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"Bank dalam melakukan penyaluran kredit diwajibkan untuk melakukan penyediaan modal minimum dan penyisihan penghapusan aktiva untuk meminimalisir dampak kerugian dari risiko kredit sebagaimana diatur oleh Bank Indonesia dan Otoritas Jasa Keuangan sebagai regulator. Kewajiban penyediaan modal tersebut dapat mengurangi kemampuan ekspansi dari bank karena terdapat modal yang harus dicadangkan oleh bank, sedangkan penyisihan penghapusan aktiva berdampak menggerus laba dari bank. Pada penelitian ini digunakan matriks transisi atas kualitas kredit debitur segmen usaha kecil sebagai metode untuk mendapatkan probability of default PD dari portfolio kredit usaha kecil. PD yang dihasilkan digunakan untuk menentukan expected losses EL yang dapat menjadi acuan besaran penyisihan yang wajib disediakan oleh bank. Sedangkan untuk menghitung modal yang harus disediakan oleh bank untuk risiko kredit, digunakan perhitungan dengan metode value at risk VaR . Untuk validasi metode tersebut dilakukan perbandingan hasil perhitungan EL dan VaR dengan actual losses yang dialami oleh bank. Perhitungan EL dan VaR menghasilkan nilai yang lebih rendah jika dibandingkan dengan perhitungan PPA dan penyediaan modal minimum bank yang existing sehingga dengan metode penelitian ini dapat menghasilkan efisiensi pada kewajiban penyediaan modal minimum dan PPA yang harus dilakukan oleh bank.

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Bank has to provide capital reserves for its credit risk and provision for loan losses to minimize potential losses from the exposure of credit risk. The capital reserves could be a factor that make bank cannot expand its business effectively. While the provision for loan losses could reduce the profitability of the bank. The research purpose is to make calculation of capital reserves and provision for loan losses more efficient with the use of credit rating transition of bank rsquo s credit portfolio SME segment to retrieve its probability of default PD , After PD is retrieved, expected losses EL can be calculated and EL represents the amount of provision of loan losses bank should provide. Meanwhile value at risk method is used for calculating the amount of capital reserve bank should provide for its credit risk. The validation of research rsquo s method is done by comparing the result of EL and VaR calculation with bank rsquo s actual losses from its default credit portfolio. The result of EL and VaR calculation shows that the method used in this research offers better efficiency in determining the amount of minimum capital reserves and provision for loan losses bank should provide."

"Penerapan CreditRisk+ dilakukan untuk menghitung risiko kredit usaha kecil pada Bank X se1ama kurun waktu Januari 2006 - Desember 2008. CreditRisk"' merupakan default mode yang memandang kualitas kredit sebagai default dan no default, tidak mengasumsikan penyebab terjadinya default. Kredit dinyatakan default apabila tunggakan kewajibannya telah melebihi 90 hari, sesuai ketentuan Bank Indonesia. Pengukuran CreditRisk+ dilakukan dalam 2 tahapan. yaitu : pertama menghitung frequency of defaults dan severity of losses, kedua menghitung distribution of default losses. Frequency of defaults dihitung dengan menggunakan distribusi Poisson dengan tingkat keyakinan 95%. Sedangkan severity of losses diperoleh dengan menghitung loss given default. Sementara distribution of default losses diperoleh dengan menghitung besarnya potensi kerugian berupa expected loss, unexpected loss, dan economic capital, yaitu cadangan modal yang harus disiapkan uotuk menutup unexpected loss. Berdasarkan hasil backtesting dengan Loglikelihood Ratio (LR) Test diperoleh nilai LR sebesar 0 yang lebih kecil dibandingkan nilai kritis Chi-squared sebesar 3.8415 yang menunjukkan bahwa metode CreditRisk"' masih valid digunakan sebagai model internal untuk mengukur risiko kredit usaha kecil pada Bank X.

