Analyzing RBBR (Risk-Based Bank Rating) Ratio and Its Effect on Stock Return of Indonesia Banks Categorized as BUKU IV for the Period of 2015-2019

About Us

Ipmi Repository is an online archive service which is managed by IPMI Library - Learning Resource Center. Established for collecting, managing, saving, preserving and disseminating digital copies of intellectual output of IPMI International Business School such as academic journal, books, theses, Group Field Project, Community Involvement Project, Case Study, conference paper, and other types of research publication. The main objective of this repository is to provide long-term, public, open access and easily retrieve to the digital collection to support teaching-learning process.

"Knowledge without observation is nil"

Barelvi, Dzimar (2020) Analyzing RBBR (Risk-Based Bank Rating) Ratio and Its Effect on Stock Return of Indonesia Banks Categorized as BUKU IV for the Period of 2015-2019. Undergraduate thesis, Sekolah Tinggi Manajemen IPMI.

[img] Text
ANALYZING RBBR (RISK-BASED BANK RATING) RATIO AND ITS EFFECT ON STOCK RETURN OF INDONESIA BANKS CATEGORIZED AS BUKU IV FOR THE PERIOD OF 2015-2019--186.pdf
Restricted to Registered users only
Download (854kB)

Abstract

This research aims to determine the health level based on Risk-Based Bank Rating (RBBR) and understand the effect of bank’s health rate on the stock return which are listed in Indonesia Stock Exchange and categorized as BUKU IV in 2015 - 2019. Bank’s health rate is assessed through Risk-Based Bank Rating method which includes three factors. The first is risk profile factor which is proxied by Non-Performing Loan (NPL) and Loan to Deposit Ratio (LDR), the second earning factor proxied by Return on Assets (ROA) and Net Interest Margin (NIM), and the last factor is capital factor which is proxied by Capital Adequacy Ratio (CAR). The population of this study are banking companies which already go public and is categorized under BUKU IV. This study used purposive sampling technique using 7 banks or 100% of total sampling. RBBR analysis is used to determine health level of each RBBR ratio of the banks and Multiple regression analysis is used to test the hypotheses. The result of this research showed that majority of banks under BUKU IV are in sound health based on RBBR method, and also the research indicated that NPL, LDR, ROA, NIM, and CAR are not proven to have effect on the stock return. Keywords: BUKU IV, bank’s health, Risk-Based Bank Rating, stock return, risk profile, earning, capital

Item Type: Thesis (Undergraduate)
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management
Divisions: Thesis > Bachelor of Business Administration
Depositing User: Dede Faujiah
Date Deposited: 02 Feb 2021 06:09
Last Modified: 02 Feb 2021 06:36
URI: http://repository.ipmi.ac.id/id/eprint/1079

Actions (login required)

View Item View Item