Ditemukan 128535 dokumen yang sesuai dengan query
Cahyaning Tyas Anggorowati
"Penelitian ini menganalisis hubungan antara risiko perbankan terhadap kinerja asuransi selama periode kebijakan restrukturisasi kredit perbankan di Indonesia sampai dengan Maret 2024. Variabel kredit, non performing loan (NPL), dan suku bunga kredit digunakan sebagai proksi dari risiko perbankan. Adapun kinerja perusahaan asuransi umum diproksikan melalui premi kredit, klaim kredit, dan laba sebelum pajak. Melalui analisis multiple regression dengan menggunakan ordinary least squares (OLS), penelitian ini menyimpulkan bahwa terdapat pengaruh yang signifikan dari risiko perbankan terhadap kinerja asuransi umum selama periode kebijakan restrukturisasi kredit perbankan. Penelitian ini memberikan kesimpulan bahwa risiko kredit perbankan yang terdiri dari variabel kredit, NPL, dan suku bunga berpengaruh signifikan terhadap premi, klaim, dan laba sebelum pajak perusahaan asuransi. Hubungan antara perbankan dan asuransi dapat berupa hubungan komplementer ataupun subtitusi, bergantung dari seberapa penting transfer risiko dan alokasi modal. Hubungan ini diharapkan dapat mendukung tercapainya co-evolution antara perbankan dan asuransi dalam menjaga stabilitas sistem keuangan di Indonesia.
This study analyzes the relationship between banking risk and insurance performance during the period of banking credit restructuring policy in Indonesia to March 2024. Credit, non-performing loans (NPL), and credit interest rates are variables used as proxies for banking risk. The performance of general insurance companies is proxied by credit premiums, credit claims, and profit before tax. Through multiple regression analysis using ordinary least squares (OLS), this study shows that there is a significant impact of banking risk on general insurance performance during the period of credit restructuring policy. This study concludes that banking credit risk, consisting of credit variables, NPL, and interest rates, has a significant impact on premiums, claims, and profit before tax of insurance companies. The relationship between banking and insurance can be a complementary or substitution, depending on how important risk transfer and capital allocation. This relationship is expected to support the achievement of co-evolution between banking and insurance in maintaining the stability of the financial system in Indonesia."
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2025
T-pdf
UI - Tesis Membership Universitas Indonesia Library
Muhammad Hildan Yudanto Nugroho
"Dalam penelitian tesis ini menganalisis kebijakan perbankan dalam penerapan restrukturisasi kredit bagi debitur yang terdampak pandemi Covid-19 dan upaya yang dilakukan UMKM akibat wabah Covid-19 di Kota Tangerang. Adapun metode penelitian yang digunakan adalah penelitian doktrinal guna memberikan penjelasan secara sistematis terkait aturan hukum. Penelitian ini bersifat deskriptif analitis dengan menggunakan data sekunder yang bersumber dari bahan hukum kepustakaan, kemudian dianalisis secara kualitatif. Hasil penelitian menujukkan bahwa kebijakan perbankan dalam penerapan restrukturisasi kredit bagi debitur yang terdampak pandemi Covid-19 adalah dengan memberikan penundaan pembayaran, pengurangan suku bunga, dan perpanjangan pinjaman. Meski membantu sejumlah debitur, kebijakan ini menemui hambatan dan profitabilitas bank dan risiko wanprestasi, sehingga Bank harus hati-hati dalam memberikan restrukturisasi terutama untuk UMKM. Dalam pemberiannya Bank harus mempertimbangkan kemampuan debitur membayar kembali kredit setelah pemulihan ekonomi. Adapun upaya yang dilakukan UMKM akibat wabah Covid-19 di Kota Tangerang yaitu UMKM harus beradaptasi dengan perubahan, beralih ke model online, dan memperkuat keberadaannya di platform digital. Pemerintah membantu UMKM dengan memberikan program restrukturisasi kredit untuk membantu mereka melewati dampak ekonomi pandemi. Program ini berhasil mempercepat pemulihan ekonomi, terutama di sektor UMKM di Kota Tangerang.
