WORST CONDITION SIMULATION STRESS TESTING
5. WORST CONDITION SIMULATION STRESS TESTING
Stress testing is done to evaluate the Bank’s resilience in meeting extreme exceptional but plausible external situations; so as to provide the basis for contingency planning, and as to fulill regulatory requirements. Stress testing has the objective of estimating losses and the capital resilience of the Bank in absorbing such losses, as well as to identify steps to mitigate the risk and maintain capital. The Bank conducts two types of stress tests, which are: sensitivityshock analysis and scenario analysis historical or hypothetic. Stress testing simulations are based on actual scenarios, comprehensive models and an automated calculating system. Stress testing models cover primary risks such as credit risk, market risk and liquidity risk. For credit risk, a stress testing model has been developed having regard to best practice to cover the wholesale, consumer and retail segments, among others, through an econometric model linking credit risk factors with macroeconomic factors. In 2013, there were many inluencing conditions at both the global and regional levels, such as uncertainty in several European countries, low growth in developed countries and China, the situation in the United States including the debt ceiling crisis, high levels of volatility in the inancial markets and a number of domestic issues. Bank Mandiri has conducted stress testing and prepared the necessary contingency plans if these trends were to come to crisis point. During 2013, quarterly stress tests were conducted using standard shock parameters and scenarios simulating stress conditions. During 2013, a number of scenario analyses were developed for baseline, moderate and worst cases with reference to current conditions and historical global and domestic issues, such as increases in fuel prices, the minimum wage, electricity prices and interest rates. Bank Mandiri has proved its resilience in facing the global inancial crisis of 2008 and the crisis in Europe in 2011 without any signiicant losses or shocks. Nevertheless the Bank continues to maintain the Business Command Center in operational mode during 2013 as an integrated crisis management center to anticipate the impact of the crisis and global recession. In respect of this strategy, Bank Mandiri received the “Asian Banker Risk Management Award” for the category of Achievement in Liquidity Risk Management. risk management Annual Report 2013 PT Bank Mandiri Persero Tbk.6. OTHER RISKS
Parts
» Opinion on the Bank’s Consolidated Financial Results Opinion on the Bank’s Prospects
» Membership of the Board of Commissioners and Committees under the supervision of the Board of
» Corporate transactions AR Mandiri 2013 English
» Transactional and Retail Banking
» Low Cost Funds Enhancement Program CASA Innovations in Product Development, Services and Processes
» Building Organizational Capacity Staf and Leadership Development
» ORGANIZATION HUMAN RESOURCES POLICIES PROCEDURES SYSTEM DATA
» METHODOLOGY MODEL ANALYTICS AR Mandiri 2013 English
» CREDIT RISK MANAGEMENT AR Mandiri 2013 English
» MARKET RISK MANAGEMENT Market Risk - Trading Book
» LIQUIDITY RISK MANAGEMENT AR Mandiri 2013 English
» OPERATIONAL RISK MANAGEMENT AR Mandiri 2013 English
» WORST CONDITION SIMULATION STRESS TESTING
» OTHER RISKS AR Mandiri 2013 English
» MODEL VALIDATION AR Mandiri 2013 English
» Good Corporate Governance Gift Disclosure Statement
» Compliance Risk Compliance with Anti-Money Laundering and Terrorism Funding APU-PPT Legislation
» Development of Subsidiaries and Non-Organic Initiatives Development of Reporting Automation
» Risk Mapping Continuous Auditing
» Enhancement Metodologi RBA Integrated Assurance Combined Assurance
» Internal Audit Capability Model
» SUPPORTING CURRENT BUSINESS IMPROVEMENT
» SUPPORTING BOARD OF DIRECTORS ON OTHER STRATEGIC PROJECTS.
» ADDITIONAL INVESTMENT BANK MANDIRI IN PT BANK SYARIAH MANDIRI BACKGROUND AND REASONS
» Bank Indonesia Regulation Number 1512PBI2013 on Minimum Capital Requirements KPMM for
» Corporate Governance Commitment Corporate Governance Structure
» Mechanism of Corporate Governance
» EVP Coordinator Change Management Oice SEVP Consumer Finance
» SEVP Internal Audit Award for “Best Corporate Governance” from Finance Asia
» SEVP Transaction Banking Award for “Best Corporate Governance” from Finance Asia
» RETAIL AND SUPPORT EXECUTIVE COMMITTEE RSEC
» WHOLESALE EXECUTIVE COMMITTEE WEC ASSETS LIABILITIES COMMITTEE ALCO
» Funding Loans Banking Book Portfolio Risk Management Limit BUSINESS COMMITTEE
» RISK MANAGEMENT COMMITTEE AR Mandiri 2013 English
» HUMAN CAPITAL POLICY COMMITTEE
» INFORMATION TECHNOLOGY COMMITTEE AR Mandiri 2013 English
» CAPITAL SUBSIDIARIES COMMITTEE AR Mandiri 2013 English
» Director in charge of Compliance Function Compliance line unit
» Liquidity Risk Operational Risk Legal Risk
» Strategic Risk Compliance Risk Reputational risk
» SELF-RELIANT COMMUNITY AR Mandiri 2013 English
» EDUCATION AND ENTREPRENEURSHIP 1 MANDIRI YOUNG ENTREPRENEUR
» Umum Summary of Key Financial Highlights
» Reports from the Board of Directors and Board of Commissioners Corporate Proile
» Management Analysis and Discussion on Corporate Performance
» Good Corporate Governance OTHER CSR ACTIVITIES
» Merger continued Financial Information 530
» Recapitalisation continued Financial Information 530
» Initial Public Offering, Limited Public Offering, Changes in Share Capital and Public Offering
» Divestment of Government Share Ownership Subsidiaries Associates
» Subsidiaries and Associates continued PT Bank Syariah Mandiri
» Subsidiaries and Associates continued PT Usaha Gedung Mandiri continued
» Subsidiaries and Associates continued PT Mandiri Sekuritas continued
» Subsidiaries and Associates continued PT Mandiri Tunas Finance
» Subsidiaries and Associates continued
» Subsidiaries and Associates continued PT Mandiri AXA General Insurance continued
» Structure and Management Financial Information 530
» Structure and Management continued
» USE OF CRITICAL ACCOUNTING ESTIMATES AND JUDGEMENTS
» GOVERNMENT BONDS AR Mandiri 2013 English
» OTHER RECEIVABLES - TRADE TRANSACTIONS
» DERIVATIVE RECEIVABLES AND PAYABLES
» INTANGIBLE ASSETS OTHER ASSETS
» DEPOSITS FROM CUSTOMERS - SAVING DEPOSITS
» LIABILITY TO UNIT-LINKED HOLDERS
» ACCRUED EXPENSES AR Mandiri 2013 English
» OTHER LIABILITIES AR Mandiri 2013 English
» FUND BORROWINGS AR Mandiri 2013 English
» SUBORDINATED LOANS AR Mandiri 2013 English
» TEMPORARY SYIRKAH FUNDS AR Mandiri 2013 English
» ALLOWANCE FOR IMPAIRMENT LOSSES
» ALLOWANCEREVERSAL FOR POSSIBLE LOSSES
» OTHER OPERATING EXPENSES - OTHERS - NET
» FOREIGN CURRENCY TRANSACTIONS AR Mandiri 2013 English
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