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ANALYSIS OF CREDIT RISK MEASUREMENT OF HOUSING LOAN USING INTERNAL MODEL CREDIT RISK+ IN BANK X

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Penulis	:	RIZKY ALFA BRAMANTO (NIM 19007008)
Kontributor / Dosen Pembimbing	:	Pembimbing: Ir. Achmad Herlanto Anggono, MBA.
Jenis Koleksi	:	Tugas Akhir
Tahun Terbit	:
Penerbit	:	Sekolah Bisnis dan Manajemen
Fakultas	:	Sekolah Bisnis dan Manajemen
Subjek	:
Kata Kunci	:	exposure at default, expected loss, unexpected loss, economic capital
Sumber	:
Staf Input/Edit	:	Vika Anastasya Kovariansi Vika Anastasya Kovariansi
File	:	7 file
Tanggal Input	:	23 Jul 2012

2010 TA PP RIZKY ALFA BRAMANTO 1-COVER.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

2010 TA PP RIZKY ALFA BRAMANTO 1-BAB 1.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

2010 TA PP RIZKY ALFA BRAMANTO 1-BAB 2.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

2010 TA PP RIZKY ALFA BRAMANTO 1-BAB 3.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

2010 TA PP RIZKY ALFA BRAMANTO 1-BAB 4.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

2010 TA PP RIZKY ALFA BRAMANTO 1-BAB 5.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

2010 TA PP RIZKY ALFA BRAMANTO 1-PUSTAKA.pdf

PUBLIC Open In Flip Book Vika Anastasya Kovariansi

The purpose of this research is to find out a method that is going to be used to calculate how high the risk of Housing Loan by using the method of internal model CreditRisk+. Aside from that, Bank X can also measure the expected loss and the unexpected loss, as well as the amount of economic capital that has to be provided by Bank X to cover the unexpected loss.