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"Law is frequently illustrated as something inconvinient and trends to percive as contra productive against business principles which rely on speed and accuracy."

"Skripsi ini membahas mengenai penerapan manajemen risiko internet banking, khusunya pada Bank X. Disamping memberikan kemudahan bagi nasabah, internet banking juga berpotensi meningkatkan risiko. Pokok permasalahan dalam penelitian ini adalah bagaimana ketentuan-ketentuan hukum mengenai manajemen risiko oleh Bank Umum terkait internet banking dan bagaimana penerapannya oleh Bank X.Metode penelitian yang digunakan dalam SEBI Nomor 6/18/DPNP tanggal 20 April 2004 mencakup pengawasan aktif dewan komisaris dan direksi, pengendalian pengamanan serta manajemen risiko hukum dan reputasi. Pelaksanaan manajemen risiko internet banking di Bank X sudah sesuai dengan ketentuan perundang-undangan yang berlaku.

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This thesis explains about the implementation of risk management of internet banking, especially in Bank X. In addition to providing convenience for customers, internet banking is also potentially increase the risk. The issue in this study is how is the legal provisions concerning Risk Management on internet banking and how it is applied by Bank X.

The method used in this research is normative juridical method. The risk management of internet banking is set in SEBI No. 6/18 / DPNP, includes active surveillance by commissioners and directors, security control also legal and reputation risk management. The implementation of risk management on internet banking in Bank X is in accordance with the applicable regulations."

"Untuk menjalankan lungsinya sebagai financial intermediary. risiko terbesar yang dihadapi bank adalah risiko kredit. Olch karena itu merupakan suatu hal yang panting bagi bank untuk dapat mengukur seberapa besar risiko kreditnya. Pengukuran risiko kredit ini dilakukan dengan terlebih dahulu menentukan model risiko kredit yang tepat.Pengukuran risiko kredit usaha mikro pada Bank X dengan pendekatan standar yaitu berdasarkan Surat Edaran BI No.8/3/DPNP tanggal 30 Januari 2006 tidak menghasilkan ukuran risiko yang tepat, karenanya diperlukan alat pengukur risiko yang lain. Tujuan penelitian dalam karya akhir ini adalah untuk mengukur besarnya risiko kredit usaha mikro (KUM) pada Bank X dengan metode Credit Risk.KUM adalah kredit kelolaan Micro Banking and Sales Group pada Bank X yang diklasifikasikan menjadi beberapa jenis produk. yaitu KUM Mandiri. KUM Mapan, KUM Prima, KUM Kelompok dan KUM Karya. Produk-produk tersebut memiliki limit kredit maksimum Rp100.000.000,00 (seratus juta Rupiah).Produk KUM dipasarkan oleh Bank X sejak bulan Maret 2005. Sampai dengan 31 Mei 2006 Bank X telah menyalurkan KUM sebanyak Rp 1,016 Milyar dengan 59.130 rekening debitur.Credit Risk+ adalah metode pengukuran risiko kredit yang tepat untuk bald debet pinjaman yang kecil dengan jumlah rekening yang sangat banyak, karena metode ini tidak memerlukan tambahan data makro dan merupakan default mode.Dalarn pengukuran risiko KUM dengan metode Credit Risk+, terdapat pembatasan sebagai berikut :1. Data yang digunakan adalah data portfolio KUM pcriode bulan Juni 2005 sampai dengan Mei 2006. Penggunaan data periode tersebut karma produk KUM barn dipasarkan pada bulan Mat-et 2005 dan krcdil dinyatakan default apabila umur tunggakan kewajiban lcbih dari 90 hari. Oleh karena itu kemungkinan terdapatnya default KUM minimal 90 hari setelah diberikannya fasilitas KUM tersebut, yaitu pada bulan Juni 2005.2. Kredit dinyatakan default apabila tunggakan kcwajibannya telah melebihi 90 hari atau berdasarkan kolektibilitas BI tergolong kredit Kurang Lancar, Diragukan dan Macet. Pengukuran risiko KUM dengan menggunakan metode Credit Risk menunjukkan hasil sebagai berikut :1. Dengan menggunakan metode Credit Risk, pada bulan Mei 2006 nilai expected loss sebesar Rp 69,74 milyar dan nilai unexpected loss sebesar Rp 104,03 milyar. Hal ini menunjukkan bahwa nilai VaR untuk bulan Mei 2006 adalah sebesar Rp 104,03 milyar, artinya dengan tingkat keyakinan sebesar 95% maka besarnya risiko kerugian maksimum akibat terjadinya default pada portfolio KUM untuk satu bulan ke depan diperkirakan sebesar Rp 104,03 milyar. Jumlah tersebut adalah 10,24% dari total baki debet KUM.2. Dengan metode Credit Risk bank hams menyediakan modal untuk mencover risiko KUM pada bulan Mei 2006 sebesar 10,24% x 8%= 0,82% dari baki debet KUM atau sebesar Rp 8,32 milyar.3. Surat Edaran BI No.813IDPNP tanggal 30 Januari 2006 menyatakan bahwa bobot risiko untuk Kredit Usaha Kecil (KUK) sebesar 85 %., maka bank harus menyediakan modal untuk mencover risiko KUM pada bulan Mci 2006 sebesar 85% x 8% = 6.80% dari baki debet KUM atau sebesar Rp 69,12 milyar.4. Perbedaan kebutuhan modal yang harus disediakan Bank X berdasarkan metode Credit Risk dan berdasarkan SE BI No.8/3/DPNP untuk bulan Mei 2006 adalah sebesar Rp 69,12 milyar - Rp 8,32 milyar = Rp 60,8 milyar.5. Berdasarkan basil pengujian model dengan backtesting dan likelihood ratio, maka metode Credit Risk dapat dipertimbangkan sebagai model internal untuk mengukur risiko KUM Bank X maupun kredit usaha kecil lainnya yang memiliki karakteristik yang sama.Metode CreditRisk+ ini dapat dikembangkan sebagai sistem pengukuran risiko yang terintegrasi dengan cor banking sistem pada Bank X juga dapat dimanfaatkan untuk melakukan monitoring dan pengawasan yang lebih efektif terhadap portfolio KUM, dengan cara memfokuskan perhatian pada kelompok debitur dengan nilai eksposur yang tinggi dengan default rate yang terbesar.

