Found 5 results for your keywords: subject="value at risk (VAR)"

Risk of Indonesian Banks: An Application of Historical Expected Shortfall Method

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

Manajemen Risiko Portofolio Saham IDX BUMN20: Implementasi Model EWMA, GARCH dan Hybrid EWMA-GARC…

1
(Viverita (Pembimbing/Promotor)) (Buddi Wibowo (Penguji)) (Zuliani Dalimunthe (Penguji)) (Riza Putri Pratama)

Optimal Insurance Contract Design for Insurance Guarantee Scheme = Desain Kontrak Asuransi Optima…

1
(Rizky Nugrahani Hermanto) (Lenny Suardi (Penguji)) (Maria Ulpah (Penguji)) (Lukman Hanif Arbi (Pembimbing/Promotor))

Topics in structural VAR econometrics

1
(Amisano, Gianni) (Gianini, Carlo)

Penerapan dan pengujian validasi model value-at-risk dalam mengukur risiko pasar dari saham bank-…

1
(Ririen Setiati Riyanti (Pembimbing/Promotor)) (Melissa Hartono)