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Found 153 results for your keywords: subject="Value at risk"
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Hal. Awal Sebelumnya 1 2 3 4 5 Berikutnya Hal. Akhir

Analisis risiko pasar portofolio investasi saham dengan metode value at risk : (Studi kasus pada …

1
(Muhammad Muslich (Pembimbing/Promotor)) (Nurharyanto)

Perbandingan value at risk dengan metode delta-normal dan metode historical simulation untuk meng…

1
(Roy HM. Sembel (Pembimbing/Promotor)) (Beni Syamsiar)

Analisis portfolio mata uang asing dengan metode value at risk periode 1 September 2006 - 31 Agus…

1
(M. Muslich (Pembimbing/Promotor)) (Tambunan, Marsillam)

Analisis stress testing var pada risiko pasar portofolio efek PT. DA

1
(M. Muslich (Pembimbing/Promotor)) (A. Pawitra Indriati)

Pengukuran resiko kredit menggunakan metode credit risk" dengan mmpertimbangkan variabel makro ek…

1
(M. Muslich (Pembimbing/Promotor)) (Ira Widayanti)

Analisis pengukuran risiko pembiayaan murabahah dengan menggunakan creditrisk : (studi kasus BNI …

1
(M. Muslich (Pembimbing/Promotor)) (Fatchur Rochman)

Loss distribution approach - aggregation model sebagai metode alternatif pengukuran risiko operas…

1
(Bambang Hermanto (Pembimbing/Promotor)) (Faktasia Anita)

Analisis pengukuran value-at-risk pada portofolio sukuk dan obligasi

1
(M. Muslich (Pembimbing/Promotor)) (Ahmad Fakih Ijtihadi)

Mengukur risoko sistemik dan keterkaitan financial perbankan di Indonesia

1
(Bambang Hermanto (Pembimbing/Promotor)) (Sri Ayomi)

Long memory dan implikasinya pada peramalan volatilitas & estimasi value-at risk return aset keua…

1
(Bambang Hermanto (Pembimbing/Promotor)) (Pradipta Manggala Anandaruhyadi)

Pengukuran operational value at risk dengan metode loss ditribution approach - actuarial model pa…

1
(Dewi Hanggraeni (Pembimbing/Promotor)) (Ade Triyono)

Ukuran risiko ala value at risk

1
(Idris, Tedy Fardiansyah)

Konflik keagenan dalam kebijakan penetapan nilai value at risk pada industri perbankan

1
(Mahadwartha, Putu Anom)

Mengukur risiko sistemik dan keterkaitan finansial perbankan di Indonesia

1
(Hermanto, Bambang) (Sri Ayomi)

Risk of Indonesian banks : an application of historical expected shortfall method

1
(Bunyamin) (Danila, Nevi) (Munfaqiroh, Siti)

Market capitalization significance in value-at-risk estimation : evidende from Indonesia

1
(Wijaya, Kelvin)

Fruiting from indonesia's oppotunities : The application of asymetric risk measures in predicting…

1
(Eko Rizkianto (Pembimbing/Promotor)) (Josephine Victoria Tanjung)

Market Capitalization significance in value-at-risk estimation : evidence from Indonesia

1
(Kelvin Wijaya) (Jaafri Ananto Husodo (Pembimbing/Promotor))

Analysis of contagion risk in Indonesian banking sector before, during, and after the global fina…

1
(Dony Abdul Chalid (Pembimbing/Promotor)) (Achlam Said Basalamah)

Estimasi risiko pasar dinamis dengan metode extreme value theory : analisa pada pasar saham Indon…

1
(Rizky Luxianto (Pembimbing/Promotor)) (Ruliff Demsy)
Hal. Awal Sebelumnya 1 2 3 4 5 Berikutnya Hal. Akhir
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