Matrik transisi menjelaskan pergerakan dari satu kolektibilitas ke kategori kolektibilitas lainnya selama 1 (satu) periode. Dengan pendekatan waktu descrete dan continue, diketahui kredit performing loan dengan kolektibilitas Lancar diestimasi lebih besar untuk berada pada kolektibilitas sama dibandingkan jika downgrade, sedangkan kredit dengan kolektibilitas Dalam Perhatian Khusus cenderung untuk upgrade. Kredit non performing loan diprediksi tertinggi untuk downgrade ke kolektibilitas Macet, dan kredit yang telah Macet diestimasi akan tetap. Kredit dengan kolektibilitas Diragukan atau Macet dimungkinkan transisi maksimal menjadi Kurang Lancar jika dilakukan restrukturisasi. Perpindahan dari performing loan ke non performing loan diprediksi lebih rendah daripada sebaliknya. Perbedaan antar matriks transisi metode Cohort dengan masing-masing dari kedua metode continuous adalah signifikan. Sedangkan perbedaan antara 2 (dua) matriks metode continuous mendekati nol sehingga perbedaan antar matriks dianggap sama. Penerapan analisa dan metode yang sama pada kredit modal kerja yang memiliki pangsa kredit 52% dari total kredit perbankan, juga menunjukkan hasil yang sejalan.
Transition matrice explains credit movement from one collectibility to other collectibility within one period. The estimation on collectibility explains that performing loan credit with pass collectibility has the most significant score at the same place than it is downgraded, but credit with special mention collectibility has the highest score if it is upgraded. The non performing loan credit has the highest score to downgrade until loss, while credit in loss collectibility will remain steady. Credit with either loss or doubtful collectibility might move to a maximum transition to become substandard collectibility, provided that the credit was restructured. The transition of a performing loan credit to a non performing loan estimated lower than the movement of a non performing loan credit to a performing loan credit. When comparing transition matrices, there are significant differences among transition matrices, using Cohort method and continuous method. On the other hand, comparison between two matrices using continuous method almost reaches zero and therefore can be considered unchanged. Implementation of the same analysis and methods in capital working credit which has 52% contribution of all banking credit, also indicates the same result with the analysis and methods to overall credit. |
