Introduction
Management Discussion Analysis on Company
Performance
Good Corporate Governance
Corporate Social Responsibility
Corporate Data
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213
Consolidated Financial Statements
Kredit Pegawai Pensiunan
Claims on Pension Loans
Tagihan Kepada Usaha Mikro,
Usaha Kecil dan Portofolio Ritel
Claims on Micro, Small, and Retail
Portfolio Tagihan Kepada
Korporasi Claims on
Corporates Tagihan Yang
Telah Jatuh Tempo
Claims on Past Due Exposures
Aset Lainnya Other Assets
Eksposur di Unit Usaha Syariah
apabila ada Sharia
Exposures if any
Economic Sector
9 10
11 12
13 14
2 Position Date of Report
- 15.669
3.457 -
- -
Agricultures, Hunting and Forestry -
3.995 -
- -
- Fisheries
- 9.946
19.707 -
- -
Mining and Quarrying -
25.563 153.788
- -
- Processing industry
- 556
59.119 -
- -
Electricity, Gas and Water -
5.007 213.117
- -
- Construction
- 196.783
1 -
- -
Big and Retail Trade -
114.339 105.707
- -
- Provision of Accommodation and Food Supply Drinking
- 2.493
136.971 -
- -
Transportation, Warehousing and Communications -
- -
- -
- Transitional Finance
- 252.281
395.045 -
- -
Real Estate, Rental Business, and Services Company -
- -
- -
- Government Administration, the Defence and Compulsory Social
Security -
1.367 224
- -
- Education Services
- 9.735
51.820 -
- -
Health and Social Services -
5.104 2.303
- -
- Community, Sociocultural, Entertainment and Other Individual
Services -
- -
- -
- Individual Services which Serve Households
- -
- -
- -
Extra Agency International Agency and Other International -
- -
- -
- Business Activities which are Not Clearly Defined
- -
- -
- -
Credit Recipients Non Industrial Origin 29.724.159
4.546.324 9.070.302
- 3.341.330
- Others
29.724.159 5.189.162
10.211.561 -
3.341.330 -
Total Position Date of Report Year Previous
- 7.992
79 -
- -
Agricultures, Hunting and Forestry -
256 -
- -
- Fisheries
- 13.897
32.878 -
- -
Mining and Quarrying -
42.658 47.173
- -
- Processing industry
- 703
14.007 -
- -
Electricity, Gas and Water -
3.347 293.731
- -
- Construction
- 142.349
- -
- -
Big and Retail Trade -
193.467 117.576
- -
- Provision of Accommodation and Food Supply Drinking
- 4.817
177.450 -
- -
Transportation, Warehousing and Communications -
- -
- -
- Transitional Finance
- 266.427
314.638 -
- -
Real Estate, Rental Business, and Services Company -
- -
- -
- Government Administration, the Defence and Compulsory Social
Security -
79 2.475
- -
- Education Services
- 6.101
27.123 -
- -
Health and Social Services -
18.290 3.901
- -
- Community, Sociocultural, Entertainment and Other Individual
Services -
- -
- -
- Individual Services which Serve Households
- -
- -
- -
Extra Agency International Agency and Other International -
- -
- -
- Business Activities which are Not Clearly Defined
- -
- -
- -
Credit Recipients Non Industrial Origin 23.256.774
3.860.766 8.111.615
- 2.475.396
- Others
23.256.774 4.561.149
9.142.646 -
2.475.396 -
Total
2.3. b Disclosure of Net Receivable Based on Economic Sector - Bank Consolidated with Subsidiary
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2.4.a Pengungkapan Tagihan dan Pencadangan Berdasarkan Wilayah - Bank secara Individual
2.4.b Pengungkapan Tagihan dan Pencadangan Berdasarkan Wilayah - Bank secara Konsolidasi dengan Perusahaan Anak
No. Keterangan
31 Desember 2013December 31, 2013 Wilayah
Region Wilayah
Region 1
Wilayah Region
2 Wilayah
Region 3 Lainnya
Others Total
1 2
3 4
5 6
7
1 Tagihan
14.916.215 10.020.308
13.308.486 6.864.598
45.109.607
2 Tagihan yang mengalami penurunan nilai impaired
-
a. Belum jatuh tempo
365.878 269.294
