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Abstract ABS-272

Application of the Principal Component Value at Risk Model in Measuring Interest Rate Risk in the Non-Bank Financial Industry in Indonesia. Siti Saadah(a), Yohanes Berchman Suhartoko(b), Stanislaus S. Uyanto(c) Corresponding Author: Siti Saadah

Question & Answer to the Presentation

Question from Ms. Maya Mardi Yanti 2022.12.23 09:17:45 Hello mrs saadah i have question,what are the benefits of this research ? Replies:

Question from Dr. Prasetyono Prasetyono 2022.12.21 14:52:47 1. In your opinion, can the risk assessment model be used for all types of IDX companies? 2. In your opinion, is there a possibility of different results between before and after the Covid 19 pandemic Replies:

Question from Ms. Nur Hidayah 2022.12.21 13:34:07 What was the most challenging thing/factors when doing this research? Replies: Reply from Dr. Siti Saadah 2022.12.21 14:44:21 There have not been many studies that have developed a model for measuring interest rate risk for financial institutions, especially in Indonesia, so there are not enough previous researches that can be referred to. On the other hand, this research is important because the interest rate risk is the major risk faced by financial institutions whose largest portfolio is fixed income securities. Risk measurement is essential for the determination of minimum capital reserve requirements and payout policies for non-bank financial institutions, especially insurance company.

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