In this thesis research, we analyze banking policies in implementing credit restructuring for debtor affected by the Covid-19 pandemic and the efforts made by MSMEs as a result of the Covid-19 outbreak in Tangerang City. The research method used is doctrinal research, in order to provide a systematic explanation related to the rule of law.. This research is analytical descriptive in nature using secondary data sourced from legal literatur material, then analyzed qualitatively. The research results showed that banking policy in implementing credit restructuring for debtors affected by the Covid-19 pandemic was to provide payment delays, interest rate reductions, and loan extensions. Although it helps a number of debtors, this policy encounters obstacles to bank profitability and default risk, so banks must be careful ini providing restructuring, especially for MSMEs. In granting it, the Bank must consider the debtor’s ability to repay credit after economi cecovery. The efforts made by MSMEs due to the Covid-19 outbreak in Tangerang City, MSMEs must adapt to changes, switch to online business models, and strengthen their presence on digital platforms. The government is helping MSMEs by providing credit restructuring programs to help them get through the economic impact of the pandemic. This program has succeeded in accelerating economic recovery, specifically in the MSME sector in Tangerang City."
Jakarta: Fakultas Hukum Universitas Indonesia, 2024
T-pdf
UI - Tesis Membership Universitas Indonesia Library
Cita Pelangi Putri Sulistyoadi
"Penelitian ini menyelidiki dampak kebijakan relaksasi restrukturisasi kredit yang baru diterapkan di Indonesia sebagai variabel moderasi terhadap kinerja sektor perbanlan. Dengan menggunakan analisis regresi data panel pada sampel 105 bank dari tahun 2017 hingga 2022, penelitian ini menguji hubungan antma non-performing loans (NPL), cadangan kerugian penumnan nilai (CKPN), beban operasional terhadap pendapatan operasional (BOPO), dan return on assets (ROA) dengan moderasi kebijakan relaksasi restrukturisasi kedit. Penelitian menunjukkan bahwa ROA cenderung menurun selama penerapan kebijakan relaksasi restrukturisasi kredit. Selain itu terdapat penurunan NPL selama penerapan kebijakan restrukturisasi kredit yang menunjukkan perbaikan kualitas kredit, namun disisi lain CKPN meningkat menunjukkan bank lebih berhati-hati dan mempersiapkan diri terhadap potensi kerugian. Kebijakan relaksasi restrukturisasi kredit ditemukan memperkuat dampak negatif CKPN terhadap ROA, menunjukkan penundaan pengakuan kerugian memperburuk profitabilitas bank. Terakhir, kebijakan relaksasi restrukturisasi kredit ditemukan dapat membantu meredam dampak negatif BOPO terhadap ROA, menunjukkan adanya perbaikan dalam efisiensi operasional bank selama penerapan kebijakan relaksasi restrukturisasi kredit. Penelitian ini memberikan kontribusi dalam pemahaman dinamika regulasi keuangan dan memberikan wawasan bagi pembuat kebijakan dan lembaga perbankan dalam menghadapi kompleksitas pasar.
This study investigates the impact of newly implemented credit restructuring relaxation policies in Indonesia as a moderating variable on the performance of the banking sector. Using panel data regression analysis on a sample of 105 banks from 2017 to 2022, this study examines the relationships between non-performing loans (NPL), loan loss provisions (LLP), operating expenses to operating income ratio, and return on assets (ROA) moderated by the credit restructuring relaxation policy. The findings indicate that ROA tends to decrease during the implementation of the credit restructuring relaxation policy. Furthermore, there is a decrease in NPL during the implementation of the restructuring policy, indicating an improvement in credit quality; however, LLP increases, suggesting banks are more cautious and prepared for potential losses. The policy of credit restructuring relaxation is found to strengthen the negative impact of LLP on ROA, indicating that delaying the recognition of losses worsens bank profitability. Lastly, the credit restructuring relaxation policy is found to help mitigate the negative impact of operating expenses to operating income ratio on ROA, indicating improvements in bank operational efficiency during the policy implementation. This study contributes to understanding the dynamics of financial regulation and provides insights for policymakers and banking institutions in addressing market complexities."
