Skripsi

DETERMINASI STABILITAS SISTEM PERBANKAN ASEAN; ANALISIS REGRESI PANEL TERHADAP Z-SCORE DAN NPL

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This study aims to analyze the determinants of banking system stability in ASEAN countries using a microprudential approach. Banking stability is proxied by two indicators: the Z-Score representing the probability of bank insolvency, and Non-Performing Loans (NPL), representing credit risk. The analysis employs panel data regression with a Fixed Effect model on 438 commercial banks from six ASEAN countries (Indonesia, Malaysia, Singapore, Thailand, the Philippines, and Vietnam) during the 2019–2023 period. Bank-specific variables include the Capital Adequacy Ratio (CAR), Loan to Deposit Ratio (LDR), Return on Assets (ROA), bank size (Size), and operational efficiency (BOPO), while macroeconomic variables consist of economic growth (GDP Growth) and inflation. The results reveal that ROA has a positive and significant effect on the Z-Score and a negative and significant effect on NPL, emphasizing profitability as the main determinant of banking stability. Bank size has a negative and significant effect on both Z-Score and NPL, indicating potential systemic risk in larger banks along with their ability to mitigate credit risk. Inflation shows a positive and significant effect on the Z-Score but is insignificant for NPL, while GDP Growth negatively and significantly affects NPL. CAR has a significantly negative effect on Z-Score but is not statistically significant for NPL, while LDR and BOPO show no significant effect in either model.

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Detail Information

Series Title

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Call Number

T1898272026

Publisher

Indralaya : Prodi Magister Manajemen, Fakultas Ekonomi Sriwijaya., 2026

Collation

xii, 133 hlm.; ilus.; 29 cm

Language

Indonesia

ISBN/ISSN

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Classification

332.107

Content Type

Text

Media Type

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Carrier Type

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Edition

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Subject(s)

Prodi Magister Manajemen
Keuangan dan sistem perbankan

Specific Detail Info

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Statement of Responsibility

TUTI

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