DAFTAR ISI

HALAMAN JUDUL................................................................................................ i
LEMBAR PENGESAHAN .................................................................................... ii
LEMBAR PERNYATAAN ................................................................................... iii
KATA PENGANTAR ........................................................................................... iv
DAFTAR ISI .......................................................................................................... vi
DAFTAR TABEL .................................................................................................. ix
DAFTAR LAMPIRAN ........................................................................................... x
DAFTAR GAMBAR ............................................................................................. xi
INTISARI.............................................................................................................. xii
ABSTARCT ......................................................................................................... xiv
BAB 1 PENDAHULUAN ...................................................................................... 1
1.1 Latar Belakang Masalah ...................................................................... 1
1.1.1 Profil PT. Bank XYZ .................................................................. 5
1.2 Rumusan Masalah.............................................................................. 11
1.3 Tujuan Penelitian ............................................................................... 12
1.4 Metode Penelitian.............................................................................................. 12
1.4.1 Jenis dan Sumber Data .............................................................. 12
1.4.2 Metode Analisis Data ................................................................ 13
1.5 Manfaat Penelitian ............................................................................. 13
1.6 Sistematika Penulisan ........................................................................ 14
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BAB 2 TINJAUAN PUSTAKA ........................................................................... 16

2.1 Definisi dan Proses Investasi ................................................................ 16
2.2 Return dan Risk Portofolio ................................................................... 17
2.3 Teori Portofolio .................................................................................... 22
2.4 Manajemen Portofolio .......................................................................... 23
2.5 Diversifikasi ......................................................................................... 26
2.6 Perbankan ............................................................................................. 31
2.6.1 Risiko Usaha Perbankan.............................................................. 33
2.7 Portofolio Kredit ................................................................................... 36
2.8 Sektor Kredit Perbankan ....................................................................... 39
2.9 Penelitian Sebelumnya ......................................................................... 42
BAB 3 METODE PENELITIAN.......................................................................... 44
3.1 Jenis Penelitian dan Sumber Data ..................................................... 44
3.2 Metode Pengumpulan Data ............................................................... 44
3.3 Metode Analisi Data .......................................................................... 45
3.3.1 Return Realisasian Portofolio ................................................... 47
3.3.2 Risiko Portofolio ....................................................................... 48
3.3.3 Diversifikasi Portofolio ............................................................. 49

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3.4 Variabel Penelitian dan Definisi Operasional .................................... 50

3.4.1 Risiko Bank ................................................................................ 50
3.4.2 Posisi Kredit............................................................................... 51
3.4.3 Portofolio Kredit ........................................................................ 51
3.4.4 Investor ...................................................................................... 52
3.4.5 Sektor Industri ........................................................................... 52
BAB 4 ANALISIS DATA .................................................................................... 53
4.1 Data Penelitian ................................................................................... 53
4.2 Analisis Data ...................................................................................... 53
4.3 Analisis Portofolio Kredit Optimal PT Bank XYZ ........................... 55
4.3.1 Analisis Return Realisasi dan Risk masing-masing Sektor
Ekonomi periode tahun 2009 s/d 2013 ......................................55
4.3.2 Analisis Portofolio Optimal periode tahun 2009 s/d 2013
dengan menggunakan software Elton and Gruber..........................57
BAB 5 SIMPULAN DAN SARAN ...................................................................... 61
5.1 Simpulan ............................................................................................ 61
5.2 Saran .................................................................................................. 62
DAFTAR PUSTAKA ........................................................................................... 63
LAMPIRAN .......................................................................................................... 64

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