Pengaruh RGEC Dan Variabel Makroekonomi Terhadap Banking Distress Dengan Menggunakan CD Indeks Di Indonesia
Abstract: The bank is
financial institutions that collect funds from society and distribute those
funds for credit and providing other banking services. As financial
intermediaries, a bank cannot be separated from external and internal factors
which can cause banking distress. This study aimed to examine the influence of
internal banking factors and macroeconomic variables for predicting banking
distress in Indonesia using Crisis and Default Index. The internal variable
used in this study are risk profile proxied by NPL and LDR; good corporate
governance with a proxy of the size of board directors; earnings proxied by
ROA, ROE, BOPO, NIM; as well as capital proxied by CAR. While the macroeconomic
variables used are economic growth and inflation.This study used 28
conventional banks in Indonesia as sample and logit analysis during
2010-2016.The result of the research shows that the internal factor of size of
board directors has a positive effect on the prediction of banking distress
while ROE negatively affects the prediction of banking distress. This is
important to be done by the internal banking in maintaining the level of
profitability and manage good corporate governance by taking into account
various factors that are inaugurated as an effort to minimize the probability
of banking distress.In macroeconomic factors, the variable of GDP and inflation
did not significantly influence the prediction of banking distress due to the
internal fundamentals of the banking system in facing the changing macro
condition.
Keywords: Banking distress,
Crisis and Default Index, RGEC, macroeconomics, logistic regression
Penulis: FEBBY PRIANTI,
MUSDHOLIFAH
Kode Jurnal: jpmanajemendd180512
