Kombinasi Metode F-AHP dan F-TOPSIS dengan Rasio Keuangan untuk Menentukan Peringkat Bank Perkreditan Rakyat di Kota Malang
DOI:
https://doi.org/10.21067/smartics.v4i2.2771Kata Kunci:
Bank Perkreditan Rakyat, Rasio Keuangan, AHP, TOPSIS, Fuzzy, F-AHP, F-TOPSISAbstrak
Penentuan Peringkat Bank Perkreditan Rakyat dipandang penting untuk mempermudah masyarakat dalam memilih. Penentuan peringkat Bank Perkreditan Rakyat biasanya dilakukan sesuai dengan ketentuan Bank Indonesia peraturan Bank Indonesia (BI) No. 30/12/KEP/DIR Tanggal 30 April 1997 tentang Tata Cara Penilaian Kesehatan BPR. Banyak studi yang telah dilakukan untuk menentukan metode penentuan peringkat dengan pendekatan metode Fuzzy MCDM, BSC, F-AHP, F-TOPSIS, VIKOR, DANP pada bidang perbankan. Pada penelitian ini diusulkan sebuah model pendekatan evaluasi penilaian kinerja dengan kombinasi metode F-AHP dan F-TOPSIS dengan rasio keuangan sebagai kriteria penilaian (Capital, Assets, Equity dan Liquidity) untuk menentukan peringkat BPR di Kota Malang. Data yang digunakan adalah data laporan keuangan perbankan selama tiga tahun (2014-2016). Hasil penelitian menunjukkan bahwa kombinasi metode F-AHP dan F-TOPSIS dengan rasio keuangan dapat digunakan sebagai metode alternatif untuk menyusun peringkat Bank Perkreditan Rakyat di Kota Malang.
Referensi
R. Raut, C. Naoufel, and M. Kharat, “Sustainability in The Banking Industry: A Strategic Multi-Criterion Analysis,†Bus. Strateg. Environ., vol. 26, no. 4, pp. 550–568, 2017.
F. J. L. Iturriaga and I. P. Sanz, “Bankruptcy visualization and prediction using neural networks: A study of US commercial banks,†Expert Syst. Appl., vol. 42, no. 6, pp. 2857–2859, 2015.
M. Shaverdi, I. Ramezani, R. Tahmasebi, and A. A. A. Rostamy, “Combining Fuzzy AHP and Fuzzy TOPSIS with Financial Ratios to Design a Novel Performance Evaluation Model,†Int. J. Fuzzy Syst., vol. 18, no. 2, pp. 248–262, 2016.
M. Shaverdi, M. Akbari, and S. Fallah Tafti, “Combining fuzzy MCDM with BSC approach in performance evaluation of Iranian private banking sector,†Adv. Fuzzy Syst., vol. 2011, no. 1, pp. 1–12, 2011.
N. Yalcin, A. Bayrakdaroglu, and C. Kahraman, “Application of fuzzy multi-criteria decision making methods for financial performance evaluation of Turkish manufacturing industries,†Expert Syst. Appl., vol. 39, no. 1, pp. 350–364, 2012.
K. Mandic, B. Delibasic, S. Knezevic, and S. Benkovic, “Analysis of the financial parameters of Serbian banks through the application of the fuzzy AHP and TOPSIS methods,†Econ. Model., vol. 43, pp. 30–37, 2014.
K.-Y. Shen and G.-H. Tzeng, “A decision rule-based soft computing model for supporting financial performance improvement of the banking industry,†Soft Comput., vol. 19, no. 4, pp. 859–874, 2015.
A. M. Abadi, Nurhayadi, and Musthofa, “A New Method to Analyze Bank Performance Level in Indonesia Using Fuzzy Model,†Int. Math. Forum, vol. 11, no. 24, pp. 1191–1206, 2016.
Y. J. Wang, “The evaluation of financial performance for Taiwan container shipping companies by fuzzy TOPSIS,†Appl. Soft Comput. J., vol. 22, pp. 28–35, 2014.
R. Moghimi, A. Anvari, N. Amoozesh, and T. Ghesary, “An Integrated Fuzzy MCDM Approach, and Analysis, to The Evaluation of The Financial Performance of Iranian Cement Companies,†Life Sci. J., vol. 10, no. 1, pp. 570–586, 2013.
Taswan, Manajemen Perbankan : Konsep, Teknik & Aplikasi, 2nd ed. Yogyakarta: UPP STIM YKPN, 2010.
S. Kusumadewi, S. Hartati, A. Harjoko, and R. Wardoyo, Fuzzy Multi-Attribute Decision Making (FUZZY MADM), 1st ed. Yogyakarta: Graha Ilmu, 2006.
L. a. Zadeh, “Fuzzy sets,†Inf. Control, vol. 8, no. 3, pp. 338–353, 1965.
D.-Y. Chang, “Applications of the extent analysis method on fuzzy AHP,†Eur. J. Oper. Res., vol. 95, no. 3, pp. 649–655, 1996.
C. Tan and X. Chen, “Intuitionistic fuzzy Choquet integral operator for multi-criteria decision making,†Expert Syst. Appl., vol. 37, no. 1, pp. 149–157, 2010.
C.-L. Hwang and K. Yoon, Multiple attributes decision making methods and applications. Berlin: Springer, 1981.
C.-T. Chen, “Extensions of the TOPSIS for group decision-making under fuzzy environment,†Fuzzy Sets Syst., vol. 114, no. 1, pp. 1–9, 2000.
Unduhan
Diterbitkan
Cara Mengutip
Terbitan
Bagian
Lisensi
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
