FAKTOR YANG MEMENGARUHI PROBABILITY DEFAULT PADA BANK UMUM SYARIAH DI INDONESIA TAHUN 2015-2020: PENDEKATAN ALTMAN Z-SCORE

Bela Dwi Novitasari, NIM.: 17108030093 (2021) FAKTOR YANG MEMENGARUHI PROBABILITY DEFAULT PADA BANK UMUM SYARIAH DI INDONESIA TAHUN 2015-2020: PENDEKATAN ALTMAN Z-SCORE. Skripsi thesis, SUNAN KALIJAGA YOGYAKARTA.

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Abstract

The purpose of this research is to examine the effect of Capital Adequacy Ratio (CAR), Non-Performing Finance (NPF), Financing to Deposit Ratio (FDR), and size on Probability of Default which measured by the Altman Z-Score model on Islamic Banks in 2015-2020. This research is quantitative research. The population of this research are 14 Islamic Banks in Indonesia. This research used purposive sampling method with some criteria and the criteria are Islamic bank that registered in Bank Indonesia in 2015-2020, Islamic bank that have financial reports on www.bi.go.id and Islamic bank that are still operating and have financial reports in 2015-2020. This research used secondary data and the data were obtained from financial reports of each Islamic banks. This research also used panel data. Data were obtained through observation activities by observing financial reports. This research used multiple linear regression as data analysis technique and Eviews 9 as a tool to process the data. Furthermore, this research used independent variable and dependent variable. The independent variables are Adequacy Ratio (CAR), Non-Performing Finance (NPF), Financing to Deposit Ratio (FDR), and Size, while probability of default was used as variable dependent. The result of this research shows that the Adequacy Ratio (CAR), Non-Performing Finance (NPF), Financing to Deposit Ratio (FDR) have no significant effect on probability default, while size have significant effect on probability of default on Islamic Banks in 2015-2020.

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