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Adena Ramadhany
Evaluasi budaya sadar risiko pada Perusahaan Asuransi XYZ = The evaluation of risk awareness culture in Insurance Company XYZ
"Penelitian ini bertujuan untuk mengevaluasi budaya sadar risiko pada Perusahaan Asuransi berdasarkan The Institute of Management (IRM) Risk Culture Framework dengan menilai perspektif individu dan organisasi. Studi ini menekankan bahwa budaya kesadaran risiko yang kuat merupakan fondasi kematangan manajemen risiko. Penelitian ini merupakan penelitian deskriptif kualitatif. Sumber yang digunakan adalah data primer yang diperoleh langsung dari objek penelitian. Penelitian ini menggunakan metode survei dan wawancara. Statistik deskriptif dan analisis naratif digunakan untuk menganalisis data yang telah dikumpulkan. Berdasarkan analisis tingkat individu, personel PT XYZ mempunyai tingkat toleransi risiko sedang dan rendah. Mereka cenderung tidak nyaman mengambil risiko tanpa analisis dan perhitungan yang memadai serta memiliki karakter yang penuh persiapan. Personel juga mempertimbangkan ketiga etika yakni kepatuhan, kepedulian dan logika dalam pengambilan keputusan sehari-hari. Berdasarkan analisis tingkat organisasi, budaya organisasi PT XYZ masuk dalam kategori komunal yang memiliki dimensi solidaritas dan sosial tinggi. Orang-orang dalam kategori ini mempunyai ciri kerja tim yang baik di seluruh fungsi serta mempunyai fokus tujuan yang sama. Evaluasi terhadap delapan aspek budaya risiko berdasarkan IRM risk culture aspects model, terdapat empat aspek yang merupakan praktik unggul (risk leadership, accountability, risk resources, dan risk skill) dan tiga aspek praktik baik (reward, dealing with bad news dan informed risk decisions) serta satu aspek praktik lemah atau senjang (transparency).
The study aims to evaluate risk awareness culture in an Insurance Company based on The Institute of Management (IRM) Risk Culture Framework by assesing their individual and organizational perspective. This study emphasizes that a robust risk awareness culture is a foundation of risk mangement maturity. This study is a descriptive qualitative method. The data source is primary data obtained directly from the research object. This study employs a survey based and an interview based. Descriptive statistics and narrative analysis are used to analyze data by describing or illustrating the data that has been collected. Based on the individual level analysis, PT XYZ personnel have an average and low level of risk tolerance. They tend to be uncomfortable taking risks without adequate analysis and calculations and have a prepared character. Personnel within organization also have high conscience in ethic obedience, ethic of care and ethic of reason when carrying out decision day-to-day basis. Based on organizational level analysis, PT XYZ’s organizational culture described as Communal, which has high solidarity and social dimension. People in this category is characterized by good team work across function and goals focused. The evaluation of eight aspect of risk culture based on IRM risk culture aspects model, there are four aspects have excellent practices(risk leadership, accountability, risk resources, and risk skill) and three aspects have good practices (reward, dealing with bad news and informed risk decisions) and one aspects has fair practices (transparency)."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2024
T-pdf
UI - Tesis Membership  Universitas Indonesia Library
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Penelaahan terhadap hasil underwriting PT. asuransi kerugian X
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 1993
S18293
UI - Skripsi Membership  Universitas Indonesia Library
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Kausar Meloza
Evaluasi Budaya Risiko di Bank XYZ = Risk Culture Evaluation at Bank XYZ
"Merespon krisis keuangan 2007 hingga 2009 serta berbagai kasus kegagalan manajemen risiko yang menimpa institusi keuangan, regulator dan perusahaan semakin menyadari peran instrumental budaya risiko dalam mendorong efektivitas manajemen risiko di perusahaan. Dalam beberapa tahun terakhir Bank XYZ mengalami peningkatan kerugian signifikan akibat kejadian operasional berkaitan erat dengan aspek budaya risiko. Penelitian ini bertujuan untuk menilai seberapa kuat budaya risiko pada Bank XYZ menggunakan kerangka Sound Risk Culture Indicators FSB. Data diperoleh melalui kuesioner terhadap 44 responden, wawancara terhadap dua pimpinan, serta tinjauan dokumen. Hasil penelitian menunjukkan bahwa secara umum Bank XYZ telah memiliki indikator budaya risiko yang kuat dengan area perbaikan terdapat pada penetapan aspirasi budaya risiko pimpinan, penyediaan saluran pelaporan produk dan praktik, pemrosesan kejadian signifikan masa lalu secara sistematis sebagai pembelajaran, pelaksanaan penilaian sistematis aspek-aspek budaya risiko, dan penguatan peran dan wewenang fungsi pengendalian dalam keputusan bisnis.
