Banks play an important role in the creation of capital for economic growth a nation and their reliability is very critical financial system stability. Nevertheless, banks face risks such as credit risk, which seem to have impact on profitability. To determine ratio Non-Performing Loans (NPLs) total bank loans most common indicator used. are that do not produce interest principal amount minimum...

Roll rates and net flow can be seen as the evolution of ageing accounts receivable Markov chains. They are accepted methodologies to model behavior non-performing consumer loans by buckets predict losses, but we find that quite often they wrongly used interchangeable concepts, although roll track individual across in consecutive months just compare months. We determine their matrices transition...

ABSTRAK Pemberian kredit merupakan tulang punggung kegiatan perbankan. Oleh karena itu, pendapatan bank yang paling besar ialah bunga atas diterima oleh nasabah, sebagian dialokasikan untuk kredit. Namun, seiring meningkatkannya pertumbuhan kredit, dapat juga menyebabkan banyaknya macet atau non-performing loans (NPL), dimana nasabah tidak mampu membayar kewajibannya pada periode jangka waktu t...