Marketing Domain

Menilai Kinerja Rasio Keuangan Perbankan

Penilaian Kinerja Rasio Keuangan Perbankan from Arif Gunawan

Klasifikasi Data Statistik

Statistics for Business and Economics

Data and Data Sets

• Data are the facts and figures collected, analyzed, and summarized for presentation and interpretation.
•  All the data collected in a particular study are referred to as the data set for the study.

Elements, Variables, and Observations

•  Elements are the entities on which data are collected.
•  A variable is a characteristic of interest for the elements.
• The set of measurements obtained for a particular element is called an observation.
• A data set with n elements contains n observations.
• The total number of data values in a complete data set is the number of elements multiplied by the number of variables.

Scales of Measurement

• Scales of measurement include

·         Nominal

·         Ordinal

·         Interval

·         Ratio

• The scale determines the amount of information contained in the data.
• The scale indicates the data summarization and statistical analyses that are most appropriate.

Nominal scale  

•       Data are labels or names used to identify an attribute of the element.

•       A nonnumeric label or numeric code may be used.

Ordinal scale

•       The data have the properties of nominal data and the order or rank of the data is meaningful.

•       A nonnumeric label or numeric code may be used.

Interval scale

•       The data have the properties of ordinal data, and the interval between observations is expressed in terms of a fixed unit of measure.

•       Interval data are always numeric.

Ratio scale

•         Data have all the properties of interval data and the ratio of two values is meaningful.

•         Ratio data are always numerical.

•         Zero value is included in the scale.

Categorical and Quantitative Data

•       Data can be further classified as being categorical or quantitative.

•       The statistical analysis that is appropriate depends on whether the data for the variable are categorical or quantitative.

•       In general, there are more alternatives for statistical analysis when the data are quantitative.

Categorical Data

•       Labels or names are used to identify an attribute of each element

•       Often referred to as qualitative data

•       Use either the nominal or ordinal scale of measurement

•       Can be either numeric or nonnumeric

•       Appropriate statistical analyses are rather limited

Quantitative Data

•       Quantitative data indicate how many or how much.

•       Quantitative data are always numeric.

•       Ordinary arithmetic operations are meaningful for quantitative data.

Cross-Sectional Data

Cross-sectional data are collected at the same or approximately the same point in time.

Time Series Data

Time series data are collected over several time periods.

Graphs of time series data help analysts understand

•       what happened in the past

•       identify any trends over time, and

•       project future levels for the time series

Data Sources - Existing Sources

•       Internal company records – almost any department

•       Business database services – Dow Jones & Co.

•       Government agencies  - U.S. Department of Labor

•       Industry associations – Travel Industry Association of America

•       Special-interest organizations – Graduate Management Admission Council (GMAT)

•       Internet – more and more firms

Data Acquisition Considerations

Time Requirement

•       Searching for information can be time consuming.

•       Information may no longer be useful by the time it is available.

Cost of Acquisition

•       Organizations often charge for information even when it is not their primary business activity.

Data Errors

•       Using any data that happen to be available or were acquired with little care can lead to misleading information.

Descriptive Statistics

•       Most of the statistical information in newspapers, magazines, company reports, and other publications consists of data that are summarized and presented in a form that is easy to understand.

•       Such summaries of data, which may be tabular, graphical, or numerical, are referred to as descriptive statistics.

Statistical Inference

Population: The set of all elements of interest in a particular study.

Sample: A subset of the population.

Statistical inference: The process of using data obtained from a sample to make estimates and test hypotheses about the characteristics of a population.

Census: Collecting data for the entire population.

Sample survey: Collecting data for a sample.

Analytics

Analytics is the scientific process of transforming data into insight for making better decisions.

Techniques:

•       Descriptive analytics: This describes what has happened in the past.

•       Predictive analytics: Use models constructed from past data to predict the future or to assess the impact of one variable on another.

•       Prescriptive analytics: The set of analytical techniques that yield a best course of action.

Big data and Data Mining:

Big data: Large and complex data set.

Three V’s of Big data:

•  Volume : Amount of available data
•  Velocity: Speed at which data is collected and processed
• Variety: Different data types

Data warehousing

Data warehousing is the process of capturing, storing, and maintaining the data.

•       Organizations obtain large amounts of data on a daily basis by means of magnetic card readers, bar code scanners, point of sale terminals, and touch screen monitors.

•       Wal-Mart captures data on 20-30 million transactions per day.

•       Visa processes 6,800 payment transactions per second.

Data Mining

•       Methods for developing useful decision-making information from large databases.

•       Using a combination of procedures from statistics, mathematics, and computer science, analysts “mine the data” to convert it into useful information.