Responding to the 2007 to 2009 financial crisis and various cases of risk management failure, affecting financial institutions, regulators and companies are increasingly aware of the instrumental role of risk culture in encouraging the effectiveness of risk management in financial companies. In recent years, Bank XYZ experienced a significant increase in losses due to operational events which closely related with risk culture aspects. This research uses the FSB’s Sound Risk Culture Indicators framework to assess strength of the risk culture at Bank XYZ. Data was obtained through questionnaires with 44 respondents, interviews with two leaders, as well as document review. The research results show that generally Bank has strong risk culture indicators with improvement areas regarding expression of leadership risk culture aspirations, provision of product and practice reporting channel, processing of significant past event as lesson learnt, risk culture aspects systematic assessment, and enhancement of control function roles and authority in making business decisions."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023
T-pdf
UI - Tesis Membership  Universitas Indonesia Library
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Rehulina Br Karo Sekali
Evaluasi atas Implementasi Budaya Risiko pada Perusahaan Finansial ABC = Evaluation of Implemented Risk Culture in Financial Company ABC
"Penelitian ini bertujuan untuk mengevaluasi implementasi budaya risiko perusahaan yang telah diterapkan oleh perusahaan dengan menilai dari perspektif individu dan perspektif organisasi. Pengumpulan data dilakukan dengan metode survei dan wawancara. Survei didistribusikan ke seluruh staf hingga tingkat manajemen menengah untuk memperoleh perspektif individu dan wawancara dilakukan kepada manajemen tingkat atas untuk mencari perspektif organisasi. Kerangka kerja Budaya Risiko IRM digunakan sebagai acuan untuk mengevaluasi bagaimana budaya risiko yang telah berjalan di dalam organisasi. Penelitian menemukan bahwa tipe karyawan perusahaan memiliki cenderung memiliki perspektif risiko jenis deliberate and composed, yang artinya memiliki toleransi risiko sedang hingga tinggi. Berdasarkan pengambilan keputusan etis, seluruh kelompok cenderung mengambil keputusan berdasarkan etika hati nurani yang mengutamakan empati, kepedulian, dan rasa hormat. Budaya organisasi yang ada di perusahaan berdasarkan apabila dilihat dari dimensi sosial dan solidaritas memiliki tingkat solidaritas dan sosial yang tinggi atau disebut dengan kategori komunal. Tipe organisasi komunal ditandai dengan distribusi risiko yang adil antar karyawan, kerja tim yang baik antar fungsi dan lokasi, serta hubungan yang erat antar individu. Evaluasi terhadap delapan aspek budaya risiko (IRM Aspect Model) dari perspektif sosial dan solidaritas, ditemukan bahwa terdapat empat aspek yang belum memenuhi kriteria IRM. Aspek-aspek tersebut adalah Risk Decision, Risk Resource, Responding To Bad News, dan Reward.
The aim of this research is to obtain on the company’s risk culture that has been implemented by the company by assessing their individual perspective and organizational perspective. Data were collected with method of survey and interview. The survey distributed to all staff at lower to middle management level of employee to seek individual perspective and the interview held to upper level of management to seek organization perspective. The IRM Risk Culture framework took place to evaluate how did the risk culture went within the organization. The research found out that employee’s type of the company has the types of risk perspective as deliberate and composed, which means it has a medium to high risk tolerance. Based on ethical decision-making, the entire group tends to make decisions based on conscience ethics that prioritize empathy, care, and respect. The existing organizational culture in the company based on the social and solidarity dimensions has a high level of solidarity and socialization or called as communal category. The Communal category is characterized by fair risk distribution among employees, good teamwork among functions and locations, and close relationships between individuals. The evaluation of the eight aspects of risk culture (IRM Aspect Model) from the social and solidarity perspective, there are four aspects that do not meet the expectations of the IRM. These aspects are Risk Decision, Risk Resource, Responding to Bad News, and Reward."
Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023
T-pdf
UI - Tesis Membership  Universitas Indonesia Library
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Melani Salmadini
Evaluasi perbandingan value at risk harga saham dengan menggunakan metode variance covariance dan historical simulation terhadap ketentuan faktor risiko saham dalam penentuan batas tingkat solvabilitas minimum perusahaan asuransi (studi kasus pada PT Asuransi Jiwa XYZ) = Comparison evaluation of value at risk using variance covariance methodology and historical simulation methodology toward the simulation of share risk factor in determining minimum solvability rate limit in insurance company (a case study in PT. XYZ Life Insurance)
"Penerapan Manajemen Risiko baik bagi institusi keuangan ataupun institusi lain dirasa semakin diperlukan. Bila pada perbankan pelaksanaanya sudah diatur secara detil dalam Basle Accord dan diawasi ketat oleh Bank Indonesia sebagai Bank Sentral Republik Indonesia. Maka bagi institusi keuangan lain seperti asuransi, hal ini belum diatur sedemikian detil. Namun untuk menjaga kesehatan suatu perusahaan asuransi. Pemerintah teiah menetapkan ketentuan ketentuan Solvabilitas Minimum (BTSM). Salah satu ketentuannya adalah menentukan pengenaan faktor risiko tertentu pada aset saham yang dimiliki.
Pada tesis ini Penulis mencoba untuk mengaplikasikan penerapan manajemen risiko dengan menghitung nilai Value at Risk (VaR) dengan menggunakan dua metode yaitu metode Variance Covariance dan metode Historical Simulation kemudian membandingkan dengan faktor risiko yang ditetapkan oleh Pemerintah dalam ketentuan BTSM tersebut. Hasilnya menemukan bahwa nilai VaR yang dihasi1kan dengan menggunakan metode historical simulation tidak valid dan Penulis menyarankan untuk menggunakan metode Variance Covariance sebagai metode dalam pengambilan keputusan investasi. Sedangkan BTSM dapat dilakukan untuk mengalokasikan modal.
Applying risk management to financial institution or any other institutions is increasingly necessary. While the implementation of risk management in banking had been arranged in detail by Basle Accord and strictly supervised by Bank of Indonesia as a central bank of Republic of Indonesia, not in other financial institution like insurance. For an insurance institution to be solvency, government has carried out the regulation by stipulating The Minimum Solvability Rate Limit. One of those stipulations is to put risk factor as a subject in the share asset possession.
In this thesis, the Writer try to applicate the implementation of risk management by calculating value at risk (VaR) using two method Variance Covariance and Historical Simulation then compare it to risk factor determined in The Minimum Solvability Rate Limit. As the result is value at risk (VaR) using historical simulation is not valid, while only the variance covariance method is. So the Writer recommended to use variance covariance method to be used in taking investment decision and use The Minimum Solvability Rate Limit for a capital allocation."
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2009
T31980
UI - Tesis Open  Universitas Indonesia Library
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Alya Annisa
Accountability of board of directors and shareholder in a liquidated insurance company: Case study of PT Asuransi Jiwa Adisarana Wanaartha = Pertanggungjawaban direksi dan pemegang saham pada perusahaan asuransi yang dilikuidasi: Studi kasus PT Asuransi Jiwa Adisarana Wanaartha
"Manajemen risiko merupakan aspek krusial dalam kehidupan, di mana asuransi menjadi sarana utama untuk mentransfer risiko. Likuidasi perusahaan asuransi, seperti PT Asuransi Jiwa Adisarana Wanaartha, memunculkan pertanyaan penting seputar pertanggungjawaban para pemimpinnya, yakni dewan direksi dan pemegang saham. Fokus penelitian ini adalah untuk menyelidiki bagaimana dewan direksi dan pemegang saham PT Asuransi Jiwa Adisarana Wanaartha dapat dimintai pertanggungjawaban atas likuidasi perusahaan tersebut. Tujuan utama penelitian ini adalah untuk menguji peran, proses pengambilan keputusan, dan kepatuhan terhadap standar hukum dan etika yang berlaku bagi dewan direksi dan pemegang saham dalam konteks likuidasi PT Asuransi Jiwa Adisarana Wanaartha. Dengan menerapkan metodologi penelitian doktrinal yang berlandaskan norma dan regulasi Indonesia, penelitian ini menggunakan analisis perbandingan teori hukum, dengan berfokus pada data sekunder. Temuan penelitian mengungkap tanggung jawab dewan direksi dan pemegang saham dalam kegagalan PT Asuransi Jiwa Adisarana Wanaartha memenuhi kewajiban pembayaran, yang berujung pada likuidasi perusahaan. Disertasi ini merekomendasikan peningkatan pengawasan regulasi dan penegakan hukum untuk memastikan kepatuhan terhadap regulasi keuangan dan prinsip Tata Kelola Perusahaan yang Baik. Langkah-langkah ini sangat penting untuk mengembangkan sektor asuransi yang tangguh dan bertanggung jawab secara etika, melindungi konsumen dari risiko gagal pembayaran dan praktek korporat yang tidak etis.
