PENGARUH FAKTOR FUNDAMENTAL DAN MAKRO EKONOMI TERHADAP TINGKAT PROBABILITY OF DEFAULT PERUSAHAAN MENGGUNAKAN MODEL STRUKTURAL MERTON (STUDI KASUS PERUSAHAAN YANG TERDAFTAR DI INDEKS SAHAM SYARIAH INDONESIA PERIODE 2016 – 2020)

Millenia Ayu Nur ‘Aini, NIM.: 18108030072 (2022) PENGARUH FAKTOR FUNDAMENTAL DAN MAKRO EKONOMI TERHADAP TINGKAT PROBABILITY OF DEFAULT PERUSAHAAN MENGGUNAKAN MODEL STRUKTURAL MERTON (STUDI KASUS PERUSAHAAN YANG TERDAFTAR DI INDEKS SAHAM SYARIAH INDONESIA PERIODE 2016 – 2020). Skripsi thesis, UNIVERSITAS ISLAM NEGERI SUNAN KALIJAGA.

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Abstract

Probability Of Default is an opportunity that shows the company’s inability to repay debt to investors. The probability of default can be influenced by several factors, namely the current ratio, debt to equity ratio, return on assets, inflation, interest rates, and exchange rate. The purpose of this research was to examine the effect of the variables CR, DER, ROA, inflation, interest rates, and exchange rates on the company's probability of default (PD). Total of research samples as many as 22 companies were taken using purposive sampling method. Data was collected using field research and library research which was then measured using Eviews10. The results obtained are the DER variable partially has a negative effect on the company's PD level. The inflation variable partially has a positive effect on the company's PD level. While the variables CR, ROA, interest rates, and exchange rates partially have no effect on the level of PD of companies listed on ISSI in the 2016-2020 period.

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