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All Journal Managament Insight: Jurnal Ilmiah Manajemen Jurnal Akuntansi Multiparadigma ISOQUANT : Jurnal Ekonomi, Manajemen dan Akuntansi Quantitative Economics and Management Studies
Dewi Hanggraeni
Universitas Indonesia
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics

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DETERMINAN KINERJA USAHA MIKRO, KECIL, DAN MENENGAH Dewi Hanggraeni; Liyu Adhi Kasari Sulung; Uliyatun Nikmah; Andreina Fara Hapsari
Jurnal Akuntansi Multiparadigma Vol 8, No 3 (2017): Jurnal Akuntansi Multiparadigma
Publisher : Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (516.358 KB) | DOI: 10.18202/jamal.2017.12.7068

Abstract

Abstrak: Determinan Kinerja Usaha Mikro, Kecil, dan Menengah. Penelitian ini bertujuan untuk mengeksplorasi peran faktor internal dan eksternal terhadap kinerja 164 Usaha Mikro, Kecil, dan Menengah (UMKM) di daerah Depok dan Jakarta. Metode yang digunakan adalah uji korelasi dan diperdalam dengan uji regresi. Penelitian ini menunjukkan bahwa kinerja UMKM dipengaruhi oleh faktor internal yaitu manajemen operasional, pemasaran, dan teknis. Selain itu, situasi industri juga turut memengaruhi kinerja UMKM. Apabila faktor-faktor tersebut diperkuat, hal ini akan meningkatkan posisi UMKM di pasar. Pada sisi lain, faktor tersebut juga meningkatkan keberlangsungan usaha dalam jangka panjang. Abstract: Determinant of Micro, Small and Medium Business Performance. This study aims to explore the role of internal and external factors on the performance of 164 Micro, Small, and Medium Enterprises (MSMEs) in Depok and Jakarta. The method used is correlation test and deepened by regression test. This research shows that the performance of UMKM is influenced by internal factors, that is operational management, marketing, and technical. In addition, the industry situation also influences the performance of MSMEs. If these factors are strengthened, this will improve the position of MSMEs in the market. On the other hand, these factors also improve long-term business sustainability.
PENILAIAN VALUE AT RISK DENGAN PENDEKATAN EXTREME VALUE THEORYDAN GENERALIZED PARETO DISTRIBUTION STUDI KASUS BANK BUMN DI INDONESIA PADA PERIODE TAHUN 2008-2018 Yanur Akhmadi; Iqbal Mustofa; Hotmauly Media Rika; Dewi Hanggraeni
Management Insight: Jurnal Ilmiah Manajemen Vol 14, No 1 (2019): Managament Insight: Jurnal Ilmiah Manajemen
Publisher : Unib Press Universitas Bengkulu

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1110.353 KB) | DOI: 10.33369/insight.14.1.63-72

Abstract

Perkembangan sektor perbankan di Indonesia dalam 10 tahun mengalami pertumbuhan yang agresif, tetapi juga memperhatikan rasio modal berdasarkan risiko sesuai dengan ketentuan otoritas. Bank BUMN di Indonesia menguasasi ?45% dari total aset pada sektor perbankan, dan memiliki rasio penyediaan modal minimum yang lebih tinggi dari yang disyaratkan otoritas. Penelitian in imembahas perhitungan VaR dengan metode GEV dan GPD, serta membandingkannya dengan rasio penyediaan modal minimum bank. Hasil perhitungan dengan menggunakan metode GPD paling mendekati nilai rasio modal bank, selain itu kedua hasil perhitungan baik GEV dan GPD lebih tinggi saat dibandingkan dengan perhitungan VaR dengan metode lainnya ataupun ketentuan yang ditetapkan oleh otoritas.
Analisis Prediksi Risiko Kebangkrutan Berdasarkan Nilai Aset dan Liabilitas Menggunakan Metode Altman Z-Score: Studi Kasus Jiwasraya (Periode 2014, 2015, 2016, 2018, dan 2019) Roufan Hirqoni Araniri; Angelita Buulolo; Tarikh Luthfi Simanjuntak; Jordan Ahmad Yasir; Dewi Hanggraeni
ISOQUANT : Jurnal Ekonomi, Manajemen dan Akuntansi Vol 5, No 1 (2021): April
Publisher : Universitas Muhammadiyah Ponorogo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24269/iso.v5i1.568

Abstract

Jiwasraya is on the incisive edge. Based on 2019 Jiwasraya financial report, Jiwasraya’s ratio of solvency reached -18886.10% as of December 2019. By using the value of Jiwasraya's assets and liabilities based on the Jiwasraya Financial Statements for five periods (2014, 2015, 2016, 2018, 2019), the author used the Altman Z-Score analysis tool to measure the risk of Jiwasraya's bankruptcy. From the calculations using the Altman Z-Score, it can be concluded that Jiwasraya's Altman Z-Score is in the category of bankruptcy risk in 2014, 2018 and 2019 periods, while in 2015 and 2016, Jiwasraya's Altman Z-Score is in Grey area or it can be interpreted that Jiwasraya experienced financial distress in the 2015 and 2016 periods while there is still a possibility to avoid potential bankruptcy and the possibility of bankruptcy with the same magnitude.Keywords: Jiwasraya, Altman Z-score, kebangkrutan, Aset, Liabilitas.
Measurement of Expected Shortfall, Correlation and Simulation of Stock Return in The Transportation Sector in Asia's Emerging Stock Exchanges Before and After The Covid-19 Pandemic Eko Nurmaryadi; Dewi Hanggraeni
Quantitative Economics and Management Studies Vol. 4 No. 5 (2023)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.qems1901

Abstract

The objective of this research is to analyze the market risks encountered by transportation sector companies listed in emerging Asian market countries, as well as the correlation of risks among these companies. Additionally, the study aims to provide a forecasting simulation for the stock prices over the next 100 days. Historical data on daily stock price changes prior to and following the Covid-19 pandemic are utilized. The research methodology employs a normal GARCH model to assess stock volatility, while market risk is determined using the expected shortfall (ES) approach. The Pearson method is employed to calculate the correlation of risks between companies. The forecasting simulation is conducted using the GARCH(1,1) approach for specification and fitting. The findings of this study reveal that transportation sector issuers have exhibited varied responses to the Covid-19 pandemic based on their specific sub-sectors. The correlation between issuers generally demonstrates low values; however, the stock markets of China and Taiwan display a strong positive correlation within the same sub-sector. Future stock price movements over the next 100 days are anticipated to align with the trend observed during the latter part of 2022.
Co-Authors Andreina Fara Hapsari Angelita Buulolo Eko Nurmaryadi Hotmauly Media Rika Iqbal Mustofa Jordan Ahmad Yasir Roufan Hirqoni Araniri Sulung, Liyu Adhi KAsari Tarikh Luthfi Simanjuntak Uliyatun Nikmah Yanur Akhmadi