Pengukuran value at risk nilai tukar dan kaitannya dengan limit eksposur trading (studi kasus pada PT Bank Sinarmas tbk) = Exchange rate value at risk measurement and trading exposure limit (case study in PT Bank Sinarmas tbk)

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

Perhitungan value at risk atas valuta asing (studi kasus pt . bank x)

Evaluasi perbandingan nilai value at risk dengan dan tanpa hedging menggunakan metode extreme value theory untuk risiko kerugian fluktuasi harga minyak mentah