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