Abstract
<p>On July 1, 2014 Financial Services Authority (OJK) issued a new regulation number 8/PJOK.13/2014 concerning the health of general sharia banks that can be valued from several aspects including credit risk, liquidity risk, Return on Asset (ROA), Net of Margin (NOM) and Capital Adequacy Ratio (CAR). The purpose of this study is to compare the models of Cox proportional hazard and Weibull regression for the resistance of sharia bank in 2017-2018 for 24 data. The data were analyzed by describing each variable and modeling in each method. Comparison result shows that Weibull regression model is better than the Cox proportional hazard model because it has smaller AIC and MSE.</p><p><strong>Keywords : </strong>Sharia Bank, Survival Analysis, AIC, MSE</p>
Highlights
Sesuai dengan UU No.21 tahun 2008, bank syariah adalah bank yang menjalankan segala kegiatannya berdasarkan syariah
PJOK.13/2014 concerning the health of general sharia banks that can be valued from several aspects including credit risk
The purpose of this study is to compare the models of Cox proportional hazard and Weibull regression for the resistance
Summary
Analisis Kaplan-Meier digunakan untuk mengestimasi fungsi tahan hidup dan mengetahui karakteristik kurva tahan hidup. Kurva tahan hidup Kaplan-Meier digunakan untuk menggambarkan peluang ketahanan bank syariah berdasarkan variabel bebas. Gambar 1 merupakan gambaran karakteristik waktu ketahanan bank syariah secara umum. Dapat dilihat bahwa kurva ketahanan bank syariah turun cepat pada waktu t = 30 sampai dengan t = 31. Hal tersebut menunjukkan bahwa peluang ketahanan bank syariah semakin memburuk. Selanjutnya dilakukan uji log-rank untuk mengetahui ada tidaknya perbedaan antar kurva ketahanan Kaplan-Meier dalam variabel yang berbeda. Berdasarkan Tabel 2 dapat diperoleh bahwa p-value > 0,01 untuk semua variabel yaitu resiko kredit, resiko likuiditas, ROA, NOM dan CAR. Artinya didapatkan bahwa pada variabel tersebut tidak ada perbedaan antara kurva ketahanan bank syariah yang memiliki peluang ketahanan cenderung sama untuk masing masing kategori
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