Risk management is a core aspect of human life, with insurance serving as a key method of transferring these risks. The liquidation of insurance companies, such as PT Asuransi Jiwa Adisarana Wanaartha, raises significant questions regarding the accountability of those at the helm – the board of directors and shareholders. The formulation of issues is an examination of how the board of directors and shareholder of PT Asuransi Jiwa Adisarana Wanaartha can be held accountable for the company's liquidation. The primary aim of this research is to examine the roles, decision-making processes, and adherence to legal and ethical standards of the board of directors and shareholders in the liquidation of PT Asuransi Jiwa Adisarana Wanaartha. Employing a doctrinal research methodology grounded in Indonesian norms and regulations, the study employs a comparative analysis of legal theories, primarily relying on secondary data. The findings reveal the responsibilities of directors and shareholders in the company's failure to meet payment obligations, leading to liquidation. The thesis recommends heightened regulatory oversight and enforcement to ensure compliance with financial regulations and Good Corporate Governance principles, fostering a resilient and ethically responsible insurance sector. Strengthening these measures is crucial for protecting consumers against payment defaults and corporate misconduct."
Depok: Fakultas Hukum Universitas Indonesia, 2024
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UI - Skripsi Membership  Universitas Indonesia Library
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Muhammad Fauzi
Sikap terhadap risiko sebagai moderator dari pengaruh ketidakpastian terhadap preferensi politik pada kandidat penantang versus petahana = Risk attitude as a moderator of the effect of uncertainty to political preference toward challenger versus incumbent
"[ ABSTRAK
Penelitian ini tentang pengaruh ketidakpastian dalam informasi kandidat
terhadap preferensi politik. Selain itu, penelitian ini juga ingin melihat pengaruh
sikap terhadap risiko sebagai moderator dari pengaruh ketidakpastian terhadap
preferensi politik. Penelitian ini melibatkan 83 Mahasiswa Diploma dan Strata-
1 yang ada di berbagai fakultas di Universitas Indonesia. Ketidakpastian dilihat
dari informasi kandidat, dengan kandidat petahana yang memiliki
ketidakpastian rendah, dan kandidat penantang dengan ketidakpastian tinggi.
