Basel II Accord implicitely demands the usage of the recent statistical approaches to enrich the risk measurement in financial analysis. A widely known aspect in risk analysis today is the Value at Risk. We showed that the conventional VaR measurement regarding to the usage of normality as a...

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...

This paper aims to examine briefly about financial technology (FinTech) in Indonesia. By using a qualitative-descriptive approach, it can be seen that FinTech development tends to increase in Indonesia, both in terms of institutional (number of companies) and in terms of the financing model. The...

As reaction from market inefficient specified about information distribution, all market participant trying to reduce the effect with various means, among other things by perceiving historical behavior of share price. One of result namely contrarian strategy by believing that loser portfolio...

Mortgages are used as credit services provided by banks to customers who want a special loan to meet the needs in the construction of houses or home renovations that must be in accordance with the procedures that have been specified as a condition of completeness of KPR. Data collection methods...

Indonesian Abstract: Penelitian ini bertujuan untuk untuk menganalisis pengaruh penerbitan sukuk negara sebagai pembiayaan defisit fiskal dan kondisi ekonomi makro terhadap perkembangan perbankan syariah di Indonesia Data-data yang digunakan merupakan data time series bulanan mulai bulan Januari...

Indonesian Abstract: Going concern merupakan salah satu konsep penting akuntansi tentang keadaan di mana perusahaan dapat tetap beroperasi dalam jangka waktu ke depan, dimana hal ini dipengaruhi oleh keadaan finansial dan non finansial. Kegagalan mempertahankan going concern dapat mengancam...

Indonesian Abstract: Penelitian ini menguji secara empiris model tiga faktornya Fama dan French dengan data Indonesia selama periode 2003-2006. Secara khusus, studi meneliti perilaku harga saham, terkait dengan ukuran (ekuitas pasar, ME) dan rasio book-to-market. Tujuan utama penelitian ini...