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Implementation of CreditRisk+ is used for small enterprise credit measurement of Bank X during Januari 2006- Desember 2008. CreditRisk+ is a default mode model that credit quality as a default and no default, no assumptions are made about the causes of default. Credit is stated default if a pending of credJt payment is more than 90 days, based on Bank Indonesia regulation. CreditRisk• measurement has two steps, first measuring frequency of defaults and severity of losses, second measuring distribution of default losses. Frequency of defaults is measured by using Poisson distribution with 95% confidence level. Severity of losses is taken by measuring loss given default. Meanwhiles, distribution of default losses is taken by measuring potensial default such as expected loss, expected loss, and economic capital, capital reserved that has to be prepared to cover unexpected loss. Based on the results of the backtesting through Loglikelihood Ratio (LR) Test, a Likelihood Ratio of 0 is smaller than a Chi-squared of 3.8415 which represents that CreditRisk+ method is still valid to be used for internal model for measuring small enterprise credit of Bank X."

"Dalam penelitian tesis ini menganalisis kebijakan perbankan dalam penerapan restrukturisasi kredit bagi debitur yang terdampak pandemi Covid-19 dan upaya yang dilakukan UMKM akibat wabah Covid-19 di Kota Tangerang. Adapun metode penelitian yang digunakan adalah penelitian doktrinal guna memberikan penjelasan secara sistematis terkait aturan hukum. Penelitian ini bersifat deskriptif analitis dengan menggunakan data sekunder yang bersumber dari bahan hukum kepustakaan, kemudian dianalisis secara kualitatif. Hasil penelitian menujukkan bahwa kebijakan perbankan dalam penerapan restrukturisasi kredit bagi debitur yang terdampak pandemi Covid-19 adalah dengan memberikan penundaan pembayaran, pengurangan suku bunga, dan perpanjangan pinjaman. Meski membantu sejumlah debitur, kebijakan ini menemui hambatan dan profitabilitas bank dan risiko wanprestasi, sehingga Bank harus hati-hati dalam memberikan restrukturisasi terutama untuk UMKM. Dalam pemberiannya Bank harus mempertimbangkan kemampuan debitur membayar kembali kredit setelah pemulihan ekonomi. Adapun upaya yang dilakukan UMKM akibat wabah Covid-19 di Kota Tangerang yaitu UMKM harus beradaptasi dengan perubahan, beralih ke model online, dan memperkuat keberadaannya di platform digital. Pemerintah membantu UMKM dengan memberikan program restrukturisasi kredit untuk membantu mereka melewati dampak ekonomi pandemi. Program ini berhasil mempercepat pemulihan ekonomi, terutama di sektor UMKM di Kota Tangerang.

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In this thesis research, we analyze banking policies in implementing credit restructuring for debtor affected by the Covid-19 pandemic and the efforts made by MSMEs as a result of the Covid-19 outbreak in Tangerang City. The research method used is doctrinal research, in order to provide a systematic explanation related to the rule of law.. This research is analytical descriptive in nature using secondary data sourced from legal literatur material, then analyzed qualitatively. The research results showed that banking policy in implementing credit restructuring for debtors affected by the Covid-19 pandemic was to provide payment delays, interest rate reductions, and loan extensions. Although it helps a number of debtors, this policy encounters obstacles to bank profitability and default risk, so banks must be careful ini providing restructuring, especially for MSMEs. In granting it, the Bank must consider the debtor’s ability to repay credit after economi cecovery. The efforts made by MSMEs due to the Covid-19 outbreak in Tangerang City, MSMEs must adapt to changes, switch to online business models, and strengthen their presence on digital platforms. The government is helping MSMEs by providing credit restructuring programs to help them get through the economic impact of the pandemic. This program has succeeded in accelerating economic recovery, specifically in the MSME sector in Tangerang City."

