Pengukuran Risiko Kredit Commercial Vehicle Perusahaan Pembiayaan X, Dengan Metode Credit Metrics

• المؤلفون الرئيسيون: , Heri Koesumaatmadja, , Prof. Dr. Zaki Baridwan, M.Sc., Akt
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2013
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/118281/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=58225
• المؤسسة: Universitas Gadjah Mada

A proper risk management, especially in terms of credit risk is indispensable for finance companies, in particular finance company X. Finance company has four main activities which includes a finance lease buses and trucks are commonly referred to as a commercial vehicle in finance company X. With the second largest share of funding after the consumer finance and given the considerable potential increase each year, the finance lease deserves a special attention to the finance company. Credit Metrics as one of the internal methods used to measure credit risk has take it into acoount the transfer credit rating to determine the amount of loss reserve and capital that should be provided for each credit granted. This research with historical data credit of finance company X produces an average amount of expected loss of Rp 651 million and an average of unexpected loss of Rp 7720 million. While the comparison between the VaR with the actual value of bad debts during the period of the research showed there were no actual value that exceed the VaR, so the credit metrics model is accurate enough used to measure the credit risk of commercial vehicle finance company X.