379.390 262.498
1.277.060
b. Telah jatuh tempo
-
3 Cadangan kerugian penurunan nilai CKPN - Individual
92.561 195.842
98.008 102.803
489.214
4 Cadangan kerugian penurunan nilai CKPN - Kolektif
203.543 54.318
193.228 77.022
528.111
5 Tagihan yang dihapus buku
83.811 29.567
138.634 18.940
270.952
No. Keterangan
31 Desember 2013December 31, 2013 Wilayah
Region Wilayah
Region 1
Wilayah Region
2 Wilayah
Region 3 Lainnya
Others Total
1 2
3 4
5 6
7
1 Tagihan
18.708.948 10.020.308
13.308.486 6.864.598
48.902.340
2 Tagihan yang mengalami penurunan nilai impaired
- -
- -
-
a. Belum jatuh tempo
432.892 269.294
379.390 262.498
1.344.074
b. Telah jatuh tempo
- -
- -
-
3 Cadangan kerugian penurunan nilai CKPN - Individual
92.561 195.842
98.008 102.803
489.214
4 Cadangan kerugian penurunan nilai CKPN - Kolektif
265.637 54.318
193.228 77.022
590.205
5 Tagihan yang dihapus buku
175.627 29.567
138.634 18.940
362.768
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Consolidated Financial Statements
2.4.a Disclosure of Receivables and Allowances Based on Region - Bank Individually
2.4.b Disclosure of Receivables and Allowances Based on Region - Bank Consolidated with Subsidiary
31 Desember 2012December 31, 2012 Description
Wilayah Region
Wilayah Region
1 Wilayah
Region 2
Wilayah Region 3
Lainnya Others
Total 8
9 10
11 12
2
12.287.309 7.264.692
10.324.151 5.353.081
35.229.233
Receivables
-
Impaired Receivables
188.318 219.965
235.816 83.572
727.671
a. Non Past Due
-
b. Past Due
46.474 156.490
104.013 24.331
331.308
Allowance for Impairment Losses - Individual
94.096 40.315
90.252 46.979
271.642
Allowance for Impairment Losses - Collective
135.018 26.843
133.670 60.102
355.633
Claims written off
31 Desember 2012December 31, 2012 Description
Wilayah Region
Wilayah Region
1 Wilayah
Region 2
Wilayah Region 3
Lainnya Others
Total 8
9 10
11 12
2
15.388.069 7.264.692
10.324.151 5.353.081
38.329.993
Receivables
- -
- -
-
Impaired Receivables
305.727 219.965
235.816 83.572
845.080
a. Non Past Due
- -
- -
-
b. Past Due
46.474 156.490
104.013 24.331
331.308
Allowance for Impairment Losses - Individual
171.939 40.315
90.252 46.979
349.485
Allowance for Impairment Losses - Collective
135.018 26.843
133.670 60.102
355.633
Claims written off
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No. Sektor Ekonomi
Tagihan Receivable
Tagihan yang Mengalami Penurunan Nilai
Impaired Receivables Cadangan kerugian
penurunan nilai CKPN - Individual
Allowance for Impairment Losses -
Individual Cadangan
kerugian penurunan nilai
CKPN - Kolektif Allowance for
Impairment Losses -
Collective Tagihan yang
dihapus buku Claims Written
off
Economic Sector
Belum Jatuh Tempo
Non Past Due Telah Jatuh
Tempo Past Due
1 2
3 4
5 6
7 8
2 Posisi Tanggal Laporan
Position Date of Report
1 Pertanian, Perburuan dan
Kehutanan 216.826
44.040 -
11.250 26.470
13.732 Agricultures, Hunting and
Forestry 2
Perikanan 50.955
6.732 -
- 4.831
1.598 Fisheries
3 Pertambangan dan Penggalian
100.328 9.493
- 3.753
3.069 2.539
Mining and Quarrying 4
Industri Pengolahan 1.292.551
124.656 -
66.321 42.340
45.734 Procesing industry
5 Listrik, Gas, dan Air
301.569 137
- 240
668 4
Electricity, Gas and Water 6
Konstruksi 1.933.505
104.818 -
81.536 21.616
11.386 Construction
7 Perdagangan Besar dan Eceran
4.518.638 562.488
- 103.722
316.918 183.234
Big and Retail Trade 8
Penyediaan Akomodasi dan Makan Minum
82.260 60.370
- 20
9.071 -
Provision of Accomodation and Food Supply Drinking
9 Transportasi, Pergudangan, dan
Komunikasi 247.898
16.899 -
4.558 3.698
89 Transportation, Warehousing
and Communications 10
Perantara Keuangan 1.027
