Analisis alokasi dana untuk mencapai portofolio earning aset yang efisien pada pt. bank mandiri (persero) tbk

Widyatmoko, Bambang (2004) Analisis alokasi dana untuk mencapai portofolio earning aset yang efisien pada pt. bank mandiri (persero) tbk. Masters thesis, Institut Pertanian Bogor.

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Official URL: http://elibrary.mb.ipb.ac.id

Abstract

The Analysis of Fund Allocation For Reaching Earning Assets Portfolio at PT. Bank Mandiri (Persero), Tbk Bambang Widyatmoko The purpose of this research is to find out whether of an earning assets portfolio from Bank Mandiri LTD is a shape of an efficient portfolio which can be seen from the returning expectations and the risk degree. An earning assets portfolio which has been analyzed included (a) The replacement on other banks, (b) Marketable securities, and (c) Lending. With the approaching from Markowitz's optimal model and portfolio simulation by doing the diversification through proportion every the productivity assets. From this analysis, we have foundout that an earning assets portfolio's Bank Mandiri LTD during the year 2002 and 2003 has shown portfolio shape which is not efficient, because this is under the efficient frontier line so that there is still an alternative to make a diversification to the proportion from an assets productivity, so that the returning that we gain could be maximum with the minimum risk. By using the Markowitz's optimal model above we could gain a model of productivity assets with an efficient condition, if the exist fund (excluded the Government Obligation) to be allocated for replacement on another bank with the presentation of 7.8 %, Marketable Securities 18.0 % and Lending 74.2 % with the expected return which can be gained around 1.9 % and the risk is 0.5 %.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Portofolio Earning Assets, PT. Bank Mandiri (Persero), Assets Liability and Management (ALMA), Expected return, simpangan baku, ragam, The Efficient Frontier, Optimasi model Markowitz, Deskriptif.
Subjects: Manajemen Keuangan
Depositing User: Library
Date Deposited: 18 Aug 2011 08:32
Last Modified: 18 Aug 2011 08:32
URI: http://repository.sb.ipb.ac.id/id/eprint/213

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