Judul: Analisis Risiko Operasional Menggunakan Pendekatan Distribusi Kerugian dengan Metode Agregat.
Abstrak: Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes or external problems. Insurance companies as financial institution that also faced at risk. Recording of operating losses in insurance companies, were not properly conducted so that the impact on the limited data for operational losses. In this work, the data of operational loss observed from the payment of the claim. In general, the number of insurance claims can be modelled using the Poisson distribution, where the expected value of the claims is similar with variance, while the negative binomial distribution, the expected value was bound to be less than the variance. Analysis tools are used in the measurement of the potential loss is the loss distribution approach with the aggregate method. In the aggregate method, loss data grouped in a frequency distribution and severity distribution. After doing 10.000 times simulation are resulted total loss of claim value, which is total from individual claim every simulation. Then from the result was set the value of potential loss (OpVar) at a certain level confidence.
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Judul: Kajian Beberapa Metode Pendugaan Nilai Resiko Operasional
Abstrak: Measurement of risk value caused by operational risk is an important procedure for doing a good operational risk management, because of that the measurement should done as precise as possible. The characteristic that differ from other type of risk made operational risk should handled carefully with several special methods, in result there are many alternative method proposed for the measurement. Simulation study done for four Value at Risk (VaR) estimation methods, there are kernel density estimator, transformation kernel density estimator with normal distribution (TKN), transformation kernel density estimator with modified Champernowne distribution (TKCM), and generalized pareto distribution (GPD). The result of simulation study identify that GPD gave the best result from all other methods in estimating VaR. Kernel density estimator and TKCM also gave good result although not as good as GPD. In other hand TKN gave the worst result, where the estimated value tend to underestimate on last quantiles. The application of GPD in actual data study showed that GPD can explain operational risk loss data distribution very well. The estimation of VaR(100q) resulted by GPD raise drastically as the quantil raise. Factor of Incapacity benefit have the highest financial impact of all factors, meanwhile Factor of Non-dependent deduction have the least. The result of back testing showed that GPD estimates VaR(100q) of all factors very well.
Keyword: pareto distribution, kernel transformation, operational risk, VaR

Judul: Sejarah Pembentukan Bangsa Sapi Madura Berdasarkan Gen Branched-Chain Α-Ketoacid Dehydrogenase E1α (Bckdha)
Abstrak: Sapi madura merupakan salah satu bangsa sapi lokal Indonesia yang berasal dari persilangan sapi zebu (Bos indicus) dan banteng (Bos javanicus). Branched-chain α-ketoacid dehydrogenase (BCKDH) adalah salah satu dari kompleks enzim utama yang ada di membran dalam mitokondria yang memetabolisme branched-chain amino acid (BCAA), yaitu valin, leusin, dan isoleusin. Penelitian ini bertujuan mempelajari diferensiasi peruntukan sapi madura berdasarkan gen BCKDHA. Penelitian ini dilakukan terhadap tiga peruntukan sapi madura, yaitu sapi karapan, sonok, dan pedaging. Analisis urutan gen BCKDHA dilakukan dengan teknik sekuensing DNA. Berdasarkan hasil pensejajaran urutan nukleotida menunjukkan panjang urutan sembilan ekson gen BCKDHA sapi madura yang diperoleh yaitu 1347 pb. Total 18 variasi ditemukan pada ruas ekson gen BCKDHA sapi madura. Selain variasi pada ruas ekson, terdapat 32 variasi yang ditemukan pada ruas intron berdasarkan tujuh pasang primer yang digunakan. Hasil pensejajaran urutan nukleotida gen BCKDHA pada sapi madura menunjukkan tidak ada variasi khusus yang ditemukan, baik pada ruas ekson maupun ruas intron, pada masing-masing peruntukan sapi madura. Diferensiasi yang ada tidak sampai mengarahkan pada pembentukan bangsa sapi baru. Hal ini menunjukkan tidak ada diferensiasi peruntukan sapi madura dari sisi tekanan seleksi terhadap gen BCKDHA.
Keyword: Gen BCKDHA, sapi Madura, variasi