Journal of Management and Business Review
Vol 18, No 2 (2021): Special Issue Konferensi Nasional Riset Manajemen XI, 2021

Counterparty Credit Limit: Identifikasi, Pengukuran dan Pemetaan Risiko Bank-Bank di Indonesia

Saur Costanius Simamora (Unknown)



Article Info

Publish Date
30 Jun 2021

Abstract

This study aims to carry out risk management planning, identification, qualitative analysis and quantitative risk calculations, establishing counterparty credit limits on banks in Indonesia. The risk identification process utilize 59 expert views from the field of financial institution banks in Indonesia. Subsequently the qualitative analysis stage employ the two dimension rating schemes method, namely probability and impact. Each included risk is measured in the Low, Medium and High category. The identification process resulted in 18 risks that are facing banks in Indonesia. From that risks, the quantitative analysis using Probability - Impact dimension shows that in the Low - Medium quadrant there is 1 risk. In the Medium - Medium quadrant there are 3 risks. In the Medium-High quadrant there are 8 risks. While the High - High quadrant resulted in 6 risks. The Delphi method output from the probability dimension, indicates the risk of error in analyzing the counterparty's financial performance (balance sheet analysis, cashflow, income statement, financial ratio) and not monitoring and recognizing sanctions or legal cases that occur to counterparties give a value of 2.29. While from the Impact dimension, the risk of error in analyzing the counterparty's financial performance (balance analysis, R / L report, financial ratio) give a value of 2.78. All of these results, the experts have reached convergence or consensus.

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Journal Info

Abbrev

jmbr

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Journal of Management and Business Review (JMBR) is a source of scientific information for academia, research institution, government agencies, and industries. We publish research paper on management and business strategy as well as related ...