Pengaruh Rasio CAMEL dan Faktor Makroekonomi terhadap Kondisi Financial Distress pada Bank BUSN Non Devisa Tahun 2014-2019
DOI:
https://doi.org/10.26740/jim.v9n2.p451-466Keywords:
CAMEL ratio, financial distress, macroeconomic factors, non-foreign exchange bankAbstract
The bank, as financial intermediaries, is institutions that collect funds from society and distribute those funds for credit and providing other banking services. So, banking health is essential to prevent banks from Financial distress that leads to bankruptcy. This study analyses the effect of the CAMEL ratio and macroeconomic factors to predict non-foreign exchange bank is in 2014-2019 Financial distress. The CAMEL ratio consists of Capital proxied by CAR (Capital Adequacy Ratio), Asset Quality proxied by NPL (Non-Performing Loan), Management proxied by BOPO (Operating Expense to Operations Income), Earning proxied by ROA (Return on Asset), Liquidity proxied by LDR (Loan to Deposit Ratio). Then, macroeconomic factors proxied by GDP (Gross Domestic Product) and Inflation. This study used 20 non-foreign exchange bank is in 2014-2019 as the sample was determined using purposive sampling, and the statistical methods used to analyze is logistic regression in SPSS 25. This study shows that CAR, NPL, BOPO, LDR, GDP and Inflation have no significant effect on the probability of a bank's financial distress. On the other hand, ROA has a significant effect on the probability of a bank's financial distress.
References
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Africa, L. A. (2019). Financial Distress Prediction Using RGEC Model on Foreign Exchange Banks and Non-Foreign Exchange Banks. Journal of Accounting and Strategic Finance, 2(1), 4855. https://doi.org/10.33005/jasf.v2i1.34
Africa, L. A. (2018). Bankometer Models for Predicting Financial Distress in Banking Industry. Jurnal Keuangan dan Perbankan, 22(2), 373379. https://doi.org/10.26905/jkdp.v22i2.2050
Africa, L. A. (2019). Financial Distress Prediction Using RGEC Model on Foreign Exchange Banks and Non-Foreign Exchange Banks. Journal of Accounting and Strategic Finance, 2(1), 4855. https://doi.org/10.33005/jasf.v2i1.34
Amalia, N. I., & Mardani, R. M. (2018). Analisis Rasio Keuangan Terhadap Financial Distress (Pada Perusahaan Perbankan Yang Listing Di BEI Periode Tahun 2014-2016). Jurnal Ilmiah Riset Manajemen, 7(9).
Aminah, S., Rizal, N., & Taufiq, M. (2019). Pengaruh Rasio CAMEL terhadap Financial Distress pada Sektor Perbankan. Counting: Journal of Accounting, 2(1), 8694.
Andari, N. M., & Wiksuana, I. G. B. (2017). RGEC Sebagai Determinasi Dalam Menanggulangi Financial Distress Pada Perusahaan Perbankan Di Bursa Efek Indonesia. E-Jurnal Manajemen, 6(1), 116145.
Andari, N., & Wiksuana, I. (2017). Rgec Sebagai Determinasi Dalam Menanggulangi Financial Distress Pada Perusahaan Perbankan Di Bursa Efek Indonesia. E-Jurnal Manajemen, 6(1), 116145.
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Caggiano, G., Calice, P., & Leonida, L. (2014). Early warning systems and systemic banking crises in low income countries: A multinomial logit approach. Journal of Banking & Finance, 47, 258269. https://doi.org/10.1016/j.jbankfin.2014.07.002
Febriana, S. I. (2019). Faktor-Faktor Yang Memengaruhi Perbankan Dalam Memprediksi Banking Distress Dengan Metode CD Indeks. Jurnal Ilmu Manajemen (JIM), 7(4).
Ghozali, I. (2018). Aplikasi Analisis Multivariete dengan Program IBM SPSS 25. Badan Penerbit Universitas Diponegoro.
Halim, C. (2016). Analysis Effect Accounting Ratio and Market Effect to Predicting Banks Bankruptcy with Logistic Regression Model. JOM Fekon, 3(1), 12941308.
Ismawati, K., & Istria, P. C. (2015). Detektor financial distress perusahaan perbankan indonesia. Jurnal Ekonomi Bisnis dan Kewirausahaan, 4(1), 629.
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Kurniasari, C., & Ghozali, I. (2013). Analisis pengaruh rasio CAMEL dalam memprediksi financial distress perbankan Indonesia. Fakultas Ekonomika dan Bisnis.
Letarisky, M. (2014). Pengaruh Indikator Fundamental Makroekonomi Terhadap Foreign Direct Investment di Indonesia. Jurnal Administrasi Bisnis (JAB), 15(2), 9.
