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"Tesis ini membahas mengenai penerapan manajemen risiko bagi bank umum dalam rangka perlindungan kepada nasabah, dengan studi kasus penerapan manajemen risiko pada Bank X. Pembahasannya mencakup pengertian risiko, manajemen risiko, jenis risiko, struktur organisasi manajemen risiko dan aturan hukum terkait manajemen risiko berdasarkan Basel serta aturan - aturan hukum yang berlaku di Indonesia. Pada studi kasus penerapan manajemen risiko pada Bank X, penulis meneliti penerapan manajemen risiko pada bank tersebut berdasarkan PBI No.11/ 25/PBI/2009 tentang Perubahan PBI No. 5/8/PBI/2003 tentang Penerapan Manajemen Risiko bagi Bank Umum, yaitu sekurangkurangnya adalah pengawasan aktif Dewan Komisaris dan Direksi, kecukupan kebijakan, prosedur dan penetapan limit manajemen risiko, kecukupan proses identifikasi, pengukuran, pemantauan, dan pengendalian risiko, serta sistem informasi manajemen risiko dan sistem pengendalian intern yang menyeluruh. Penelitian ini adalah penelitian hukum kepustakaan yang dilakukan berdasarkan pada kepustakaan atau data - data sekunder. Dalam tahap pengolahan data, metode yang digunakan adalah deskriptif analitis. Hasil penelitian menyarankan bahwa penerapan manajemen risiko pada bank dalam rangka perlindungan harus dilaksanakan sesuai dengan peraturan perundang - undangan dan harus didukung dengan pengembangan risk culture di setiap unit kerja pada bank tersebut.

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This thesis discusses the application of risk management for commercial banks in order to protect the customer, with case studies of risk management at Bank X. Discussion include the definition of risk, risk management, types of risk, risk management organizational structure and related legal rules on the basis of risk management and Basel rules - rule of law in Indonesia. In the case study application of risk management at Bank X, the author examines the application of risk management at the bank based on PBI 11 / 25/PBI/2009 on Amendment PBI. 5/8/PBI/2003 on the Application of Risk Management for Commercial Banks, which at least is the active supervision of the Board of Commissioners and Directors, adequacy of policies, procedures and establishment of limits of risk management, the adequacy of the identification, measurement, monitoring, and risk control, and information systems risk management and internal control system is comprehensive. This study was conducted legal research library based on literature or secondary data. In the data processing phase, the method used is descriptive analytical. The results suggest that the application of risk management in banks in order of protection must be implemented in accordance with prevailing laws and must be supported by the development of risk culture in every work unit in the bank."

"Studi ini bertujuan untuk meneliti pengaruh ukuran direksi, independensi direksi, dan keragaman direksi terhadap pengambilan risiko perusahaan pada perusahaan sektor perbankan di Indonesia periode 2016 hingga 2020. Sampel terdiri atas 43 perusahaan perbankan yang terdaftar di Bursa Efek Indonesia. Metode penelitian yang digunakan adalah regresi panel data dengan metode estimasi fixed effect model. Penelitian ini menemukan bahwa ukuran direksi memiliki pengaruh signifikan terhadap pengambilan risiko perusahaan perbankan di Indonesia. Namun, independensi direksi dan keragaman direksi tidak terbukti memiliki pengaruh signifikan terhadap pengambilan risiko perusahaan perbankan di Indonesia.

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This study aims to examine the effect of board size, board independence, and board diversity on firm’s risk taking in banking sector companies for the period 2016 to 2020. The sample consists of 43 banking companies listed on the Indonesia Stock Exchange. This research used panel data which was later run using fixed effect model data. This study find that board size has a significant impact on firm’s risk taking in banking companies in Indonesia. However, board independence and board diversity have no significant impact on firm’s risk taking in banking companies in Indonesia."

"Skripsi ini membahas mengenai ketentuan yang diatur dalam Basel Capital Accord II yang menjadi rujukan Bank Indonesia dalam penerapan kebijakan terkait dengan Manajemen Risiko, yaitu mengenai persyaratan modal minimum yang harus dimiliki oleh bank. Penelitian ini bersifat yuridis normatif.Hasil penelitian ini menyarankan agar Bank Indonesia dan bank-bank di Indonesia dapat terus bekerjasama dalam menerapkan Basel Capital Accord II ataupun pedoman yang kelak dikeluarkan oleh Komite Basel. Proses tersebut tentunya didahului dengan adanya proses kajian yang lebih menyeluruh dan berhasil merepresentasikan seluruh bank sehingga dapat mengakomodir kebutuhan perekonomian Indonesia dan mampu meningkatkan kualitas bank-bank di Indonesia sesuai dengan standar internasional.

