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Manajemen Resiko 2

Manajemen Resiko 2. Ritzky Karina Brahmana SE., MA., MIRM. Resiko. Sebuah konsep yang mencatat segala kemungkinan potensial yang berdampak negatif terhadap aset atau beberapa nilai karakteristik yang muncul dari proses saat ini atau kejadian di masa mendatang. Pengukuran Resiko.

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Manajemen Resiko 2

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  1. ManajemenResiko 2 Ritzky Karina Brahmana SE., MA., MIRM

  2. Resiko • Sebuahkonsep yang mencatatsegalakemungkinanpotensial yang berdampaknegatifterhadapasetataubeberapanilaikarakteristik yang munculdariprosessaatiniataukejadiandimasamendatang.

  3. PengukuranResiko • Standard Deviasi • Varians • Value-at-Risk • Duration • Gamma • Beta • Theta Ekuitas Portfolio Bonds (Obligasi) Derivatif (terutamauntuk: Option)

  4. StrategiInvestasi (Penanaman Modal)

  5. Apakah ‘Derivatif’ itu? • Sekuritas yang memilikinilai – nilai yang bergantungpadaaset – asetdasarlainnya. Contoh: Nilaipadasaham ‘option’ bergantungpadanilaiunderlying stock.

  6. Macam – macam ‘Derivatif’: • Options • Futures • Forwards • Swaps

  7. Siapa yang ‘memainkan’ Derivatif? • Active Investor? • Passive Investor? • Naïve Investor? • Sophisticated Investor? • Buy-Hold Investor? • Short Term Investor? • Institution Investor? • Retail Investor?

  8. KegunaanDerivatif • Hedging • Spekulasi • Arbitrase (Arbitrage)

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