Implementasi metode extreme value theory dalam pengukuran risiko operasional: studi kasus pada bank PT AAA

Perhitungan beban modal risiko nilai tukar dengan value at risk metode Monte Carlo Simulation = Calculation of capital charges foreign exchange rate risk with value at risk Monte Carlo simulation method

Perhitungan risiko operasional dengan metode LDA- aggregation (studi kasus pada PT ABC) = Calculation of operational risk by using LDA-aggregation method (case study ln PT ABC)

Pengukuran risiko operasional dengan Monte Carlo Simulation: studi kasus pada PT Bank ?X?

Analisis perbandingan pengukuran risiko operasional metode Loss Distribution Approach (LIDA) dengan Basic Indicator Approach (BIA) : studi kasus Bank X = Comparative analysis of operational risk loss distribution approach (LDA) versus Basic Indicator Approach (BIA): case study of Bank X