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

Pengukuran risiko nilai tukar dengan value at risk untuk meminimalisasi loss forex trading pada bank sumsel babel periode 2016/2017 = Measurement of exchange rate risk with value at risk to minimize forex trading losses in bank sumsel babel period 2016/2017

Kontrak Reasuransi Optimal Berdasarkan Kombinasi Linier Value-at-Risk (VaR) dan Tail Value-at-Risk (TVaR) untuk Risiko Reasuransi Terbatas = Optimal Reinsurance Contract Based on Linear Combination of Value-at-Risk (VaR) and Tail Value-at-Risk (TVaR) in The Presence of Reinsurance Loss Limit

Estimasi volatilitas dengan metode semiparametrik dalam menghitung value at risk = Volatility estimation with using semiparametric method in computing value at risk

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)