Ketahanan Bank Terhadap Financial Distress
Abstract
Tujuan dari penelitian ini adalah untuk mengetahui pengaruh rasio CAMEL dan jenis bank terhadap financial distress yang ditunjukkan oleh Z-score. Penelitian ini menggunakan lima rasio yang mewakili rasio CAMEL dan jenis bank berdasarkan kepemilikan bank. Populasi penelitian ini adalah seluruh bank yang terdaftar di Bursa Efek Indonesia (BEI) tahun 2014-2018 dan diperoleh 94 bank sebagai sampel. Model regresi panel digunakan untuk menguji pengaruh variabel bebas terhadap variabel terikat. Hasil penelitian menunjukkan bahwa Permodalan, Likuiditas, Manajemen, dan 4 jenis Bank memiliki hubungan yang signifikan dengan financial distress. Adapun jenis bank, hanya Bank BUMN yang tidak memiliki pengaruh yang signifikan terhadap Z-Score. Temuan lainnya adalah R square sebesar 0,482 menunjukkan bahwa variabel bebas dapat dijelaskan oleh variabel terikat sebesar 48,2%.
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DOI: https://doi.org/10.17509/jimb.v13i1.39100
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