Analisis produk interest rate swap (studi kasus pada bank X) = Analysis of interest rate swap (case study at bank X)
| Main Authors: | Jessica Paulina, author, Add author: Irwan Adi Ekaputra, supervisor, Add author: Rofikoh Rokhim, examiner, Add author: Eko Rizkianto, examiner |
|---|---|
| Format: | Masters Bachelors |
| Terbitan: |
, 2010
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| Online Access: |
https://lib.ui.ac.id/detail?id=20332853 |
Daftar Isi:
- [<b>ABSTRAK</b><br> Tesis ini membahas pengembangan produk Interest Rate Sivap (IRS) pada Bank X, yang merupakan produk perbankan baru bagi Bank X. Pcngembangan IRS dilakukan untuk memenuhi kebutuhan nasabah yang ingin melakukan hedging risiko suku bunga pinjaman. Sementara dari sisi Bank X, pengembangan IRS a1<an meningkatkan jec based income yang berasal dari fee atau margin transaksi. Besamyafee transaksi akan mencntukan besarnya swap spread yang ditambahkan pada theorelical .swap rare urltllk memperoleh nilai swap rate yang akan ditelapkan kepada nasabah. Pada Bank X, besamya swap .spread ditentukan olch besamya premi risiko dan feetransaksi, sementara besamya jée transaksi itu sendiri dip engaruhi oleh jangka waktu swap dan ketersediaan swap di pasar. Selain juga perlu diperhatikan mitigasi risiko transaksi ini agar tujuan pengembangan produk IRS dapat tercapai sebagaimana yang telah ditetapkan. <hr> <b>ABSTRACT</b><br> This thesis is focus on the initiation ofa new banking product called Interest Rate Swap (IRS) in Bank X Bank X ojizrzs this product to its debtors who need interest rate hedging far their interest installment. Likewise, by doing this transaction BankX will enhance its non-interest income from the transaction fee. The amount of transaction _/ee will aject the amount of swap spread determined to the theoretical swap rate, in order to obtain a certain swap rate ojered to the customer: In Bank X the amount of swap spread is shape from the risk premium and transactlonjec, while the transaction _/ee it self is determined by the length of the swap and the accessibility in the swap market. Furthermore, Bank X should also concern about the risk mitigation arouse from this new transaction;This thesis is focus on the initiation ofa new banking product called Interest Rate Swap (IRS) in Bank X Bank X ojizrzs this product to its debtors who need interest rate hedging far their interest installment. Likewise, by doing this transaction BankX will enhance its non-interest income from the transaction fee. The amount of transaction _/ee will aject the amount of swap spread determined to the theoretical swap rate, in order to obtain a certain swap rate ojered to the customer: In Bank X the amount of swap spread is shape from the risk premium and transactlonjec, while the transaction _/ee it self is determined by the length of the swap and the accessibility in the swap market. Furthermore, Bank X should also concern about the risk mitigation arouse from this new transaction, This thesis is focus on the initiation ofa new banking product called Interest Rate Swap (IRS) in Bank X Bank X ojizrzs this product to its debtors who need interest rate hedging far their interest installment. Likewise, by doing this transaction BankX will enhance its non-interest income from the transaction fee. The amount of transaction _/ee will aject the amount of swap spread determined to the theoretical swap rate, in order to obtain a certain swap rate ojered to the customer: In Bank X the amount of swap spread is shape from the risk premium and transactlonjec, while the transaction _/ee it self is determined by the length of the swap and the accessibility in the swap market. Furthermore, Bank X should also concern about the risk mitigation arouse from this new transaction]