https://wiki.unissula.ac.id/index.php?action=history&feed=atom&title=Nilai_pada_risiko Nilai pada risiko - Riwayat revisi 2026-09-16T00:19:32Z Riwayat revisi halaman ini di wiki MediaWiki 1.46.0 https://wiki.unissula.ac.id/index.php?title=Nilai_pada_risiko&diff=11481&oldid=prev Maintenance script: Presentation V4: sitasi, referensi, Math, Wikimedia Commons, dan atribusi 2026-08-25T18:03:00Z <p>Presentation V4: sitasi, referensi, Math, Wikimedia Commons, dan atribusi</p> <table style="background-color: #fff; color: #202122;" data-mw-interface=""> <col class="diff-marker" /> <col class="diff-content" /> <col class="diff-marker" /> <col class="diff-content" /> <tr class="diff-title" lang="id"> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">← Revisi sebelumnya</td> <td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Revisi per 25 Agustus 2026 18.03</td> </tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l4">Baris 4:</td> <td colspan="2" class="diff-lineno">Baris 4:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Bacaan lanjutan ==</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Bacaan lanjutan ==</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* Crouhy, M.; D. Galai, and R. Mark (2001). Risk Management. McGraw-Hill, 752 pages. ISBN 0-07-135731-9.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* Crouhy, M.; D. Galai, and R. Mark (2001). Risk Management. McGraw-Hill, 752 pages. ISBN 0-07-135731-9.</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* Dowd, Kevin, &#039;&#039;Measuring Market Risk, 2nd Edition&#039;&#039;, John Wiley &amp; Sons, 2005, 410 pages. ISBN 0-470-01303-6.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* Dowd, Kevin, &#039;&#039;Measuring Market Risk, 2nd Edition&#039;&#039;, John Wiley &amp; Sons, 2005, 410 pages. ISBN 0-470-01303-6.</div></td></tr> <tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l12">Baris 12:</td> <td colspan="2" class="diff-lineno">Baris 11:</td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* McNeil Alexander, Frey Rüdiger, Embrechts Paul. &quot;Quantitative Risk Management: Concepts Techniques and Tools&quot;, Princeton University Press, Princeton, 2005, 538 pages. ISBN 0-691-12255-5.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* McNeil Alexander, Frey Rüdiger, Embrechts Paul. &quot;Quantitative Risk Management: Concepts Techniques and Tools&quot;, Princeton University Press, Princeton, 2005, 538 pages. ISBN 0-691-12255-5.</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* Pearson, Neil D., &#039;&#039;Risk Budgeting&#039;&#039;, John Wiley &amp; Sons, 2002, 336 pages. ISBN 0-471-40556-6.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>* Pearson, Neil D., &#039;&#039;Risk Budgeting&#039;&#039;, John Wiley &amp; Sons, 2002, 336 pages. ISBN 0-471-40556-6.</div></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del style="font-weight: bold; text-decoration: none;"></del></div></td><td colspan="2" class="diff-side-added"></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Sumber dan atribusi ==</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>== Sumber dan atribusi ==</div></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr> <tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>Konten artikel ini diadaptasi dari [https://id.wikipedia.org/w/index.php?title=Nilai+pada+risiko&amp;oldid=28591623 Wikipedia bahasa Indonesia], revisi 28591623 (2025-11-21T17:31:33Z), yang tersedia berdasarkan lisensi Creative Commons Atribusi-BerbagiSerupa (CC BY-SA). Mohon gunakan konten ini secara bijak serta sesuai dengan ketentuan lisensi yang berlaku.