Pengaruh Rasio Camel Terhadap Financial Distress Pada Perusahaan Perbankan di Indonesia

Abstract

ABSTRAK

 

Tujuan dari penelitian ini adalah untuk menunjukkan pengaruh secara simultan dan parsial rasio CAMEL, CAR, NPL, NIM, ROA, ROE, BOPO, LDR, terhadap financial distress pada lembaga perbankan Bursa Efek Indonesia. Populasi yang digunakan dalam survei ini adalah perusahaan perbankan yang terdaftar di Bursa Efek Indonesia selama periode survei, sebanyak 40 perusahaan selama periode 2015-2019. Kriteria diidentifikasi dari populasi sebanyak 16 perusahaan yang dijadikan sampel dalam penelitian ini, dan pengambilan sampel dilakukan dengan menggunakan metode sampling bertarget (evaluation sample). Uji hipotesis dilakukan dengan analisis regresi logistik, dan uji statistik dilakukan dengan uji parsial dan omnibus dari koefisien model. Jika pengujian ini sebelumnya dijalankan, maka dijalankan terlebih dahulu dengan menilai kelayakan model regresi, kesesuaian model pengujian, dan ringkasan model atau R2. Hasil penelitian menunjukkan bahwa variabel CAR berpengaruh negatif signifikan terhadap financial distress perusahaan, variabel NPL dan LDR berpengaruh positif signifikan secara parsial terhadap financial distress perusahaan, dan NIM, ROA, ROE, dan BOPO. Hal ini menunjukkan bahwa variabel tersebut tidak berpengaruh terhadap perusahaan perbankan. , Tercatat di Bursa Efek Indonesia. .. Variabel yang mempengaruhi financial distress pada perusahaan perbankan yang terdaftar di BEI adalah CAR (-0,395), NPL (1,358), dan LDR (0,208). Efisiensi kegiatan bank, peningkatan faktor permodalan, dan kemampuan manajemen dalam mengelola kredit macet yang diberikan oleh bank dapat digunakan untuk memprediksi financial distress suatu bank.

 

Kata Kunci: Camel, CAR, NPL, NIM, ROA ROE, BOPO, LDR dan financial distress.

 

ABSTRACT

 

The purpose of this study was to show the simultaneous and partial effect of CAMEL, CAR, NPL, NIM, ROA, ROE, BOPO, LDR ratios on financial distress at the Indonesian Stock Exchange banking institutions. The population used in this survey are banking companies listed on the Indonesia Stock Exchange during the survey period, as many as 40 companies during the 2015-2019 period. The criteria were identified from a population of 16 companies that were sampled in this study, and sampling was carried out using a targeted sampling method (evaluation sample). Hypothesis testing was carried out by logistic regression analysis, and statistical tests were carried out by partial and omnibus tests of the model coefficients. If this test was previously run, then it is run first by assessing the feasibility of the regression model, the suitability of the test model, and the summary of the model or R2. The results showed that the CAR variable had a significant negative effect on the company's financial distress, the NPL and LDR variables had a partially significant positive effect on the company's financial distress, and NIM, ROA, ROE, and BOPO. This shows that these variables have no effect on banking companies. , Listed on the Indonesia Stock Exchange. .. Variables that affect financial distress in banking companies listed on the Stock Exchange are CAR (-0.395), NPL (1.358), and LDR (0.208). The efficiency of bank activities, increased capital factors, and management's ability to manage bad loans provided by banks can be used to predict the financial distress of a bank.

 

Keywords: Camel, CAR, NPL, NIM, ROA ROE, BOPO, LDR and financial distress