Maharani, R. D. (2018). Jurnal Bisnis Dan Manajemen. Jurnal Bisnis dan Manajemen, 2(031), 130.
Mahmood, H., Waheed, A., & Khalid, S. (2014). Role of macroeconomic indicators in banking crisis. Academic Research International, 5(2), 205.
Musdholifah, M., Hartono, U., & Wulandari, Y. (2020). Banking crisis prediction: Emerging crisis determinants in Indonesian banks. International Journal of Economics and Financial Issues, 10(2), 124131.
Nufus, K., Audina, N., & Muchtar, A. (2018). Effect of Financial Distress Ratio Banking Company in Indonesia Period 2011-2015. Research Journal of Finance and Accounting, 8.
Nugroho, A. (2012). Faktor-Faktor yang Mempengaruhi Intellectual Capital Disclosure (ICD). Accounting Analysis Journal, 1(2).
Obstfeld, M. (1984). Rational and self-fulfilling balance-of-payments crises. National Bureau of Economic Research.
Otoritas Jasa Keuangan. (2016). Kredit Bermasalah Meningkat Periode 2013-2016 | Databoks. https://databoks.katadata.co.id/datapublish/2016/12/05/kredit-bermasalah-meningkat-periode-2013-2016
Paul, K. (1979). A model of balance of payments crises. Journal of Money, Credit and Banking, 11(3), 311325.
Prasidha, D. K. (2015). Dampak Nilai Tukar dan Risk-Based Bank Rating Terhadap Prediksi Kondisi Perbankan Indonesia. Quantitative Economics Journal, 4(3).
Prianti, F. (2018). Pengaruh RGEC dan Variabel Makroekonomi Terhadap Banking Distress Dengan Menggunakan CD Indeks di Indonesia. Jurnal Ilmu Manajemen (JIM), 6(3).
Pristianti, R., & Musdholifah, M. (2020). Pengaruh Risk Based Bank Rating Terhadap Financial Distress Dengan Bankometer Model Pada Busn Non Devisa. Jurnal Ilmu Manajemen, 8, 717733.
Ramadhani, U. (2019). Prediction Model of Financial Distress Based on Financial Performance of Conventional Go-Public Banks in Indonesia. 461, 14.
Rodoni, ahmad. (2014). Manajemen Keuangan Modern. Mitra Wacana Media.
Rosita, M., & Musdholifah, M. (2018). Pengaruh Makroekonomi, Capital Adequacy Ratio, Loan To Deposit Ratio dan Pertumbuhan Kredit terhadap Non Performing Loan pada Bank Asing di Indonesia Periode 2013-2014. BISMA (Bisnis dan Manajemen), 8(2), 124143.
Sadida, B. D. (2018). Risk Profile, Good Corporate Governance, Earnings, and Capital (RGEC) Sebagai Prediktor Terhadap Kondisi Financial Distress Pada Perusahaan Perbankan. Jurnal Manajemen Bisnis Indonesia (JMBI), 7(4), 347357.
Santoso, S. indra. (2017). Pengaruh Laba, Arus Kas Dan Corporate Governance Terhadap Financial Distress (Studi pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Periode 2011-2015). Al-Buhuts, 13(01), 0122. https://doi.org/10.30603/ab.v13i01.428
Siregar, R. I., & Fauzie, S. (2012). Analisis Manfaat Rasio Keuangan Dalam Memprediksi Financial Distress Pada Perbankan (2007-2012). Jurnal ekonomi dan keuangan, 2(12), 14826.
Sitanggang, L. (2018, Agustus 7). Meski naik, LDR BPD masih lebih rendah dibanding bank lain. kontan.co.id. http://keuangan.kontan.co.id/news/meski-naik-ldr-bpd-masih-lebih-rendah-dibanding-bank-lain
Sofiasani, G., & Gautama, B. P. (2016). Pengaruh CAMEL Terhadap Financial Distress Pada Sektor Perbankan Indonesia Periode 2009-2013. Journal of Business Management Education (JBME), 1(1), 138148. https://doi.org/10.17509/jbme.v1i1.2283
Theodorus, S., & Artini, L. G. S. (2018). Studi Financial Distress Pada Perusahaan Perbankan di Bei. E-Jurnal Manajemen Universitas Udayana, 7(5), 2710. https://doi.org/10.24843/EJMUNUD.2018.v07.i05.p16
Waluyo, D., & Yulianti, U. (2016). Ekonomika Makro. UMM Press.
Wulandari, Y., Musdholifah, M., & Kusairi, S. (2017). The impact of macroeconomic and internal factors on banking distress. International Journal of Economics and Financial Issues, 7(3), 429.
