Pengukuran Risiko Operasional dengan Pendekatan Peak Over Threshold – Generalized Pareto Distribution

Abstract

Risk is the potential for danger the results or consequences that can occur in an ongoing process or event that will come. Risk management is risk management process that includes identification, evaluation and control of risks that could threaten the sustainability of business activities. Operational risk as one of the element of risk proved to be an essential element of daily operational job. Operational risk Management (ORM) develop three important phase started from risk identification, risk assessment and risk mitigation