IDENTIFIKASI MODAL, PROFITABILITAS, LIKUIDITAS, PDB, INFLASI DAN NILAI TUKAR SEBAGAI PREDIKSI KRISIS PERBANKAN DI INDONESIA
Abstract: This
study aims to
determine the effect
of capital, profitability, liquidity,
Gross Domestic Product
(GDP), inflation, and exchange rate to the prediction of banking
crises in Indonesia during 2008-2012.
Measurement conditions of
crisis, namely BSF
index method (Banking Sector Fragility) index. Samples taken in this study consisted of
18 commercial banks
listed on the
Indonesian Stock Exchange (IDX).
The results showed
that all the
variables simultaneously significant to the prediction of banking
crisis. Partially profitability and exchange rate have significant effect to
the prediction of banking crisis. While capital, liquidity, GDP, and
inflation does not significantly
influence to the prediction of banking crisis.
Keywords: banking crisis,
BSF index, capital,
profitability, liquidity,GDP,inflation,
exchange rate and
logistic regression
Penulis: WULAN BUDIARTI
Kode Jurnal: jpmanajemendd141030
