Penilaian Tingkat Kesehatan Bank: Analisis Pemeringkatan Komponen Faktor Likuiditas serta Dampaknya terhadap Keputusan Investasi. (Studi Kasus pada Bank BUMN yang Terdaftar di Bursa Efek Indonesia periode 2015-2019)

Rozikia, Intan (2020) Penilaian Tingkat Kesehatan Bank: Analisis Pemeringkatan Komponen Faktor Likuiditas serta Dampaknya terhadap Keputusan Investasi. (Studi Kasus pada Bank BUMN yang Terdaftar di Bursa Efek Indonesia periode 2015-2019). Skripsi thesis, Universitas Pancasakti Tegal.

Text SKRIPSI_INTAN ROZIKIA_4116500122.pdf Restricted to Repository staff only Download (2MB)

Abstract

Intan Rozikia, 2020, Rating of Bank Soundness: Analysis of Components of Liquidity Factors and Their Impact on Investment Decisions (Case Study on State-owned commercial banks listed on the Indonesia Stock Exchange for the period 2015-2019). Banks as intermediary institutions have a very important role for a country’s economy. The case of the late annual report in 2018 of nearly two dozen banks in China led to signs that the Chinese banking system was becoming more indebted and less liquid. Meanwhile, in Indonesia at Century Bank in 2008 there were liquidity problems. Thus, an assessment of the soundness of a bank, especially on the liquidity factor, is important to determine the health condition of a bank and the viability of a bank, as well as to attract investors for consideration of investment decision making. The objectives of this study are: 1) to determine the ranking of the liquidity factor components in the state-owned commercial banks for the period 2015-2019. 2) to find out the effect of ranking the liquidity factor components on investment decisions in state-owned commercial banks listed on the Indonesia Stock Exchange for the period 2015-2019. Population used in research is a state-owned commercial banks listed on the Indonesia Stock Exchange for the period 2015-2019. The sample of this study was four banks selected based on certain criteria with a purposive sampling method. Data obtained with documentation. The analysis technique used is the analysis of liquidity factor components consisting of liquid assets < one month compared to liquid liabilities < one month, 1-month maturity mismatch ratio, loan to deposit ratio, cash flow projections for the next three months, and interbank fund dependency. From this analysis, it was then ranked according to SEBI No.6/23/DPNP regulations dated May 31th, 2004. Then a logistic regression analysis was carried out with the SPSS 22 program to determine the effect ranking of liquidity factor components to investment decisions at state-owned commercial banks listed on the Indonesia Stock Exchange for the period 2015- 2019. Based on the analysis that has been done, it can be concluded: 1) the ranking of the liquidity factor component in the state-owned commercial banks listed on the Indonesia Stock Exchange in the period of 2015-2019 obtained a composite rating 2 on BNI bank, BRI bank, and Mandiri bank, which is equivalent to the predicate strong liquidity. Then BTN bank obtained a composite rating 3, which is equated with the title of adequate liquidity. 2) The ranking of the components of the liquidity factor influences the investment decision on a state-owned commercial banks listed on the Indonesia Stock Exchange for the 2015-2019 period, with a significance value of 0,000 > 0,05. Keywords: Bank Health, Liquidity, Investment Decisions

Actions (login required)

View Item