Pengukuran Risiko Operasional dengan Pendekatan Bayesian Bootstrapping

Abstract

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. Research shows that 83% of respondent use operational risk Management (ORM) as a tool to improve their companys performance level. operational risk Management (ORM) develop three important phase started from risk identification, risk assessment and risk mitigation. Basel Committe on Banking Supervision (BCBS) is a committe of 13 countries established to promote consistent risk mitigation on bank. On of the Basel framework provide information of AMA (Advance Measurement Approach) that can be used as quantification tools for operation risk assessment. AMA method is needed as quantification more emphasize to operational loss analisys. The cost of operational risk loss potential with Bayesian Bootstrapping approach in level 95% for example is Rp. 177.406,32.