Untuk mengukur sikap terhadap risiko digunakan alat ukur Domain Specific
Risk Attitude Scale (DOSPERT). Preferensi politik diukur melalui penilaian
positif terhadap masing-masing kandidat. Melalui teknik statistik Mixed-Anova,
hasil dari penelitian ini tidak menunjukkan adanya pengaruh ketidakpastian
dalam informasi kandidat terhadap preferensi politik seseorang untuk memilih
kandidat, dan tidak adanya pengaruh moderasi dari sikap terhadap risiko pada
pengaruh ketidakpastian terhadap preferensi politik
ABSTRACTThis research is about the effect of uncertainty in the candidates information on political preferences In addition this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences The study involved 83 students Diploma and Strata 1 in various faculties at the University of Indonesia Uncertainty seen from the information the candidates the incumbent candidates who have low uncertainties and challenger candidates with high uncertainties Domain Specific Risk Attitude Scale DOSPERT used to measure risk attitude Political preferences measured by a positive assessment of each candidate Through Mixed ANOVA statistical techniques the results of this study did not show any effect of This research is about the effect of uncertainty in the candidates information on political preferences. In addition, this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences. The study involved 83 students Diploma and Strata-1 in various faculties at the University of Indonesia. Uncertainty seen from the information the candidates, the incumbent candidates who have low uncertainties, and challenger candidates with high uncertainties. Domain Specific Risk Attitude Scale (DOSPERT) used to measure risk attitude. Political preferences measured by a positive assessment of each candidate. Through Mixed-ANOVA statistical techniques, the results of this study did not show any effect of uncertainty in the information candidates against one's political preference for choosing a candidate, and there is no moderating effect of risk attitude of the effect of uncertainty to political preferences.;This research is about the effect of uncertainty in the candidates information on political preferences In addition this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences The study involved 83 students Diploma and Strata 1 in various faculties at the University of Indonesia Uncertainty seen from the information the candidates the incumbent candidates who have low uncertainties and challenger candidates with high uncertainties Domain Specific Risk Attitude Scale DOSPERT used to measure risk attitude Political preferences measured by a positive assessment of each candidate Through Mixed ANOVA statistical techniques the results of this study did not show any effect of This research is about the effect of uncertainty in the candidates information on political preferences. In addition, this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences. The study involved 83 students Diploma and Strata-1 in various faculties at the University of Indonesia. Uncertainty seen from the information the candidates, the incumbent candidates who have low uncertainties, and challenger candidates with high uncertainties. Domain Specific Risk Attitude Scale (DOSPERT) used to measure risk attitude. Political preferences measured by a positive assessment of each candidate. Through Mixed-ANOVA statistical techniques, the results of this study did not show any effect of uncertainty in the information candidates against one's political preference for choosing a candidate, and there is no moderating effect of risk attitude of the effect of uncertainty to political preferences.;This research is about the effect of uncertainty in the candidates information on political preferences In addition this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences The study involved 83 students Diploma and Strata 1 in various faculties at the University of Indonesia Uncertainty seen from the information the candidates the incumbent candidates who have low uncertainties and challenger candidates with high uncertainties Domain Specific Risk Attitude Scale DOSPERT used to measure risk attitude Political preferences measured by a positive assessment of each candidate Through Mixed ANOVA statistical techniques the results of this study did not show any effect of This research is about the effect of uncertainty in the candidates information on political preferences. In addition, this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences. The study involved 83 students Diploma and Strata-1 in various faculties at the University of Indonesia. Uncertainty seen from the information the candidates, the incumbent candidates who have low uncertainties, and challenger candidates with high uncertainties. Domain Specific Risk Attitude Scale (DOSPERT) used to measure risk attitude. Political preferences measured by a positive assessment of each candidate. Through Mixed-ANOVA statistical techniques, the results of this study did not show any effect of uncertainty in the information candidates against one's political preference for choosing a candidate, and there is no moderating effect of risk attitude of the effect of uncertainty to political preferences., This research is about the effect of uncertainty in the candidates information on political preferences In addition this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences The study involved 83 students Diploma and Strata 1 in various faculties at the University of Indonesia Uncertainty seen from the information the candidates the incumbent candidates who have low uncertainties and challenger candidates with high uncertainties Domain Specific Risk Attitude Scale DOSPERT used to measure risk attitude Political preferences measured by a positive assessment of each candidate Through Mixed ANOVA statistical techniques the results of this study did not show any effect of This research is about the effect of uncertainty in the candidates information on political preferences. In addition, this study also wants to see the effect of risk attitude as the moderator of the effect of uncertainty political preferences. The study involved 83 students Diploma and Strata-1 in various faculties at the University of Indonesia. Uncertainty seen from the information the candidates, the incumbent candidates who have low uncertainties, and challenger candidates with high uncertainties. Domain Specific Risk Attitude Scale (DOSPERT) used to measure risk attitude. Political preferences measured by a positive assessment of each candidate. Through Mixed-ANOVA statistical techniques, the results of this study did not show any effect of uncertainty in the information candidates against one's political preference for choosing a candidate, and there is no moderating effect of risk attitude of the effect of uncertainty to political preferences.]"
Depok: Fakultas Psikologi Universitas Indonesia, 2015
S61928
UI - Skripsi Membership  Universitas Indonesia Library
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Dharma Rozali Azhar D.
