MODEL OF BANK PORTFOLIO MANAGEMENT AND ITS IMPLICATION ON THE SOLVENCY OF CONVENTIONAL BANKS

February 3rd, 2018 by Novriana

This study is to construct a model of dynamic system to understand the nature of a bank so that it can be observed behavior in the future. In the implementation on real data from conventional banks in Indonesia, this model aims to capture the level of aggressiveness of the bank’s portfolio management and analyzing the effects on the dynamics of equity. This model is also used in the analysis of the terms of the solvency of a bank. Simulation models done by using parameters that represent banking in Indonesia.

Analysis of parameter sensitivity on the aggressiveness of banks shows that the banks will become more stable and secure in the long run if it has a different portfolio management responsing to the dynamics of equity and liquidity. Bank will be more stable and safe when the increase in third party funds in conjunction with the growth of the equity, and increase lending in conjunction with the growth of liquidity.

Catatan Kuliah Simulasi dan Komputasi Bag I

September 8th, 2014 by Novriana

Pengenalan Matlab – 1

Pengenalan Matlab – 2

Pengenalan Matlab – 3

TUGAS PRAKTIKUM I MA2151

Pengenalan Matlab – 4

Pengenalan Matlab – 5

Pengenalan Matlab – 6

TUGAS PRAKTIKUM 2 MA2151

Pengenalan Matlab – 7

Pengenalan Matlab – 8

Sumber : Lecture Notes by Danilo Š?epanovi?, IAP 2010, MIT Open Course

Metode Numerik Pra-S2

February 20th, 2014 by Novriana

1-Pendahuluan (PS2)

2. Mencari Akar (pra-S2)

3,Interpolasi dan Aproksimasi Fungsi

4.Persamaan-Beda-Turunan-dan-kestabilannya

5.Pengintegralan Numerik

6.Penyelesaian Persamaan diferensial biasa

 

 

Bahan Kuliah Pengenalan Matematika Keuangan 2013

January 28th, 2013 by Novriana

1-Pendahuluan

Bahan Kuliah Kalkulus IIA Kelas 17

January 28th, 2013 by Novriana

Berikut ini bahan kuliah kalkulus II A Kelas 17:

1-Teknik Pengintegralan

Nilai Kalkulus 1A K-29

November 22nd, 2012 by Novriana

Berikut ini nilai Akhir : 2012-MA1101-nilai-lengkap

 

Pengumuman untuk BE2025

May 9th, 2012 by Novriana

Hari Kamis, 9 Mei 2012 akan diadakan Ujian Akhir pada jam15.45 – 17.45.

Pembagian ruangannya sebagai berikut:

R 9131 : 11210001-11210020

R 9132: 11210021 – 11210040

Nilai sementara : Nilai-sementara

Nilai akhir adalah nilai rata-rata dari semua ujian dan PR. Selamat belajar.

Bahan Kuliah Kalkulus Rekayasa Hayati 2012

March 9th, 2012 by Novriana

1-Slide Fungsi Transenden

2-Slide Fungsi Balikan Trigonometri

3 – Slide Fungsi Hiperbola dan Balikannya

4- Slide Teknik Pengintegralan

5- Slide Integral trigonometri sd fungsi rasional

6- Slide Deret

Beberapa contoh penerapan dari deret: Applications of Series  ,  example of Geometric Series , Contoh deret Fibonaci

7 – Slide Limit&keterdiferensialan

8 – Maks Min dan Lagrange

9 – Integral Lipat

Nilai Sementara Matek I K04

October 27th, 2011 by Novriana

Nilai Matek I K04 dapat dilihat di Nilai Akhir

Selamat berlibur, sebelum bekerja keras kembali untuk semester yang akan datang

Materi Kuliah Matematika Teknik 2011

September 22nd, 2010 by Novriana

Silakan klik pada bagian di bawah ini:

1 & 2 – Matriks v2011

3 – Vektor dan Operasinya v2011

4- Ruang Vektor v2011

5-Ruang Hasil Kali Dalam v2011

6-Transformasi Linier v2011

7-nilai-dan-vektor-eigen

8-medan-skalar-dan-vektor

9-medan-vektor-dan-medan-gradien1

10-gradien-divergensi-dan-curl

11-integral-lipat-dua

11b-integral-lipat-tiga

12-integral-garis

12b-arti-fisis-dari-integral-garis

13 Medan-vektor-konservatif

14-teorema-green