RISIKO OPERASIONAL BANK DAN PERMODELANNYA

Iwan Lesmana

Abstract


Managing bank’s operational risks becoming an important feature of sound risk management practice in modern financial markets. The most important types of operational risk involve breakdown in internal controls and corporate governance, which could lead to financial losses through fraud, error or failure to perform. Development of statistic has accelarated banks to create internal operational risk models in different ways. Although those models created in different ways, they surely use the pattern of risk management that is developed by Basel Committee on Banking Supervision. Basel Committee on Banking Supervision has proposed three increasingly sophisticated approaches of operational risk, i.e basic indicator approach, standardized approach and advanced measurement approach. Applying those approaches will help banks to eliminate the operational risk, that will lead them to a better intermediation process.

Keywords


Advanced measurement approach, Basic indicator approach, Basel Committee on Banking Supervision, Manajemen risiko operasional, Manajemen risiko, Standardized approach

Full Text:

PDF

References


Bakker, A. & Meunier, P. (2016). How to turn uncertainties of operational risk capital into opportunities from a risk mana-gement perspective. Journal of Operational Risk, 11(2), June 2016

Bank for International Settlements (1998). Operational Risk Mana-gement. Basel Committee on Banking Supervision.

Bank for International Settlements (2001). Operational Risk: Consultative Document. Basel Committee on Banking Supervision.

Bank Indonesia (2003). Penerapan Manajemen Risiko Bagi Bank Umum. Peraturan Bank Indonesia.

Bank Indonesia (2009). Penerapan Manajemen Risiko Bagi Bank Umum. Peraturan Bank Indo-nesia.

Global Association of Risk Profesionals & Badang Sertifikasi Manajemen Risiko (2005). Indonesian Certificate In Banking Risk And Regulation: Workbook, Level 1. Global Association of Risk Profesionals & Badang Sertifikasi Manajemen Risiko.

Global Association of Risk Profesionals & Badang Sertifikasi Manajemen Risiko (2006). Indonesian Certificate In Banking Risk And Regulation: Workbook, Level 2. Global Association of Risk Profesionals & Badang Sertifikasi Manajemen Risiko.

Global Association of Risk Profesionals & Badang Sertifikasi Manajemen Risiko (2006). Indonesian Certificate In Banking Risk And Regulation: Workbook, Level 3. Global Association of Risk Profesionals & Badang Sertifikasi Manajemen Risiko.

Kompas (1998). Utang Swasta Sekitar 64 Milyar Dollar AS, Kompas, 2 Mei 1998.

Otoritas Jasa Keuangan (2016). Penerapan Manajemen Risiko Bagi Bank Umum. Peraturan Otoritas Jasa Keuangan, Jakarta: Otoritas Jasa Keuangan

Otoritas Jasa Keuangan (2016). Perhitungan Aset Tertimbang Menurut Risiko Untuk Risiko Operasional Dengan Menggunakan Pendekatan Indikator Dasar. Surat Edaran Otoritas Jasa Keuangan. Jakarta: Otoritas Jasa Keuangan

McConnell, P. J (2008). Operational Risk - Opportunities for Accounting Research. Journal of Law and Financial Mangement, 7 (2), December 2008.

Peters, G. W., Shevchenko, P. V., Hassani, B. & Chapelle, A. (2016). Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk? Journal of Operational Risk, 11 (3), September 2016

Retnadi, D. (2006). Memilih Bank Yang Sehat. Jakarta: PT Elex Media Komputindo.

Sari, S. I. (2006). Bank Nasional Harus Fokus Pada Risiko Operasional. Tempo Interaktif. http://www.tempointeraktif.com/hg/ekbis/2006/08/28/brk,20060828-82741,id.html

Septia, K. (2016). Polisi: Pembobolan Rekening 50 Nasabah BRI Gunakan Modus Lama. Kompas.http://regional.kompas.com/read/2016/10/26/08090091/ polisi.pembobolan.rekening.50.nasabah.bri.gunakan.modus.lama

Setyowati, D. (2017). OJK Temukan 3 Pelanggaran BTN Terkait Kasus Bilyet Deposito Palsu. http://katadata.co.id/berita/2017/03/30/kasus-bilyet-deposito-palsu-ojk-sebut-sederet-pelanggaran-btn

Situngkir, H. dan Surya, Y. (2006). Kerangka Kerja Ekonofisika dalam Basel II. Munich Personal RePec Archive. http://mpra.ub.uni-muenchen.de/896/

Sutaryono, P. (2003). Manajemen Risiko Operasional dan Upaya Mengatasi Pembobolan Bank. Kompas. http://www.kompas.com/kompas-cetak/0305/23/ finansial/322374.htm

Tarmidi, L. I. (1999). Krisis Moneter Indonesia : Sebab, Dampak, Peran IMF dan Saran. Buletin Ekonomi Moneter dan Perbankan, Universitas Indone-sia. Maret 1999




DOI: https://doi.org/10.36766/ijag.v1i1.2

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.