OPTIMALISASI PORTOFOLIO KREDlT STUDI KASUS PADA PT. BANK RAKYAT INDONESIA (PERSERO) KANTOR CABANG TANJUNGKARANG

Wirananto, Hendro (2002) OPTIMALISASI PORTOFOLIO KREDlT STUDI KASUS PADA PT. BANK RAKYAT INDONESIA (PERSERO) KANTOR CABANG TANJUNGKARANG. Masters thesis, Institut Pertanian Bogor.

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

Abstract

The purpose of this study was tojind an efficient (credit) portfolio, that maximizes return for a given level of risk or minimizes risk for a given level of return at BRI Tanjungkarang Branch. The data were collected from BRI Tanjungkarang Branch, BRI Head Quarter and any department of government such as BI (Bank lndonesia), BPS (Bodan Pusal Statistik). This study calculates BRI Tanjungkarang Branch's risk and return for the last 7 years. Portoflio risk and return theory were used to analyze the data, and quradratic programming were used to optimize the credit portfolio. The results of study showed that the optimum portfolio would be reveal at portfolio return of 1733 % with 1,153 % standard deviation, which represented its risk. The portfolio would be comprised of agribusiness 10,50 %, commercial trade sector 73,21 % and services 16.29 %. The result sugessted that management of BRI Tanjungkarang Branch should focus on the expansion of its credit to above mention sectors. To reduce overall risk, it is best to combine or add to the portfolio assets that have a negative (or a low positive) correlation, on the other hand combining negafively correlated assets con reduce the overall voriabiliy of returns, therefore they have to increase others sector of credit such os industry, also this sector was main contributor of gross domestic regional product.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Kredit Ritel, PT. BANK RAKYAT INDONESIA (Persero) Kantor Cabang Tanjungkarang, Manajemen Finansial, Teori Portofolio Investasi, Model Hany Markowitz (Matriks Variance dan Covariance), Quadratic Programming, Studi Kasus.
Subjects: Manajemen Keuangan
Depositing User: Staff-3 Perpustakaan
Date Deposited: 31 Dec 2011 02:14
Last Modified: 31 Dec 2011 02:14
URI: http://repository.sb.ipb.ac.id/id/eprint/557

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