Adequacy process of identiication, measurement, monitoring and control of risk management
GooD CoRpoRAte GoVeRNANCe
• tujuan utama dalam pengelolaan faktor-faktor risiko utama tersebut di Bank adalah mengidentiikasi,
mengukur, memantau dan mengendalikan jalannya aktivitaskegiatan usaha Bank dengan tingkat
risiko yang wajar secara terarah, terintegrasi, dan berkesinambungan, sehingga manajemen risiko
berfungsi sebagai ilter atau pemberi peringatan dini early warning system terhadap kegiatan usaha Bank
yang senantiasa tidak lepas dari risiko.
Kerangka pengelolaan risiko
Kerangka pengelolaan risiko Bank mencakup 4 empat pilar sebagai berikut:
1. pengawasan Aktif Dewan Komisaris dan Direksi Bank melaksanakan penerapan Good Corporate
Governance GCG secara berkesinambungan. 2. Kecukupan Kebijakan, Strategi dan Kerangka Manajemen
Risiko serta Limit Manajemen Risiko -
Arah kebijakan manajemen risiko lebih diprioritaskan terhadap pengelolaan Risiko Kredit baik secara
transaksional maupun portofolio dan Non Risiko Kredit yang berdampak pada kerugian keuangan
rentabilitas dan permodalan Bank.
- Bank melakukan kajian dan penyempurnaan terhadap kebijakan Risk Appetite, Risk Tolerance, dan
Risk Limit Bank serta kebijakan terkait lainnya yang bersifat strategis.
- Bank melakukan pemantauan atas implementasi pedoman di Bidang Kredit, operasi, treasury, dan
bidang lainnya yang berkaitan dengan Manajemen Risiko.
- Bank melakukan review dan evaluasi terhadap pedoman, kebijakan, dan prosedur manajemen
risiko secara periodik. 3. Kecukupan
Proses Identiikasi,
Pengukuran, pemantauan, dan pengendalian Risiko serta Sistem
Informasi Manajemen Risiko Bank melakukan identiikasi risiko, pengukuran risiko,
pemantauan risiko, pengendalian risiko serta sistem informasi manajemen risiko.
4. Sistem pengendalian Internal yang Menyeluruh Bank memastikan kepatuhan terhadap ketentuan
eksternal dan internal yang berlaku compliance risk, tersedianya informasi manajemen dan keuangan yang
akurat dan handal, efektivitas dan eisiensi kegiatan operasional Bank, serta efektivitas budaya risiko dan
budaya kepatuhan pada setiap jenjang organisasi Bank.
Kerangka pengelolaan risiko tersebut dimaksudkan untuk mengendalikan risiko yang dihadapi dan
mengantisipasi serta mengendalikan potensi kerugian • The main objectives in managing main risk factors of the
Bank above are identifying, measuring, monitoring and controlling the performance of activities of the Bank’s
business within a risk level that fairly directed, integrated and balanced, thus risk management functions as a ilter
or an early warning system towards the Bank’s business activities that are constantly exposed to risk.
Framework for Managing risk
the framework for managing the Bank’s risk covers 4 four pillars as follows:
1. Active Supervision by the Board of Commissioners and Directors
the Bank performs a susainable implementation of Good Corporate Governance
2. the adequacy of Risk Management policies, procedures and limits
- the risk management policy direction is to prioritize
the Credit Risk management on a transactional as well as portfolio basis, as Non-Credit Risk that has an
impact on Bank’s rentability and capital.
- Bank performs review and improvement on policies
of Risk Appetite, Risk tolerance and Risk Limits of the Bank as well as other related policies deemed
strategic.
- Bank conducts monitoring on the implementation of guidelines in the Credit, operations, treasury
sectors, as well as other sectors related with Risk Management.
- Bank conducts review an evaluation towards risk management guidelines, policies and procedures on
a periodic basis. 3. Adequacy process of identiication, measurement,
monitoring and control of risk management information system
Bank performs risk identiication, measurement, monitoring, control as well as information risk
management.
4. overall internal control system Bank ensures the compliance of prevailing external and
internal provisions compliance risk, the availability of accurate and reliable management and inancial
information, efectiveness and eiciency of the Bank’s operational activities, as well as efectiveness of risk
culture and compliance culture at all levels of the Bank
the risk management framework mentioned above is meant to control risks being faced and to anticipate
and control the potential expected loss as well as
336
BANK ARTHA GRAHA INTERNASIONAL Laporan tahunan 2016
TaTa KELoLa pErUSaHaan
yang diperkirakan expected loss maupun kemungkinan kerugian yang tidak diperkirakan un-expected loss dari
berbagai risiko yang dikelola oleh Bank sesuai ketentuan regulator, yaitu risiko kredit, risiko pasar, risiko likuiditas,
risiko operasional, risiko hukum, risiko reputasi, risiko stratejik, dan risiko kepatuhan.
