SILABUS

Manajemen Risiko (3 Sks)

Topik dan sub topik J O R S W
1 Certainty, Uncertainty, Risk; Pure & Speculative 1 1
Risk; Diversifiable & Non-Diversifiable Risk;
Risk & Uncertainty Adverse Selection, Hazard, Risk Premium
Organizational Risk Management (ORM) 1 1
Pendekatan Tradisional & Modern; SORM Model;
Tujuan Manajemen Risiko
2 Identifikasi Risiko Risk Assessment & ORM; Identifikasi 2 4
Sources of risk; Elements of risk; Firm-wide risk 2 4
3 Pengukuran, Loss Frequency & Severity; Direct & indirect cost 3 10
pengendalian, Klasifikasi probabilita; Klasifikasi loss severity; 3 11
pendanaan risiko Risk Control & Risk Financing
4 Exposures of Physical Asset : klasifikasi & loss 5
Exposures of Financial Asset : 3 jenis & risiko 6
financial assets (systematic & unsystematic)
5 Risk Analysis Exposures of human assets 7
Exposures to legal liability 8
6 Exposures to work-related injury : Theory of 9
workers’s compensation
Exposures to work-related injury : Benefits 9
(medical, disability income, death, rehabilitation)
7 Risiko Pasar Pendekatan menghitung market risk (MR) 1
Interpretasi dan aplikasi market risk 20
8 Risiko Likuiditas Unsur LR (Liquidity Risk); Mengukur LR 1
Faktor peningkat & Teknik pengendalian LR 14
9 Risiko Kredit Firm wide; Non bussines; Financial & Credit Risk 1
Unsur Credit Risk (MR & Credit Risk) 13
Default Risk; Unexpected Credit Loss
10 Risiko Operasional Pendekatan Operational Risk (OR) 1
Hubungan OR dengan MR dan Credit Risk 19
11 Country Political Unsur Political Risk; Kebijakan Negara yang 1
Risk berdampak pada political risk
Sumber political risk 20 15
12 Country Financial Resesi; Pertumbuhan ekonomi
Risk Financial Distress
13 Strategic Risk Manajemen strategi; Strategic Risk 12
Penyebab & pengendalian strategic risk 13
14 Review
Buku : Jorion, Phillipe. 2002. Value at Risk, Edisi Kedua, McGraw-Hill : Boston.
Olsson, Carl. 2002, Risk Management & Insurance. Edisi Kedelapan, McGraw-Hill : Boston.
Robock, Stefan H and Simonds Kenneth. 1983, International Business and
Multinational Enterprises. Edisi Ketiga, Irwin : Illinois.
Simon, Robert. 2000. Performance Measurement And Control System for
Implementing Strategy. Prentice-Hall : New jersey.
William,C Arthur, Michael L. Smith, Peter C. Young. 1998. Risk Management &
Insurance. Edisi Kedelapan. McGraw-Hill : Boston .
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