Analisis cadangan kerugian risiko operasional perusahaan pembiayaan kendaraan bermotor sebagai dampak dari penerapan manajemen risiko : studi kasus pada PT XYZ = Analysis on operational risk loss reserve of leasing company in the event of risk management implementation case study of PT XYZ
Asmadi Sutanto;
Sandra Chalik, supervisor; Dony Abdul Chalid, examiner
(Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014)
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[ABSTRAK PT Pembiayaan XYZ menghadapi potensi kerugian operasional tapi belummemiliki pengukuran risiko operasional. Disamping itu ada kewajiban dariHolding Company dan juga dari regulator untuk kedepannya untuk menjalankanmanajemen risiko. Penelitian ini mengukur risiko OpVaR dengan menggunakanmetode Extreme Value Theory dan metode Loss Distribution ApproachAggregation. Dari kedua metode ini menghasilkan perhitungan yang valid, namunpengukuran risiko operasional yang lebih realistis adalah metode LossDistribution Approach Aggregation Method. ABSTRACT PT. XYZ did not have any adequate operational risk management. HoldingCompany and the regulators required PT. XYZ to implement risk management forthe operational activities. The purpose of this research is to measure the OpVaRby using Extreme Value Theory and Loss Distribution Approach AggregationMethod. Both methods indicate the valid measurement but the result of LossDistribution Approach Aggregation Method shows more significant;PT. XYZ did not have any adequate operational risk management. HoldingCompany and the regulators required PT. XYZ to implement risk management forthe operational activities. The purpose of this research is to measure the OpVaRby using Extreme Value Theory and Loss Distribution Approach AggregationMethod. Both methods indicate the valid measurement but the result of LossDistribution Approach Aggregation Method shows more significant, PT. XYZ did not have any adequate operational risk management. HoldingCompany and the regulators required PT. XYZ to implement risk management forthe operational activities. The purpose of this research is to measure the OpVaRby using Extreme Value Theory and Loss Distribution Approach AggregationMethod. Both methods indicate the valid measurement but the result of LossDistribution Approach Aggregation Method shows more significant] |
T-Asmadi Sutanto.pdf :: Unduh
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No. Panggil : | T-Pdf |
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Subjek : | |
Penerbitan : | Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014 |
Program Studi : |
Bahasa : | ind |
Sumber Pengatalogan : | LibUI ind rda |
Tipe Konten : | text |
Tipe Media : | computer |
Tipe Carrier : | online resource |
Deskripsi Fisik : | xii,67 pages : illustration ; 28 cm + appendix |
Naskah Ringkas : | |
Lembaga Pemilik : | Universitas Indonesia |
Lokasi : | Perpustakaan UI |
No. Panggil | No. Barkod | Ketersediaan |
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T-Pdf | 15-17-491933736 | TERSEDIA |
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