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Pengukuran Resiko ( Risk Measurement )

Pengukuran Resiko ( Risk Measurement ). Ritzky Karina Brahmana SE., MA., MIRM. Resiko  sebuah model tentang ketepatan probabilitas. Resiko = Dispersi ( statistically ). Dispersi ??. Pengukuran Dispersi : Standar Deviasi Interquartile Range (IQR). Standar Deviasi ??

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Pengukuran Resiko ( Risk Measurement )

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  1. PengukuranResiko(Risk Measurement) Ritzky Karina Brahmana SE., MA., MIRM

  2. Resiko sebuah model tentangketepatanprobabilitas. Resiko= Dispersi (statistically) Dispersi??

  3. PengukuranDispersi: StandarDeviasi Interquartile Range (IQR) StandarDeviasi?? Contoh: Rata-rata tinggibadanpriadewasadi Indonesia berkisar 170 cm, denganstandardeviasiberkisar 10 cm ??

  4. c. Range d. Mean Difference e. Median Absolute Deviation f. Average Absolute Deviation g. Covariance h. Dll.

  5. Keuangan Resiko  Volatility Keuangan ResikoKeuangan • ResikoKeuangan: • ResikoPasar • ResikoKredit • ResikoLikuiditas

  6. Jorion (2006)  ResikoOperasional ResikoOperasional?? ResikoOperasional : Resiko yang munculdarieksekusioperasiperusahaan.

  7. Resikooperasional contigency risk  enviroment issues • Kasus-kasuslainnya: • Shell  Suriname • Natwest (1997) • Lumpur Lapindo

  8. Kegagalan Supervisidalamperusahaan  ResikoOperasional. ResikoOperasional Keuangan  Z-score (Altman). ResikoPasar 4 standar??

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