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Perbandingan Early Warning Systems (Ews) Untuk Memprediksi Kebangkrutan Bank Umum Di Indonesia

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  • Liza Angelina

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).

Suggested Citation

  • Liza Angelina, 2004. "Perbandingan Early Warning Systems (Ews) Untuk Memprediksi Kebangkrutan Bank Umum Di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 7(3), pages 461-484, December.
    • Handle: RePEc:idn:journl:v:7:y:2004:i:3d:p:461-484
    DOI: https://doi.org/10.21098/bemp.v7i3.120
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    More about this item

    Keywords

    Trait Recognition (TR); Logit; Multiple Discriminant Analysis (MDA); Bank Bankruptcy;
    All these keywords.

    JEL classification:

    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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