Modetaring financial contagion dan good corporate governance pada model prediksi kepailitan perbankan : studi pada perbankan di Asean
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File Repositori
Penerbit : FEB - Usakti
Kota Terbit : Jakarta
Tahun Terbit : 2019
Pembimbing 1 : Wiwik Utami
Pembimbing 2 : Khomsiyah
Subyek : Bankruptcy;Financial crises;Corporate governance;Banks and banking
Kata Kunci : financial contagion, good corporate governance, liquidity, profitability, solvability, risk manageme
Status Posting : Published
Status : Tidak Lengkap
File Repositori
| No. | Nama File | Hal. | Link |
|---|---|---|---|
| 1. | 2019_DS_DIE_222131411_Halaman-Judul.pdf | 15 | |
| 2. | 2019_DS_DIE_222131411_Lembar-Pengesahan.pdf | 1 | |
| 3. | 2019_DS_DIE_222131411_Bab-1_Pendahuluan.pdf | 17 | |
| 4. | 2019_DS_DIE_222131411_Bab-2_Tinjauan-Pustaka.pdf | 20 |
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| 5. | 2019_DS_DIE_222131411_Bab-3_Metode-Penelitian.pdf | 30 |
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| 6. | 2019_DS_DIE_222131411_Bab-4_Hasil-dan-Pembahasan.pdf | 9 |
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| 7. | 2019_DS_DIE_222131411_Bab-5_Simpulan.pdf |
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| 8. | 2019_DS_DIE_222131411_Daftar-Pustaka.pdf | 10 | |
| 9. | 2019_DS_DIE_222131411_Lampiran.pdf | 8 |
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F Fenomena kepailitan bisnis bank merupakan masalah aktual hingga saat ini.Penelitian ini bertujuan untuk menganalisis pengaruh financial contagion dan good corporate governance pada model prediksi kepailitan perbankan. Penelitian dilakukanpada perusahaan perbankan yang terdaftar di Bursa Efek 5 negara terpilih di ASEAN yaitu Indonesia, Singapura, Malaysia, Philipina, dan Thailand. Model prediksi kepailitan yang digunakan menggunakan financial contagion dan good corporate governance sebagai moderating variable dan rasio profitabilitas, likuiditas, solvabilitas serta risk management sebagai variabel independen.Populasi penelitian adalah bank yang terdaftar di bursa efek ASEAN pada 5negara yang terpilih. Sample dipilih menurut kriteria (purposive) sehingga diperolehjumlah sampel 145 bank, terdiri dari 82 bank sehat dan 63 bank pailit. Kategori bankpailit diperoleh berdasarkan laporan keuangan yang dipublikasikan oleh Asia PasificConsencus (IFS) periode 2008-2015 sehingga jumlah observasian (n) akhir adalah 976.Metode analisis yang digunakan adalah model regresi logistic (MRL).Untuk menguji moderating variable financial contagion dan corporategovernance model prediksi kepailiatan perbankan dilakukan dengan menguji 3 modelregresi logistik yaitu: (1) model regresi logistik dengan menggunakan variabelindependen tanpa moderasi, (2) model regresi logistik menggunakan variabelindependen dengan moderasi financial contagion dan good corporate governance, dan(3) model regresi logistik dengan financial contagion dan good corporate governancesebagai variabel independen.Hasil pengujian menunjukkan bahwa financial contagion dan corporategovernance terbukti secara empiris merupakan variable moderasi model prediksikepailitan bank. Financial contagion berpengaruh positif dan signifikan terhadaphubungan antara solvabilitas dan probabilitas kepailitan bank. Good corporategovernance berpengaruh negatif dan signifikan terhadap hubungan antara solvabilitasdan probabilitas kepailitan bank. Rasio likuiditas dan profitabilitas terbuktiberpengaruh negatif terhadap probabilitas kepailitan bank, sedangkan solvabilitasberpengaruh positif terhadap probabilitas kepailitan bank. Risk management tidakberpengaruh terhadap probabilitas bank mengalami kepailitan.Penelitian ini berhasil membuktikan bahwa financial contagion memperkuatprobabilitas bank mengalami kepailitan, sedangkan implementasi good corporategovernance memperkecil probabilitas kepailitan bank di ASEAN
T The phenomenon of contagion effect and bankruptcy of the bank's business is anactual problem up to now. This study aims to analyze the effect of financial contagionand good corporate governance on the prediction model of banking bankruptcy. Theresearch was conducted on financial and banking companies listed on the 5 StockExchange of selected countries in ASEAN, namely Indonesia, Singapore, Malaysia, thePhilippines and Thailand. The bankruptcy prediction model used in this study integratesfinancial contagion and good corporate governance with profitability, liquidity,solvency and risk management ratios.The bankruptcy prediction method is carried out with 3 stages of the logisticregression model with testing model analysis (1) analysis of the logistic regressionmodel using independent variables without moderation (2) testing and analyzinglogistic regression using independent variables by including financial contagion andgood corporate governance as moderating variables (3) analysis of logistic regressionmodels by including financial contagion and good corporate governance asindependent variables.The hypothesis was tested using the Logistic Regression Model (MRL). The typeof data used is secondary data for samples selected using the purposive samplingmethod. The number of samples tested was 145 banks, consisting of 82 healthy banksand 63 bankrupt banks. The bankrupt bank category is obtained based on financialreports published by the Asia Pacific Consencus (IFS) for the period 2008-2015 so thatthe final sample amounts to 976 dataThe test results show that financial contagion has a positive influence on therelationship between solvency and the probability of bankruptcy of the bank and goodcorporate governance have a negative influence on the relationship between solvencyand the probability of bankruptcy in ASEAN banks. The liquidity and profitability ratioproved to have a negative effect on the probability of bank bankruptcy. Solvability has apositive impact on the possibility of bank bankruptcy. On the other hand, riskmanagement does not affect the likelihood of a bank experiencing bankruptcy.This research has proven that financial contagion strengthens the possibility ofbanks becoming bankrupt. This research also proved the role of implementing goodcorporate governance in reducing the possibility of bankruptcy banks in ASEAN
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