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2024
T-pdf
UI - Tesis Membership Universitas Indonesia Library
Fajar Haristyo
"Bank dalam melakukan penyaluran kredit diwajibkan untuk melakukan penyediaan modal minimum dan penyisihan penghapusan aktiva untuk meminimalisir dampak kerugian dari risiko kredit sebagaimana diatur oleh Bank Indonesia dan Otoritas Jasa Keuangan sebagai regulator. Kewajiban penyediaan modal tersebut dapat mengurangi kemampuan ekspansi dari bank karena terdapat modal yang harus dicadangkan oleh bank, sedangkan penyisihan penghapusan aktiva berdampak menggerus laba dari bank. Pada penelitian ini digunakan matriks transisi atas kualitas kredit debitur segmen usaha kecil sebagai metode untuk mendapatkan probability of default PD dari portfolio kredit usaha kecil. PD yang dihasilkan digunakan untuk menentukan expected losses EL yang dapat menjadi acuan besaran penyisihan yang wajib disediakan oleh bank. Sedangkan untuk menghitung modal yang harus disediakan oleh bank untuk risiko kredit, digunakan perhitungan dengan metode value at risk VaR . Untuk validasi metode tersebut dilakukan perbandingan hasil perhitungan EL dan VaR dengan actual losses yang dialami oleh bank. Perhitungan EL dan VaR menghasilkan nilai yang lebih rendah jika dibandingkan dengan perhitungan PPA dan penyediaan modal minimum bank yang existing sehingga dengan metode penelitian ini dapat menghasilkan efisiensi pada kewajiban penyediaan modal minimum dan PPA yang harus dilakukan oleh bank.
Bank has to provide capital reserves for its credit risk and provision for loan losses to minimize potential losses from the exposure of credit risk. The capital reserves could be a factor that make bank cannot expand its business effectively. While the provision for loan losses could reduce the profitability of the bank. The research purpose is to make calculation of capital reserves and provision for loan losses more efficient with the use of credit rating transition of bank rsquo s credit portfolio SME segment to retrieve its probability of default PD , After PD is retrieved, expected losses EL can be calculated and EL represents the amount of provision of loan losses bank should provide. Meanwhile value at risk method is used for calculating the amount of capital reserve bank should provide for its credit risk. The validation of research rsquo s method is done by comparing the result of EL and VaR calculation with bank rsquo s actual losses from its default credit portfolio. The result of EL and VaR calculation shows that the method used in this research offers better efficiency in determining the amount of minimum capital reserves and provision for loan losses bank should provide."
Depok: Universitas Indonesia, 2017
T-Pdf
UI - Tesis Membership Universitas Indonesia Library
Walukow, Marvin Jupiter
"[
ABSTRAK Penelitian ini bertujuan untuk melihat pengaruh dari diversifikasi pendapatan yang dilakukan bank umum di Indonesia terhadap risiko kredit, kecukupan modal dan profitabilitas bank tersebut. Diversifikasi pendapatan diukur dengan melihat porsi pendapatan non bunga terhadap total pendapatan. Hipotesis diuji dengan regresi panel data melalui analisis random effect model. Penelitian ini menggunakan observasi data dari 180 bank umum di Indonesia periode 2011- 2013. Penelitian ini menunjukkan bahwa diversifikasi pendapatan yang dilakukan oleh bank memiliki hubungan positif dengan risiko kredit, kecukupan modal dan profitabilitas bank.
ABSTRACT This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability., This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.]"
