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Abstrak :
[ABSTRAK
Bank dalam menjalankan pengelolaan likuiditasnya mempunyai potensi keuntungan dan kerugian yang selalu mengikuti. Untuk mengendalikan risiko tersebut perlu suatu proses manajemen risiko yang memadai, mulai dari identifikasi risiko, pengukuran risiko hingga implementasi mitigasi risiko. Pengukuran risiko likuiditas pada Bank Sinarmas yaitu menggunakan Liquidity Coverage Ratio. Penyediaan likuiditas sangat penting untuk mengantisipasi adanya kebutuhan likuiditas sehingga dapat mengcover kewajiban Bank baik dalam kondisi normal maupun krisis. Namun demikian, penyediaan likuiditas tidak boleh tersedia secara berlebihan karena timbul biaya likuiditas yang harus ditanggung oleh Bank. Oleh karena itu, diperlukan penetapan limit biaya pengelolaan likuiditas yang bersedia di tanggung oleh Bank berdasarkan risk appetite dari management serta batas limit maksimum Liquidity Coverage Ratio harus ditetapkan oleh Bank. Penetapan limit tersebut merupakan hal penting dalam proses mitigasi risiko agar pendapatan yang hilang karena adanya penyediaan likuiditas dapat diminimalkan sehingga dapat tercipta peningkatan laba bagi Bank. Data yang diperoleh dalam penelitian ini merupakan komponen dari Liquidity Coverage Ratio Bank Sinarmas selama 3 Tahun (2012-2014). Metode dalam penelitian ini secara kuantitatif. Pada kondisi saat ini Bank Sinarmas belum melakukan pengelolaan likuiditas jangka pendeknya secara efektif. Hal ini terbukti dari hasil perhitungan rata-rata Liquidity Coverage Ratio yang masih tinggi yaitu 206.01%. Bahkan pernah tertinggi sebesar 392% pada bulan Juli 2014. Regulator menetapkan batas Liquidity Coverage Ratio minimum sebesar 100%. Dengan adanya, penetapan pengelolaan biaya pemeliharaan likuiditas maksimum dan penetapan limit maksimum Liquidity Coverage Ratio diharapkan dapat diimplementasikan oleh Bank Sinarmas sehingga dapat tercipta peningkatan laba bagi Bank

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ABSTRACT
Bank in carrying out liquidity management always followed with potential gains and losses. There should be an adequate risk management process to manage these risks, starting from risk identification, risk measurement to risk mitigation implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity Coverage Ratio. The providing of liquidity is very important to anticipate liquidity needs so as to cover the liabilities of the Bank both in normal and crisis conditions. However, the providing of liquidity should not be available to excess liquidity because there will be costs to be borne by the Bank. Therefore, it is necessary to establish limit liquidity management fee paid by the Bank prepared based on the risk appetite by management as well as the maximum limit of the Liquidity Coverage Ratio must be determined by the Bank. The limit setting process is important in order to mitigate the risk of lost revenue due to the providing of liquidity could be minimized so as to create an increase in profits for the Bank. Data obtained in this study is a component of the Liquidity Coverage Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is quantitative. In the current conditions the Bank Sinarmas not do short-term liquidity management effectively. This is evident from the results of the calculation of average Liquidity Coverage Ratio are still high at 206.01%. The highest ever amounted to 392% in July 2014. Regulator set a minimum limit of the Liquidity Coverage Ratio at 100%. With the, determination of maximum liquidity management of maintenance costs and maximum limits Liquidity Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to create an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gains and losses. There should be an adequate risk management process to manage these risks, starting from risk identification, risk measurement to risk mitigation implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity Coverage Ratio. The providing of liquidity is very important to anticipate liquidity needs so as to cover the liabilities of the Bank both in normal and crisis conditions. However, the providing of liquidity should not be available to excess liquidity because there will be costs to be borne by the Bank. Therefore, it is necessary to establish limit liquidity management fee paid by the Bank prepared based on the risk appetite by management as well as the maximum limit of the Liquidity Coverage Ratio must be determined by the Bank. The limit setting process is important in order to mitigate the risk of lost revenue due to the providing of liquidity could be minimized so as to create an increase in profits for the Bank. Data obtained in this study is a component of the Liquidity Coverage Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is quantitative. In the current conditions the Bank Sinarmas not do short-term liquidity management effectively. This is evident from the results of the calculation of average Liquidity Coverage Ratio are still high at 206.01%. The highest ever amounted to 392% in July 2014. Regulator set a minimum limit of the Liquidity Coverage Ratio at 100%. With