METODE BIAYA MODIFIKASI UNTUK SMALL-PLAN DENGAN VARIASI GAJI TINGGI DAN ANALISIS SENSITIVITASNYA MENGGUNAKAN STRESS TEST PADA PROGRAM PENSIUN MANFAAT PASTI; MODIFIED COST METHOD FOR SMALL PENSION PLANS WITH HIGH VARIATION IN SALARY AND ITS SENSITIVITY ANALYSIS USING STRESS TESTS ON DEFINED BENEFIT PLANS

WINDYASTUTI CHALIMATUL UNIFAH, Adhitya Ronnie Effendie

2012 | Disertasi | PROGRAM STUDI S2 MATEMATIKA

The purpose of this thesis is to discuss modified cost methods that have been proposed for small-plan valuations with high variation in salary that aims to help demystify stress test and illustrate their strengths and weaknesses. Stress testing is a useful, method of analyzing the resilience of financial system to adverse events. Using Excel-based template with institution-specific data, readers are walked through the basics of liability valuation and stress testing of liabilities of a typical defined benefit plan.

Kata Kunci : Metode biaya; small-plan; valuasi; Program Pensiun Manfaat Pasti; stress test