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Aplikasi Model Altman untuk Meramal Kejadian Kemungkiran Sukuk di Pasaran Sukuk Malaysia

Author

Listed:
  • Daud, Mohd Badrul Hakimi

    (Pusat Kajian Syariah Fakulti Pengajian Islam Universiti Kebangsaan Malaysia 43600 UKM Bangi, Selangor MALAYSIA.)

  • Shahimi, Shahida

    (Fakulti Ekonomi dan Pengurusan Universiti Kebangsaan Malaysia 43600 UKM Bangi, Selangor MALAYSIA.)

  • Yaacob, Salmy Edawati

    (Pusat Kajian Syariah Fakulti Pengajian Islam Universiti Kebangsaan Malaysia 43600 UKM Bangi, Selangor MALAYSIA.)

  • Ab. Halim, Asma Hakimah

    (Fakulti Undang-Undang Universiti Kebangsaan Malaysia 43600 UKM Bangi, Selangor MALAYSIA.)

Abstract

Kajian ini bertujuan untuk mengenal pasti indikator kewangan terbaik bagi meramal kejadian kemungkiran sukuk di Malaysia bagi tempoh 2000 hingga 2010 menggunakan Model Altman. Demikian mampu memberi pemahaman jelas dan spesifik berkaitan kejadian kemungkiran sukuk apabila indikator kewangan terbaik dapat mengklasifikasi kes kemungkiran menggunakan data sebenar syarikat penerbit. Kajian ini menggunakan kaedah Analisis Diskriminasi Berganda berdasarkan data kewangan 24 buah syarikat penerbit sukuk bagi tempoh 2000 sehingga 2010. Hasil kajian menunjukkan bahawa kos agensi sebagai salah satu indikator kewangan penting yang mampu meramal kejadian kemungkiran sukuk. Kajian ini juga menemui bukti kewujudan masalah kos agensi dalam kalangan penerbit sukuk yang mungkir di Malaysia. Sumbangan kajian ini menjurus kepada keboleh ramalan kejadian kemungkiran sukuk menggunakan Model Altman yang tidak pernah diuji dalam kajian terdahulu. Keboleh ramalan kejadian kemungkiran sukuk dapat membantu menambah baik pengurusan risiko kredit dan seterusnya dapat menarik lebih ramai pelabur dalam pasaran sukuk Malaysia.

Suggested Citation

  • Daud, Mohd Badrul Hakimi & Shahimi, Shahida & Yaacob, Salmy Edawati & Ab. Halim, Asma Hakimah, 2022. "Aplikasi Model Altman untuk Meramal Kejadian Kemungkiran Sukuk di Pasaran Sukuk Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(2), pages 93-114.
    • Handle: RePEc:ukm:jlekon:v:56:y:2022:i:2:p:93-114
    DOI: http://dx.doi.org/10.17576/JEM-2022-5602-7
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    More about this item

    Keywords

    Analisis Diskriminasi Berganda; indikator kewangan; masalah kos agensi; pelabur sukuk.; risiko kemungkiran;
    All these keywords.

    JEL classification:

    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services
    • G3 - Financial Economics - - Corporate Finance and Governance

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