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

Liza Angelina

Bulletin of Monetary Economics and Banking, 2004, vol. 7, issue 3, 461-484

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 (search for similar items in EconPapers)
JEL-codes: C25 C35 G21 G33 (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:idn:journl:v:7:y:2004:i:3d:p:461-484

DOI: 10.21098/bemp.v7i3.120

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