Judul: Determination of Value at Risk and Tail Value at Risk of Alpha Power Pareto Distribution
Abstrak: Risiko didefinisikan sebagai kemungkinan kerugian. Perlu dilakukan upaya untuk menghindari kerugian seperti penghitungan risiko. Pada pemodelan risiko terdapat dua ukuran risiko yaitu Value at Risk (VaR) dan Tail Value at Risk (TVaR). Pada penelitian ini, risiko dimodelkan dengan sebaran Pareto dan sebaran Alpha Power Pareto (APP). Pada dasarnya, sebaran APP merupakan sebaran baru dengan menambahkan sebuah parameter pada sebaran Pareto menggunakan metode Alpha Power Transformation. Data risiko yang digunakan dibangkitkan dari sebaran APP dengan metode transformasi invers. Parameter-parameter sebaran APP diduga menggunakan metode maximum likelihood yang dibantu dengan metode Newton-Raphson untuk mendapatkan nilai-nilai dugaannya. Dilakukan pendugaan nilai VaR dan TVaR untuk sebaran APP dengan simulasi dan secara analitik. Nilai dugaan VaR dan TVaR hasil simulasi mendekati hasil analitik., The risk is defined as the possibility of loss. Efforts need to avoid losses such as risk calculation. There are two risk measures on the risk modeling, namely the Value at Risk (VaR) and the Tail Value at Risk (TVaR). In this paper, risks are modeled with Pareto and Alpha Power Pareto (APP) distribution. Basically, the APP distribution is new distribution by adding a parameter to the Pareto distribution using the Alpha Power Transformation method. The risk data were generated from the APP distribution with the inverse transformation method. The parameters of APP distribution are estimated using the maximum likelihood method helped by the Newton-Raphson method to obtain the estimated values. The VaR and TVaR values for APP distribution were estimated by simulation and analytically. The estimated values of VaR and TVaR obtained using the simulation are close to those obtained analytically.
Keyword: Alpha Power Pareto distribution, maximum likelihood, Pareto distribution, Tail Value at Risk, Value at Risk

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: Budidaya lisianthus [Eustoma grandiflorum (Raf.) Shinn.] di Bali Rose, PT. Mid Duta International, Mayungan, Bali
Abstrak: Lisianthus termasuk salah satu jenis bunga potong yang cukup populer. Lisianthus memiliki penampilan bunga yang menarik, namun tanaman ini masih sedikit dibudidayakan di Indonesia. Hal ini menarik minat penulis untuk melaksanakan magang di Kebun Bali Rose. Magang mulai dilaksanakan pada tanggal 11 Februari 2009 hingga 27 Juni 2009 di Bali Rose, PT. Mid Duta International di Banjar Mayungan, Desa Antapan, Kecamatan Baturiti, Kabupaten Tabanan, Bali. Tujuan dari magang ini adalah mempelajari teknik budidaya tanaman Lisianthus yang dikembangkan di Bali Rose, serta meningkatkan pengetahuan dan keterampilan penulis dalam kegiatan budidaya serta manajemen kebun.
Keyword: