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Kerangka Kerja Ekonofisika dalam Basel II

Hokky Situngkir () and Yohanes Surya ()

MPRA Paper from University Library of Munich, Germany

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.

Keywords: risk management; econophysics; Basel II (search for similar items in EconPapers)
JEL-codes: C52 D81 E51 G23 G32 H55 (search for similar items in EconPapers)
Date: 2006-06-07
New Economics Papers: this item is included in nep-ban, nep-mac and nep-rmg
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