Judul: Penggunaan Value-at-Risk untuk Mengukur Risiko dengan Menggunakan Simulasi Monte Carlo
Abstrak: Risk is defined as a danger, an harm, or the beginning of misfortune. Market risk is a risk caused by the behaviour of market when the company can not control the risks. Although the company can not control those risks, it can however manage the risks. Risk measurement is a part of managing risk and it can be done in a variety of ways by using the Value-at-Risk. The aims of this research objective is to measure risk by using Value-at-Risk with Monte Carlo simulation. Risk measurement was performed for single stocks and portfolio by generating random numbers which are used to estimate the value of Value-at-Risk. The result of this paper is that the stability of the value of Value-at-Risk depends on the value of the number of repetition performed in calculating the value of Value-at-Risk
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Judul: Building R package for measuring value at risk on market risk
Abstrak: Nowadays, many of financial software developed for measuring market risk, especially the Value at Risk (VaR) on Bank for international Settlement (Basel) II capital accord reporting. Yet, many of these softwares are commercial. In the mean time, R is statistical software that has General Public License and can be used by public. This research produces an application used in banking risk management which made paiticularly for measuring VaR in market risk. The application builds in R version 2.7.0 with GUI using teltk package. It consists of five tabs. The tabs are "Input Data", "Simulasi Monte Carlo", "Simulasi Historis", "Variance Covariance" and "Bantuan". It requires three inputs for measuring VaR, Tile risk faclor, exposure of assets, and scenario of portfolio. These three inputs then can produce single asset VaR and portfolio VaR. If the user chooses the variance covariance method the system will also return estimation of volatilit)'. It can also show the matrix plol, correlation matrix, time series plot and statistic descriptive of risk factor.
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Judul: Karakteristik Morfologi Lidah dan Esofagus Ayam Cemani (Gallus gallus domesticus)
Abstrak: Ayam cemani merupakan salah satu ayam lokal yang mempunyai karakteristik seluruh tubuhnya berwarna hitam. Informasi mengenai sistem pencernaan ayam cemani masih sangat terbatas. Penelitian ini bertujuan untuk mempelajari morfologi lidah dan esofagus secara makroskopis dan mikroskopis. Penelitian ini menggunakan tiga lidah dan esofagus dari ayam cemani betina berusia tiga bulan. Penelitian makroskopis meliputi pengamatan morfologi dan pengukuran sampel, sedangkan penelitian mikroskopis dilakukan untuk mengamati struktur umum serta identifikasi distribusi karbohidrat kelenjar. Lidah berwarna dominan hitam dan esofagus berwarna cokelat kehitaman dengan berat rata-rata sebesar 2,0 ± 0,0 g dan 7,0 ± 1,6 g. Lidah berbentuk segitiga yang meruncing ke arah rostral. Esofagus terdiri atas esofagus servikalis dan esofagus torakalis. Kelenjar lingualis ditemukan tipe mukus. Esofagus servikalis memiliki epitel mukosa lebih tebal dan kelenjar lebih banyak dibanding esofagus torakalis. Kelenjar esofagus tidak ditemukan pada tembolok. Pigmen melanin banyak ditemukan di lamina propria organ. Selain itu, pigmen melanin juga ditemukan di lapisan muskularis organ dan tunika adventisia. Jaringan limfatik ditemukan di kelenjar esofagus dan tonsil esofageal di peralihan esofagus torakalis dan proventrikulus. Hasil pewarnaan karbohidrat positif pada kelenjar lingualis dan kelenjar esofagus serta hasil negatif pada tembolok.
Keyword: cemani chicken, esophagus, melanin pigment, tongue