•       The most effective data mining systems use automated procedures to discover relationships in the data and predict future outcomes prompted by general and even vague queries by the user.

Data Mining Applications

• The major applications of data mining have been made by companies with a strong consumer focus such as retail, financial, and communication firms.
• Data mining is used to identify related products that customers who have already purchased a specific product are also likely to purchase (and then pop-ups are used to draw attention to those related products).
• Data mining is also used to identify customers who should receive special discount offers based on their past purchasing volumes

Data Mining Requirements

•       Statistical methodology such as multiple regression, logistic regression, and correlation are heavily used.

•       Also needed are computer science technologies involving artificial intelligence and machine learning.

•       A significant investment in time and money is required as well.

Data Mining Model Reliability

•       Finding a statistical model that works well for a particular sample of data does not necessarily mean that it can be reliably applied to other data.

•       With the enormous amount of data available, the data set can be partitioned into a training set (for model development) and a test set (for validating the model).

•       There is, however, a danger of overfitting the model to the point that misleading associations and conclusions appear to exist.

•       Careful interpretation of results and extensive testing is important.

Ethical Guidelines for Statistical Practice

•       In a statistical study, unethical behavior can take a variety of forms including:

•       Improper sampling

•       Inappropriate analysis of the data

•       Development of misleading graphs

•       Use of inappropriate summary statistics

•       Biased interpretation of the statistical results

•       One should strive to be fair, thorough, objective, and neutral as you collect, analyze, and present data.

•       As a consumer of statistics, one should also be aware of the possibility of unethical behavior by others.

Ethical Guidelines for Statistical Practice

•       The American Statistical Association developed the report “Ethical Guidelines for Statistical Practice”.

•       It contains 67 guidelines organized into 8 topic areas:

•       Professionalism

•       Responsibilities to Funders, Clients, Employers

•       Responsibilities in Publications and Testimony

•       Responsibilities to Research Subjects

•       Responsibilities to Research Team Colleagues

•       Responsibilities to Other Statisticians/Practitioners

•       Responsibilities Regarding Allegations of Misconduct

•       Responsibilities of Employers Including Organizations, Individuals, Attorneys, or Other Clients

Realization Process

Advising Process

Society Of Worldwide Interbank Finance Telecommunication

S.W.I.F.T. CUSTOMER TRANSFER AND CHECKS FILE. Message Type (MT.1xx.)

MT 101 : Request for transfer
MT 102 : Mass Payments Message
MT 102+ : Mass Payments Message
MT 103 : Single Customer Credit Transfer
MT 103+ : Single Customer Credit Transfer
MT 104 : Customer Direct Debit
MT 105 : Edifact Envelope
MT 106 : Edifact Envelope
MT 107 : General Direct Debit Message
MT 110 : Advice of Cheque
MT 111 : Request for Stop Payment of a Cheque
MT 112 : Status of a Request for Stop Payment of a Cheque
MT 121 : Multiple Interbank Funds Transfer (EDIFACT FINPAY Message)
MT 190 : Advice of Charges, Interest, and Other Adjustments
MT 191 : Request for Payment of Charges, Interest, and Other Expenses
MT 192 : Request for Cancellation
MT 195 : Queries
MT 196 : Answers
MT 198 : Proprietary Message
MT 199 : Free Format Message

S.W.I.F.T. FINANCIAL INSTITUSI TRANSFER FILE. Message Type (MT.2..)

MT200 : Financial Institution Transfer for Its Own Account
MT201 : Multiple Financial Institution Transfer for Its Own Account
MT202 : General Financial Institution Transfer
MT203 : Multiple General Financial Institution Transfer
MT204 : Financial Markets Direct Debit Message
MT205 : Financial Institution Transfer Execution
MT206 : Cheque Truncation Message
MT207 : Request for Financial Institution Transfer
MT210 : Notice to Receive
MT256 : Advice of Non-Payment of Cheques
MT290 : Advice of Charges, Interest, and Other Adjustments
MT291 : Request for Payment of Charges, Interest, and Other Expenses
MT292 : Request for Cancellation
MT295 : Queries
MT296 : Answers
MT298 : Proprietary Message
MT299 : Free Format Message

S.W.I.F.T. TREASURY, FOREX FILE. Message Type (MT.3..)

MT300 : Foreign Exchange Confirmation
MT303 : Forex/Currency Option Allocation Instruction
MT304 : Advice/Instruction of a Third Party Deal
MT305 : Foreign Currency Option Confirmation
MT306 : Foreign Currency Option Confirmation
MT307 : Advice/Instruction of a Third Party FX Deal
MT308 : Instruction for Gross/Net Settlement of Third Party FX Deals
MT320 : Fixed Loan/Deposit Confirmation
MT321 : Instruction to Settle a Third Party Loan/Deposit
MT330 : Call/Notice Loan/Deposit Confirmation
MT340 : Forward Rate Agreement Confirmation
MT341 : Forward Rate Agreement Settlement Confirmation
MT350 : Advice of Loan/Deposit Interest Payment
MT360 : Single Currency Interest Rate Derivative Confirmation
MT361 : Cross Currency Interest Rate Swap Confirmation
MT362 : Interest Rate Reset/Advice of Payment
MT364 : Single Currency Interest Rate Derivative Termination/ Recouponing Confirmation
MT365 : Cross Currency Interest Rate Swap Termination/Recouponing Confirmation
MT380 : Foreign Exchange Order
MT381 : Foreign Exchange Order Confirmation
MT390 : Advice of Charges, Interest, and Other Adjustments
MT391 : Request for Payment of Charges, Interest, and Other Expenses
MT392 : Request for Cancellation
MT395 : Queries
MT396 : Answers
MT398 : Proprietary Message
MT399 : Free Format Message

S.W.I.F.T. COLLECTION AND CASH LETTER FILE. Message Type (MT.4..)

MT400 : Advice of Payment
MT405 : Clean Collection
MT410 : Acknowledgement
MT412 : Advice of Acceptance
MT416 : Advice of Non-Payment/Non-Acceptance
MT420 : Tracer
MT422 : Advice of Fate and Request for Instructions
MT430 : Amendment of Instructions
MT450 : Cash Letter Credit Advice
MT455 : Cash Letter Credit Adjustment Advice
MT456 : Advice of Dishonour
MT490 : Advice of Charges, Interest, and Other Adjustments
MT491 : Request for Payment of Charges, Interest, and Other Expenses
MT492 : Request for Cancellation
MT495 : Queries
MT496 : Answers
MT498 : Proprietary Message
MT499 : Free Format Message

S.W.I.F.T. SECURITIES MARKET FILE. Message Type (MT.5..)

MT500 : Instruction to Register
MT501 : Confirmation of Registration or Modification
MT502 : Order to Buy or Sell
MT503 : Collateral Claim
MT504 : Collateral Proposa
MT505 : Collateral Substitution
MT506 : Collateral and Exposure Statemen
MT507 : Collateral Status and Processing Advice
MT508 : Intra-Position Advice
MT509 : Trade Status Message
MT510 : Registration Status and Processing Advice
MT513 : Client Advice of Execution
MT514 : Trade Allocation Instruction
MT515 : Client Confirmation of Purchase or Sale
MT516 : Securities Loan Confirmation
MT517 : Trade Confirmation Affirmation
MT518 : Market-Side Securities Trade Confirmation
MT519 : Modification of Client Details
MT524 : Intra-Position Instruction
MT526 : General Securities Lending/Borrowing Message
MT527 : Triparty Collateral Instruction
MT528 : ETC Client-Side Settlement Instruction
MT529 : ETC Market-Side Settlement Instruction
MT530 : Transaction Processing Command
MT535 : Statement of Holdings
MT536 : Statement of Transactions
MT537 : Statement of Pending Transactions
MT538 : Statement of Intra-Position Advices
MT540 : Receive Free
MT541 : Receive Against Payment
MT542 : Deliver Free
MT543 : Deliver Against Payment
MT544 : Receive Free Confirmation
MT545 : Receive Against Payment Confirmation
MT546 : Deliver Free Confirmation
MT547 : Deliver Against Payment Confirmation
MT548 : Settlement Status and Processing Advice
MT549 : Request for Statement/Status Advice
MT558 : Triparty Collateral Status and Processing Advice
MT559 : Paying Agent’s Claim
MT564 : Corporate Action Notification
MT565 : Corporate Action Instruction
MT566 : Corporate Action Confirmation
MT567 : Corporate Action Status and Processing Advice
MT568 : Corporate Action Narrative
MT569 : Triparty Collateral and Exposure Statement
MT574l : Triparty Collateral and Exposure Statement
MT574w : Triparty Collateral and Exposure Statement
MT575 : Statement of Combined Activity
MT576 : Statement of Open Orders
MT577 : Statement of Numbers
MT578 : Settlement Allegement
MT579 : Certificate Numbers
MT581 : Collateral Adjustment Message
MT582 : Reimbursement Claim or Advice
MT584 : Statement of ETC Pending Trades
MT586 : Statement of Settlement Allegements
MT587 : Depositary Receipt Instruction
MT588 : Depositary Receipt Confirmation
MT589 : Depositary Receipt Status and Processing Advice
MT590 : Advice of Charges, Interest, and Other Adjustments
MT591 : Request for Payment of Charges, Interest, and Other Expenses
MT592 : Request for Cancellation
MT595 : Queries
MT596 : Answers
MT598 : Proprietary Message
MT599 : Free Format Message

S.W.I.F.T. PRESIOUS METALS AND SINDICATES FILE. Message Type (MT.6..)

