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ABSTRAK ini membahas potensi kerugian atas portofolio saham yang dimiliki oleh PT Danareksa Sekuritas pada skenario stress testing. Tujuan dari penelitian ini
yakni untuk memberikan tambahan pemahaman untuk penelitian selanjutnya sehubungan dengan kecukupan modal dan praktik manajemen risiko di perusahaan sekuritas, memperkaya referensi dalam menyempurnakan peraturan, sebagai pertimbangan dalam melakukan evaluasi atas kecukupan modal sebagai bagian dari proses manajemen risiko. Dengan mengetahui hal ini, dapat membantu perusahaan sekuritas dan otoritas dalam menentukan batas minimal kecukupan modal yang diperlukan. Penelitian ini adalah penelitian kuantitatif dengan desain deskriptif. Data penelitian didapatkan dari perusahaan serta sumber
lainnya. Hasil penelitian menyarankan bahwa peraturan terkait MKBD yang berlaku saat ini telah mencakup potensi kerugian pada skenario stress testing,
namun pengungkapan lebih lanjut dan mendalam terkait praktik manajemen risiko diperlukan.
ABSTRACTThe focus of this study is the possible loss of the stocks portfolio held by PT Danareksa Sekuritas under stress testing scenario. The purpose of this study is
to add insight for deeper research about capital adequacy and risk management for securities company, to enrich references in perfecting the regulation requirements, to be the consideration in evaluating the capital adequacy as risk management process. Knowing this will allow the securities company and regulator in
determining the minimum requirement of capital needed. This research is quantitative descriptive analysis. The data were collected from the company and
other sources. The researcher suggests that current regulation regarding the minimum of the required MKBD has covered the potential losses under stress scenario, however further and deeper disclosure regarding risk management practice is necessary.;The focus of this study is the possible loss of the stocks portfolio held by PT Danareksa Sekuritas under stress testing scenario. The purpose of this study is
to add insight for deeper research about capital adequacy and risk management for securities company, to enrich references in perfecting the regulation requirements, to be the consideration in evaluating the capital adequacy as risk management process. Knowing this will allow the securities company and regulator in
determining the minimum requirement of capital needed. This research is quantitative descriptive analysis. The data were collected from the company and
other sources. The researcher suggests that current regulation regarding the minimum of the required MKBD has covered the potential losses under stress scenario, however further and deeper disclosure regarding risk management practice is necessary.;The focus of this study is the possible loss of the stocks portfolio held by PT Danareksa Sekuritas under stress testing scenario. The purpose of this study is
to add insight for deeper research about capital adequacy and risk management for securities company, to enrich references in perfecting the regulation requirements, to be the consideration in evaluating the capital adequacy as risk management process. Knowing this will allow the securities company and regulator in
determining the minimum requirement of capital needed. This research is quantitative descriptive analysis. The data were collected from the company and
other sources. The researcher suggests that current regulation regarding the minimum of the required MKBD has covered the potential losses under stress scenario, however further and deeper disclosure regarding risk management practice is necessary., The focus of this study is the possible loss of the stocks portfolio held by PT Danareksa Sekuritas under stress testing scenario. The purpose of this study is
to add insight for deeper research about capital adequacy and risk management for securities company, to enrich references in perfecting the regulation requirements, to be the consideration in evaluating the capital adequacy as risk management process. Knowing this will allow the securities company and regulator in
determining the minimum requirement of capital needed. This research is quantitative descriptive analysis. The data were collected from the company and
other sources. The researcher suggests that current regulation regarding the minimum of the required MKBD has covered the potential losses under stress scenario, however further and deeper disclosure regarding risk management practice is necessary.]
T-Clara Octavia Melinda.pdf :: Unduh