EVALUASI CREDIT RISK RATING DI BANK INTERNATIONAL INDONESIA KANTOR CABANG INDUK SUDIRMAN YOGYAKARTA

• Main Authors: , Maharani Sekarlaranti Rawidya Putri, , Prof. Dr. Abdul Halim, M.B.A., Akt.
• Format: Theses and Dissertations NonPeerReviewed
• Published: [Yogyakarta] : Universitas Gadjah Mada 2012
• Subjects: ETD
• Online Access: https://repository.ugm.ac.id/99763/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55750
• Institution: Universitas Gadjah Mada

The higher level of diversification in financial market has brought some consequences into banking systems, and one example is on lending process. That consequence must be balanced with proper risk management, typically by applying Credit Risk Rating (CRR) as implementation of internal rating based system. A good CRR has to be able to asses any possible risks may occurs, therefore a bank will minimize its losses if there is default on credit. PT Bank Internasional Indonesia, Tbk (Bank BII) has applied CRR in form of SME Scorecard to assess debtors� risk in Small Medium Enterprises (SME) division. Since CRR is already involved in lending mechanisms, the risks and collectability of the debtors should match with the level of risk in CRR. But in fact there were some debtors with low and medium level of risk had default on their credit and vice versa. So the initial hypothesis of this study is that CRR is not able to represent the level of debtors� future collectability. This study evaluated the application of credit risk ranking process through CRR at Bank BII�s head branch in Yogyakarta. Along with that, this study was also conducted in order to examine the effectiveness CRR in describing credit risks in terms of condition of the debtors in the future. In assessing the effectiveness of CRR, Researcher used purposive sampling method on Bank BII�s debtors and set some criteria. Data used in this study were generally come from credit data and daily report of debtor�s collectability status. From those data and samples, Researcher categorized the debtors based on their risk level and collectability in minimum of 12 months period. Then research hypothesis was formulated to be statistic hypothesis and was tested statistically using chi-square test and t-test. From the results obtained, the subjects of the test were analyzed. This study also observed the CRR fulfillment procedures, whether it is already in line with regulation or not. This study suggested that from all debtor samples, risk level assessment procedure has been done appropriately by the lending authority of Bank BII. Furthermore, chi-square test result showed that the ranking of credit risk using CRR statistically can be used to predict debtors� collectability in the future. The t-test result described that the validation done by the bank to CRR every 3 years in 2008 has risk assessment accuracy of 95%. Keywords: credit assessment, risks management, debtors� collectability, Credit