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: 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: Karakteristik Anatomi Skelet Kepala Buaya senyulong (Tomistoma schlegelii).
Abstrak: Buaya sepit atau senyulong (Tomistoma schlegelii) merupakan jenis buaya asli Indonesia yang berhabitat di sungai-sungai Sumatera, Kalimantan, dan juga pedalaman Sulawesi. Salah satu ciri khas buaya senyulong adalah bentuk moncong yang runcing dan sempit, namun hingga saat ini informasi mengenai struktur skelet kepala buaya senyulong sangat terbatas. Penelitian ini bertujuan untuk mempelajari karakteristik anatomi skelet kepala buaya senyulong yang dikatikan dengan fungsi dan perilakunya. Penelitian dilakukan secara eksploratif dengan melakukan pengamatan, pencatatan, dan pengambilan gambar dari skelet kepala buaya senyulong. Skelet kepala berukuran panjang 70 cm, lebar 29 cm, dan tingggi 17 cm dengan permukaan kasar pada os nasale, os frontale, os maxilla, os mandibula, os lacrimale, os jugale. Jumlah gigi pada buaya ini sebanyak 78 buah, terdiri dari 4 buah gigi premaxila, 16 buah gigi maxila, dan 19 buah gigi mandibula. Pada regio orbitalis ditemukan dua pasang fenestrae temporales yang berkembang baik. Fenestra supratemporale merupakan lubang oval yang membentang di sepanjang os parietale. Fenestra infratemporale berbentuk segitiga dan dibatasi oleh os squamosum, os postorbitale, os jugulare, dan os quadratum. Os mandibula hewan ini mempunyai symphysis mandibularis yang panjang yaitu garis yang melintang di corpus mandibulae. Secara fungsional ukuran symphysis mandibularis berkaitan dengan adaptasi hewan terhadap diet makan.
Keyword: kepala, moncong, Tomistoma schlegelii