#TITLE_ALTERNATIVE#

• Main Author: SETYANINGRUM (NIM 19005003), ANIES
• Format: Final Project
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/9956
• Institution: Institut Teknologi Bandung

The implementation of Risk Management is very important for Banking Industry. Good implementation of Credit Risk, Market Risk, and Operational Risk is not only avoiding Banks from bankruptcy, but also giving better services to their customers. Bank Indonesia as regulators is also supported the implementation of Risk Management by releasing policies and regulations related to Risk Management.<p> <br /> <br /> <br /> <br /> Bank Bumiputera is also considering risk management on their business activities. One of their vision is also concerning on the implementation of risk management. The changes of corporate strategy in Bank Bumiputera to be more aggressive on consumer market also demand improvement on the risk management implementation, especially on the credit risk management.<p> <br /> <br /> <br /> <br /> This research tries to help Bank Bumiputera on the improvement in credit risk management by proposed Credit Scoring Model for Housing Loan. Credit Scoring Model in this research is involving ten indicators. Those indicators are Ratio Outstanding t Disposable Income, Employment Level, Number of Dependent, Total Monthly Income, Time in Current Employment, Age of Borrower, Type of Income, Collateral to Loan Ratio, Marital Status, and Type of Employment.<p> <br /> <br /> <br /> <br /> From the discriminant analysis result, those ten indicators can predict correctly defaulters and non defaulters for 66.3% for selected groups and 63.8% for cross validated groups. From the credit scoring, this research can determine probability of default from borrowers and then determine risk profile of credit risk for Housing Loan in Bank Bumiputera. Probability of credit risk is in High risk level.