"Fungsi utama dari perbankan di Indonesia adalah menyalurkan dana kepada masyarakat berupa kredit. Dalam menjalakan fungsi tersebut perbankan haruslah mengambil risiko untuk mempertahankan keuntungan mereka dan untuk memenuhi peran mereka dalam perekonomian. Salah satu yang perlu dilakukan oleh bank adalah untuk mengatur manajemen risiko tersebut agar dapat mengover risiko kredit tersebut. Kredit Small Medium Enterprise merupakan salah satu segmen kredit yang merupakan pasar potensial tinggi untuk industri jasa keuangan, terutama bank untuk menyediakan akses ke pembiayaan. Hingga saat ini, metode yang sering digunakan untuk mengukur risiko kredit adalah dengan menggunakan metode yang mengacu pada ketentuan Bassel II. Penelitian ini menggunakan metode CreditRisk+ untuk mengukur risiko kredit Small Medium Enterprise di PT. Bank Mandiri (Persero) Tbk selama periode Januari 2016 sampai Desember 2018. Metode ini menghasilkan nilai expected loss, unexpected loss, dan economic capital. Dalam penelitian ini digunakan backtesting dan validasi menggunakan Loglikehood Ratio (LR) tes dan mendapatkan hasil metode CreditRisk+ cukup valid untuk mengukur risiko kredit.

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The main function of banks in Indonesia is to channel funds to the public in the form of credit. In carrying out these functions banks must take risks to maintain their profits and to fulfill their role in the economy. The important thing to do by banks is to manage risk management to cover credit risk. Small Medium Enterprise loans are one of the credit segments which is a high potential market for the financial services industry, especially banks to provide access to financing. Nowadays, the method often used to measure credit risk is to use a method that refers to the provisions of Bassel II. This study uses the CreditRisk + method to measure the risk of Small Medium Enterprise credit at PT. Bank Mandiri (Persero) Tbk during the period of January 2016 to December 2018. This method produces expected loss, unexpected loss, and economic capital. In this study used backtesting and validation using the Loglikehood Ratio (LR) test and getting the results of the CreditRisk + method is valid for measuring credit risk."

"Bank memiliki fasilitas Kredit Pemilikan Apartemen (KPA) sebagai salah satu bentuk upaya untuk pemenuhan kebutuhan masyarakat akan perumahan. Namun, dalam pemberian fasilitas KPA tersebut Bank dihadapkan akan adanya potensi terjadi suatu kerugian. Oleh karena itu, diperlukan suatu usaha untuk mengetahui, menganalisis, serta mengendalikan potensi kerugian/risiko tersebut dengan tujuan untuk memperoleh efektifitas dan efisiensi yang lebih tinggi.Skripsi ini membahas mengenai pengaturan pemberian Kredit Pemilikan Apartemen (KPA) berdasarkan peraturan perundang-undangan yang berlaku di Indonesia serta analisis terhadap penerapan manajemen risiko yang dilakukan oleh Bank X dan Bank Y atas pemberian fasilitas kredit tersebut.Metode penelitian yang digunakan adalah penelitian kepustakaan dengan tipe deskriptif analitis yang bersifat yuridis normatif, yang artinya mengacu kepada norma hukum yang terdapat di dalam peraturan perundang-undangan serta kebiasaan-kebiasaan yang berlaku di masyarakat. Dalam hal ini Bank X dan Bank Y melakukan penerapan manajemen risiko tehadap pemberian fasilitas KPA yang dimilikinya secara efektif dan efisien dengan mengacu pada peraturan perundang-undangan yang berlaku di Indonesia.

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Bank provides KPA as a product specifically for the people in needs of housing. By granting this KPA facility bank is faced by a potential occurrence of loss. Therefore, the banks need to identify, analyze and control such potential loss/ risk to achieve higher effectiveness and efficiency.

This thesis discusses the regulation of the bank grant the KPA in accordance with the prevailing laws in Indonesia, and the analysis of the implementation of risk management for such credits.

This research was conducted using literature research method with a descriptive analytical approach that is juridical normative, meaning it refers to the legal norms contained in the laws and customs prevailing in society. In this case, the banks implement risk management of KPA facility effectively and efficiently in accordance to the prevailing laws."

