EVALUATION ON MARKET RISK MANAGEMENT IN INDONESIA (CASE STUDY ON : SUKUK AND CONVENTIONAL BONDS)

Abstract

This research is about comparative risk analysis of sukuk and conventional bonds in Indonesia. The main objective is to know deeply market risk between conventional bond and Islamic bond. This research used descriptive and explorative. To collect the data, the author used secondary data i.e collecting data in the form of historical datas or other written data which related to the research. The historical data taken from Indonesia Stock Exchange. This analysis indicate that the comparison between Islamic bond and Conventional Bond In Indonesia by using duration and convexity analysis.