Statistics Department of UNDIP Wins the Mandiri Goes to Campus Risk Management Scientific Writing Contest

Statistics UNDIP Wins Scientific Writing Contest in the Goes to Campus Independent (Risk Management Goes to Campus) Event

As one form of implementation of the Corporate Social Responsibility (CSR) program, Bank Mandiri is holding a writing competition that aims to bridge the gap between the academic world and the world of work with participants having to choose one of the following themes:

1. Role of Statistics in Measurement of 8 (eight) Types of Risk in Indonesian Banking.
2. Implementation of Base II as a Risk Management Framework in Indonesian Banking.
3. Implementation of Stress Testing in Banking in Anticipating Global Economic Uncertainty.

There are 54 Scientific Papers (KTI) that enters Bank Mandiri from universities in Indonesia. However, only 5 winners and 1 favorite champion were chosen with the consideration from 5 experienced judges in the field of Bank Mandiri Risk Management. The winners had to present the results of his Scientific Writing on May 23, 2012 at Plaza Mandiri to determine the order of winners.

KTI winners from Undip were represented by Nurul Fauziah and Yudia Yustine, both of whom were students of the Statistics Department batch 2008.

Each participant presented his KTI results in a meeting room in Plaza Mandiri in front of the jury with a maximum time of 30 minutes.

The sequence of winners of Scientific Papers is as follows:

1. 1^st Place

Nurul Fauziah

J2E008045

Diponegoro University

Credit Risk for Corporate Bond Portfolios with Credit Metrics and Risk Optimization with the Mean Variance Efficient Portfolio (MVEP) Method

 

2. 2^nd Place

Hasna Afifah

140610090032

Padjadjaran University

The Role of Statistics in Estimating the Value of Risk with the Smallest Error Rate Using Modeling that Calculates Moments in Estimating Value at Risk (VaR)

 

3. 3^rd Place

Yudia Yustine

J2E008064

Diponegoro University

Measurement of Credit Risk for Credit Card Segments at XYZ Bank using the CreditRisk + Method

 

4. 4^th Place

Erika Fauzia

08/265987 / EK / 17101

Gadjah Mada University

Stress Testing Analysis in the Context of the 2008 Global Economic Crisis Case Study of Persero’s Banks in Indonesia

 

5. 5^th Place

Desi Johanna Hutasoit

140610080077

Padjadjaran University

Controlling Bank Liquidity Risk Through Cash Management Using the MILLER-ORR Stochastic Model

 

6. Favorite Winner (Juara Favorit)

Ahamdi Usman

A21109994

Hasanuddin University

Basel II and the Future of Indonesian Banking (Overview of the Indonesian Banking Case)

 

First, second and third place winner each received a prize in the form of a scholarship in the amount of Rp 12,000,000.00 and Champion IV, V and favorite winners each received a prize in the form of Samsung Galaxy Tab.