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This paper discusses the provisions of the Basel Capital Accord II as the reference for Bank Indonesia on implementing the Risk Management about the minimum capital requirements of a bank. This study is juridical normative.

The study suggest that Bank Indonesia and banks in Indonesia shall continue to cooperate on implementing the Basel Capital Accord II and the other guidelines will be issued later by Basel Committee. The implementation process must be preceded by a comprehensive review in order to accommodate the banks? and Indonesian economics need, besides improving the quality of banks in Indonesia in accordance with international standards."

"[Penelitian ini bertujuan untuk menguji peran komite pemantau risiko terhadap risiko dan profitabilitas di masa depan pada perbankan Indonesia Efektivitas komite yang diukur berdasarkan karakteristik independensi kompetensi dan aktivitasnya diharapkan dapat meningkatkan profitabilitas perbankan di masa depan melalui pengelolaan risiko yang efektif Efektivitas komite tersebut diukur berdasarkan metode skoring yang dikembangkan oleh Hermawan 2011 Pengujian hipotesis dilakukan melalui regresi data panel dengan sampel 25 bank yang terdaftar di Bursa Efek Indonesia pada periode tahun 2010 2014 sehingga menghasilkan jumlah observasi 105 firm years Hasil penelitian menunjukkan bahwa efektivitas komite pemantau risiko tidak dapat menurunkan risiko bank tetapi dapat meningkatkan profitabilitas di masa depan pada perbankan Indonesia Peningkatan profitabilitas ini disinyalir melalui risk premium kredit pinjaman yang relatif tinggi Pengujian tambahan kemudian dilakukan dengan menguji masing masing karakteristik komite terhadap risiko dan profitabilitas perbankan di masa depan Hasil pengujian tambahan ini menunjukkan bahwa hanya karakteristik independensi dari komite terkait yang berpengaruh positif terhadap profitabilitas terkait walaupun tidak pada risiko Namun tidak demikian dengan karakteristik lainnya yang tidak memberikan pengaruh terhadap risiko maupun profitabilitas di masa depan pada perbankan Indonesia ;This study aims to examine the role of risk oversight committees in managing and monitoring the risk and future profitability of Indonesian banks The effectiveness of the committee consisted of the following characteristics independency competency and activity It was measured using the scoring method developed by Hermawan 2011 is expected to increase bank rsquo s future profitability through effective risk management Hypothesis testing used panel data regression with sample of 25 banks listed on Indonesia Stock Exchange within the period of 2010 2014 Thus resulted in total observation of 105 firm years Results show that the risk committee effectiveness did not decrease bank rsquo s risk but increased its future profitability Increment in profitability was allegedly due to relatively high risk premium on loan Additional tests were performed by examining each of the committee characteristics Results show that only the independency characteristic of the committee positively affects bank rsquo s future profitability but not its risk Morever the committee rsquo s other characteristics neither affect bank rsquo s risk nor its future profitability ;This study aims to examine the role of risk oversight committees in managing and monitoring the risk and future profitability of Indonesian banks The effectiveness of the committee consisted of the following characteristics independency competency and activity It was measured using the scoring method developed by Hermawan 2011 is expected to increase bank rsquo s future profitability through effective risk management Hypothesis testing used panel data regression with sample of 25 banks listed on Indonesia Stock Exchange within the period of 2010 2014 Thus resulted in total observation of 105 firm years Results show that the risk committee effectiveness did not decrease bank rsquo s risk but increased its future profitability Increment in profitability was allegedly due to relatively high risk premium on loan Additional tests were performed by examining each of the committee characteristics Results show that only the independency characteristic of the committee positively affects bank rsquo s future profitability but not its risk Morever the committee rsquo s other characteristics neither affect bank rsquo s risk nor its future profitability , This study aims to examine the role of risk oversight committees in managing and monitoring the risk and future profitability of Indonesian banks The effectiveness of the committee consisted of the following characteristics independency competency and activity It was measured using the scoring method developed by Hermawan 2011 is expected to increase bank rsquo s future profitability through effective risk management Hypothesis testing used panel data regression with sample of 25 banks listed on Indonesia Stock Exchange within the period of 2010 2014 Thus resulted in total observation of 105 firm years Results show that the risk committee effectiveness did not decrease bank rsquo s risk but increased its future profitability Increment in profitability was allegedly due to relatively high risk premium on loan Additional tests were performed by examining each of the committee characteristics Results show that only the independency characteristic of the committee positively affects bank rsquo s future profitability but not its risk Morever the committee rsquo s other characteristics neither affect bank rsquo s risk nor its future profitability ]"

