ANALISIS PERBANDINGAN PENGUKURAN RISIKO PASAR STANDARDIZED MODEL DAN INTERNAL MODEL PADA SURAT UTANG NEGARA PORTOFOLIO TRADING (STUDI KASUS BANK XYZ)
This thesis analyzes the market risk measurement at Bank XYZ for Government Securities portfolio. The method used is the Standardized Model and Internal Models, Value at Risk (VaR). The use of such models as the consideration for the banking industry in particular provision of capital charges set-of...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2011
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