Judul: Analisis Risiko Operasional Bank Xxx Dengan Menggunakan Teori Nilai Ekstrim
Abstrak: Bank dalam kegiatan usahanya selalu dihadapkan pada risiko-risiko yang berkaitan erat karena posisinya sebagai lembaga intermediasi keuangan. Salah satu risiko yang mengemuka saat ini adalah risiko operasional. Risiko operasional menjadi salah satu faktor tambahan yang harus diukur dan diperhitungkan dalam nilai minimum kecukupan modal (Capital Adequacy Ratio), selain risiko kredit dan pasar. Terdapat tiga pendekatan dalam menetapkan beban modal untuk risiko operasional yaitu Basic Indicator Approach, Standardized Approach, dan Advanced Measurement Approach. Sebaran data risiko operasional memiliki kecenderungan menjulur. Oleh karena itu, penelitian ini menggunakan metode Advanced Measurement Approach khususnya penggunaan teori nilai ekstrim untuk mengukur risiko operasional bank XXX. Metode identifikasi nilai ekstrim yang digunakan adalah metode melebihi nilai ambang (Peaks over Threshold, POT). Hasil menunjukkan bahwa besarnya dana yang harus dicadangkan bank XXX untuk menutupi kemungkinan terjadinya risiko operasional pada periode 2010 sebesar Rp 737.210.874,- pada tingkat kepercayaan 99,9%. Hasil prediksi menunjukkan bahwa model layak untuk dipergunakan sebagai alat ukur risiko operasional dengan tingkat kepercayaan 99,9%, untuk semua tipe kejadian risiko operasional.
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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: Synthesis of Apatite - Chitosan Composite Using Duck Eggshell and Chitosan with Temperature and pH Control
Abstrak: Composite of apatite-chitosan was prepared by using chitosan as polymer matrix. Calcium phosphate was prepared from CaO and (NH4)2HPO4, which the ratio Ca : P had to be 1.67. Chitosan is produced by deacetilase from biopolymer chitin. Duck eggshell (95% CaCO3) as starting material was converted to be calcium oxide (CaO) through calcinations with temperature 1000oC for 5 hours. In-situ and ex-situ methods were prepared from apatite and chitosan (dissolved with acetate acid 2%). Calcium phosphate prepared for bone implantation, but it is too fragile and brittle to be implant into the body. So addition of chitosan can decrease crystalinity and increase mechanic characteristic (tougher). Composite apatite-chitosan was resulted by fast precipitation. Fast precipitation was held in a breaker glass with nitrogen atmosphere, under controlled temperature at 37oC and pH 7, in order to increase amount of hydroxyapatite. Precipitation with CaO which was dropped by (NH4)2HPO4. Hydroxyapatite and chitosan were appearing at samples with in-situ and ex-situ methods which indicating by peak matching of XRD (closed lattice parameter, crystal size), overlapping at FTIR spectra and supporting by SEM picture (homogenous and agglomerated particle). However, it still needs further research to examine biocompatibility osteoconductive degree of sample by in-vivo and in-vitro test.
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