Universitas Stikubank (Unisbank) Semarang Repository


Muharam, Harjum (2012) MODEL RISIKO KREDIT: PENDEKATAN DAN FAKTOR-FAKTOR YANG MEMPENGARUHINYA. Seminar Nasional dan Call for Papers. ISSN 978-979-3649-65-8

Download (131kB) | Preview


Credit risk associated with the probability that a firm has failed to pay its loan, ability to meet its liabilities, and losses that occur if the condition occurs. The main issue in credit risk management is how to measure risk. That requires a credit risk measurement models are accurate and can be applied by banks and those in need. Credit risk models have been developed with different approaches in order to obtain the best model. Credit risk models can be grouped into two, the traditional model and structural model. The traditional model is the model adopted in the fundamental analysis approach to determine the factors that affect credit risk. Structural model was developed by adopting the contingency analysis approach, where credit risk is seen as a relationship between liabilities with assets that company owned. Determinant of credit risk is the fundamental performance of the company which consists of cash flow, profitability, leverage, and asset size. Macroeconomic performance and the performance of industry also affect the credit risk. Past performance (lag) of three groups of determinants also affect the credit risk

Item Type: Article
Uncontrolled Keywords: model, credit risk, determinant
Subjects: H Social Sciences > HG Finance
Faculty / Institution:
Depositing User: User Proceeding
Date Deposited: 03 Jul 2012 04:33
Last Modified: 03 Jul 2012 04:33
URI: https://eprints.unisbank.ac.id/id/eprint/167

Actions (login required)

View Item View Item