PENGARUH RASIO CAMELS TERHADAP BANKING DISTRESS PADA SEKTORAL PERBANKAN SWASTA YANG TERCATAT DI BEI PERIODE 2019-2021

THE EFFECT OF THE CAMELS RATIO ON BANKING DISTRESS IN THE PRIVATE BANKING SECTOR LISTED ON THE IDX PERIOD 2019-2021

Penelitian ini bertujuan untuk mengetahui hasil analisis pengaruh rasio CAMELS (Capital, Asset Quality, Management, Earnings, Liquidity, and Sensitivity to Market Risk) terhadap Banking Distress pada sektoral perbankan swasta yang tercatat di BEI periode 2019 – 2021. Objek penelitian ini adalah 31 perbankan swasta dan teknik pengumpulan data menggunakan purposive sampling. Penelitian ini bersifat konklusif kausalitas dengan menggunakan teknik Analisis Regresi Logistik pada software IBM SPSS tools versi 29. Hasil penelitian menyatakan bahwa variabel Capital Adequacy Ratio dan Non-Performing Loans berpengaruh positif signifikan terhadap Banking Distress, sedangkan variabel independen lain seperti Beban Operasional terhadap Pendapatan Operasional, Net Profit Margin, Return on Assets, Loan to Deposit Ratio, dan Interest Rate Risk tidak memiliki pengaruh terhadap Banking Distress. Kajian ini dapat dijadikan sebagai referensi bagi perbankan untuk menghindari indikator-indikator yang dapat memicu terjadinya banking distress.

This study aims to determine the effects of CAMELS ratio analysis (Capital, Asset Quality, Management, Earnings, Liquidity, and Sensitivity to Market Risk) on Banking Distress in the private banking sector that is listed on the Indonesian Stock Exchange (IDX) for the period 2019 – 2021. The object of this research is 31 private banks and the data collection technique uses a purposive sampling technique. This research is conclusive on causality by using the Logistic Regression Analysis technique on IBM SPSS tools version 29 software. The result shows that the variables Capital Adequacy Ratio (CAR) and Non-Performing Loans (NPL) have a positively significant effect on Banking Distress, while Operating Expenses to Operating Income (BOPO), Net Profit Margin (NPM), Return on Assets (ROA), Loan to Deposit Ratio (LDR), and Interest Rate Risk (IRR) have no significant effect on Banking Distress. This study can be a useful reference for banking sectors in avoiding indicators that can lead to banking distress.