Cadangan kerugian penurunan nilai

DAN ENTITAS ANAKAND SUBSIDIARIES CATATAN ATAS LAPORAN KEUANGAN KONSOLIDASIAN 31 DESEMBER 2015 DAN 2014 Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS 31 DECEMBER 2015 AND 2014 Expressed in millions of Rupiah, unless otherwise stated Halaman - 99 - Page 11. TAGIHAN DAN LIABILITAS DERIVATIF lanjutan

11. DERIVATIVES RECEIVABLE AND PAYABLE

continued a. Berdasarkan jenis dan mata uang lanjutan a. By type and currency continued 2014 Instrumen Jumlah nosional mata uang asing jumlah penuh Notional amount foreign currency full amount Nilai wajarFair values Instruments Tagihan derivatif Derivatives receivable Liabilitas derivatif Derivatives payable Terkait Nilai Tukar Exchange Rate Related Kontrak berjangka - beli Forward contract - buy JPY 147,725,000 28,533 9,229 JPY USD 28,444,000 26 - USD Kontrak berjangka - jual Forward contract - sell JPY 172,696,000 - 4 JPY SGD 330,876 78 - SGD USD 12,987,595 611 546 USD Swap mata uang asing - beli Foreign currency swaps – buy HKD 19,390,283 2 5 HKD JPY 4,780,955,000 - 253 JPY USD 321,063,850 1,146 11,772 USD Swap mata uang asing - jual Foreign currency swaps - sell AUD 4,000,000 - 31 AUD USD 648,500,000 64,207 2,775 USD Spot mata uang asing - beli Foreign currency spots - buy AUD 30,000 - 1 AUD SGD 65,000 - 1 SGD USD 48,170,000 87 1,206 USD Spot mata uang asing - jual Foreign currency spots - sell JPY 10,000,000 - 1 JPY USD 56,090,000 2,150 72 USD Terkait Nilai Tukar dan Suku Bunga Exchange and Interest Rate Related Swap mata uang asing dan Cross currency swaps and suku bunga interest rate USD 337,767,143 68,253 635,713 USD 165,093 661,609 Seluruh tagihan derivatif pada tanggal-tanggal 31 Desember 2015 dan 2014 tidak mengalami penurunan nilai, dan diklasifikasikan sebagai lancar berdasarkan kolektibilitas Bank Indonesia. All derivatives receivablesas of 31 December 2015 and 2014 were not impaired and were all classified as current based on Bank Indonesia’s coll ectibility. Pada tahun 2009, Bank melakukan transaksi atas interest rate swap IRS kuartalan selama 5 tahun dengan bank lain, dengan jumlah nosional sebesar USD150.000.000 nilai penuh yang dinilai kembali setiap triwulanan. Transaksi yang mendasari perjanjian ini adalah perjanjian pinjaman dengan total fasilitas sebesar USD150.000.000 nilai penuh pada tanggal 18 Mei 2009. Berdasarkan transaksi ini, Bank membayar bunga mengambang setiap tiga bulan sebesar LIBOR 3 bulan ditambah 2,75 per tahun hingga jatuh tempo tanggal 22 Mei 2014. Suku bunga LIBOR 3 bulan tersebut ditentukan 2 hari bisnis London sebelum periode bunga. BNI sudah mengakui bagian efektif dari rugi nilai pasar akumulasi atas IRS masing-masing sebesar Rp nihil pada tanggal 31 Desember 2015 dan 2014. In 2009, the Bank entered into a 5-year quarterly repricing interest rate swap IRS with another bank with a notional amount of USD150,000,000 full amount. The underlying agreement of this transaction is a loan facility agreement amounting to USD150,000,000 full amount dated 18 May 2009. Based on this transaction, the Bank pays floating interest on a quarterly basis amounting to 3 month LIBOR plus 2.75 per annum until it matures on 22 May 2014. The 3 month LIBOR was determined 2 London business days before the first day of interest period. BNI recognized the effective portion on accumulated fair value loss on this IRS amounting to Rp nil as of 31 December 2015 and 2014, respectively.