Analisis Manajemen Portofolio Obligasi sebagai Portofoilo Aset pada PT Bank Negara Indonesia, Tbk
Bonds is one of the most important assets for banks because a significant portion and can provide interest income that was quite interesting. Capital market development is quite rapid at this time greatly affects the volume of bond transactions in both the primary and secondary markets in which one...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/119127/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59119 |
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| Institution: | Universitas Gadjah Mada |
| Summary: | Bonds is one of the most important assets for banks because a significant portion
and can provide interest income that was quite interesting. Capital market
development is quite rapid at this time greatly affects the volume of bond
transactions in both the primary and secondary markets in which one is the
banking capital market. Currently PT. Bank Negara Indonesia, Tbk has bonds
with varying types of both government bonds and corporate bonds. This thesis
discusses the existing bond portfolio management at PT. Bank Negara Indonesia,
Tbk through analysis of portfolio risk and performance analysis of bond
portfolios.
The result of the analysis is the performance bond portfolio owned by PT. Bank
Negara Indonesia, Tbk is increasing from year 2009 - 2011, although still quite
low when compared with the index yield bond market. Bond portfolio's risk
profile varies from low to high risk, but there is still some kind of risk has not
been mitigated. This is one of the factors causing the performance bond portfolio
pt. Bank Negara Indonesia, Tbk has not been able to exceed the performance of
the bond market index. |
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