Penentuan Bobot Resiko Kredit Untuk Rumah Tinggal: Studi Kasus di Indonesia  

Oleh:

Imansyah ; Mara, Mirza Yuniar Ismaeni

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Bulletin of Monetary Economics and Banking (ex: Buletin Ekonomi Moneter dan Perbankan) vol. 10 no. 1 (Jul. 2007), page 23-48.
Topik: Weight Risk; Bank; Mortgage; Default; Basel II; Indonesia
Fulltext: 3. Imansyah (23-48).pdf (134.88KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: BB62.3 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

This paper analyzes the appropriateness of the basic risk weight for the fully secured residential mortgage, recommended in Basel II, to be implemented on Indonesian economy. As the supervisory authorities can customize the 35% of recommended risk weight based on national arrangements, we analyze the practical ground of the residential mortgage in Indonesia focusing on the probability and the loss given default for this credit type. The result propose a lower risk weight for a fully secured residential mortgage risk weight. For a different types of residential mortgage, this paper suggest the use of Loan to value (LTV) ratio to determine the risk weight. rather than using a uniform 50% risk weight as required by the current regulation, our result recommend to give a different weight for a different LTV class: 75% weight for LTV greater than 90%; 50% for LTV between 80-90%; 45% for LTV between 70-80%, and 40% for LTV less than 70%. However, the adoption of the proposed mortgage risk weight is subject to 2 strict prudential criterias: (i) loan is used as the residence of the borrower, (ii) loan is secured by the first lien or first legal charge on the residential property.

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