Sensitivity Analysis
updated
Sensitivity Analysis is an analysis performed by KPEI to discover the changes in the Clearing Member (AK) collateral value caused by changes in risk parameters conducted every month. This analysis is done to maintain the prudent principle in implementing a change in risk parameter. The result of this analysis is haircut parameters, which will be simulated on the AK collateral and portfolio to obtain estimates for of AK collateral and Net Adjusted Working Capital (MKBD) value change for the following month.
Estimates in AK collateral and MKBD value which changes and decreases to less than Rp25 billion, must be added in order to fulfill the MKBD requirements according FSA V.D.10 Rule about MKBD maintenance and reporting.