Finance Management, Risk, Return, and Capital Asset Pricing model by: Indra Petrus Ambarita
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FINANCE MANAGEMENT FINANCE MANAGEMENT RISK RISK , , RETURN RETURN AND THE AND THE CAPITAL ASSET PRICING CAPITAL ASSET PRICING MODEL MODEL Prepared by : Kelompok 5 Prepared by : Kelompok 5 1. 1. INDRA INDRA . . P. AMBARITA AMBARITA (122131049) (122131049) 2. 2. MOLAN MOLAN 3. 3. AFANDRI AFANDRI ADYA (122131124) ADYA (122131124) 2 November 2014 MAGISTER MANAJEMEN – KEUANGAN MAGISTER MANAJEMEN – KEUANGAN 2014 2014
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Transcript of Finance Management, Risk, Return, and Capital Asset Pricing model by: Indra Petrus Ambarita
FINANCE MANAGEMENTFINANCE MANAGEMENT
RISKRISK, , RETURNRETURN AND THE AND THE
CAPITAL ASSET PRICING CAPITAL ASSET PRICING
MODELMODEL
Prepared by : Kelompok 5Prepared by : Kelompok 5
1.1.INDRA INDRA . . PP.. AMBARITA AMBARITA (122131049) (122131049)
2.2.MOLANMOLAN
3.3.AFANDRIAFANDRI ADYA (122131124) ADYA (122131124)
2 November 2014
MAGISTER MANAJEMEN – KEUANGANMAGISTER MANAJEMEN – KEUANGAN
20142014
1. PENDAHULUAN1. PENDAHULUAN
2. DEFINISI RISK & RETURN2. DEFINISI RISK & RETURN
3. RISK OF SINGLE ASSET3. RISK OF SINGLE ASSET
4. RISK OF PORTOFOLIO4. RISK OF PORTOFOLIO
5. RISK & RETURN: the Capital Asset Pricing Model (CAPM)5. RISK & RETURN: the Capital Asset Pricing Model (CAPM)
ENTERPRISE RISK AND RETURN FINANCE
Konsep Dasar Dalam
Investasi :
• Konsep dasar: Investor menyukai return dan tidak menyukai risiko.
High risk, High return. Low risk, low return
1. PENDAHULUAN1. PENDAHULUAN
SALOMONBROTHERS
BOA
MERRYLLYNCH
BONY
DAIWA
BANKERSTRUST
LLOYD’SBANK
BARINGS
LTCM
MORGANGRENFELL
Kegagalan SistemRekonsiliasi Rekg
Kegagalan sistemSettlemen
Tuntutan hukumDiskriminasi gender
Kerusakan assetDampak 911
Transaksi ilegal
Dana penyelematanRecless lending
Tuntutan hukumkepatuhan
Fraud-manipulasi transaksi
Kegagalan Setlemen
Kelemahan sistem pengawasanFraud: Manupulasi transaksi
S303mm
S3,2 bn
S1mm
S3,5bn
S300mm
S1bn
S1,4bn
S140mm
S250mm
S225mm
Sumber Bank Indonesia
CONTOH KEGAGALAN MENGELOLAH RESIKO
