A COMPARATIVE STUDY OF BANK FAILURE RISK IN AUSTRALIA, CHINA, INDONESIA, JAPAN, MALAYSIA, SOUTH KOREA, SPAIN, AND THAILAND BANKING INDUSTRY

DEWI, ARDYNA RAHMITA (2016) A COMPARATIVE STUDY OF BANK FAILURE RISK IN AUSTRALIA, CHINA, INDONESIA, JAPAN, MALAYSIA, SOUTH KOREA, SPAIN, AND THAILAND BANKING INDUSTRY. Other thesis, Universitas Sebelas Maret.

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    Abstract

    The objective of this research is to determine the effect of bank failure risk in banking industry. Bank failure risk is represented with Z-score, bank size with total assets in banks, bank capital represented with tier-1 capital to risk weighted assets ratio, bank scope represented with other operating income to total revenue ratio, bank run represented with short term debt to total debt ratio, and bank practice represented with cash to total assets ratio. This study is conducted in eight countries: Australia, China, Indonesia, Japan, Malaysia, South Korea, Spain, and Thailand. The sample used is 436 annual report data from each listed bank in each countries periods 2011-2014. This study results show that bank failure risk is different in each GDP rates, the riskier countries is Spain while the least riskier is China. The hypothesis testing show variables that affecting bank failure risk are bank size and bank run with 1% significance and bank capital with 10% significance. Other variables, bank scope and bank practice are not affecting bank failure risk.

    Item Type: Thesis (Other)
    Subjects: A General Works > AS Academies and learned societies (General)
    Divisions: Fakultas Ekonomi > Akuntansi
    Depositing User: Mujahidah Showafah
    Date Deposited: 16 Nov 2016 07:21
    Last Modified: 16 Nov 2016 07:21
    URI: https://eprints.uns.ac.id/id/eprint/28445

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