"ABSTRAKPenelitian ini bertujuan untuk melihat dampak dari kepemilikan asing dan negarapada risiko bank. Analisis regresi panel data digunakan pada 28 sampel bankkomersil dari Indonesia dan Thailand selama periode 2008-2014. Metode regresimenggunakan regresi panel dengan generalized least square. Hasil dari penelitianini menunjukan 3 (tiga) temuan. Yang pertama, jika dilihat dari risiko kebangkrutannya,bank kepemilikan asing maupun bank kepemilikan negara tidak mempengaruhirisiko kebangkrutan secara signifikan. Penemuan kedua, jika dilihat dari risikoasetnya, bank kepemilikan asing berkorelai negatif terhadap risiko aset sedangkankepemilikan negara berkorelasi positif. Penemuan yang terakhir, jika dilihat daritingkat kecukupan modal, bank kepemilikan negara cenderung memiliki tingkat kecukupanyang lebih baik dibandingkan bank kepemilikan asing

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ABSTRACTThis paper aims to investigate the impact of foreign and state ownership onbanking risk. Panel data regression analysis is applied to a sample of 28 commercialbanks from Indonesia and Thailand during the 2008?2014 period. The panel dataapproach with generalized least square model is employed in this research. Thispaper have three important findings. The first result, in terms of insolvency risk,both foreign or state ownership does not affect significantly to the insolvency risk.The second finding, in terms of risk assets, foreign ownership correlates negativelyto risk assets while the state ownership positively correlated. The last finding, interms of level of capital adequacy, banks in state ownership tend to have a betteradequacy than foreign ownership"

"Penelitian ini bertujuan untuk mengetahui pengaruh dari loan at risk (LAR) dan variabel bank spesifik lainnya terhadap rentabilitas bank umum di Indonesia berdasarkan klasifikasi modal inti. Penelitian menggunakan regresi data panel dengan metode fixed effect model dengan parameter pengukuran rentabilitas bank umum diukur berdasarkan rasio return on asset (ROA) dan return on equity (ROE) sedangkan rasio LAR diukur berdasarkan penjumlahan dari portofolio kredit bank umum dengan kualitas bermasalah (non performing loan), dalam perhatian khusus, dan restukturisasi dengan kualitas lancar, selain hal dimaksud variabel bank spesifik lainnya yang digunakan adalah ukuran, leverage, dan permodalan, sementara bank yang diteliti dibagi berdasarkan kelompok bank secara agregatif dan 4 (empat) kelompok bank lainnya berdasarkan modal inti (KBMI) sesuai dengan ketentuan otoritas. Hasil penelitian menunjukkan portofolio kredit dengan kualitas LAR secara signifikan memengaruhi rentabilitas bank umum secara negatif baik pada ROA dan ROE serta berlaku pada keseluruhan kelompok bank umum yang diteliti, sementara variabel spesifik lainnya memiliki pengaruh dan tingkat signifikansi yang berbeda. Secara bersama-sama variabel independen pada seluruh model penelitian memiliki pengaruh yang signifikan pada rentabilitas seluruh kelompok bank umum di Indonesia.

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This research aims to investigate the impact of loan-at-risk (LAR) and other specific bank variables on the profitability of commercial banks in Indonesia based on core capital classification. The study utilizes panel data regression with a fixed effect model method. The profitability of commercial banks is measured using the return on assets (ROA) and return on equity (ROE) ratios. The LAR ratio is calculated based on the sum of the commercial banks' credit portfolio with problematic quality (non-performing loans), special mentions, and restructuring with current quality. In addition to these, other specific bank variables used in the study include size, leverage, and capital. The banks under study are groups of bank in aggregate and categorized into four groups based on their core capital classification (KBMI) according to regulatory guidelines. The research findings indicate that the credit portfolio quality represented by LAR significantly negatively affects the profitability of commercial banks, both in terms of ROA and ROE, across all groups of commercial banks. Other specific variables show varying levels of influence and significance on the profitability of the studied commercial banks. Altogether, the independent variables in all models of the study have a significant impact on the profitability of all commercial bank groups in Indonesia."