</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>Konten artikel ini diadaptasi dari [https://id.wikipedia.org/w/index.php?title=Nilai+pada+risiko&amp;oldid=28591623 Wikipedia bahasa Indonesia], revisi 28591623 (2025-11-21T17:31:33Z), yang tersedia berdasarkan lisensi Creative Commons Atribusi-BerbagiSerupa (CC BY-SA). Mohon gunakan konten ini secara bijak serta sesuai dengan ketentuan lisensi yang berlaku.</div></td></tr> <tr><td colspan="2" class="diff-side-deleted"></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;"></ins></div></td></tr> <tr><td colspan="2" class="diff-side-deleted"></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">&lt;!-- WIKI_UNISSULA_PRESENTATION_V4 --&gt;</ins></div></td></tr> </table> Maintenance script https://wiki.unissula.ac.id/index.php?title=Nilai_pada_risiko&diff=11081&oldid=prev Maintenance script: Impor teks terkontrol dari Wikipedia bahasa Indonesia; revisi 28591623; atribusi sumber disertakan. 2026-08-25T17:32:08Z <p>Impor teks terkontrol dari Wikipedia bahasa Indonesia; revisi 28591623; atribusi sumber disertakan.</p> <p><b>Halaman baru</b></p><div>Dalam [[ekonomi]] dan [[keuangan]], &#039;&#039;&#039;nilai pada risiko&#039;&#039;&#039; adalah [[kerugian]] maksimum yang tak akan dilewati untuk suatu [[probabilitas]] yang didefinisikan sebagai [[tingkat kepercayaan]], selama suatu periode waktu tertentu. Nilai pada risiko biasanya digunakan oleh [[lembaga efek]] atau [[bank investasi]] untuk mengukur [[risiko pasar]] dari [[portofolio]] aktiva mereka, walaupun sebenarnya nilai pada risiko adalah suatu konsep yang bersifat umum yang dapat diterapkan untuk berbagai hal.<br /> <br /> Nilai pada risiko diterapkan secara luas dalam keuangan untuk [[manajemen risiko]] kuantitatif untuk berbagai jenis [[risiko]]. Nilai pada risiko tidak memberikan informasi mengenai besarnya kerugian jika dilampaui. Metode pengukuran risiko lain antara lain adalah [[volatilitas]]/[[simpangan baku]], semivarian, serta &#039;&#039;[[expected shortfall]]&#039;&#039;.<br /> <br /> == Bacaan lanjutan ==<br /> <br /> * Crouhy, M.; D. Galai, and R. Mark (2001). Risk Management. McGraw-Hill, 752 pages. ISBN 0-07-135731-9.<br /> * Dowd, Kevin, &#039;&#039;Measuring Market Risk, 2nd Edition&#039;&#039;, John Wiley &amp; Sons, 2005, 410 pages. ISBN 0-470-01303-6.<br /> * Glasserman, Paul, &#039;&#039;Monte Carlo Methods in Financial Engineering&#039;&#039;, Springer, 2004, 596 pages, ISBN 0-387-00451-3.<br /> * Holton, Glyn A., &#039;&#039;Value-at-Risk: Theory and Practice&#039;&#039;, Academic Press, 2003, 405 pages. ISBN 0-12-354010-0.<br /> * Jorion, Philippe, &#039;&#039;Value at Risk: The New Benchmark for Managing Financial Risk, 2nd ed.&#039;&#039;, McGraw-Hill Trade, 2001, 544 pages. ISBN 0-07-135502-2.<br /> * McNeil Alexander, Frey Rüdiger, Embrechts Paul. &quot;Quantitative Risk Management: Concepts Techniques and Tools&quot;, Princeton University Press, Princeton, 2005, 538 pages. ISBN 0-691-12255-5.<br /> * Pearson, Neil D., &#039;&#039;Risk Budgeting&#039;&#039;, John Wiley &amp; Sons, 2002, 336 pages. ISBN 0-471-40556-6.<br /> <br /> <br /> <br /> == Sumber dan atribusi ==<br /> <br /> Konten artikel ini diadaptasi dari [https://id.wikipedia.org/w/index.php?title=Nilai+pada+risiko&amp;oldid=28591623 Wikipedia bahasa Indonesia], revisi 28591623 (2025-11-21T17:31:33Z), yang tersedia berdasarkan lisensi Creative Commons Atribusi-BerbagiSerupa (CC BY-SA). Mohon gunakan konten ini secara bijak serta sesuai dengan ketentuan lisensi yang berlaku.</div> Maintenance script