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BukuAnalisis Konsistensi Internal Rating Model dengan Model Kebangkrutan Altman dalam Memprediksi Risiko Kredit (Studi Kasus pada Bank X)
Bibliografi
Author: WIDIYANTORO, F A HENDRARTO ; Hasnawati, Sri (Advisor)
Topik: Internal Rating; Resiko Kredit; Model Kebangkrutman Altman
Bahasa: (ID )    
Penerbit: Program Studi Magister Manajemen Sekolah Pascasarjana Universitas Katolik Indonesia Atma Jaya     Tempat Terbit: Jakarta    Tahun Terbit: 2008    
Jenis: Theses - Master Thesis
Fulltext:
Ketersediaan
  • Perpustakaan Pusat (Semanggi)
    • Nomor Panggil: MM-499
    • Non-tandon: tidak ada
    • Tandon: 1
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Abstract
The purpose of this research is to value whether the prediction result of Bank Internal X Internal Rating Model is consistent with the prediction result of Altman Model. This research is a case study because of comparing measurement internal rating model with the others prediction model. Data in this research are data of debtor’s financial ratios based on Financial Statement year 2003-2004 (audited). The data is all of the reseach is all of the research population. The population in this research is all Bank X debtors that had been rated with Internal Rating Model in year 2005.Variable in this research in bankruptcy score. Other variable in this research is Internal Rating Model Score. This score is from Bank X debtor’s Internal Rating at year 2005 period. The Analysis Methods used in this research are quantitative analysis to evaluate and predict debtor performance in the future using Internal Rating Model and Altman’s model. Beside that it will be used description analysis to describe the prediction result of all debtors that using Bank X’s Internal Rating Model and Altman Bankruptcy. Hypothesis will be tested by testing rank of correlation (Spearman’s Rank) and rs value significance. The result will determine whether the prediction result of Bank X internal Rating Model is consistent with the Altman Model prediction result.This research summarize that thetre is a consistency or correlation among two research variables: between the [prediction result of Bank X Internal Rating Model and the prediction result of Altman Model as for non public manucfacture company and non manufacture company at 1 % significant level. Consistency or stonger correlation is showed at non public manufacture company (correlation coefficient 0.675 and Sig.0.000) than non manufacture company (correlation coefficient 0.376 and Sig.0.002). Positive correlation or consitency mean that if a few company rated by Bank X Internal Rating Model, the rating result will be the same with by Altman Model. The above summary that Internal Rating mOdel even now could be used by Bank X as a part credit process and it shall increase the company confidence in implementing the model. IN the future, this research should be continued by using up-dated financial report data and should add more non manufacture companies ans also public manufacture companies data.
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