PERBANDINGAN EARLY WARNING SYSTEMS (EWS) UNTUK MEMPREDIKSI KEBANGKRUTAN BANK UMUM DI INDONESIA

Buletin Ekonomi Moneter dan Perbankan, Desember 2004

AUTHOR:
Liza Angelina, SE, Msi, Akt

ABSTRACT:

This research is testing the capability of several forewarning system models to predict bank bankruptcy. We apply these models on Indonesian commercial bank data during the period of 1994/1995 - 1999/2000. Considering the data incompleteness and or their inexistence, our data finally contains of 74 failed-banks and 81 non failed-banks.  Our result shows the Trait Recognition model (TR) is more pre-eminent than Logit and Multiple  Discriminant Analysis model (MDA).

Keywords : Trait Recognition (TR), Logit, Multiple Discriminant Analysis (MDA), Bank Bankruptcy

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