Model Terintegrasi Dynamic Network Analysis dan RCSA untuk Pengendalian Risiko Kredit dan Penurunan NPL di PT BANK X

I Dewa Ayu Made Istri, Wulandari (2026) Model Terintegrasi Dynamic Network Analysis dan RCSA untuk Pengendalian Risiko Kredit dan Penurunan NPL di PT BANK X. Masters thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Tingkat Non-Performing Loan (NPL) yang tinggi menjadi masalah utama di sektor perbankan Indonesia, yang mencerminkan lemahnya manajemen risiko kredit. Meskipun bank telah mengimplementasikan berbagai sistem pengelolaan risiko, tingkat NPL yang signifikan menunjukkan bahwa pendekatan yang ada belum sepenuhnya efektif dalam menekan risiko kredit. Kebutuhan mendesak akan pendekatan baru yang lebih komprehensif dan inovatif sangat diperlukan untuk mengidentifikasi dan mengurangi NPL, mengingat dampaknya yang signifikan terhadap stabilitas keuangan dan pertumbuhan ekonomi. Penelitian ini bertujuan menjembatani kebutuhan dalam identifikasi dan mitigasi faktor risiko yang berkontribusi terhadap NPL untuk diterjemahkan menjadi strategi manajemen risiko yang lebih efektif. Integrasi Dynamic Network Analysis (DyNA) dan Risk Control Self Assessment (RCSA) digunakan untuk mengatasi tantangan tersebut. DyNA memetakan hubungan dinamis antar faktor risiko dalam jaringan yang sistemik, memungkinkan identifikasi titik-titik rawan risiko yang berpotensi mempengaruhi NPL. Sementara itu, RCSA digunakan untuk mengevaluasi efektivitas kontrol internal dari perspektif pelaku risiko, memberikan wawasan mengenai kelemahan dalam pengelolaan risiko yang ada. Hasil analisis dari integrasi kedua metode ini menghasilkan prioritas mitigasi yakni diperlukan fokus pada penguatan analisis awal kelayakan kredit, peningkatan pemantauan pascakredit, pengendalian risiko terkait moral hazard dan kelemahan manajerial debitur, serta perbaikan konsistensi implementasi kebijakan kredit internal.
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The high level of Non-Performing Loan (NPL) is a major problem in the Indonesian banking sector, reflecting weak credit risk management. Although banks have implemented various risk management systems, the significant level of NPL indicates that the existing approach has not been fully effective in reducing credit risk. The urgent need for a new, more comprehensive and innovative approach is needed to identify and reduce NPL, given their significant impact on financial stability and economic growth. This study aims to bridge the need to identify and mitigate risk factors that contribute to NPLs to be translated into more effective risk management strategies. The integration of Dynamic Network Analysis (DyNA) and Risk Control Self Assessment (RCSA) is used to address these challenges. DyNA maps the dynamic relationships between risk factors in a systemic network, enabling the identification of risk hotspots that have the potential to affect NPL. Meanwhile, RCSA is used to evaluate the effectiveness of internal controls from the perspective of risk actors, providing insight into weaknesses in existing risk management. The analysis result from the integration of these these two methods produce mitigation priorities, namely the need to focus on strengthening initial creditworthiness analysis, improving post-credit monitoring, controlling risks related to moral hazard and debtor managerial weaknesses, and improving the consistency of internal credit policy implementation.

Item Type:	Thesis (Masters)
Uncontrolled Keywords:	Dynamic Network Analysis (DyNA), Manajemen Risiko, Non-Performing Loan (NPL), Risk Control Self Assessment (RCSA), Risiko Kredit
Subjects:	H Social Sciences > HG Finance H Social Sciences > HG Finance > HG3751 Credit--Management. H Social Sciences > HG Finance > HG8054.5 Risk (Insurance)
Divisions:	Interdisciplinary School of Management and Technology (SIMT) > 61101-Master of Technology Management (MMT)
Depositing User:	I Dewa Ayu Made Istri Wulandari
Date Deposited:	26 Jan 2026 05:47
Last Modified:	26 Jan 2026 05:47
URI:	http://repository.its.ac.id/id/eprint/130370

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