Fakultas Eknonomi dan Bisnis Universitas Indonesia, 2016
S61801
UI - Skripsi Membership Universitas Indonesia Library
Torik Ibrahim
"Di era pandemi Covid-19, layanan kredit menjadi salah satu kegiatan perbankan yang mengalami dampak besar. Debitur yang semula mendapatkan pemasukan secara rutin menjadi terganggu karena kegiatan perekonomian yang lumpuh. Hal inilah yang menyebabkan kolektibilitas kredit menjadi menurun, yang semula lancar bahkan sampai menjadi macet. Kasus gagal bayar meningkat drastis di masa pandemi. Pemerintah melalui Otoritas Jasa Keuangan (OJK) mengeluarkan Peraturan OJK tentang Stimulus Perekonomian Nasional sebagai Kebijakan Countercyclical Dampak Penyebaran Covid- 19. Dikeluarkannya peraturan ini ditujukan untuk mendorong optimalisasi kinerja perbankan khususnya fungsi intermediasi, menjaga stabilitas sistem keuangan, dan mendukung pertumbuhan ekonomi. Adapun permasalahan yang diangkat dalam penelitian ini adalah mengenai efektivitas restrukturisasi kredit akibat Covid-19 keberlakuan pasca restrukturisasi dan pelaksanaan stimulus Covid-19 terkait penerapan POJK Nomor 17/POJK.03/2021.Untuk menjawab permasalahan tersebut digunakan metode penelitian hukum adalah yuridis-normatif, yang mengacu pada norma hukum yang terdapat dalam peraturan perundang-undangan serta norma-norma yang berlaku dan mengikat masyarakat. Hasil analisa adalah berlakunya POJK No.17/ POJK.03/2021 terbukti efektif untuk menurunkan restrukturisasi kredit berdasarkan analisa kredit yang dilakukan terhadap Bank Mandiri, BNI, BCA, dan Bank DBS Indonesia. Kemudian juga dianalisa dengan menggunakan Teori Economic Analysis of Law yang menggunakan tiga konsep yaitu nilai, efisiensi, dan utilitas.
In the era of the Covid-19 pandemic, credit services are one of the banking activities that is experiencing a major impact. Debtors who previously received regular income were disrupted because economic activities were paralyzed. This is what causes credit collectibility to decline, which was originally smooth and even becomes stuck. Cases of default have increased dramatically during the pandemic. The government, through the Financial Services Authority (OJK), issued an OJK Regulation concerning National Economic Stimulus as a Countercyclical Policy for the Impact of the Spread of Covid-19. The issuance of this regulation is aimed at encouraging the optimization of banking performance, especially the intermediation function, maintaining financial system stability and supporting economic growth. The problem raised in this research is regarding the effectiveness of credit restructuring due to Covid-19, its post-restructuring implementation and the implementation of the Covid-19 stimulus related to the implementation of POJK Number 17/POJK.03/2021. To answer these problems, legal research methods are used, namely juridical-normative, which refers to legal norms contained in laws and regulations as well as norms that apply and bind society. The results of the analysis are that the enactment of POJK No.17/ POJK.03/2021 has proven effective in reducing credit restructuring based on credit analysis carried out on Bank Mandiri, BNI, BCA and Bank DBS Indonesia. Then it is also analyzed using the Economic Analysis of Law Theory which uses three concepts, namely value, efficiency and utility."
Depok: Fakultas Hukum Universitas Indonesia, 2024
T-pdf
UI - Tesis Membership Universitas Indonesia Library
Tanesia Diva Hermastuti
"Penelitian ini bertujuan untuk menganalisis pengaruh risiko kredit dan risiko likuiditas terhadap profitabilitas pada sektor perbankan. Metode yang digunakan dalam penelitian ini adalah fixed effect model. Data yang digunakan pada penilitian ini yaitu data panel yang diperoleh dari 45 perbankan ASEAN 5 dari tahun 2014 sampai dengan tahun 2018. Hasil penelitian menujukkan bahwa risko kredit berupa Loan Loss Provision (LLP) memiliki pengaruh yang signifikan negatif terhadap profitabilitas (Return on Asset dan Return on Equity) sedangkan risiko kredit berupa Non Performing Loan (NPL) serta risiko likuiditas tidak berpengaruh signifikan terhadap profitabilitas.
This study aims to analyze the effect of credit risk and liquidity risk on profitability in the banking sector. The method used in this research is fixed effect model. The data used in this study are panel data obtained from 45 ASEAN 5 banks from 2014 to 2018. The results show that credit risk in the form of Loan Loss Provision (LLP) has a significant negative effect on profitability (Return on Assets and Return on Equity) while credit risk in the form of Non Performing Loans (NPL) and liquidity risk does not significantly influence profitability."
