Bank Bankruptcy Prediction Model RBBR And Z –Score the bank Bankometer in Indonesia
STIE Indonesia Banking School
The purposes of this research is to analyze the accuracy of the RBBR model as a banks health measurement that measured by Bankometer and Z-Score as a prediction of bankruptcy of banks of Indonesia and Malaysia. Sample used in this research were 8 bank from Indonesia and Malaysia form 2011 to 2014. The results showed that the level of bank health shows that two of the factors RBRR, risk profile indicated by the LDR and earnings as indicated by the CAR has a significant positive effect on the bank’s Bankometer in Indonesia while in Malaysia only NPL, CAR and LDR have a significant positive effect on Bankometer. The results of research using Z-Score model only LDR has significant positive effect on the Z-Score on banks in Indonesia and the same is the case with banks in Malaysia. Results shows that of the Z-Score model and Booth Bankometer and has no bank bankruptcy prediction.
Topic: Financial Management and Accounting