Munich Personal RePEc Archive

Kerangka Kerja Ekonofisika dalam Basel II

Situngkir, Hokky and Surya, Yohanes (2006): Kerangka Kerja Ekonofisika dalam Basel II. Published in:

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Abstract

The paper elaborates some analytical opportunities for econophysics in the implementation of Basel II documents for banking. We see this chances by reviewing some methodologies proposed by the econophysicists in the three important aspects of risk management: the market risk, credit risk, and operational risk.

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