Lembaga Penjaminan Polis Asuransi sebagai perlindungan hukum atas pemegang polis dalam kondisi gagal bayar Perusahaan Asuransi : mengacu pada Best Practice di Jepang dan Inggris = Insurance Policy Guarantee Corporation as legal protection on policyholders in state of Insurance Company Default : refer to Best Practice in Japan and UK
"Tesis ini membahas mengenai Lembaga Penjaminan Polis Asuransi sebagai perlindungan hukum atas pemegang polis dalam kondisi gagal bayar perusahaan asuransi (mengacu pada Best Practice di Jepang Dan Inggris). Penelitian ini menggunakan metode yuridis-normatif dimana data penelitian sebagian besar berasal dari studi kepustakaan. Hasil penelitian ini adalah 1) Lembaga Penjaminan polis Asuransi Jiwa di Jepang dan di Inggris dapat memberikan perlindungan hukum atas hak pemegang polis dalam kondisi gagal bayar perusahaan asuransi melalui lembaga masing-masing LIPPCJ dan FSCS. 2) Urgensi pembentukan Lembaga Penjaminan Polis Asuransi untuk memberikan kepastian hukum bilamana terjadi kondisi gagal bayar Perusahaan Asuransi. 3) Pembentukan Lembaga Penjaminan Polis di Indonesia sangat bermanfaat untuk melindungi Pemegang Polis dan akan meningkatkan kepercayaan masyarakat terhadap industri perasuransian. Penulis memberikan saran Lembaga Penjaminan Polis di Indonesia sebagai Lembaga Independen yang mempunyai mekanisme kelembagaan tersendiri dan mengikutsertakan produk asuransi yang memiliki risiko gagal bayar paling utama yaitu Asuransi Umum dan Asuransi Jiwa.
This thesis discusses the Insurance Policy Guarantee Corporation as legal protection for policyholders in state of Insurance Company Default (referring to Best Practice in Japan and UK). This research uses the juridical-normative method, where the research data mostly comes from literature studies. The results of this study are 1) Life Insurance Policy Guarantee Corporations in Japan and the UK can provide legal protection for the rights of policyholders in the state of insurance company default through their respective institutions, LIPPCJ and FSCS. 2) The urgency of establishing an Insurance Policy Guarantee Corporation to provide legal certainty in state of Insurance Company Failure to pay. 3) The establishment of a Insurance Policy Guarantee Corporation in Indonesia is very beneficial to protect policyholders. It will increase public confidence in the insurance industry. The author suggests that the Policy Guarantee Corporation in Indonesia is possible as an independent institution which has independent institutional mechanism and includes all insurance products that have main risk of default namely General Insurance and Life Insurance.
"
Depok: Fakultas Hukum Universitas Indonesia, 2022
T-pdf
UI - Tesis Membership  Universitas Indonesia Library
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Andhika Putra Pratama
Analisis dampak penerapan manajemen risiko terhadap prinsip good corporate governance pada perusahaan perasuransian: studi kasus: PT. XYZ = Analysis of the effects of risk management implementation on the good corporate governance principles in insurance company: case study PT. XYZ
"ABSTRAK
Skripsi ini membahas mengenai analisis dampak penerapan manajemen risiko terhadap prinsip Good Corporate Governance di perusahaan perasuransian yang dilakukan dengan studi kasus pada perusahaan PT. XYZ. Penelitian ini bertujuan untuk melihat penerapan manajemen risiko perusahaan dan kesesuaiannya dengan POJK No.1/POJK.05/2015 serta perbandingannya dengan sebelum adanya peraturan tersebut. Hasil dari penerapan manajemen risiko yang dilakukan oleh PT. XYZ dilihat kaitannya terhadap prinsip Good Corporate Governance untuk melihat bagaimana penerapan manajemen risiko yang efektif berimplikasi terhadap pelaksanaan Good Corporate Governance. Berdasarkan hasil penelitian, penerapan manajemen risiko yang dilakukan oleh PT. XYZ sebagai perusahaan perasuransian sudah melakukan penerapan manajemen risiko yang efektif dengan baik sesuai dengan ketentuan POJK No.1/POJK.05/2015 dengan adanya peningkatan sebesar 4,76 . Namun ada beberapa hal yang belum sesuai dan perlunya penyesuaian dari ketentuan prinsip penerapan manajemen risiko yaitu struktur organisasi dan sistem informasi manajemen risiko.