Africa, L. A. (2019). Financial Distress Prediction Using RGEC Model on Foreign Exchange Banks and Non-Foreign Exchange Banks. Journal of Accounting and Strategic Finance, 2(1), 4855. https://doi.org/10.33005/jasf.v2i1.34
Africa, L. A. (2018). Bankometer Models for Predicting Financial Distress in Banking Industry. Jurnal Keuangan dan Perbankan, 22(2), 373379. https://doi.org/10.26905/jkdp.v22i2.2050
Africa, L. A. (2019). Financial Distress Prediction Using RGEC Model on Foreign Exchange Banks and Non-Foreign Exchange Banks. Journal of Accounting and Strategic Finance, 2(1), 4855. https://doi.org/10.33005/jasf.v2i1.34
Amalia, N. I., & Mardani, R. M. (2018). Analisis Rasio Keuangan Terhadap Financial Distress (Pada Perusahaan Perbankan Yang Listing Di BEI Periode Tahun 2014-2016). Jurnal Ilmiah Riset Manajemen, 7(9).
Aminah, S., Rizal, N., & Taufiq, M. (2019). Pengaruh Rasio CAMEL terhadap Financial Distress pada Sektor Perbankan. Counting: Journal of Accounting, 2(1), 8694.
Andari, N. M., & Wiksuana, I. G. B. (2017). RGEC Sebagai Determinasi Dalam Menanggulangi Financial Distress Pada Perusahaan Perbankan Di Bursa Efek Indonesia. E-Jurnal Manajemen, 6(1), 116145.
Andari, N., & Wiksuana, I. (2017). Rgec Sebagai Determinasi Dalam Menanggulangi Financial Distress Pada Perusahaan Perbankan Di Bursa Efek Indonesia. E-Jurnal Manajemen, 6(1), 116145.
Anggraini, A. (2019). Perkembangan Fintech di Indonesia | Indonesia Baik. http://indonesiabaik.id/infografis/perkembangan-fintech-di-indonesia
Bank Artos. (2020). BANK ARTOS - Home. http://www.bankartos.co.id/financialreport.html
Bank Harda Internasional. (2019). Laporan Tahunan-2019. https://www.bankbhi.co.id/bhi/index.php/hubinvestor/laporan-keuangan/laporan-tahunan/laporan-tahunan-2019
Bank Indonesia, O. B. I. (2020). OK! Bank Indonesia | Informasi Finansial. https://www.okbank.co.id/investor/financial?id=2
Baselga-Pascual, L., Trujillo-Ponce, A., & Cardone-Riportella, C. (2015). Factors influencing bank risk in Europe: Evidence from the financial crisis. The North American Journal of Economics and Finance, 34, 138166.
Caggiano, G., Calice, P., & Leonida, L. (2014). Early warning systems and systemic banking crises in low income countries: A multinomial logit approach. Journal of Banking & Finance, 47, 258269. https://doi.org/10.1016/j.jbankfin.2014.07.002
Febriana, S. I. (2019). Faktor-Faktor Yang Memengaruhi Perbankan Dalam Memprediksi Banking Distress Dengan Metode CD Indeks. Jurnal Ilmu Manajemen (JIM), 7(4).
Ghozali, I. (2018). Aplikasi Analisis Multivariete dengan Program IBM SPSS 25. Badan Penerbit Universitas Diponegoro.
Halim, C. (2016). Analysis Effect Accounting Ratio and Market Effect to Predicting Banks Bankruptcy with Logistic Regression Model. JOM Fekon, 3(1), 12941308.
Ismawati, K., & Istria, P. C. (2015). Detektor financial distress perusahaan perbankan indonesia. Jurnal Ekonomi Bisnis dan Kewirausahaan, 4(1), 629.
Iswanto, I. (2018). Memprediksi Kebangkrutan Perusahaan Perbankan (Studi Pada Perusahaan Perbankan Yang Tercatat di Bei). Manajemen Bisnis, 4(2). https://doi.org/10.22219/jmb.v4i2.5292
Kasmir. (2014). Manajemen Perbankan (12 ed.). Rajawali Press.
Kunjana, G. (2017). Inflasi Ideal RI 3%. investor.id. https://investor.id/archive/inflasi-ideal-ri-3
Kurniasari, C., & Ghozali, I. (2013). Analisis pengaruh rasio CAMEL dalam memprediksi financial distress perbankan Indonesia. Fakultas Ekonomika dan Bisnis.
Letarisky, M. (2014). Pengaruh Indikator Fundamental Makroekonomi Terhadap Foreign Direct Investment di Indonesia. Jurnal Administrasi Bisnis (JAB), 15(2), 9.
Maharani, R. D. (2018). Jurnal Bisnis Dan Manajemen. Jurnal Bisnis dan Manajemen, 2(031), 130.
Mahmood, H., Waheed, A., & Khalid, S. (2014). Role of macroeconomic indicators in banking crisis. Academic Research International, 5(2), 205.
