PERHITUNGAN VALUE AT RISK PORTOFOLIO FIXED INCOME (STUDI KASUS PADA PT. XYZ)

Obligasi merupakan salah pilihan investasi yang cukup menarik saat ini, disebabkan karena memiliki tingkat return yang pasti yaitu pembayaran coupon rate dan principal nya. Meskipun memiliki sifat …

APLIKASI METODE CREDITRISK+ DALAM PENGUKURAN RISIKO KREDIT USAHA KECIL PADA B…

Tesis ini membahas perhitungan risiko atas kredit usaha kecil pada Bank X. Pemilihan pengukuran risiko kredit dengan menggunakan pendekatan creditrisk diperlukan sesuai dengan karakteristik kredit …

PENERAPAN KEY RISK INDICATOR PADA PERUMUSAN KEY PERFORMANCE INDICATOR DALAM R…

Tesis ini meneliti mengenai pengukuran keberhasilan kinerja manajemen risiko dengan menggunakan sistem manajemen kinerja Balanced Scorecard (BSC). Pengukuran dilakukan setelah dilakukan integrasi d…

FUTURES MARKETS

Edition

1st. ed.

Call Number

332.64 SIE f

CREDIT DERIVATIVES: RISK MANAGEMENT, TRADING AND INVESTING

The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing th…

STRUCTURED CREDIT PRODUCTS: PRICING, RATING, RISK MANAGEMENT AND BASEL II

Written by industry participants, regulators and academics active within the market, this title aids the reader in understanding developments in the pricing, rating and risk management of structure…

RISIKO KECURANGAN (FRAUD) OLEH PEMEGANG SAHAM PENGENDALI MELALUI MEKANISME PE…

Tesis ini membahas mengenai salah satu modus operandi kecurangan dalam pasar modal yang dilakukan pemegang saham pengendali suatu perusahaan terbuka, yakni modus operandi pengeluaran kas fiktif ata…

STRUCTURED FINANCE AND COLLATERALIZED DEBT OBLIGATIONS: NEW DEVELOPMENTS IN C…

An up-to-date look at the exploding CDO and structured credit products market In this fully updated Second Edition, financial expert Janet Tavakoli provides readers with a comprehensive look at the…

HIGH YIELD BONDS: MARKET STRUCTURE, VALUATION, AND PORTFOLIO STRATEGIES

High yield bonds are becoming increasingly popular among professional investors. They are attractive to pension funds and banks. This text deals with the various aspects of the high-yield market an…

FUTURES MARKETS: THEORY AND PRACTICE

Future Markets: Theory and Practice is the first of the two books written by the on Futures, Options and Swaps, and covers forward and futures contracts. The second book would cover options and swa…