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

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 BankruptcyJEL: C25, C35, G21, G33