DEVELOPMENT OF PORTOFOLIO GUIDELINE AS EARLY WARNING SIGNAL FOR CREDIT RISK ANTICIPATION Case Study : PT BANK MANDIRI TBK

• Main Author: (NIM 291 04 303), Novthalia
• Format: Theses
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/6556
• Institution: Institut Teknologi Bandung

Abstract : <br /> <br /> <br /> <br /> <br /> Bank Mandiri as a Holding Company from 4 (four) incorporated banks, has a significance role in the Indonesia economy. As a part of the Indonesias banking industry, PT. Bank Mandiri (Persero) TBK has a role as an intermediarys institution that collects excessive fund and distributed it in a form of credit. But if we look in the Non Performing Loan (NPL) Ratio Diagram, Bank Mandiri has improved significantly towards NPL. This condition would affect Bank Mandiri performance, even if it is continued much further it would effect Bank Mandiris reputation. <br /> <br /> <br /> <br /> <br /> Determining Internal Risk Rating System (IRRS) or credit analyze are considered by various aspects, so it will become a reference in the development of portofolio guideline as an alternative slolution in the risk credit mitigation in the implementation of risk management. Writer will propose a certain portofolio guideline as an early warning signal in the risk management process. There are three indicators that coveres portofolio guideline which is leading, coincidence and lagging indicator. Where those three indicator are further analyze with 6 parameter which are RAROC (Risk Adjusted Return on Capital), Company Operational Rating, Stocks, Industry Analysis, GDP, Past Performance which represent the internal and external conditions of a company. Those 6 (six) parameter is classified based on each hurdle rate that is determined based on internal and exsternal condition, subjectively and also objectively. <br /> <br /> <br /> <br /> <br /> There are three zones that is resulted in this research, which are green (portofolio that has parameters in a good condition performance), yellow (portofolio that has a parameters in a normal condition performance), and red (portofolio that has parameters in a bad condition performance). That zone can be use a parameter in further analysis credit process. <br />