRUTAN BANK PERKREDITAN RAKYAT |
| title_sort | analisis prediksi kebangkrutan bank perkreditan rakyat |
| topic | ETD |
| work_keys_str_mv | AT kuntarisetyorini analisisprediksikebangkrutanbankperkreditanrakyat AT drsetiyonomiharjomba analisisprediksikebangkrutanbankperkreditanrakyat |