MT600 : Precious Metal Trade Confirmation
MT601 : Precious Metal Option Confirmation
MT604 : Precious Metal Transfer/Delivery Order
MT605 : Precious Metal Notice to Receive
MT606 : Precious Metal Debit Advice
MT607 : Precious Metal Credit Advice
MT608 : Statement of a Metal Account
MT609 : Statement of Metal Contracts
MT643 : Notice of Drawdown/Renewal
MT644 : Advice of Rate and Amount Fixing
MT645 : Notice of Fee Due
MT646 : Payment of Principal and/or of Interest
MT649 : General Syndicated Facility Message
MT690 : Advice of Charges, Interest, and Other Adjustments
MT691 : Request for Payment of Charges, Interest, and Other Expenses
MT692 : Request for Cancellation
MT695 : Queries
MT696 : Answers
MT698 : Proprietary Message
MT699 : Free Format Message


S.W.I.F.T. DOCUMENTARY CREDIT AND GUARANTEE FILE. Message Type (MT.7..)

MT700 : Issue of a Documentary Credit
MT701 : Issue of a Documentary Credit
MT705 : Pre-Advice of a Documentary Credit
MT707 : Amendment to a Documentary Credit
MT710 : Advice of a Third Bank’s Documentary Credit
MT711 : Advice of a Third Bank’s Documentary Credit
MT720 : Transfer of a Documentary Credit
MT721 : Transfer of a Documentary Credit
MT730 : Acknowledgement
MT732 : Advice of Discharge
MT734 : Advice of Refusal
MT740 : Authorisation to Reimburse
MT742 : Reimbursement Claim
MT747 : Amendment to an Authorisation to Reimburse
MT750 : Advice of Discrepancy
MT752 : Authorisation to Pay, Accept or Negotiate
MT754 : Advice of Payment/Acceptance/Negotiation
MT756 : Advice of Reimbursement or Payment
MT760 : Guarantee
MT767 : Guarantee Amendment
MT768 : Acknowledgement of a Guarantee Message
MT769 : Advice of Reduction or Release
MT790 : Advice of Charges, Interest, and Other Adjustments
MT791 : Request for Payment of Charges, Interest, and Other Expenses
MT792 : Request for Cancellation
MT795 : Queries
MT796 : Answers
MT798 : Proprietary Message
MT799 : Free Format Message

S.W.I.F.T. TRAVELLERS CHEQUES FILE. Message Type (MT.8..)

MT800 : Sales and Settlement Advice (Single)
MT801 : Multiple Sales Advice
MT802 : Settlement Advice
MT810 : Refund Request
MT812 : Refund Authorisation
MT813 : Refund Confirmation
MT820 : Request for T/C Stock
MT821 : Inventory Addition
MT822 : Trust Receipt Acknowledgement
MT823 : Inventory Transfer
MT824 : Inventory Destruction/Cancellation Notice
MT890 : Advice of Charges, Interest, and Other Adjustments
MT891 : Request for Payment of Charges, Interest, and Other Expenses
MT892 : Request for Cancellation
MT895 : Queries
MT896 : Answers

S.W.I.F.T. CASH MANAGEMENT OUR STATUS FILE. Message Type (MT.9..)

MT900 : Confirmation of Debit
MT910 : Confirmation of Credit
MT920 : Request Message
MT935 : Rate Change Advice
MT940 : Customer Statement Message
MT941 : Balance Report
MT942 : Interim Transaction Report
MT950 : Statement Message
MT960 : Request for Service Initiation Message
MT961 : Initiation Response Message
MT962 : Key Service Message
MT963 : Key Acknowledgement Message
MT964 : Error Message
MT965 : Error in Key Service Message
MT966 : Discontinue Service Message
MT967 : Discontinuation Acknowledgement Message
MT970 : Netting Statement
MT971 : Netting Balance Report
MT972 : Netting Interim Statement
MT973 : Netting Request Message
MT985 : Status Enquir
MT986 : Status Report
MT990 : Advice of Charges, Interest, and Other Adjustments
MT991 : Request for Payment of Charges, Interest, and Other Expenses
MT992 : Request for Cancellation
MT995 : Queries
MT996 : Answers
MT998 : Proprietary Message
MT999 : Free Format Message