ANALISIS PERBANDINGAN PENERAPAN PENDEKATAN BASIC INDICATOR DENGAN METODE PENDEKATAN STANDARDIZED PADA RISIKO KREDIT DAN DAMPAKNYA TERHADAP RASIO KECUKUPAN MODAL (Studi Kasus Pada PT Bank Mega Tbk,)

• Main Authors: , Bismarck Dasano Hamonangan, , Dr. Khomsiyah, MM.
• 格式: Theses and Dissertations NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2012
• 主題: ETD
• 在線閱讀: https://repository.ugm.ac.id/98182/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53406

The occurrence of the economic reform and financial liberalization in the 1970-1980s has established banks to be a very important intermediary institution for channeling credit. Nevertheless, as credit channelization increases, increases toward high-risk portfolio could not be avoided. The monetary crisis that overwhelmed Indonesia in the year 1997/1998, which was marked by the closure of many national banks, was the pivot point in the devastation of Indonesia�s banking system. The government and banks regulator, in this case is Bank Indonesia, must immediately take action to save the economy, starting with bank recapitalization and treatment of the bad credits as well as the development on regulation and supervision practices. The Basel Committee established a capital framework that is based on risk, which is know with �the 1988 accord� (Basel I), which covered credit risk and market risk, as well as setting the minimum standard capital of a bank which is as many as 8%. The Basel I accord then is used by many bank regulators in the world as a standard in managing the framework of its bank financing. Realizing the rapid development of the banking industry, and the need of more information on more sensitive risks, along with the flexibility to fulfill each bank�s needs, the Basel committee responded with the introduction of �the new Basel accord� (Basel II), in which contains an increase in the use of quantitative method as a more sensitive way used by banks to measure and report credit risks of its asset portfolio, and also to introduce the existence of operational risks, as well as the 3 pillars agreement of Basel II. The purpose of this study is to compare between the implementation of the basic indicator approach (Basel I) and standardized approach (Basel II) with the unrated weight on credit risk to capital adequacy ratio (CAR) and sees how much insensitive captured in using the standardized approach on Bank Mega. The CAR calculation using the Basel I approach is 12.48% and 13.04% with the Basel II approach, in which both is still far above the established minimum limit of 8%. The insensitive which will be obtained by Bank Mega with the implementation of standardized approach is 0.56%, this may seem �invisible� because of the risk weight used, which is unrated risk weight, and also with the existence of risk weight up to 150% toward its credit exposure on due claims. Therefore, this new insensitive will be seen if the use of risk weight is based on rating, and the use of mitigation techniques, as well as the good management of credit portfolio.