Pengukuran Risiko Operasional dengan Menggunakan Model Loss Distribution Approach -Aggregation Method

Abstract

Analysis large the potency to suffer a loses operational front inside by the company and the large value the must as by a company after do the simulation the use near Aggregation Metode. As regards data in the use are data failure the computer system at a company. For analysis data the do it with combination between frequency distribution failure and severitas distribution failure and can the certain in the probability the cumulative distribution operational such as ;

With doing simulation many 10.000 time and will yield total value failure operational the appereance sum from potency the operational failure ever simulation the can do. Totals the potency operational failure as will the sort from value large to the value small so the large failure risk operational are Rp.56,407.842.