"Di era pandemi Covid-19, layanan kredit menjadi salah satu kegiatan perbankan yang mengalami dampak besar. Debitur yang semula mendapatkan pemasukan secara rutin menjadi terganggu karena kegiatan perekonomian yang lumpuh. Hal inilah yang menyebabkan kolektibilitas kredit menjadi menurun, yang semula lancar bahkan sampai menjadi macet. Kasus gagal bayar meningkat drastis di masa pandemi. Pemerintah melalui Otoritas Jasa Keuangan (OJK) mengeluarkan Peraturan OJK tentang Stimulus Perekonomian Nasional sebagai Kebijakan Countercyclical Dampak Penyebaran Covid- 19. Dikeluarkannya peraturan ini ditujukan untuk mendorong optimalisasi kinerja perbankan khususnya fungsi intermediasi, menjaga stabilitas sistem keuangan, dan mendukung pertumbuhan ekonomi. Adapun permasalahan yang diangkat dalam penelitian ini adalah mengenai efektivitas restrukturisasi kredit akibat Covid-19 keberlakuan pasca restrukturisasi dan pelaksanaan stimulus Covid-19 terkait penerapan POJK Nomor 17/POJK.03/2021.Untuk menjawab permasalahan tersebut digunakan metode penelitian hukum adalah yuridis-normatif, yang mengacu pada norma hukum yang terdapat dalam peraturan perundang-undangan serta norma-norma yang berlaku dan mengikat masyarakat. Hasil analisa adalah berlakunya POJK No.17/ POJK.03/2021 terbukti efektif untuk menurunkan restrukturisasi kredit berdasarkan analisa kredit yang dilakukan terhadap Bank Mandiri, BNI, BCA, dan Bank DBS Indonesia. Kemudian juga dianalisa dengan menggunakan Teori Economic Analysis of Law yang menggunakan tiga konsep yaitu nilai, efisiensi, dan utilitas.

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In the era of the Covid-19 pandemic, credit services are one of the banking activities that is experiencing a major impact. Debtors who previously received regular income were disrupted because economic activities were paralyzed. This is what causes credit collectibility to decline, which was originally smooth and even becomes stuck. Cases of default have increased dramatically during the pandemic. The government, through the Financial Services Authority (OJK), issued an OJK Regulation concerning National Economic Stimulus as a Countercyclical Policy for the Impact of the Spread of Covid-19. The issuance of this regulation is aimed at encouraging the optimization of banking performance, especially the intermediation function, maintaining financial system stability and supporting economic growth. The problem raised in this research is regarding the effectiveness of credit restructuring due to Covid-19, its post-restructuring implementation and the implementation of the Covid-19 stimulus related to the implementation of POJK Number 17/POJK.03/2021. To answer these problems, legal research methods are used, namely juridical-normative, which refers to legal norms contained in laws and regulations as well as norms that apply and bind society. The results of the analysis are that the enactment of POJK No.17/ POJK.03/2021 has proven effective in reducing credit restructuring based on credit analysis carried out on Bank Mandiri, BNI, BCA and Bank DBS Indonesia. Then it is also analyzed using the Economic Analysis of Law Theory which uses three concepts, namely value, efficiency and utility."

"[ ABSTRAK Penelitian ini bertujuan untuk melihat pengaruh dari diversifikasi pendapatan yang dilakukan bank umum di Indonesia terhadap risiko kredit, kecukupan modal dan profitabilitas bank tersebut. Diversifikasi pendapatan diukur dengan melihat porsi pendapatan non bunga terhadap total pendapatan. Hipotesis diuji dengan regresi panel data melalui analisis random effect model. Penelitian ini menggunakan observasi data dari 180 bank umum di Indonesia periode 2011- 2013. Penelitian ini menunjukkan bahwa diversifikasi pendapatan yang dilakukan oleh bank memiliki hubungan positif dengan risiko kredit, kecukupan modal dan profitabilitas bank.

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ABSTRACT This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

;This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

, This research purposed to understand the effect of revenue diversification on credit risk, capital adequacy and profitability of commercial bank in Indonesia. Revenue diversification measured by proportion of non-interest income on total revenue. Hypothesis testing performed using panel data regression with random effect model analysis. The data of this research is 180 commercial bank in Indonesia during 2011-2013 periods. This research shown that revenue diversification has positive effect with credit risk, capital adequacy and bank profitability.

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