Analisis portofolio kredit untuk mengoptimalkan rencana ekspansi kredit korporasi pada pt. bank mandiri (persero) tbk

Silalahi, Sudena Labanta Yusak (2004) Analisis portofolio kredit untuk mengoptimalkan rencana ekspansi kredit korporasi 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 Credit Portfolio to Optimize Corporate Credit Expansion Plan in PT. Bank Mandiri (Persero) Tbk. Yusak Labanta Sudena Silalahi Economic and monetary crisis in mid 1997 deteriorate Indonesian banking fundamentals as majority of Indonesian banks became illiquid and couldn't honour their obligations because of negative interest margin (negative spread) resulting from the increased of saving interest rate above lending' s. In funding sector, banks had to deal with massive withdrawal, as in loan sectors, they had to work out highly increased bad debt as many debtors couldn't run their business normally, which in turn affected their ability to meet financial obligations to the banks. Almost all economics sectors supported by banks loans couldn't survive, even some - such as property and industry- were very badly hit. Stiffer competitions among local and foreign-based banks in credit channelling demands banks to be better in performing their role as financial intermediaries, i.e. chanelling loans to real sectors. On the other hand, banks also have to be able to create high quality credit portfolio in which the rate of performing loans can be increased, thus reducing the rate of non performing loans. To understand how banks meet this challenge, this research focuses on existing loan portfolio analysis to assess whether the loans channelled to various ecomonic sectors yield maximum expected returns and are able to compensate loan risks. Analytical tool deployed in this research to accurately predict the value of optimal loan portfolio composition is Markowitz model. The research concludes that the existing loan portfolio combination in Bank Mandiri is not optimal as it still can be enhanced to increase return in certain risk level or - in certain risk level - loans channelled to all economic sectors can be combined to create low risk portfolio without adversely affect expected yields. Based on optimal portfolio analysis using Markowitz model, the 5th combination is the optimal portfolio recommended to the management of Bank Mandiri as it yields rate of return 1,495% per month with risk level 1,30%, lower than risk level 1,60% as stated in Bank business plan. To achieve high loan quality with optimal portfolio combination, it is also recommended that the management continuously reviews and takes into considerations internal and external factors affected loan performance.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Perbankan, Kredit, Merger, Business Plan, Prudential Banking Principle, Loan to Deposit Ratio, Capital Adequacy Ratio, Non Performing Loan, Return, Resiko, Standar Deviasi, Varian, Expected Return, Koefisien Korelasi, Kovarian, Efficient Frontier, Portofolio, Portofolio Optimum Model Markowitz
Subjects: Manajemen Keuangan
Depositing User: Library
Date Deposited: 01 Aug 2011 08:23
Last Modified: 01 Aug 2011 08:23
URI: http://repository.sb.ipb.ac.id/id/eprint/52

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