{"id":3843,"date":"2018-11-04T23:03:55","date_gmt":"2018-11-04T16:03:55","guid":{"rendered":"https:\/\/www.its.ac.id\/matematika\/?p=3843"},"modified":"2018-11-07T08:38:00","modified_gmt":"2018-11-07T01:38:00","slug":"penggunaan-kalman-filter-dalam-proyeksi-yield-curve-2","status":"publish","type":"post","link":"https:\/\/www.its.ac.id\/matematika\/en\/penggunaan-kalman-filter-dalam-proyeksi-yield-curve-2\/","title":{"rendered":"FGD Review Penggunaan Kalman Filter dalam Proyeksi Yield Curve Dalam Rangka Mendukung Pembayaran Kewajiban Utang"},"content":{"rendered":"

Departemen matematika dan\u00a0Kementrian Keuangan Republik Indonesia yang diwakili oleh Direktorat Jenderal Pengelolaan Pembiayaan dan Risiko, Direktorat Strategi dan Portofolio Pembiayaan mengadakan kegiatan Focus Group Discussion (FGD) dengan tema Review Penggunaan Kalman Filter dalam Proyeksi Yield Curve Dalam Rangka Mendukung Pembayaran Kewajiban Utang. <\/strong><\/p>\n

DJPPR Kemenkeu selama ini menggunakan model Diebold Li dalam memperkirakan yield curve yang mempunyai kelebihan dan kekurangan, diskusi Kemenkeu dan Departemen Matematika mencoba menggunakan model Kalman sebagai metode alternativ selain Diebold Li. Model Kalman sendiri pernah diterapkan di Brazil dengan hasil perkiraan yang lebih baik.<\/p>\n

Tujuan dari diskusi ini adalah bagaimana mengelola utang dengan resiko dan biaya yang minimal yang dipengaruhi oleh raio suku bunga, sehingga diharapkan dapat memberikan manfaat dalam mengelola portofolio hutang.<\/p>\n

\"\" \"\"<\/a> \"\"<\/a> \"\" \"\" \"\"<\/p>\n","protected":false},"excerpt":{"rendered":"

Departemen matematika dan\u00a0Kementrian Keuangan Republik Indonesia yang diwakili oleh Direktorat Jenderal Pengelolaan Pembiayaan dan Risiko, Direktorat Strategi dan Portofolio Pembiayaan mengadakan kegiatan Focus Group Discussion (FGD) dengan tema Review Penggunaan Kalman Filter dalam Proyeksi Yield Curve Dalam Rangka Mendukung Pembayaran Kewajiban Utang. DJPPR Kemenkeu selama ini menggunakan model Diebold Li dalam memperkirakan yield curve yang […]<\/p>\n","protected":false},"author":130,"featured_media":3841,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_joinchat":[],"footnotes":""},"categories":[230],"tags":[],"class_list":["post-3843","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-information"],"yoast_head":"\nFGD Review Penggunaan Kalman Filter dalam Proyeksi Yield Curve Dalam Rangka Mendukung Pembayaran Kewajiban Utang - Departemen Matematika ITS Departemen Matematika ITS -<\/title>\n<meta name=\"description\" content=\"Focus Group Discussion (FGD) dengan tema Review Penggunaan Kalman Filter dalam Proyeksi Yield Curve Dalam Rangka Mendukung Pembayaran Kewajiban Utang\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.its.ac.id\/matematika\/en\/penggunaan-kalman-filter-dalam-proyeksi-yield-curve-2\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"FGD Review Penggunaan Kalman Filter dalam Proyeksi Yield Curve Dalam Rangka Mendukung Pembayaran Kewajiban Utang - 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