Proil Risiko
Bank Artha Graha Internasional memahami bahwa semua kegiatan danatau transaksi bank, baik yang berasal dari aset
maupun pasiva dapat berpotensi menimbulkan berbagai jenis risiko, seperti: risiko kredit, risiko pasar, risiko likuiditas,
risiko operasional, risiko hukum, risiko stratejik, risiko kepatuhan, dan risiko reputasi. Besar kecilnya risiko itu akan
sangat tergantung pada berbagai faktor yang terkait seperti kemampuan dan keahlian Manajemen dalam mengelola
risiko. oleh karenanya, Bank Artha Graha Internasional di bawah Direktur Kepatuhan memiliki Divisi Manajemen
Risiko yang berfungsi mengelola setiap risiko yang dihadapi dengan baik, sehingga kinerja Bank dapat terhindar dari
potensi kerugian yang material.
Jenis risiko yang Dihadapi Bank dan Upaya pengelolaannya
Sesuai dengan peraturan Bank Indonesia tentang penerapan Manajemen Risiko bagi Bank Umum serta sejalan dengan
road map Bank Indonesia mengenai penerapan manajemen risiko pada perbankan nasional secara bertahap dan
berkelanjutan, hingga akhir tahun 2016 Bank telah melakukan berbagai pengembangan dan penyempurnaan
sesuai dengan ketentuan yang berlaku, antara lain terkait dengan Kebijakan dan prosedur Manajemen Risiko, Kajian
Analisa Risiko, pengukuranpenilaian Risiko, pengelolaan Data Base Risiko dan Budaya Risiko Risk Culture.
terdapat 8 jenis risiko yang dihadapi perseroan dan harus dikelola dengan baik. Kedelapan jenis risiko tersebut disebut
inheren risk yang meliputi: risiko kredit, risiko pasar, risiko likuiditas, risiko operasional, risiko hukum, risiko stratejik,
risiko kepatuhan, dan risiko reputasi.
Adapun penjelasan mengenai risiko-risiko tersebut dan upaya pengelolaannya adalah sebagai berikut.
1. Risiko Kredit Risiko Kredit dideinisikan sebagai risiko akibat kegagalan
pihak lain dalam memenuhi kewajiban kepada Bank, termasuk Risiko Kredit akibat kegagalan debitur, Risiko
konsentrasi kredit, counterparty credit risk, dan settlement risk.
the possibility of unexpected loss from various risks managed by the Bank, in accordance with regulatory
provisions, namely credit risk, market risk, liquidity risk, operational risk, legal risk, reputation risk, strategic risk,
and compliance risk.
Risk Proile
Bank Artha Graha Internasional understands that all activities andor bank transactions, both originating from
assets as well as liabilities, have the potential to create various types of risk, such as: credit risk, market risk, liquidity
risk, operational risk, legal risk, strategic risk, compliance risk and reputation risk. the size of the risk will be dependent on
various related factors such as the capability and expertise of Management in managing risk. thus, Bank Artha Graha
Internasional under the Compliance Director has a Risk Management Division whose function is to manage well all
risks of the Bank, in order for the Bank to be protected from potential material loss.
Types of risks Faced by the Bank and Managing Eforts
In accordance with Bank Indonesia regulation on Implementation of Risk Management for Commercial
Banks, and in alignment with Bank Indonesia road map on implementing risk management at national banks in stages
and continuous basis, as of year-end 2016 the Bank has performed various developments and improvements in
accordance with prevailing provisions, among others, related with policy and procedure of Risk Management, Risk Review
Analysis , Risk Database Management and Risk Culture.
there are 8 types of risk faced by the Company and must be managed well. the eight types of risks are named as
inherent risk and cover: credit risk, market risk, liquidity risk, operational risk, legal risk, strategic risk, compliance risk,
and reputation risk.
the following explains in further detail the types of risk and the efort to manage them.
1. Credit Risk Credit Risk is deined as risk arising from the default
of a counterparty in fulfulling obligations to the Bank, including Credit Risk arising from a debtors default,
Credit Concentration Risk, Counterparty Credit Risk and Settlement Risk.