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As a financial intermediary, the greatest risk a bank has to face is credit risk. Therefore. it is very crucial for a bank to measure its credit risk. First, determining the model of the credit risk does the measurement of credit risk.The measurement of the risk of micro banking in Bank X by standard approach does not give an accurate profile of its credit risk; therefore another measurement tool is needed. This paper is aimed to measure the credit risk of micro banking (Kredit Usaha Mikro/KUM) of Bank X by CreditRisk+ method.KUM is managed by Micro Banking and Sales Group of Bank X, which are classified into several types of products, such as KUM Mandiri, KUM Mapan, KUM Prima, KUM Kclompok and KUM Karya. Those products have maximum limit of Rp. 100.000,000,00 (a hundred million rupiahs).Bank X has launched the KUM products on March 2005. Till the end of May 2006, Bank X has facilitated KUM at the amount of Rp. 1.016 billion for 59,130 customer accounts.Credit Risk' is suitable for credit risk measurement of loans with small outstanding balance and has many customer accounts, because this method does not need additional data about macro economics and is one of the default mode method.To measure the risk of KUM by Credit Risk+ method, there are limitations as follows:1. The data used are KUM portfolio data in the period of June 2005 until May 2006. The period is chosen because the products have been launched since March 2005 and the credit is stated as default whenever the facilities arc under performed for more than 90 days. Therefore the default facilities may be found after 90 days after the first KUM were facilitated, i.e. in June 2005.2. The credit is slated as default whenever the facilities are under performed for more than 90 days or based on 131 collection is classified as Kredit Kurang Lacar, Diragukan and Macet.The risk measurement by Credit Risk has the following results:1. The amount of expected loss on May 2006 is Rp. 69.74 billion and the amount of unexpected loss is Rp. 104.03 billion. This shows that the VaR on May 2006 is Rp. 104.03 billion, which is meant that with the 95% confidence level, the maximum risk loss because of default of portfolio KUM for one month ahead is Rp. 104.03 billion. The amount is about 10.24% of the KUM's outstanding balance.2. On May 2006 the bank has to provide capital to cover the risk of KUM in the amount of 10.24% x 8% = 0.82% of tine KUM's outstanding balance, or Rp.8.32 billion.3. The circulating letter of BI no.8/3/DPNP dated January, 30, 2006 is stated that the risk-weighted for Kredit Usaha Kecil (KUK) is 85%, so the bank has to provide capital to cover the KUM credit risk on May 2006 is in the amount of 85% x 8% = 6,80% of the KUM's outstanding balance, or Rp. 69.12 billion.4. The difference of capital needed based on Credit Risk + method and SE BI no. 8/3/DPNP on May 2006 is Rp. 69.12 billion - Rp.8.32 billion = Rp. 60.8 billion.5. Based on the backtesting and likelihood ratio procedure, the Credit Risk+ method can be used as the internal model to measure the credit risk of KUM portfolio of Bank X and other small amount loans which is has the same characteristics.The CredilRisk+ method can be developed as the integrated risk measurement system with czar banking system of Bank X. and also can he used as a more effective monitoring and supervising tools for KUM portfolio, with lousing on the customer group with high exposure and high default rate."

"Single Presence Policy is a policy which is surprising not only for businessmen in banking sector but also for general community. The policy called "Pakto" (The Package of October Policy) 2006 reminds us to last "Pakto" policy in 1988 that was 18 years ago where in national banking promoted a concept of liberalization. Jumping to liberalization without proper anticipation and good manner has impacted on the emerge of mushrooming bank without sufficient preparation to banking risk management. Banking liberalization concept has an effect on the policy of merger, consolidation, closing down and bank liquidation. Liquidity Assistance of Bank of Indonesia (BLBI) scenario has no end, but creating a vriminal accusations in banking practices. Single Presence Policy (SPP) bring a new panorama into banking industry. Substances of SPP has potential to create inconsistency to other regulations of business competition, limited corporation, and therefore open to foreign investor for dominating national banking."

"This special edition includes studies by the University of Malta, MSc Banking and Finance graduates and the respective lecturers, on financial services within particular countries or regions and studies of themes such as credit risk management, fund management and evaluation, forex hedging using derivatives and sovereign fixed income portfolios."