Open AccessDETERMINAN PREDIKSI KRISIS PERBANKAN BERBASIS BANKING SECTOR FRAGILITY INDEX
Author(s) -
Dian Hamida,
Nurmala Ahmar,
Syahril Djaddang
Publication year - 2018
Publication title -
jiafe (jurnal ilmiah akuntansi fakultas ekonomi)
Language(s) - English
Resource type - Journals
eISSN - 2502-4159
pISSN - 2502-3020
DOI - 10.34204/jiafe.v3i2.687
Subject(s) - fragility , gross domestic product , market liquidity , index (typography) , financial system , profitability index , business , statistic , exchange rate , panel data , inflation (cosmology) , monetary economics , economics , finance , macroeconomics , econometrics , statistics , mathematics , chemistry , computer science , physics , theoretical physics , world wide web
The unfavorable condition of the banking system has a major impact on the economy in Indonesia. The existence of monthly BSF (Banking Sector Fragility) index can be used to decide whether the national banking system is experiencing crisis at some point. This study aims to analyze how the effect of capital (CAR), profitability, liquidity, Gross Domestic Product (GDP), inflation and exchange rate against banking crisis based on Banking Sector Fragility Index listed in Indonesia Stock Exchange 2010-2014 period in Indonesia. Data analysis technique in this research is using statistical approach that is descriptive statistic analysis and logistic regression. The results showed that capital, Gross Domestic Product, inflation and exchange rate did not affect the banking crisis based on Banking Sector Fragility Index in Indonesia and profitability. Meanwhile liquidity had an effect on to banking crisis based on Banking Sector Fragility Index in Indonesia. Keywords: BSF Index, CAR, Profitability, Liquidity, GDP, Inflation, Exchange Rate