Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia

Research Article

Analysis Of Credit Risk Measurement Using CreditRisk+ Method (Study of PT XYZ (Persero) Tbk SME Loans For 2016-2018)

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  • @INPROCEEDINGS{10.4108/eai.30-7-2019.2287586,
        author={Andrey  Carver and Ferdinand D Saragih and Bernardus Yuliarto Nugroho},
        title={Analysis Of Credit Risk Measurement Using CreditRisk+ Method (Study of PT XYZ (Persero) Tbk SME Loans For 2016-2018)},
        proceedings={Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia},
        publisher={EAI},
        proceedings_a={ACHITS},
        year={2019},
        month={9},
        keywords={credit risk sme creditrisk+},
        doi={10.4108/eai.30-7-2019.2287586}
    }
    
  • Andrey Carver
    Ferdinand D Saragih
    Bernardus Yuliarto Nugroho
    Year: 2019
    Analysis Of Credit Risk Measurement Using CreditRisk+ Method (Study of PT XYZ (Persero) Tbk SME Loans For 2016-2018)
    ACHITS
    EAI
    DOI: 10.4108/eai.30-7-2019.2287586
Andrey Carver1,*, Ferdinand D Saragih1, Bernardus Yuliarto Nugroho1
  • 1: Faculty of Administrative Science, University of Indonesia, Jakarta, Indonesia
*Contact email: andrey.carver@hotmail.com

Abstract

SME credit is one of the most complex credit segments, this is due to the many factors that affect the credit to be the default. Until now, the method often used to measure credit risk is to use the Standardized Approach method which refers to the provisions of Bass II. Whereas in this method will produce the provision of capital that is not accurate enough. At present Bank XYZ has used the Standardized Approach to measure SME credit risk. The purpose of this study is to measure the credit risk of Bank XYZ SME using the CreditRisk + method.