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Pengukuran Risiko Operasional Bank Syariah Melalui Pendekatan Simulasi Loss Distribution Aggregate Method (Studi Kasus Risiko Kehilangan Uang Bank Syariah X)

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Operational risk is one of the types of risks that must be taken care of by a business institution. Mismanagement of Operational risk can cause a loss of business institution. Barings bank is a financial institution that went bankrupt due to mismanagement of operational risk. Islamic bank is also not free from the threat of operational risk, as well as other business institutions.
This paper examines the mechanism of calculating operational risk in Islamic Bank X using Loss Distribution Aggregate (LDA) approach. Data used in this paper is the data loss money in Islamic Bank X in the period January 2008 to December 2011. Value at Risk (VaR) at the 99,9% confidence level used to calculate unexpected loss. Research result mentioned Islamic Bank X must provide funds IDR 73.702.110.763,48 as a capital charge to cover possible losses arising from operational risk in the coming periode.

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Series Title

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Call Number

Ref 658.151 Abd p

Publisher

Bogor : STEI Tazkia., 2013

Collation

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Language

Indonesia

ISBN/ISSN

S.0913.042

Classification

658.151

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Edition

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Subject(s)

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Skripsi Jurnal

Statement of Responsibility

Rizal Razib Abdillah

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