ABSTRACT
This Paper discusses about the analysis of the effect of risk management implementation on the Good Corporate Governance principles in insurance company, which in this case study is conducted at PT. XYZ. The purposes of this study are to observe the risk management implementation in the company and its compliance with POJK No.1 POJK.05 2015 and also its comparison before the regulation was released. Then, the effect of risk management implementation in PT. XYZ will be interpreted through the lens of Good Corporate Governance principles, in order to see the implication that an effective risk management implementation can have on the Good Corporate Governance principles. Based on author rsquo s results, risk management implementation in PT. XYZ as an insurance company has done well in its compliance to POJK No.1 POJK.05 2015 evidenced by the 4,76 increase of implementation. However, there are still incomplete in implementation and adjustment is also needed in order to improve the compliance to the POJK such as organizational structure and risk management information system."
2017
S67663
UI - Skripsi Membership  Universitas Indonesia Library
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Situmeang, L.Trinita
Pengelolaan risk capital atas AIM masa depan asuransi kerugian menggunakan extreme value theory (studi kasus pada PT XYZ) = managing risk capitalk of future losses for general insurance through extreme value theory (a case study at PT XYZ)
"Tesis ini berfokus pada permodelan dan perkiraan tail losses dari Asuransi hafta benda dengan menggunakan Generalized Pareto distribution (GPD), dirnana pennodelan untuk klaim - klaim besar dilakukan melalui pendekatan Peaks over Threshold untuk mendapatkan gambaran atas klaim - klaim di atas threshold. Pcncntuan threshold tlilakukan dengan melakulmn plot atas estimator Hill. Kolmogorv-Smirnov dan Loglikelihood Ratio goodness-ofljit test dilakukan untuk meneliti apakah dsitribusi dan model yang dipilih sudah oocok dan valid. Operational Value at Risk and Expected Shorwlll dihitung dan dibandingkan hasilnya dengan fomaulasi dari referensi. Risk Capital dihitung sebagai selisih antara expected loss untuk Setiap kejadian dalarn Setahun dan nilai klaim 99? quantile. Dampaknya pada struktur excess of loss reinsurance serta penggunaan rekomendasi kapasitas yang dapat dikelola sendiri dibahas sebagai bagian dari stratcgi yang dapat dilakukan perusahaan. Estimator Hill didapatkan dari kejadian klaim ekstrim dengan 5 < I mengindikasikan hipotesa distribusi GPD diterima. Dcngan threshold yang ditetapkan dengan metode PWM dihasilkan Operational Value at Risk dan Expected Shoryall dqneroleh pada 95"' dan 99"° quantile. Tes validitas model dengan Kupiec test dengan tingkat kepercayaan 95% dan 99% mengindikasikan metode EVT dengan Generalzked Pareto distribution (GPD) POT valid digunakan untuk permodelan klaim - klaim besar ehingga dapat diwnakan sebagai alat untuk menganalisa dan mengukur risk capital dad kerugian - kcrugian yang tcrjadi pada Asuransi hafta benda.
This paper focus on modeling and estimating tail parameters of property insurance loss severity by using extreme value theory with Generalized Pareto distribution (GPD), providing a model for large losses through Pealw over Threshold 's approach to derive a natural model _Hur the point process of large losses exceeding a high threshold The thresholds are determinded through mean excess plot and PHI! plot. Kolmogonf-Smirnov and Loglilcelihood Ratio goodness-ofjit test are conducted to assess how good the fit is. Operational Value at Risk and Expected Shormzll are also calculated and compare th results by using the _kzrmulation from rekrences. Risk Capital is calculated as the dwerence between the expected loss jar any one risk annually and 99" quantile of large loss. The impact on excess of loss reinsurance structure and the use of recommended retention are provided. Hill 's estimator is derived from extreme losses with C < l with hypothesis of GPD can be accepted. With defined threshold and shape parameter is derived through PWM method, Operational Value at Risk and Expected Shortfall are derived from 95"' and 99" quantile. Test on validity ofthe model with the Kupiec test on the confidence level of 95%, and 99% indicated that Generalized Pareto distribution (GPD) providing a valid model jar large losses through Peaks over Threshold 's approach as a tool to anabtze and measure risk capital of property insurance loss severity."
Depok: Universitas Indonesia, 2011
T33898
UI - Tesis Open  Universitas Indonesia Library
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