Prediksi Financial Distress Bank Syariah di Indonesia dengan Analisis Risk-Based Bank Rating

Abstract

This study aims to analyze the effect of Risk-Based Bank Rating (RBBR) conducted by Bank Indonesia in predicting financial distress at islamic commercial banks in Indonesia during the Covid-19 Pandemic crisis. So that both exposures originating from internal and external factors can be analyzed for their influence on the resilience of the financial conditions of islamic commercial banks during the Covid-19 Pandemic crisis. This research is a type of quantitative research with data analysis method used, namely panel data regression analysis. This study show the results that Risk-Based Bank Rating (RBBR) which reflect risk exposure to internal and external factors simultaneously influence predicting financial distress in islamic commercial banks in Indonesia during the Covid-19 Pandemic crisis. Besides, individually, variables of Non Performing Financing (NPF), Return on Assets (ROA), RGEC Risk Value, have no effect on financial distress. Meanwhile, if individual testing is carried out on the variables Financing to Deposit Ratio (FDR), Operating Expenses to Operating Income (BOPO), and Capital Adequacy Ratio (CAR) they have an effect on predicting financial distress in islamic commercial banks in Indonesia during the Covid-19 Pandemic crisis.