Optimalisasi portofolio kredit untuk perencanaan ekspansi kredit pada pt bank negara indonesia (persero) tbk wilayah jakarta selatan

Asnel, Rini Siswati (2018) Optimalisasi portofolio kredit untuk perencanaan ekspansi kredit pada pt bank negara indonesia (persero) tbk wilayah jakarta selatan. Masters thesis, IPB University.

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Official URL: https://sb.ipb.ac.id

Abstract

One of the causes of credit failure is a poorly calculated placement of bank credits, bank credits that are not carefully calculated, for example, are concentrated in one area only (one sector only), so that when unfortunate conditions occur in the sector, the whole the credit becomes stuck. Therefore, it is necessary to prioritize the risk segregation of bank loans. The combination of various sectors in BNI's credit will form a credit portfolio that contributes to each other in determining the rate of return and business risks. By knowing the characteristics of each sector of the economy for a certain period of time will be obtained an important information that will help decision makers in BNI in order to establish an efficient portfolio in connection with credit expansion plans in both the middle and small segments. This study aims to determine the performance of each economic sector by looking at the return and credit risk portfolio of each sector of the economy in lending at 3 Sentra Kredit Menengah (SKM) and 2 Sentra Kredit Kecil (SKC) that exist under the unit BNI WJS as well Knowing the combination or composition of optimal loan portfolio at Sentra Kredit Menengah and kecil in BNI Region Jakarta Senayan giving the biggest return with low risk level In this research will be done the formation of optimum economic sector portofolio using Model Markowitz to get combination of financing sector capable produce high return with low risk level. Processing techniques and data analysis in this study using the calculation of standard deviation, covariance, correlation coefficient and optimization of Markowitz model portfolio. The data used in this study is secondary data sourced from Data Base contained in the internal bank report system. The variables used in this study are based on the assessment of credit profile profile in the middle and small segments for 5 years, from 2013 until 2017 to the financing sectors in 3 SKM and 2 SKC which is under the BNI WJS unit. While for the deepening of research materials conducted interviews with credit breakers and credit managers in BNI Jakarta Senayan area. The results of this study indicate that the average return realization for SKM JRM average realization return of 0.93% with electricity, gas and water sector that gives the highest return of 1.45%. Return on average realization of SKM JDM of 1.01% with social services sector of society giving the highest realization return equal to 1.29% whereas average realization return of SKM JPM equal to 0.89% with agricultural sector, hunting, and agricultural facilities giving highest return equal to 1.07%. For Small Credit Center or SKC, the average realization return for SKC TAC is 0.98% with the processing industry and transprortation, warehousing and communication industries that provide the highest return of 1.13% while the average realization return on SKC MRC is 1.01% with the sector agriculture, hunting, and agricultural facilities that provide the highest return of 1.22%. However, almost all sectors have an average return below the target or expected return. The risk level on SKM JRM in the existing portfolio is 0.401, the level of risk on SKM JDM in the existing portfolio is 0201% while in SKM JPM the highest risk level is 0.106%. The risk level on SKC TAC on the existing portfolio is 0.442% while in the SKC MRC the risk level is 0.339%. The result of optimizing the loan portfolio at SKM JRM resulted in the expected return rate of 1.00% and the risk level of 0.401%, in the JDM SKM resulting in the expected return rate of 1.06% and the risk level of 0.201%, and the JPM JPM resulted in the expected return rate of 1.09% and risk level 0.106%. The optimization result on SKC TAC at the expected return rate is 0.98% and the risk level is 0.200% while the optimization result on SKC MCR at the expected return rate is 1.02% and the risk level is 0.209%. The results of the study show portfolio recommendations taken for BNI Jakarta Regional Office Senayan, to the management is advised to continue to implement credit expansion in sectors in accordance with its competence. In planning the optimal loan portfolio composition in relation to the credit expansion plan, the optimum portfolio alternative from the results of this research can be used as a reference. Credit expansion plan in BNI WJS both SKC capable of SKM with optimum composition can be done in several ways, namely to analyze the potential of BNI WJS region per financed economic sector, credit expansion is focused on economic sector which has good performance in the past and still have opportunity to developed. For the development of the economic sector should also be considered past trends as a limiting factor. BNI WJS can act or create partnership pattern between big, middle and small entrepreneur. Each stratum entrepreneur can be given credit which amount according to the scale of his business.

Item Type: Thesis (Masters)
Uncontrolled Keywords: kredit, Model Markowitz, portofolio, return, risiko, credit, Markowitz Model, portfolio, return, risk
Subjects: Manajemen Keuangan
Depositing User: SB-IPB Library
Date Deposited: 10 Jan 2022 04:07
Last Modified: 10 Jan 2022 04:07
URI: http://repository.sb.ipb.ac.id/id/eprint/3738

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