Mitigasi Risiko Kredit Credit Risk Mitigation

LAPORAN TAHUNAN 2013 54 ANNUAL REPORT ATMR Beban Portfolio Category 20 35 40 45 50 75 100 150 Lainnya Others RWA Capital Charge 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional 0 1.192.980 238.596 19.088 Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 588.000 66.935 0 10.604.990 0 10.756.058 860.485 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 546.219 819.329 65.546 Past Due Claims 11 Aset Lainnya 551.440 551.440 44.115 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 0 1.780.980 66.935 0 11.156.430 546.219 0 12.365.422 989.234 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 4.108.774 4.108.774 328.702 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 125.265 187.898 15.032 Past Due Claims 11 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 4.108.774 125.265 4.296.672 343.734 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1.289 4.302 2.409 193 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 11.598 11.598 928 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 1.289 4.302 11.598 14.007 1.121 Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Dalam jutaan rupiah | In Milion Rupiah Kategori Portofolio Total Eksposur Neraca | Total of Balance Sheet Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit | Net Amount After Credit Risk No 31 Desember 2013 | 31 December 2013 LAPORAN TAHUNAN 2013 55 ANNUAL REPORT ATMR Beban Portfolio Category 20 35 40 45 50 75 100 150 Lainnya Others RWA Capital Charge 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional 503,667 100,733 8,059 Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal 200 408 683 541 43 Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 515,000 92,764 0 5,437,356 0 5,586,738 446,939 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 729,553 0 1,094,330 87,546 Past Due Claims 11 Aset Lainnya 346,719 346,719 27,738 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 0 1,018,667 200 408 683 92,764 0 5,784,075 729,553 0 7,129,060 570,325 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 0 1,564,562 0 1,564,562 125,165 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 54,929 82,394 6,591 Past Due Claims 11 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 0 1,564,562 54,929 0 1,646,956 131,756 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1,419 23,488 12,028 962 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 13,082 13,082 1,047 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 1,419 23,488 13,082 25,110 2,009 Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Dalam jutaan rupiah | In Milion Rupiah Kategori Portofolio Total Eksposur Neraca | Total of Balance Sheet Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit | Net Amount After Credit Risk No 31 Desember 2012 | 31 December 2012 LAPORAN TAHUNAN 2013 56 ANNUAL REPORT Tabel Pengungkapan Tagihan Bersih dan Teknik Table Net Amount and Credit Risk Mitigation Mitigasi Risiko Kredit - Bank secara Individual Technique –Bank Only Tagihan Bersih Bagian Yang Tidak Dijamin Agunan Garansi Asuransi Kredit Lainnya Cash Collateral Guarantee Credit Insurance Others 1 2 3 4 5 6 7 8=3-[4+5+6+7] A Eksposur Neraca | On Balance Sheet 1 Tagihan Kepada Pemerintah 1.450.326 1.450.326 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1.192.980 1.192.980 Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 11.382.371 122.446 11.259.925 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 550.303 4.084 546.219 Past Due Claims 11 Aset Lainnya 559.644 559.644 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 15.135.624 126.530 15.009.094 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 8.458.553 263.262 8.195.291 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 619.184 4.084 615.100 Past Due Claims 11 Aset Lainnya Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 9.077.737 267.346 8.810.391 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 15.047 15.047 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 11.598 11.598 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 26.645 26.645 24.240.006 393.876 23.846.130 Dalam jutaan rupiah | In Milion Rupiah Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Total A+B+C No 31 Desember 2013 | 31 December 2013 Total Eksposur Neraca | Total On Balance Sheet Bagian Yang Dijamin Dengan | Exposure Which is Secured by Kategori Portofolio Portfolio Category Unsecured Exposure Net Amount LAPORAN TAHUNAN 2013 57 ANNUAL REPORT Tagihan Bersih Bagian Yang Tidak Dijamin Agunan Garansi Asuransi Kredit Lainnya Cash Collateral Guarantee Credit Insurance Others 1 2 3 4 5 6 7 8=3-[4+5+6+7] A Eksposur Neraca | On Balance Sheet 1 Tagihan Kepada Pemerintah 434,299 434,299 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 503,667 503,667 Claims on Banks 5 Kredit Beragun Rumah Tinggal 1,291 1,291 Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 6,088,136 43,017 6,045,119 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 731,462 1,909 729,553 Past Due Claims 11 Aset Lainnya 351,897 351,897 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 8,110,752 44,926 8,065,826 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 1,584,167 19,605 1,564,562 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 54,929 54,929 Past Due Claims 11 Aset Lainnya Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 1,639,096 19,605 1,619,491 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 54,069 54,069 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 13,082 13,082 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 67,151 67,151 9,816,999 64,531 9,752,468 Dalam jutaan rupiah | In Milion Rupiah Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Total A+B+C No 31 Desember 2012 | 31 December 2012 Total Eksposur Neraca | Total On Balance Sheet Bagian Yang Dijamin Dengan | Exposure Which is Secured by Kategori Portofolio Portfolio Category Unsecured Exposure Net Amount LAPORAN TAHUNAN 2013 58 ANNUAL REPORT k. Perhitungan ATMR Risiko Kredit pendekatan k. Credit RWA Calculation under Standar – Bank secara Individual Standardized Approach – Bank Only Tabel Pengungkapan Eksposur Aset di Neraca Table Asset Exposure on Balance Sheet Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah 1.450.326 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1.192.980 238.596 238.596 Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 11.382.371 10.878.504 10.756.058 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 550.303 825.455 819.329 Past Due Claims 11 Aset Lainnya 559.644 551.440 Other Assets 15.135.624 11.942.555 12.365.423 No Kategori Portofolio 31 Desember 2013 | 31 December 2013 Total Dalam jutaan rupiah | In Milion Rupiah Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah 434,299 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 503,667 100,733 100,733 Claims on Banks 5 Kredit Beragun Rumah Tinggal 1,291 541 541 Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 6,088,136 5,629,754 5,586,737 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 731,462 1,097,193 1,094,330 Past Due Claims 11 Aset Lainnya 351,897 346,719 Other Assets 8,110,752 6,828,221 7,129,060 No Kategori Portofolio 31 Desember 2012 | 31 December 2012 Total Dalam jutaan rupiah | In Milion Rupiah LAPORAN TAHUNAN 2013 59 ANNUAL REPORT Tabel Pengungkapan Eksposur Kewajiban Komitmen Table Exposure on Commitment Contigent Kontinjensi pada Transaksi Rekening Aadministratif liabilities in Administrative Accounts Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 4.372.037 4.372.037 4.108.775 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 129.349 194.023 187.897 Past Due Claims 4.501.386 4.566.060 4.296.672 No Kategori Portofolio 31 Desember 2013 | 31 December 2013 Total Dalam jutaan rupiah | In Milion Rupiah Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 1,584,167 1,584,167 1,564,562 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 54,929 82,394 82,394 Past Due Claims 1,639,096 1,666,561 1,646,956 No Kategori Portofolio 31 Desember 2012 | 31 December 2012 Total Dalam jutaan rupiah | In Milion Rupiah