Muhammad Syaiful, Arif (2010) ANALISIS RISIKO SUKU BUNGA PADA BEBERAPA BANK YANG SAHAMNYA TERCATAT DIBURSA EFEK INDONESIA. Other thesis, University of Muhammadiyah Malang.
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Abstract
This research entitle Interest Risk Rate Analysis At Some Bank Which its Share Noted In Indonesia stock Exchange . the purpose of this research are ( 1) To know interest rate risk faced by Bank Which its Share Noted In Indonesia stock Exchange .(2) To know among Bank Which its Share Noted In Indonesia stock Exchange, which bank having highest interest rate risk. Hypothesis used in this research are : (1) Condition of interest rate risk faced by Bank Which its Share Noted In Indonesia stock Exchange is fluctuative from year to year. ( 2) Bank Which its Share Noted In Indonesia stock Exchange have highest interest rate risk is bank owning small third party fund and total of asset. Analysis method used in this research is management gap analysis that method measuring interest rate risk bassed on differentiation between Rate sensitive of asset and Rate sensitive of liabilities. In this analysis use ratio of interest rate sensitivity representing comparison Rate sensitive of asset between Rate sensitive of liabilities with result of value if coming near number one its lower and progressively far from number one its level excelsior. Difference ratio relative measure the percentage of difference totally asset each bank if its result below/under number 5% in low risk category ,5-10% moderating risk, more 10% high risk category Result of data analysis at sampel can be explained, first by using data analysis annually from year 2006 until 2008 with difference method hence most bank in negative gap position only just BMRI which are positive in year 2006. second result of comparison of risk of annually from entire/all existing data sampel indicate that as a whole totalize ratio gap relative as high size measure or lower risk its show number which is fluctuative. Third result of comparison of risk between bank, existing data indicate that pt bank kesawan tbk have the percentage of gap which is biggest to be compared with the other bank because gap ratio relative annually of pt bank kesawan tbk which is big to be compared with other bank .Conclusion bassed on the result of calculation management gap that interest rate risk faced by banking which indonesia stoke exchange is fluctuative, that thing is seen from totalizeing gap ratio in the year 2007 bigger than year 2006 and year 2008 its show number which smaller than year 2007, hence first hypothesis can be accepted. pursuant to comparison of gap ratio relative every bank its show that Pt Bank Negara Indonesia, Tbk representing bank with smallest total asset and third party fund compared to with other bank,its gap ratio and gap ratio relative which is highest to be compared to with others, hence second hypothesis can be accepted.
| Item Type: | Thesis (Other) |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Economics and Business > Department of Management (61201) |
| Depositing User: | Rayi Tegar Pamungkas |
| Date Deposited: | 14 May 2012 02:58 |
| Last Modified: | 14 May 2012 02:58 |
| URI : | http://eprints.umm.ac.id/id/eprint/5090 |
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