PENGARUH RASIO CAMEL TERHADAP FINANCIAL DISTRESS PADA BANK UMUM SYARIAH DI INDONESIA PERIODE 2011-2015

Penelitian ini bertujuan untuk menganalisis pengaruh rasio CAMEL yang diproyeksikan dengan Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Net Profit Margin (NPM), Biaya Operasional Terhadap Pendapatan Operasional (BOPO) dan Loan to Deposit Ratio (LDR) terhadap financial distress. Financial distress adalah kondisi kesulitan keuangan sehingga perusahaan tidak mampu menjalankan kegiatan operasinya. Altman Z Score berguna untuk memprediksi kinerja keuangan perusahaan dan dapat digunakan untuk mengukur kesehatan bank dan hasil kinerja keuangan. Pengujian hipotesis dalam penelitian ini menggunakan analisis multivariate dengan menggunakan regresi logistik (logistic-regretion), karena model variabel dependen dalam model adalah binary atau dummy, dengan memberi nilai 1 untuk bank dalam kondisi financial distress dan nilai 0 untuk bank tidak dalam kondisi financial distress. Penelitian ini termasuk dalam jenis penelitian deskriptif verifikatif. Populasi dalam penelitian ini adalah 11 Bank Umum Syariah yang ada di Indonesia periode 2011-2015. Teknik pengambilan sampel menggunakan purposive sampling terdapat 45 sampel. Metode statistik yang digunakan untuk menguji hipotesis menggunakan teknik analisis regresi logistik. Hasil penelitian ini menunjukan pengaruh variabel independen dengan rasio CAMEL secara simultan tidak berpengaruh terhadap Financial Distress. Pengaruh variable independen terhadap variabel dependen secara parsial adalah Capital Adequacy Ratio tidak berpengaruh terhadap Financial Distress. Non Performing Loan tidak berpengaruh terhadap Financial Distress. Net Profit Margin tidak berpengaruh terhadap Financial Distress. Biaya Operasional Pendapatan Operasional tidak berpengaruh terhadap Financial Distress. Loan to Deposit Ratio tidak berpengaruh terhadap Financial Distress. Kata Kunci : CAMEL, Financial Distress, Altman Z Score, Dummy Variable, Regresi Logisti

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