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

Perhitungan beban modal risiko nilai tukar dengan value at risk metode Monte Carlo Simulation = Calculation of capital charges foreign exchange rate risk with value at risk Monte Carlo simulation method

Pengukuran risiko asuransi dengan entropic Value-at-Risk (EVaR) = Insurance risk measurement using entropic Value-at-Risk (EVaR)

Perhitungan value at risk atas valuta asing (studi kasus pt . bank x)