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All Journal Gadjah Mada International Journal of Business Jurnal Pendidikan Ekonomi & Bisnis Syntax Literate: Jurnal Ilmiah Indonesia Al Qalam: Jurnal Ilmiah Keagamaan dan Kemasyarakatan JURNAL AKUNTANSI KEUANGAN DAN MANAJEMEN Dinasti International Journal of Economics, Finance & Accounting (DIJEFA) Indonesian Capital Market Review IIJSE Jurnal Keamanan Nasional
Ruslan Prijadi
Faculty Of Economics And Business, Universitas Indonesia
Religion Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Law, Crime, Criminology & Criminal Justice Mathematics Social Sciences Other

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Journal : Dinasti International Journal of Economics, Finance

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Analysis Of Operational Risk Using Loss Distribution Approach : A Study Of Epc Business Tiara, Lydia; Prijadi, Ruslan
Dinasti International Journal of Economics, Finance & Accounting Vol. 5 No. 5 (2024): Dinasti International Journal of Economics, Finance & Accounting (November - De
Publisher : Dinasti Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.38035/dijefa.v5i5.3110

Abstract

This abstract describes a comprehensive analysis of operational risks in engineering, procurement, and construction (EPC) business by using calculation of loss distribution approach methods. This research involves an examination of historical operational losses data spanning from January 2019 to December 2022 to calculate the Operational Value at Risk at different percentiles. The OpVar, a key metric in this study, is determined to be Rp17,68Billion at a 95% percentile and Rp41,4Billion at a 99% percentile. These figures represent the estimated financial loss that EPC company may face due to operational risk with a higher percentile may indicate more precise. These results were declared valid through backtesting. From these points, the research emphasizes that the signifance of understanding and learning from historical data, will enable EPC companies to understand potential risks and manage risks through risk mitigation strategies in the complexity of EPC business environment.
Co-Authors Allo, Elisabeth Brilliant Fani, Asad Arsya Chatib, Chotib Dr. Andi M. Alfian Parewangi Gilang Ramadhan Herlitah Herlitah, Herlitah Hernawati, Cindy Hestiawan, Leviana Jelita, Sheila Frizqia Loeis, Haris Pratama Nur Fatwa, Nur Nurdin Sobari Nurul Huda Purwanto, Agus Sulih Rambat Lupiyoadi Rusyda, Rania Taufiqurrochman Taufiqurrochman Tiara, Lydia Yuyun Istavirti