BNI
164 Struktur Organisasi dan Sumber Daya
Manusia
Pengelolaan risiko BNI dilakukan oleh beberapa Divisi terkait yaitu Divisi Enterprise Risk Management ERM
sebagai pengelola risiko secara bankwide, dan Unit Policy Governance PGV sebagai pengelola kebijakan
perkreditan. Sedangkan untuk pengelola risiko secara harian dilakukan oleh masing-masing unit bisnis dan
Divisi Business Risk BNR. Selain itu, BNI memiliki Satuan Pengawas Intern SPI dan Divisi Kepatuhan
Quality assurance sebagai unit pengendali risiko.
Menyadari pentingnya pemahaman dan kompetensi Sumber Daya Manusia untuk mewujudkan penerapan
Manajemen Risiko yang efektif, salah satu strategi yang dilakukan BNI adalah pengembangan budaya
risiko. Pengembangan budaya risiko diterapkan kepada segenap pegawai dengan tujuan memberikan
pemahaman yang memadai mengenai faktor-faktor risiko yang terkait dengan pekerjaanfungsi sehari-hari
masing-masing pegawai.
Pemahaman ini dikembangkan melalui berbagai program pelatihan meliputi Program Sertifikasi
Manajemen Risiko baik yang diselenggarakan oleh lembaga nasional maupun internasional Financial
Risk Manager
dan program pelatihan manajemen risiko internal BNI yang secara langsung maupun tidak
langsung akan meningkatkan budaya risiko pegawai. Cara lainnya untuk meningkatkan pemahaman
pegawai yaitu dengan pemberian informasi mengenai manajemen risiko pada pertemuan rutin pegawai dan
penyampaian informasi mengenai manajemen risiko melalui web internal BNI.
Pengelolaan Masing-masing Risiko
1. Risiko Kredit
Pengelolaan risiko kredit yang komprehensif sangat diperlukan mengingat sebagian besar
eksposur bank berupa risiko kredit. Untuk itu diperlukan infrastruktur risiko kredit yang
mencakup: organisasi, SDM, proses, kebijakan dan prosedur, model kuantitatif, teknologi informasi
dan budaya risiko kredit.
Selain organisasi manajemen risiko tersebut di atas, terdapat pula unit-unit yang mengelola dan
mengendalikan risiko kredit sebagai bagian dari kegiatan operasional harian unit tersebut sesuai
segmen dan jenis kreditnya. Untuk menjaga dan meningkatkan kualitas kredit, maka dalam
proses analisa kredit dilakukan pemisahan antara unit bisnisfungsi pemasaran dilakukan oleh
Relationship Manager
dan unit risikoanalisa kredit
Organization Structure and Human Resources
BNI’s risk management is done by several related Divisions, which are Enterprise Risk Management
Division ERM as bankwide risk manager, and Policy Governance Unit as the manager of credit policy.
While daily risk management is done by each of business unit and Business Risk Division BNR. In
addition, BNI also operates an Internal Supervision Unit SPI and Quality Assurance Division as risk
controller unit.
Aware if the importance of understanding and competency of human resources to actualize the
implementation of an effective Risk Management, one of the strategies done by BNI is the development
of risk culture. Development of risk culture is implemented to all employees with the purpose of
giving sufficient understanding on the risk factors related to the daily workfunction of each employee.
This understanding is developed through various training programs, including Risk Management
Certification Program, done by international or national institution Financial Risk Management and
internal risk management training program of BNI that will directly and indirectly improve employees’
risk culture. Other way to improve the employees’ understanding is to give information on risk
management during employees’ routine meetings and submission of information regarding risk management
through BNI’s internal web.
Management of Risk Factors
1. Credit Risk
A comprehensive credit risk management approach is crucial to BNI considering most of
the bank exposure are credit risk. Therefore, this would require credit risk infrastructures
which include: organizational, human resources, processes, policies and procedures, quantitative
models, information technology and credit risk culture.
In addition to the risk management organization as
mentioned above, there are also units maintaining and controlling the credit risk as part of the daily
operational activity of such unit in accordance with the segment and type of credit.
To maintain and improve the quality of credit, a separation between business unitmarketing
function by Relationship Manager and risk credit analysis unit by Credit Analyst is done in
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dilakukan oleh Credit Analyst, dimana proses persetujuan kredit dilakukan dalam Komite Kredit
yaitu forum bersama pejabat pemutus kredit yang berwenang memutus kredit sesuai dengan limit
yang ditetapkan yang terdiri atas pejabat dari Unit Bisnis dan Unit Risiko.
Sementara menurut fungsinya, organisasi kredit pada dasarnya terbagi atas 3 tiga jenis aktivitas,
yaitu:
credit risk operation yang
merupakan partner dari bisnis unit dalam proses kredit baik dari analisa, persetujuan,
pemantauan dan remedial recovery.
credit policy yang bertugas
menyiapkan kebijakan dan prosedur perkreditan yang diperlukan dalam proses
kredit, seperti limit kewenangan, persyaratan- persyaratan perkreditan dan sebagainya.
credit risk management, yang mencakup portfolio planning, credit risk
measurement, internal rating system, pricing dan sebagainya.
Dalam rangka mendukung target bisnis dengan
tetap menjaga kualitas portofolio, BNI telah menyusun Kebijakan Perkreditan Bank KPB, yaitu
panduan kebijakan terkait aktivitas perkreditan. KPB ini diterjemahkan kedalam suatu Kebijakan
Perkreditan yang diputus oleh forum CPC dan dituangkan dalam Standard Operating Procedure
SOP yang lebih detail.
