PT BANK DBS INDONESIA CATATAN ATAS LAPORAN KEUANGAN
31 DESEMBER 2014 Dinyatakan dalam jutaan Rupiah,
kecuali dinyatakan lain NOTES TO THE FINANCIAL STATEMENTS
31 DECEMBER 2014
Expressed in millions of Rupiah, unless otherwise stated
Lampiran – 572 – Schedule 30. MANAJEMEN RISIKO lanjutan
30. RISK MANAGEMENT continued a.
Risiko kredit lanjutan a.
Credit risk continued
i Pengukuran risiko kredit lanjutan
i Credit risk measurement continued
Tim pengkaji risiko secara independen melakukan kaji ulang secara berkala
terhadap eksposur kredit dan proses penilaian manajemen risiko kredit. Tim ini
secara
independen juga
melakukan validasi
terhadap internal
proses pemeringkatan
risiko kredit
secara tahunan.
Peninjauan ulang
ini memberikan penilaian yang objektif dan
tepat waktu mengenai efektifitas praktek- praktek manajemen risiko kredit kepada
manajemen senior Bank. An independent Credit Risk Review team
conducts regular
reviews of
credit exposure
and judgmental
credit risk
management processes. It also conducts independent validation of internal credit
risk rating process on an annual basis. These reviews provide objective and
timely assessments of the effectiveness of credit management practices for senior
management of the Bank.
Bank secara berkala melakukan stress testing dalam mengelola risiko kredit,
untuk memungkinkan Bank melakukan penilaian atas potensi kerugian dari risiko
kredit atas kecukupan modal Bank serta menyiapkan
tindakan-tindakan mitigasi
atas potensi kerugian dari portfolio kredit. Stress
testing dilakukan
dengan menggunakan
data internal
maupun eksternal dari indikator makro ekonomi
yaitu antara
lain pertumbuhan
GDP, tingkat rasio pengangguran, indeks harga
properti dan variabel pendukung lainnya. Stress testing juga dilakukan secara
spesifik berkaitan
dengan ICAAP,
pelemahan harga
komoditas dan
pelemahan nilai tukar mata uang. The Bank continuously conducts stress
testing in managing credit risk, enabling the Bank to assess the impact of credit
losses on
capital adequacy
and to
establish mitigation actions for possible significant
losses arising
from credit
portfolios. In conducting stress testing, the Bank utilizes both internal and external
data such as multiple macroeconomic variables to generate results, as they
assess scenario impact among these is real GDP growth, the unemployment rate,
the property price index and related variables. Stress testing has also been
conducted periodically by the Bank in managing its credit risks, and has been
carried out specifically related to ICAAP, a weakening of commodity prices, as well
as a falling exchange rate.
ii Pengendalian batas risiko dan kebijakan mitigasi
ii Risk limit control and mitigation policies Bank
mengelola, membatasi
dan mengendalikan konsentrasi risiko kredit
dimanapun risiko tersebut teridentifikasi – secara khusus, terhadap debitur individu
dan kelompok,
dan industri
serta geografis.
The Bank manages, limits and controls concentrations of credit risk wherever they
are identified – in particular, to individual counterparties
and groups,
and to
industries and geographic. Bank sudah menentukan tingkat risiko
kredit yang dimiliki dengan menetapkan batas terhadap jumlah risiko yang bisa
diterima terkait dengan satu debitur, atau beberapa
kelompok debitur,
dan berdasarkan jenis segmen, geografis dan
industri. Risiko ini dimonitor dan akan ditelaah secara tahunan atau dengan
frekuensi yang lebih sering. The Bank structures the levels of credit
risk it has undertaken by placing limits on the amount of risk accepted in relation to
one borrower or more borrowers, and to geographic and industry segments. Such
risks are monitored and review annually or more
frequent, when
considered necessary.
PT BANK DBS INDONESIA CATATAN ATAS LAPORAN KEUANGAN
31 DESEMBER 2014 Dinyatakan dalam jutaan Rupiah,
kecuali dinyatakan lain NOTES TO THE FINANCIAL STATEMENTS
31 DECEMBER 2014
Expressed in millions of Rupiah, unless otherwise stated
Lampiran – 573 – Schedule 30. MANAJEMEN RISIKO lanjutan
30. RISK MANAGEMENT continued a.
