Perhitungan value at risk dengan metode simulasi Monte Carlo pada portofolio FX Forward USD/IDR

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

Analisis perbandingan perhitungan beban modal risiko operasional dengan menggunakan metode extreme value theory dan metode monte carlo simulation study kasus PT Bank ABC = Comparative analysis of capital charge for operational risk capital by using the extreme value theory and Monte Carlo Simulation: case study on PT Bank ABC

Penerapan model carian-kovarian dalam estimasi value at risk pada portofolio FX Forward USD/IDR

Penerapan metoda simulasi historis dalam perhitungan value at risk pada portfolio FX forward usd/idr