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Analysis of liquidity coverage ratio limits relating to increased bank profitability : case study in PT Bank Sinarmas Tbk = Analisis penetapan limit liquidity coverage ratio terkait dengan peningkatan laba bank : studi kasus pada PT Bank Sinarmas Tbk

Edward Pranata; Sandra Chalik, supervisor; Viverita, examiner; Eko Rizkianto, examiner ([Publisher not identified] , 2015)

 Abstrak

[ABSTRAK
Bank dalam menjalankan pengelolaan likuiditasnya mempunyai potensi
keuntungan dan kerugian yang selalu mengikuti. Untuk mengendalikan risiko
tersebut perlu suatu proses manajemen risiko yang memadai, mulai dari
identifikasi risiko, pengukuran risiko hingga implementasi mitigasi risiko.
Pengukuran risiko likuiditas pada Bank Sinarmas yaitu menggunakan Liquidity
Coverage Ratio. Penyediaan likuiditas sangat penting untuk mengantisipasi
adanya kebutuhan likuiditas sehingga dapat mengcover kewajiban Bank baik
dalam kondisi normal maupun krisis. Namun demikian, penyediaan likuiditas
tidak boleh tersedia secara berlebihan karena timbul biaya likuiditas yang harus
ditanggung oleh Bank. Oleh karena itu, diperlukan penetapan limit biaya
pengelolaan likuiditas yang bersedia di tanggung oleh Bank berdasarkan risk
appetite dari management serta batas limit maksimum Liquidity Coverage Ratio
harus ditetapkan oleh Bank. Penetapan limit tersebut merupakan hal penting
dalam proses mitigasi risiko agar pendapatan yang hilang karena adanya
penyediaan likuiditas dapat diminimalkan sehingga dapat tercipta peningkatan
laba bagi Bank. Data yang diperoleh dalam penelitian ini merupakan komponen
dari Liquidity Coverage Ratio Bank Sinarmas selama 3 Tahun (2012-2014).
Metode dalam penelitian ini secara kuantitatif. Pada kondisi saat ini Bank
Sinarmas belum melakukan pengelolaan likuiditas jangka pendeknya secara
efektif. Hal ini terbukti dari hasil perhitungan rata-rata Liquidity Coverage Ratio
yang masih tinggi yaitu 206.01%. Bahkan pernah tertinggi sebesar 392% pada
bulan Juli 2014. Regulator menetapkan batas Liquidity Coverage Ratio minimum
sebesar 100%. Dengan adanya, penetapan pengelolaan biaya pemeliharaan
likuiditas maksimum dan penetapan limit maksimum Liquidity Coverage Ratio
diharapkan dapat diimplementasikan oleh Bank Sinarmas sehingga dapat tercipta
peningkatan laba bagi Bank