2016 Annual Report BANK ARTHA GRAHA INTERNASIONAL
337
GooD CoRpoRAte GoVeRNANCe
Selama tahun 2016, penerapan manajemen risiko kredit telah dilakukan oleh Divisi Manajemen Risiko
di berbagai aktivitas yang tereskpos risiko kredit dan mencakup antara lain; analisa dan tinjauan manajemen
risiko terhadap sektor-sektor ekonomi khususnya sektor ekonomi yang akan dibiayai Bank pada tahun
2016, penetapan dan pemantauan credit risk appetite dan credit risk tolerance sesuai Rencana Bisnis Bank
tahun 2016, pelaksanaan review independen terhadap permohonan kredit dan setelah pencairan kredit
individual sesuai dengan batasan dan ketentuan yang ditetapkan oleh Direksi, pengukuran dan review
terhadap risiko portofolio kredit secara periodik, tindak lanjut pemenuhan atas temuan otoritas Jasa Keuangan
terkait risiko kredit, implementasi serta penyempurnaan Credit Risk Management System berupa Credit Risk Rating
CRR danatau Credit Risk Scoring.
Untuk menunjang pengukuran risiko kredit sesuai dengan metodologi internal yang akan digunakan, Divisi
Manajemen Risiko berupaya mengumpulkan data base kredit secara berkelanjutan dan menyempurnakan
proses serta prosedur internal, sehingga diharapkan Bank dapat memperoleh data yang akurat, handal
dan terpercaya untuk menghasilkan nilai parameter Probability of Default pD, Loss Given Default LGD, dan
Exposure at Default eAD.
Divisi Manajemen Risiko juga telah melakukan stress testing risiko kredit secara periodik untuk mengetahui
ketahanan kecukupan modal Bank terhadap kenaikan Non performing Loan NpL gross dan net dan
pelaksanaan
write of sesuai pedoman Manajemen Risiko Kredit Bank serta skenario lainnya yang diminta oleh
Direksi danatau otoritas Jasa Keuangan. Selain itu, Divisi Manajemen Risiko juga melaksanakan simulasi mapping
kredit dengan nilai nominal tertentu berdasarkan penilaian parameter yang ditetapkan untuk mengetahui
proyeksi kualitas kolektibilitas kredit debitur existing.
perhitungan kebutuhan modal yang diperlukan untuk risiko kredit telah dilakukan sesuai dengan ketentuan
Bank Indonesia yang berlaku, yaitu dengan Standardised Approach
SA. Sedangkan penilaian Proil Risiko Kredit telah dilakukan sesuai ketentuan Bank Indonesia dan
atau otoritas Jasa Keuangan yang berlaku dan telah disampaikan kepada otoritas Jasa Keuangan secara
tepat waktu bersamaan dengan proil risiko lainnya. During 2016, the implementation of credit risk was
performed by the Risk Management Division at various activities exposred to credit risk and covering, among
others: risk management analysis and review towards economic sectors particularly economic sectors that are
inanced by the Bank in 2016, setting and monitoring of credit risk appetite and credit risk tolerance in alignment
with the Bank’s 2016 Business plan, perform independent review towards credit proposals, and subsequent
disbursement of individual credit in accordance with limits and terms decided by Directors, measurement
and review towards credit portfolio risk on a periodic basis, follow-up of Financial Services Authority indings
related to credit risk, implementation and improvement of Credit Risk Management System in the form of Credit
Risk Rating CRR andor Credit Risk Scoring.
In an afort to support the measurement of credit risk in conjunction with internal methodology to be used, the
Risk Management Division puts efort to collect credit database on a continuous basis and improves internal
process and procedures, hence it is hoped that the Bank can obtain data that is accurate, reliable and trusted to
generate parameter values of probability of Default pD, Loss Given Default LGD and exposure at Default eAD.
the Risk Management Division has conducted stress testing of credit risk on a periodic basis to understand
the resilience of the Bank’s capital adequacy towards the increase in non-performing loans gross and net NpL
and the implementation of the Write Of in accordance with Bank’s Credit Risk Management Guidelines and
other scenarios requested by the Board of Directors or the Indonesia Financial Services Authority. In addition,
the Risk Management Division also carries out credit mapping simulation with a certain nominal value to
determine the projection of existing debtor credit collectability quality based on an assessment of certain
parameters.
the calculation of capital requirements required for credit risk has been conducted in accordance with
the applicable Bank Indonesia regulation, namely the Standardized Approach SA. Meanwhile the credit risk
proile assessment has been conducted in accordance with the applicable Bank Indonesia provision and has
been submitted to Bank Indonesia in a timely manner along with other risk proiles.
338
BANK ARTHA GRAHA INTERNASIONAL Laporan tahunan 2016