with considering a ‘triangle of three major currency pairs’, there is a tiny difference between multiplication of exchange rate for the first two currency pairs and the third. to discover whether this little difference can lead to a neutral arbitrage or not, i took portfolios of 35 baskets of three major currency pairs(combinations of all 7 major currencies). there are eight approaches (differe...

Penelitian ini bertujuan untuk menganalisis pengaruh profil risiko kredit, target pertumbuhan kredit dan makro ekonomi (PDB, nilai tukar inflasi) terhadap probabilitas gagal bayar dalam menghasilkan ekspektasi kerugian sebagai diatur PSAK 71. dilakukan di PT Bank X selama pengamatan tahun 2016-2021 dengan analisis regresi linier berganda. Hasil penelitian menyatakan berpengaruh positif signifik...

This article reports a study that tests whether the internal consistency of the standard gamble can be improved upon by incorporating loss weighting and probability transformation parameters in the standard gamble valuation procedure. Five alternatives to the standard EU formulation are considered: (1) probability transformation within an EU framework; and, within a prospect theory framework, (...