[ABSTRAK
Bank dalam menjalankan pengelolaan likuiditasnya mempunyai potensikeuntungan dan kerugian yang selalu mengikuti. Untuk mengendalikan risikotersebut perlu suatu proses manajemen risiko yang memadai, mulai dariidentifikasi risiko, pengukuran risiko hingga implementasi mitigasi risiko.Pengukuran risiko likuiditas pada Bank Sinarmas yaitu menggunakan LiquidityCoverage Ratio. Penyediaan likuiditas sangat penting untuk mengantisipasiadanya kebutuhan likuiditas sehingga dapat mengcover kewajiban Bank baikdalam kondisi normal maupun krisis. Namun demikian, penyediaan likuiditastidak boleh tersedia secara berlebihan karena timbul biaya likuiditas yang harusditanggung oleh Bank. Oleh karena itu, diperlukan penetapan limit biayapengelolaan likuiditas yang bersedia di tanggung oleh Bank berdasarkan riskappetite dari management serta batas limit maksimum Liquidity Coverage Ratioharus ditetapkan oleh Bank. Penetapan limit tersebut merupakan hal pentingdalam proses mitigasi risiko agar pendapatan yang hilang karena adanyapenyediaan likuiditas dapat diminimalkan sehingga dapat tercipta peningkatanlaba bagi Bank. Data yang diperoleh dalam penelitian ini merupakan komponendari Liquidity Coverage Ratio Bank Sinarmas selama 3 Tahun (2012-2014).Metode dalam penelitian ini secara kuantitatif. Pada kondisi saat ini BankSinarmas belum melakukan pengelolaan likuiditas jangka pendeknya secaraefektif. Hal ini terbukti dari hasil perhitungan rata-rata Liquidity Coverage Ratioyang masih tinggi yaitu 206.01%. Bahkan pernah tertinggi sebesar 392% padabulan Juli 2014. Regulator menetapkan batas Liquidity Coverage Ratio minimumsebesar 100%. Dengan adanya, penetapan pengelolaan biaya pemeliharaanlikuiditas maksimum dan penetapan limit maksimum Liquidity Coverage Ratiodiharapkan dapat diimplementasikan oleh Bank Sinarmas sehingga dapat terciptapeningkatan laba bagi Bank
ABSTRACT
Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability, Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability] |
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