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(VaR)
Indo Rattan Co.
Syndicate 4
Anthony 29117005
Lazuardy 29117149
Harris 29117181
Andhika 29117296
Salla 29118903
Introduction
Indo Rattan Co. is a rattan exporter. Indo Rattan Co. has a long
relationship to Guan Dhong Furniture in Vietnam which always
buying rattan from Indonesia since 2000. Indo Rattan has a
contract to sell rattan for one year and rattan has been shipped
every month.
18
100.00%
16
14
80.00%
12
Frequency
10 60.00%
Frequency
8 Cumulative %
40.00%
6
4
20.00%
2
0 0.00%
-0.59% -0.45% -0.32% -0.18% -0.04% 0.09% 0.23% 0.36% 0.50% 0.64% 0.77% 0.91% More
Bin
Analysis
99% 95%
Z Score 2.33 1.64
Volatility 1.052% 1.303%
Value at Risk 2.448% 2.143%
Total Value at Risk of 1,836.3384 1,607.2124
Transaction (in Billion VND)
Total Loss 2.45% 2.14%
Conclusion
The suggestion will be depended on the profit margin of the
company, if the net profit margin of the company is larger than
total loss percentage (2.45% for 99% confidence level or 2.14%
for 95% confidence level) then we suggest to continue the export
as long as the company calculate the value at risk each month.