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2019
S-pdf
UI - Skripsi Membership Universitas Indonesia Library
Andra Andana
"Penelitian ini bertujuan untuk melihat situasi makroekonomi sebelum dan selama COVID-19 dengan mengevaluasi bagaimana pandemi COVID-19 mempengaruhi aktivitas kredit perbankan, dan menganalisis faktor-faktor kinerja perbankan yang terkait dengan risiko kredit, seperti modal, ukuran bank, net interest margin, Return on Asset, Return on Equity dan pertumbuhan kredit. Selanjutnya akan dipelajari apakah terdapat perbedaan atau pengaruh yang berdampak signifikan terhadap risiko kredit sebelum dan selama pandemi COVID-19. Hal berikutnya yang dilakukan dalam studi ini adalah menentukan relevansi faktor risiko kredit tersebut sebelum dan saat pandemi COVID-19. Penelitian ini menggunakan metode kuantitatif berdasarkan analisis regresi berganda dan pendekatan deskriptif untuk menyesuaikan metode evaluasi dengan kondisi tertentu. Hasil penelitian mengungkapkan bahwa kinerja bank terkait risiko kredit sebelum dan selama COVID-19 berbeda. Dalam hal ini, diharapkan manajemen bank dapat menyusun strategi mitigasi risiko berdasarkan hasil tersebut.
The research seeks to investigate macroeconomics before and during the COVID-19 by evaluating how the COVID-19 pandemic affected banking credit activity, and analyzing banking performance factors associated with credit risk, such as capital, bank size, net interest margin, return on asset, return on equity and credit growth. The differences or influences that have a significant impact on credit risk before and during the COVID-19 pandemic is then studied. Furthermore, determining its relevance is an important aspect of this work. This research employs a quantitative strategy based on multiple regression analysis and a descriptive approach to fit an evaluation method with a particular condition. The results revealed that the bank performance related to credit risk before and during the COVID-19 was different. In this case, it is expected that bank management can prepare a risk mitigation strategy based on these results."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2022
T-pdf
UI - Tesis Membership Universitas Indonesia Library
Diah Kusumo Dewi
"Penerapan CreditRisk+ dilakukan untuk menghitung risiko kredit usaha kecil pada Bank X se1ama kurun waktu Januari 2006 - Desember 2008. CreditRisk"' merupakan default mode yang memandang kualitas kredit sebagai default dan no default, tidak mengasumsikan penyebab terjadinya default. Kredit dinyatakan default apabila tunggakan kewajibannya telah melebihi 90 hari, sesuai ketentuan Bank Indonesia. Pengukuran CreditRisk+ dilakukan dalam 2 tahapan. yaitu : pertama menghitung frequency of defaults dan severity of losses, kedua menghitung distribution of default losses. Frequency of defaults dihitung dengan menggunakan distribusi Poisson dengan tingkat keyakinan 95%. Sedangkan severity of losses diperoleh dengan menghitung loss given default. Sementara distribution of default losses diperoleh dengan menghitung besarnya potensi kerugian berupa expected loss, unexpected loss, dan economic capital, yaitu cadangan modal yang harus disiapkan uotuk menutup unexpected loss. Berdasarkan hasil backtesting dengan Loglikelihood Ratio (LR) Test diperoleh nilai LR sebesar 0 yang lebih kecil dibandingkan nilai kritis Chi-squared sebesar 3.8415 yang menunjukkan bahwa metode CreditRisk"' masih valid digunakan sebagai model internal untuk mengukur risiko kredit usaha kecil pada Bank X.
Implementation of CreditRisk+ is used for small enterprise credit measurement of Bank X during Januari 2006- Desember 2008. CreditRisk+ is a default mode model that credit quality as a default and no default, no assumptions are made about the causes of default. Credit is stated default if a pending of credJt payment is more than 90 days, based on Bank Indonesia regulation. CreditRisk• measurement has two steps, first measuring frequency of defaults and severity of losses, second measuring distribution of default losses. Frequency of defaults is measured by using Poisson distribution with 95% confidence level. Severity of losses is taken by measuring loss given default. Meanwhiles, distribution of default losses is taken by measuring potensial default such as expected loss, expected loss, and economic capital, capital reserved that has to be prepared to cover unexpected loss. Based on the results of the backtesting through Loglikelihood Ratio (LR) Test, a Likelihood Ratio of 0 is smaller than a Chi-squared of 3.8415 which represents that CreditRisk+ method is still valid to be used for internal model for measuring small enterprise credit of Bank X."
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2009
T 27173
UI - Tesis Open Universitas Indonesia Library
Jopie Jusuf
Jakarta : Gramedia Pustaka Utama, 2006
332.1 JOP a
Buku Teks SO Universitas Indonesia Library