ABSTRACT
Bank in carrying out liquidity management always followed with potential gains
and losses. There should be an adequate risk management process to manage these
risks, starting from risk identification, risk measurement to risk mitigation
implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity
Coverage Ratio. The providing of liquidity is very important to anticipate liquidity
needs so as to cover the liabilities of the Bank both in normal and crisis
conditions. However, the providing of liquidity should not be available to excess
liquidity because there will be costs to be borne by the Bank. Therefore, it is
necessary to establish limit liquidity management fee paid by the Bank prepared
based on the risk appetite by management as well as the maximum limit of the
Liquidity Coverage Ratio must be determined by the Bank. The limit setting
process is important in order to mitigate the risk of lost revenue due to the
providing of liquidity could be minimized so as to create an increase in profits for
the Bank. Data obtained in this study is a component of the Liquidity Coverage
Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is
quantitative. In the current conditions the Bank Sinarmas not do short-term
liquidity management effectively. This is evident from the results of the
calculation of average Liquidity Coverage Ratio are still high at 206.01%. The
highest ever amounted to 392% in July 2014. Regulator set a minimum limit of
the Liquidity Coverage Ratio at 100%. With the, determination of maximum
liquidity management of maintenance costs and maximum limits Liquidity
Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to
create an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gains
and losses. There should be an adequate risk management process to manage these
risks, starting from risk identification, risk measurement to risk mitigation
implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity
Coverage Ratio. The providing of liquidity is very important to anticipate liquidity
needs so as to cover the liabilities of the Bank both in normal and crisis
conditions. However, the providing of liquidity should not be available to excess
liquidity because there will be costs to be borne by the Bank. Therefore, it is
necessary to establish limit liquidity management fee paid by the Bank prepared
based on the risk appetite by management as well as the maximum limit of the
Liquidity Coverage Ratio must be determined by the Bank. The limit setting
process is important in order to mitigate the risk of lost revenue due to the
providing of liquidity could be minimized so as to create an increase in profits for
the Bank. Data obtained in this study is a component of the Liquidity Coverage
Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is
quantitative. In the current conditions the Bank Sinarmas not do short-term
liquidity management effectively. This is evident from the results of the
calculation of average Liquidity Coverage Ratio are still high at 206.01%. The
highest ever amounted to 392% in July 2014. Regulator set a minimum limit of
the Liquidity Coverage Ratio at 100%. With the, determination of maximum
liquidity management of maintenance costs and maximum limits Liquidity
Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to
create an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gains
and losses. There should be an adequate risk management process to manage these
risks, starting from risk identification, risk measurement to risk mitigation
implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity
Coverage Ratio. The providing of liquidity is very important to anticipate liquidity
needs so as to cover the liabilities of the Bank both in normal and crisis
conditions. However, the providing of liquidity should not be available to excess
liquidity because there will be costs to be borne by the Bank. Therefore, it is
necessary to establish limit liquidity management fee paid by the Bank prepared
based on the risk appetite by management as well as the maximum limit of the
Liquidity Coverage Ratio must be determined by the Bank. The limit setting
process is important in order to mitigate the risk of lost revenue due to the
providing of liquidity could be minimized so as to create an increase in profits for
the Bank. Data obtained in this study is a component of the Liquidity Coverage
Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is
quantitative. In the current conditions the Bank Sinarmas not do short-term
liquidity management effectively. This is evident from the results of the
calculation of average Liquidity Coverage Ratio are still high at 206.01%. The
highest ever amounted to 392% in July 2014. Regulator set a minimum limit of
the Liquidity Coverage Ratio at 100%. With the, determination of maximum
liquidity management of maintenance costs and maximum limits Liquidity
Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to
create an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gains
and losses. There should be an adequate risk management process to manage these
risks, starting from risk identification, risk measurement to risk mitigation
implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity
Coverage Ratio. The providing of liquidity is very important to anticipate liquidity
needs so as to cover the liabilities of the Bank both in normal and crisis
conditions. However, the providing of liquidity should not be available to excess
liquidity because there will be costs to be borne by the Bank. Therefore, it is
necessary to establish limit liquidity management fee paid by the Bank prepared
based on the risk appetite by management as well as the maximum limit of the
Liquidity Coverage Ratio must be determined by the Bank. The limit setting
process is important in order to mitigate the risk of lost revenue due to the
providing of liquidity could be minimized so as to create an increase in profits for
the Bank. Data obtained in this study is a component of the Liquidity Coverage
Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is
quantitative. In the current conditions the Bank Sinarmas not do short-term
liquidity management effectively. This is evident from the results of the
calculation of average Liquidity Coverage Ratio are still high at 206.01%. The
highest ever amounted to 392% in July 2014. Regulator set a minimum limit of
the Liquidity Coverage Ratio at 100%. With the, determination of maximum
liquidity management of maintenance costs and maximum limits Liquidity
Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to
create an increased Bank profitability, Bank in carrying out liquidity management always followed with potential gains
and losses. There should be an adequate risk management process to manage these
risks, starting from risk identification, risk measurement to risk mitigation
implementation. Liquidity risk measurement in Bank Sinarmas using Liquidity
Coverage Ratio. The providing of liquidity is very important to anticipate liquidity
needs so as to cover the liabilities of the Bank both in normal and crisis
conditions. However, the providing of liquidity should not be available to excess
liquidity because there will be costs to be borne by the Bank. Therefore, it is
necessary to establish limit liquidity management fee paid by the Bank prepared
based on the risk appetite by management as well as the maximum limit of the
Liquidity Coverage Ratio must be determined by the Bank. The limit setting
process is important in order to mitigate the risk of lost revenue due to the
providing of liquidity could be minimized so as to create an increase in profits for
the Bank. Data obtained in this study is a component of the Liquidity Coverage
Ratio Bank Sinarmas for 3 years (2012-2014). The method in this research is
quantitative. In the current conditions the Bank Sinarmas not do short-term
liquidity management effectively. This is evident from the results of the
calculation of average Liquidity Coverage Ratio are still high at 206.01%. The
highest ever amounted to 392% in July 2014. Regulator set a minimum limit of
the Liquidity Coverage Ratio at 100%. With the, determination of maximum
liquidity management of maintenance costs and maximum limits Liquidity
Coverage Ratio is expected to be implemented by the Bank Sinarmas so as to
create an increased Bank profitability]

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No. Panggil : T-Pdf
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2015
Program Studi :
Bahasa : eng
Sumber Pengatalogan : LibUI eng rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xiii, 84 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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