Adiwibowo, Trika Gunawan (2010) Implementasi Masuknya ATMR-Risiko Operasional Dalam Penghitungan Kewajiban Penyediaan Modal Minimum (KPMM) Bank Umum Konvensional di Indonesia Dengan Penggunaan Pendekatan Indikator Dasar. S1 thesis, STIE Indonesia Banking School.
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Abstract
This research provides an understanding of how techniques and procedures for the implementation of the basic indicator approach (BIA) in the calculation of Risk Weighted Assets (RWA) for operational risk. Moreover, the research provides a description of the readiness of Indonesia's banking capital by calculating the projection of CAR (as an indicator of capital adequacy) by adding the RWA for operational risk, in accordance with the provisions of Basel II. The value of RWA for operational risk to be obtained by using the BIA to all capital charge (α) percentage of 5%, 10%, and 15%. Projection calculations using the sample form of a conventional commercial bank has been listed on the BEI. The methodology is to perform the calculation of the CAR projection sample with additional the value of RWA for operational risk in its calculations. When the value of the bank sample CAR declined to below 8%, the banking sector in Indonesia is considered not ready for implementing Basel II calculations according to CAR, or vice versa. Description of the calculation of RWA-operational risks with use of the BIA are as follows: calculate the average gross income (GI) of the bank for three years, after that is calculating operational risk capital charge (KBIA) by multiplying the average of GI with α (5%, 10% or 15%), and finally, multiplying KBIA with 12.5 to get the value of RWA for operational risk. The projection calculations show a majority of the sample bank CAR (after added to the RWA for operational risk) above the minimum CAR (8%), with an average decrease of 1.62 on the percentage figures. Finally, it can be concluded that the banking sector in Indonesia is ready to implement the CAR based on Basel II.
| Item Type: | Thesis (S1) |
|---|---|
| Uncontrolled Keywords: | Risk Weighted Assets for Operational Risk (RWA for Operational Risk), Capital Adequacy Ratio (CAR), Basic Indicator Approach (BIA). |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Prodi S1 Akuntansi |
| Depositing User: | Sparta Sparta |
| Date Deposited: | 14 Nov 2022 12:53 |
| Last Modified: | 14 Nov 2022 12:53 |
| URI: | http://repository.ibs.ac.id/id/eprint/5438 |
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