"Penelitian ini bertujuan untuk mengetahui apakah peningkatan diversifikasi pendapatan meningkatkan profit dan risk-adjusted profit bank di Indonesia pada periode tahun 2007 sampai dengan tahun 2016. Penelitian ini juga meneliti apakah terdapat perbedaan pengaruh diversifikasi pendapatan terhadap kelompok bank berdasarkan status kepemilikan dan asset quality. Hasil penelitian menunjukkan bahwa diversifikasi pendapatan berkorelasi positif terhadap profit dan risk-adjusted profit bank di Indonesia. Terdapat indikasi bahwa bank publik memperoleh profit lebih tinggi dan bank asing memperoleh risk-adjusted profit lebih tinggi dibandingkan kelompok bank lainnya. Hasil penelitian juga menunjukkan bahwa diversifikasi pendapatan memberikan keuntungan lebih besar bagi bank dengan asset quality lebih rendah dibandingkan bank dengan asset quality lebih tinggi. Hasil penelitian konsisten pada model estimasi data panel dinamis.

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This research investigates whether income diversification increase profits and risk adjusted profits of banks in Indonesia for the period 2007 until 2016. This research also investigates how it varies across different ownership groups and asset quality groups. This research finds that income diversification has positive relation to profits and risk adjusted profits of bank in Indonesia. The results indicate that foreign banks earn more risk adjusted profits compared to others meanwhile, public banks earn more profits compared to others. Furthermore, this research also finds that income diversification benefits more to the banks with lower asset quality compared to those with higher asset quality. The findings are insensitive to dynamic panel data estimators."

"Skripsi ini bertujuan untuk meneliti determinan Non Performing Loan(NPL) dengan menguji faktor makroekonomi dan spesifik perbankan secara bersama-sama. Penelitian ini adalah penelitian kuantitatif dengan menggunakan data sekunder. Objek penelitiannya adalah 20 bank umum yang telah Terdaftar di Bursa Efek Indonesia sejak q12005-q42014. Penelitian ini menggunakan metode data panel dinamis GMM-System untuk melihat efek kedinamisan dari berbagai variabel dengan adanya pengujian lag variabel independen. Hasil Penelitian menunjukkan bahwa Variabel NPL quartal sebelumnya, Variabel PDB, dan Tingkat Inflasi memiliki pengaruh negatif dan signifikan terhadap terjadinya NPL. Sebaliknya, ROE dan BOPO berpengaruh positif dan signifikan terhadap NPL. Di sisi lain, skripsi ini menemukan bahwa variabel BI Rate, Solvency, dan Size tidak signifikan terhadap NPL.

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The aim of present study is to identify factors affecting non performing loan in Indonesia. Using macroeconomic and bank-spesific variables, we analyse how those relationship and significances. This collaborative method will ensure a comprehensive results. The object of present study are 20 Banks that listed in Indonesia Stock Exchange between q12005-q42014. Using dynamic panel data GMM-system method, empirical results show that the previous period of NPL, change of GDP, Inflation Rate, and Solvency Ratio have a significantly negative effect to NPL. However, BOPO and ROE has a significantly positve relationship to NPL. On the other hand this research find any significance on BI Rate, Solvency, and Size to NPL."

"Sejak krisis keuangan Asia tahun 1997 dan 1998, banyak negara di dunia mengalami liberalisasi dan globalisasi perbankan, termasuk negara berkembang seperti Indonesia. Dengan menggunakan data 100 bank komersial di Indonesia dengan periode 2009-2014, penelitian ini berusaha mengidentifikasi pengaruh kepemilikan asing terhadap NIM, profit akuntansi, aktivitas non-pinjaman, dan risiko bank. Peningkatan kepemilikan asing terbukti berpengaruh negatif terhadap NIM bank-bank di Indonesia. Tidak sesuai dengan hipotesis, kepemilikan asing tidak memiliki pengaruh signifikan terhadap profit akuntansi, aktivitas non-pinjaman dan risiko bank di Indonesia.

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Since the aftermath of Asian financial crisis on 1997 and 1998, many countries are experiencing liberalization and globalization of banking, including developing countries such as Indonesia. Using the data of 100 commercial banks in Indonesia for the period 2009 2014, this study tries to identify the impact of foreign ownership towards net interest margin, accounting profits, non lending activities, and bank risk. The increase of foreign ownership is proven to negatively impacts the net interest margin of banks in Indonesia. Contrary to hypothesis, foreign ownership does not has significant impact on accounting profit, non lending activities and risk of banks in Indonesia. "