Musdholifah, M., Hartono, U., & Wulandari, Y. (2020). Banking crisis prediction: Emerging crisis determinants in Indonesian banks. International Journal of Economics and Financial Issues, 10(2), 124131.
Nufus, K., Audina, N., & Muchtar, A. (2018). Effect of Financial Distress Ratio Banking Company in Indonesia Period 2011-2015. Research Journal of Finance and Accounting, 8.
Nugroho, A. (2012). Faktor-Faktor yang Mempengaruhi Intellectual Capital Disclosure (ICD). Accounting Analysis Journal, 1(2).
Obstfeld, M. (1984). Rational and self-fulfilling balance-of-payments crises. National Bureau of Economic Research.
Otoritas Jasa Keuangan. (2016). Kredit Bermasalah Meningkat Periode 2013-2016 | Databoks. https://databoks.katadata.co.id/datapublish/2016/12/05/kredit-bermasalah-meningkat-periode-2013-2016
Paul, K. (1979). A model of balance of payments crises. Journal of Money, Credit and Banking, 11(3), 311325.
Prasidha, D. K. (2015). Dampak Nilai Tukar dan Risk-Based Bank Rating Terhadap Prediksi Kondisi Perbankan Indonesia. Quantitative Economics Journal, 4(3).
Prianti, F. (2018). Pengaruh RGEC dan Variabel Makroekonomi Terhadap Banking Distress Dengan Menggunakan CD Indeks di Indonesia. Jurnal Ilmu Manajemen (JIM), 6(3).
Pristianti, R., & Musdholifah, M. (2020). Pengaruh Risk Based Bank Rating Terhadap Financial Distress Dengan Bankometer Model Pada Busn Non Devisa. Jurnal Ilmu Manajemen, 8, 717733.
Ramadhani, U. (2019). Prediction Model of Financial Distress Based on Financial Performance of Conventional Go-Public Banks in Indonesia. 461, 14.
Rodoni, ahmad. (2014). Manajemen Keuangan Modern. Mitra Wacana Media.
Rosita, M., & Musdholifah, M. (2018). Pengaruh Makroekonomi, Capital Adequacy Ratio, Loan To Deposit Ratio dan Pertumbuhan Kredit terhadap Non Performing Loan pada Bank Asing di Indonesia Periode 2013-2014. BISMA (Bisnis dan Manajemen), 8(2), 124143.
Sadida, B. D. (2018). Risk Profile, Good Corporate Governance, Earnings, and Capital (RGEC) Sebagai Prediktor Terhadap Kondisi Financial Distress Pada Perusahaan Perbankan. Jurnal Manajemen Bisnis Indonesia (JMBI), 7(4), 347357.
Santoso, S. indra. (2017). Pengaruh Laba, Arus Kas Dan Corporate Governance Terhadap Financial Distress (Studi pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia Periode 2011-2015). Al-Buhuts, 13(01), 0122. https://doi.org/10.30603/ab.v13i01.428
Siregar, R. I., & Fauzie, S. (2012). Analisis Manfaat Rasio Keuangan Dalam Memprediksi Financial Distress Pada Perbankan (2007-2012). Jurnal ekonomi dan keuangan, 2(12), 14826.
Sitanggang, L. (2018, Agustus 7). Meski naik, LDR BPD masih lebih rendah dibanding bank lain. kontan.co.id. http://keuangan.kontan.co.id/news/meski-naik-ldr-bpd-masih-lebih-rendah-dibanding-bank-lain
Sofiasani, G., & Gautama, B. P. (2016). Pengaruh CAMEL Terhadap Financial Distress Pada Sektor Perbankan Indonesia Periode 2009-2013. Journal of Business Management Education (JBME), 1(1), 138148. https://doi.org/10.17509/jbme.v1i1.2283
Theodorus, S., & Artini, L. G. S. (2018). Studi Financial Distress Pada Perusahaan Perbankan di Bei. E-Jurnal Manajemen Universitas Udayana, 7(5), 2710. https://doi.org/10.24843/EJMUNUD.2018.v07.i05.p16
Waluyo, D., & Yulianti, U. (2016). Ekonomika Makro. UMM Press.
Wulandari, Y., Musdholifah, M., & Kusairi, S. (2017). The impact of macroeconomic and internal factors on banking distress. International Journal of Economics and Financial Issues, 7(3), 429.
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2021-06-30
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Qur’anna, W. W., & Isbanah, Y. (2021). Pengaruh Rasio CAMEL dan Faktor Makroekonomi terhadap Kondisi Financial Distress pada Bank BUSN Non Devisa Tahun 2014-2019. Jurnal Ilmu Manajemen, 9(2), 451–466. https://doi.org/10.26740/jim.v9n2.p451-466
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