the, determination of maximum liquidity management of maintenance costs and maximum limits Liquidity Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to create an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gains and losses. There should be an adequate risk management process to manage these risks, starting from risk identification, risk measurement to risk mitigation implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity Coverage Ratio. The providing of liquidity is very important to anticipate liquidity needs so as to cover the liabilities of the Bank both in normal and crisis conditions. However, the providing of liquidity should not be available to excess liquidity because there will be costs to be borne by the Bank. Therefore, it is necessary to establish limit liquidity management fee paid by the Bank prepared based on the risk appetite by management as well as the maximum limit of the Liquidity Coverage Ratio must be determined by the Bank. The limit setting process is important in order to mitigate the risk of lost revenue due to the providing of liquidity could be minimized so as to create an increase in profits for the Bank. Data obtained in this study is a component of the Liquidity Coverage Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is quantitative. In the current conditions the Bank Sinarmas not do short-term liquidity management effectively. This is evident from the results of the calculation of average Liquidity Coverage Ratio are still high at 206.01%. The highest ever amounted to 392% in July 2014. Regulator set a minimum limit of the Liquidity Coverage Ratio at 100%. With the, determination of maximum liquidity management of maintenance costs and maximum limits Liquidity Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to create an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gains and losses. There should be an adequate risk management process to manage these risks, starting from risk identification, risk measurement to risk mitigation implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity Coverage Ratio. The providing of liquidity is very important to anticipate liquidity needs so as to cover the liabilities of the Bank both in normal and crisis conditions. However, the providing of liquidity should not be available to excess liquidity because there will be costs to be borne by the Bank. Therefore, it is necessary to establish limit liquidity management fee paid by the Bank prepared based on the risk appetite by management as well as the maximum limit of the Liquidity Coverage Ratio must be determined by the Bank. The limit setting process is important in order to mitigate the risk of lost revenue due to the providing of liquidity could be minimized so as to create an increase in profits for the Bank. Data obtained in this study is a component of the Liquidity Coverage Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is quantitative. In the current conditions the Bank Sinarmas not do short-term liquidity management effectively. This is evident from the results of the calculation of average Liquidity Coverage Ratio are still high at 206.01%. The highest ever amounted to 392% in July 2014. Regulator set a minimum limit of the Liquidity Coverage Ratio at 100%. With the, determination of maximum liquidity management of maintenance costs and maximum limits Liquidity Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to create an increased Bank profitability, Bank in carrying out liquidity management always followed with potential gains and losses. There should be an adequate risk management process to manage these risks, starting from risk identification, risk measurement to risk mitigation implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity Coverage Ratio. The providing of liquidity is very important to anticipate liquidity needs so as to cover the liabilities of the Bank both in normal and crisis conditions. However, the providing of liquidity should not be available to excess liquidity because there will be costs to be borne by the Bank. Therefore, it is necessary to establish limit liquidity management fee paid by the Bank prepared based on the risk appetite by management as well as the maximum limit of the Liquidity Coverage Ratio must be determined by the Bank. The limit setting process is important in order to mitigate the risk of lost revenue due to the providing of liquidity could be minimized so as to create an increase in profits for the Bank. Data obtained in this study is a component of the Liquidity Coverage Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is quantitative. In the current conditions the Bank Sinarmas not do short-term liquidity management effectively. This is evident from the results of the calculation of average Liquidity Coverage Ratio are still high at 206.01%. The highest ever amounted to 392% in July 2014. Regulator set a minimum limit of the Liquidity Coverage Ratio at 100%. With the, determination of maximum liquidity management of maintenance costs and maximum limits Liquidity Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to create an increased Bank profitability]