Penerapan Metode Multiple Discriminant Analysis untuk Mengukur Tingkat Kesehatan yang Mengindikasikan Gejala Financial Distress pada Bank Umum Syariah

<p>This research aims to account, analyse, and compare the level of Islamic commercial bank's health using CAMELS method mentioned in PBI No. 9/1/PBI/2007 and SEBI No. 9/24/DPBs/2007, and using multiple discriminant analysis (MDA) altman z-score method. There are only four from six factor...

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Bibliographic Details
Main Author: Shofaun Nada
Format: Article
Language:English
Published: Syarif Hidayatullah State Islamic University of Jakarta 2015-11-01
Series:Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah
Subjects:
Online Access:http://journal.uinjkt.ac.id/index.php/iqtishad/article/view/2119
Description
Summary:<p>This research aims to account, analyse, and compare the level of Islamic commercial bank's health using CAMELS method mentioned in PBI No. 9/1/PBI/2007 and SEBI No. 9/24/DPBs/2007, and using multiple discriminant analysis (MDA) altman z-score method. There are only four from six factors that used in CAMELS: capital, asset, earning, and liquidity excluding management and sensivity of market risk factor. The variables of capital factors are KPMM and ECR ratio. Asset factor consist of KAP and NPF ratio. Earning factor contains four ratios, such as NOM, ROA, ROE, and REO.</p><p>DOI: <a href="http://dx.doi.org/10.15408/aiq.v5i2.2119">10.15408/aiq.v5i2.2119</a></p>
ISSN:2087-135X
2407-8654