Analisis kegagalan pemberian kredit berdasar System Credit Risk Scoring Sheet :: Studi kasus pada PT Bank Mandiri (Persero) Tbk. Cabang Gorontalo

GOBEL, Mohammad If, Prof.Dr. Eduardus Tandelilin, MBA

2006 | Tesis | Magister Manajemen

Pada studi kasus thesis ini bertujuan untuk menganalisis model Credit Risk Scoring Sheet (CRSS) pada cabang Bank Mandiri dalam memprediksi kemungkinan timbulnya penurunan kualitas kredit debitur cabang Bank Mandiri dalam kurun waktu 1 tahun, serta menganalisis apa sajakah faktor yang mempengaruhi kegagalan pemberian kredit. Kriteria efektivitas atau tidaknya model CRSS Bank Mandiri adalah apabila tidak terdapat type I error, atau penurunan status debitur dari performing loan. Hal tersebut dikarenakan kegagalan memprediksi perusahaan jelek sehingga diberi kredit (type I error) akan menimbulkan recovery cost yang sangat tinggi, dibandingkan dengan kegagalan memprediksi perusahaan bagus dengan menolak memberikan kredit (type I error) yang hanya akan menimbulkan opportunity cost (kerugian loss opportunity). Model prediksi yang dibangun dengan menggunakan analisis diskriminan, ternyata mampu memprediksi kegagalan atau keberhasilan kredit di Bank Mandiri yang berdasar CRSS, dengan ketepatan mengklasifikasi status 26 debitur dari 30 debitur yang diteliti atau 86,7%., dan terdapat 4 debitur yang diklasifikasikan salah yaitu: 2 debitur yang termasuk kesalahan type II error dimana debitur performing loan dianggap sebagai non performing loan, serta 2 debitur yang termasuk kesalahan type I error dimana debitur non-performing loan diklasifikan kedalam debitur performing loan Dengan demikian hasil model prediksi ini dapat digunakan untuk mengetahui secara dini keberhasilan atau kegagalan suatu kredit berdasar CRSS. Dilihat dari hasil model prediksi dengan menggunakan diskriminan linear kanonik menghasilkan grey area (dapat berupa debitur non-performing loan ataupun debitur performing loan), maka guna menghindari tingginya opportunity cost (kehilangan peluang income) dari pemberian pinjaman ke debitur performing karena dianggap non-performing, maka untuk debitur-debitur yang masuk dalam kategorikan grey area masih dapat dimungkinkan untuk diberikan pinjaman sepanjang dicover oleh jaminan yang mencukupi, persyaratan yang ketat dan lain sebagainya.

The purpose of this thesis study case, to analyze Credit Risk Scoring Sheet (CRSS) model in the branch Mandiri Bank to predicted possibility of occurring degradation of debtor credit quality branch Mandiri Bank in range of time 1 year, and also analyze what factor that influencing failure of giving credit. Effectiveness criterion or not about Credit Risk Scoring Sheet (CRSS) model of Mandiri Bank is if does not have type I error, or degradation of debtor status of performing loan. It caused of failure to predicted bad company so that given credit (type I error) will generate very high cost recovery, if compared with failure to predicted good company by reject given credit (type I error) which will only occur opportunity cost (loss of opportunity loss). Prediction model that build by using discriminan analyzes, in fact can predicted failure or succesful credit in the Mandiri Bank realted with Credit Risk Scoring Sheet (CRSS), by accuracy to classify the status of 26 debtor from 30 debtor researched or 86,7%., and there are 4 debtor which wrong classify such as: 2 debtor including in the mistake type II error where debtor performing loan assumed as non-performing loan, also 2 debtor including in the mistake type I error where debtor non-performing loan classified into debtor performing loan. Thereby result of this prediction model can be used to know early about successful or failure some credit based on Credit Risk Scoring Sheet (CRSS). Discription from predicted model by using diskriminan linear kanonik that resulted grey area (it can be debtor non-performing loan or debtor performing loan), hence to avoid high opportunity cost (loss of income chance) from giving loan to debtor performing becaused was assumed as non performing, hence to all debtor that including into grey area category still possible to give a loan as long as covering by good enough guarantee, tight criteria and etc.

Kata Kunci : Manajemen Resiko,Kredit CRSS, Performing Loan, Non-Performing Loan, Credit Risk Scoring Sheet, Grey Area, opportunity cost, type I error