Selain itu, terkait penerapan manajemen risiko kredit juga telah disusun Pedoman Penerapan
Manajemen Risiko Kredit untuk memastikan penerapan manajemen risiko kredit berjalan
efektif.
Proses manajemen risiko kredit berlangsung secara berkesinambungan. Pada tataran
individu, proses manajemen risiko kredit dilaksanakan oleh Unit Bisnis dan Unit Risiko
melalui aktivitas identifikasi diantaranya melalui verifikasi kebenaran data, pengukuran
dengan menggunakan perangkat analisa kredit, pemantauan melalui kunjungan berkala kepada
nasabah, dan pengendalian melalui tindakan berupa penetapan premi risiko.
Pada tataran portofolio, eksposur kredit senantiasa dipantau dan dilaporkan kepada Manajemen antara
lain melalui forum Risk Management Committe the process of credit analysis, where the credit
approval process is conducted in the Credit Committee which is a forum together with the
credit decision officer who is authorised to decide on a credit in accordance with the determined
limit, consists of officers from Business Unit and Risk Unit.
In terms of function, credit organization is basically divided into 3 three types of activities, which are:
partner for a business unit in credit processing started from the analysis, approval, monitoring
and remedial recovery.
policy and procedures required in the credit process, such as authority limits, credit
requirements and so forth.
portfolio planning, credit risk measurement, internal rating system, pricing and so forth.
In order to support the business target by
maintaining the quality of loan portfolio, BNI has developed a Bank Credit Policy KPB, which is a
policy guideline in relation with credit activities. The Bank Credit Policy is translated into a Credit
Policy decided by the CPC forum and translated into more detailed Standard Operating Procedure
SOP.
In addition, related to the implementation of credit risk, a Guidance for Credit Risk Management
Implementation has also been developed to ensure that the implementation of credit risk
management runs effectively.
Credit risk management process runs
continuously. On individual level, management process of credit risk is done by the Business Unit
and Risk Unit through identification activity among others through verification of data correctness,
measurement by using credit analysis tools, supervision through regular visit to the
customers, and control through determination of risk premium.
At the portfolio level, credit exposure is continuously monitored and reported to the
Management through the Risk Management
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RMC, termasuk penetapan langkah-langkah perbaikan, koordinasi antar divisi, dan pelaksanaan
evaluasi atas efektivitas langkah-langkah perbaikan yang telah diambil.
Infrastructure
Untuk mendukung proses bisnis dan dalam
rangka pengelolaan risiko kredit, BNI telah mengembangkan beberapa perangkat manajemen
risiko baik pada tataran portofolio maupun individu.
Pada tataran portofolio, ditetapkan Loan Exposure Limit
LEL yang merupakan batas maksimum pinjaman dalam negeri di akhir tahun untuk setiap
sektor ekonomi di masing-masing segmen. LEL merupakan pedoman ekspansi pinjaman
dan sebagai salah satu upaya mengurangi risiko konsentrasi pinjaman. Selain itu, ditetapkan
pula Industry Risk Rating IRR yang merupakan penilaian tingkat risiko industri, serta referensi
rasio keuangan untuk masing-masing segmen.
Pada tataran individu, BNI telah membangun dan mengembangkan model rating debitur yang
mencakup seluruh segmen Business Banking dan Consumer Retail sebagai sarana untuk
menetapkan kualitas debitur dalam proses analisa kredit dan penetapan parameter risiko kredit
Probability of Default
PD, Loss Given Default LGD, Exposure at Default EAD sebagaimana
arsitektur penerapan Basel II. Model-model kuantitatif tersebut direview dan divalidasi secara
berkala.
Selain itu, juga dilaksanakan stress testing risiko kredit untuk menilai ketahanan bank dalam
menghadapi kondisi ekstrim.
Selama tahun 2011, BNI berhasil mengelola dan membatasi risiko kreditnya dengan baik, dimana
portfolio kredit tumbuh sebesar 19,9 dengan rasio kredit bermasalah Non Performing Loan-
Committee RMC forum, including determination of improvement steps, inter division coordination,
and evaluation upon the effectiveness of improvement steps that have been taken.
To support the business process and in order to
manage the credit risk, BNI has developed several risk management tools, both on the portfolio and
individual levels.
At the portfolio levels, a Loan Exposure Limit LEL which is a maximum domestic loan limit
is determined by the end of the year for every economic sector in each segments. LEL is a
guidance of loan expansion and also one of the efforts to deduct loan concentration risk. In
addition, an Industry Risk Rating IRR which is an assessment for the industry risk level as well as
reference of financial ration for each segments, is also determined.
At the individual level, BNI has built and developed a debtor rating model which covers the whole
segments Business Banking and Consumer Retail as a facility to determine quality of a debtor
in credit analysis process and determination of credit risk parameter Probability of Default
PD, Loss Given Default LGD, Exposure at Default EAD as well as the architecture of the
implementation of Basel II. Such quantitative models is reviewed and validated regularly.
In addition, a stress testing of credit risk is also done to assess the bank’s resilience in facing
extreme condition.
During 2011, BNI succeeded in managing and limiting its credit risk, where credit portfolio
grew by 19.9 with the ratio of non performing
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NPL turun menjadi 3,6 dari tahun sebelumnya 4,3, dan rasio cadangan kredit bermasalah
meningkat dari 120,6 menjadi 120,8.
2. Risiko Pasar