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"Penelitian ini menggunakan metode Credit Risk+ untuk menghitung risiko kredit pada PT Mandiri Tunas Finance selama periode Januari 2010 hingga Desember 2012. Penggunaan metode Credit Risk+ membutuhkan data input berupa exposure kredit, exposure at default, dan recovery rates serta tidak mengasumsikan penyebab default. Metode ini cocok digunakan untuk perhitungan risiko kredit retail. Asumsi default atau non performing loan (NPL) yaitu saat tunggakan debitur mencapai lebih dari 90 hari. Tahapan pengukuran risiko kredit yaitu pertama menghitung exposure default dari portofolio, kedua menghitung frequency of default, ketiga menghitung probability of default untuk mencari distribution of losses yang terjadi pada PT Mandiri Tunas Finance. Frequency of default dihitung dengan menggunakan asumsi tingkat keyakinan 95%. Perhitungan dengan metode ini menghasilkan nilai expected loss dan unexpected loss serta economic capital. Economic capital adalah besarnya modal yang digunakan untuk menutupi unexpected loss. Dalam penelitian ini digunakan backtesting dan validasi menggunakan Loglikehood Ratio (LR) test dan didapatkan hasil senilai 0, dimana hasil tersebut lebih kecil dibandingkan nilai kritis chi squared sebesar 3,8415. Hasil ini menunjukkan bahwa metode Credit Risk+ yang digunakan dalam penelitian ini masih valid untuk mengukur risiko kredit dan menghitung economic capital pada PT Mandiri Tunas Finance.

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Credit Risk+ method is used to calculate the credit risk at PT Mandiri Tunas Finance during the period January 2010 to December 2012. Use of Credit Risk + method requires input data which is credit exposure, exposure defaults and recovery rates, and do not assume cause of default. This method is suitable for retail credit risk calculations. Assumptions default or non- performing loan (NPL) is currently delinquent borrowers overdue more than 90 days. Stages of credit risk assessment is the first to calculate the default exposure of the portfolio, second calculate the frequency of default, third count the probability of default to seek distribution of losses which occurred at PT Mandiri Tunas Finance. Frequency of default calculated using the assumption of 95 % confidence level. Calculations with this method generate expected loss and unexpected value loss and economic capital. Economic capital is the amount of capital that is used to cover unexpected loss. This study used backtesting and validation using Loglikehood Ratio ( LR ) test and the results 0, where the result is less than the critical value of chi- squared of 3,8415. These results indicate that the Credit Risk + method used in this study are still valid for measuring credit risk and calculate economic capital at PT Mandiri Tunas Finance."

"Tujuan yang diharapkan dapat dicapai dari penelitian ini adalah untuk melihat pengaruh faktor internal (Capital Adequancy Ratio, Financing to Deposit Ratio, Pertumbuhan Pembiayaan dan Rasio Alokasi Pembiayaan Murabahah Terhadap Pembiayaan Profit Loss Sharing) dan Makro Ekonomi (Inflasi dan Kurs Rupiah Terhadap Dolar) terhadap Non Performing Financing perbankan syariah di Indonesia. Penelitian ini menggunakan data gabungan bank umum syariah dan unit usaha syariah dari statistik perbankan syariah dan indicator moneter yang dipublikasikan oleh Bank Indonesia periode Januari 2010 sampai April 2014.Hasil analisis data dengan menggunakan metode ECM (Error Correction Model) menyebutkan bahwa dalam jangka panjang Financing to Deposit Ratio berpengaruh positif terhadap Non Performing Financing, Rasio Alokasi Pembiayaan Murabahah Terhadap Pembiayaan Profit Loss Sharing berpengaruh negatif terhadap Non Performing Financing, Inflasi berpengaruh negatif terhadap Non Performing Financing dan Kurs Rupiah Terhadap Dolar berpengaruh positif terhadap Non Performing Financing perbankan syariah di Indonesia. Dalam jangka pendek Financing to Deposit Ratio berpengaruh positif terhadap Non Performing Financing dan Rasio Alokasi Pembiayaan Murabahah Terhadap Pembiayaan Profit Loss Sharing berpengaruh negatif terhadap Non Performing Financing perbankan syariah di Indonesia.

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The purpose of this research is to obtain evidence of whether the internal factors (Capital Adequacy Ratio, Financing to Deposit Ratio, Growth Funding and Allocation Ratio Against Murabahah Financing on Profit Loss Sharing) and Macro Economics (Inflation and Rupiah Against Dollar) the influence of macroeconomics (inflation and rupiah against dollar) on non performing financing islamic bank in Indonesia. The research obtained from combining islamic bank data, islamic businnes units stats of syariah bank and monetary indicators which published by bank of Indonesia during January 2010 to April 2014.From the analysis, the hipothesis by using ECM (Error Corection Model) results that the term of leght financing to deposit ratio, ratio allocation against Murabahah financing on profit loss sharing, inflation and rupiah against dollar effect the non performig financing islamic bank in Indonesia. Meanwhile, in the short term the financing to deposit ratio, ratio allocation against Murabahah financing on profit loss sharing, non performing financing was influencig on Islamic bank in Indonesia."