100 -
- 72
- Transitional Finance
11 Real Estate, Usaha Persewaan,
dan Jasa Perusahaan 2.571.744
160.714 -
113.710 44.655
92.081 Real Estate, Rental Business,
and Services Company 12
Administrasi Pemerintahan, Pertahanan dan Jaminan Sosial
Wajib -
- -
- -
- Government Administration,
the Defense and Compulsory Social Security
13 Jasa Pendidikan
68.193 4.211
- 1.152
2.916 -
Education Services 14
Jasa Kesehatan dan Kegiatan Sosial
- -
- -
689 -
Health and Social Services 15
Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan
Perorangan Lainnya 168.832
13.414 -
6.971 5.171
10.661 Community, Sociocultural,
Entertainment and Other Individual Services
16 Jasa Perorangan yang Melayani
Rumah Tangga -
- -
- -
- Individual Services which
Serve Households 17
Badan Internasional dan Badan Ekstra Internasional Lainnya
- -
- -
- -
Extra Agency International Agency and Other
International 28
Kegiatan yang Belum Jelas Batasannya
12 -
- -
- -
Business Activities which are Not Clearly Defined
19 Bukan Lapangan Usaha
- -
- -
- -
Credit Recipients Non Industrial Origin
20 Lainnya
54.200.049 235.985
- 96.102
110.215 1.711
Others
Total 65.754.387
1.344.057 -
489.335 592.399
362.769 Total
2.5.a Pengungkapan Tagihan dan Pencadangan Berdasarkan Sektor Ekonomi - Bank secara Individual
Introduction
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Corporate Social Responsibility
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Consolidated Financial Statements
No. Sektor Ekonomi
Tagihan Receivable
Tagihan yang Mengalami Penurunan Nilai
Impaired Receivables Cadangan kerugian
penurunan nilai CKPN - Individual
Allowance for Impairment Losses -
Individual Cadangan
kerugian penurunan nilai
CKPN - Kolektif Allowance for
Impairment Losses -
Collective Tagihan yang
dihapus buku Claims Written
off
Economic Sector
Belum Jatuh Tempo
Non Past Due Telah Jatuh
Tempo Past Due
1 2
3 4
5 6
7 8
2 Posisi Tanggal Laporan Tahun Sebelumnya
Position Date of Report Year Previous
1 Pertanian, Perburuan dan
Kehutanan 334.565
31.114 -
3.782 21.897
25.256 Agricultures, Hunting and
Forestry 2
Perikanan 47.278
1.396 -
- 564
2.085 Fisheries
3 Pertambangan dan Penggalian
1.265.462 152.516
- 137.977
12.425 13.825
Mining and Quarrying 4
Industri Pengolahan 388.799
49.542 -
11.486 34.676
13.814 Processing industry
5 Listrik, Gas, dan Air
63.231 2
- 323
184 34
Electricity, Gas and Water 6
Konstruksi 1.851.339
65.480 -
54.537 26.618
32.246 Construction
7 Perdagangan Besar dan Eceran
142.439 -
- -
- -
Big and Retail Trade 8
Penyediaan Akomodasi dan Makan Minum
4.551.054 231.923
- 39.887
110.242 217.941
Provision of Accommodation and Food Supply Drinking
9 Transportasi, Pergudangan, dan
Komunikasi 551.996
87.451 -
- 42.973
783 Transportation, Warehousing
and Communications 10
Perantara Keuangan -
- -
- -
- Transitional Finance
11 Real Estate, Usaha Persewaan,
dan Jasa Perusahaan 3.187.365
132.617 -
53.324 43.312
9.097 Real Estate, Rental Business,
and Services Company 12
Administrasi Pemerintahan, Pertahanan dan Jaminan Sosial
Wajib -
- -
- -
- Government Administration,
the Defence and Compulsory Social Security
13 Jasa Pendidikan
81.677 766
- -
1.048 2.148
Education Services 14
Jasa Kesehatan dan Kegiatan Sosial
104.692 5.359
- 2.950
1.428 531
Health and Social Services 15
Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan
Perorangan Lainnya 281.411
5.290 -
1.265 3.383
5.640 Community, Sociocultural,
Entertainment and Other Individual Services
16 Jasa Perorangan yang Melayani
Rumah Tangga -
- -
- -
- Individual Services which
Serve Households 17
Badan Internasional dan Badan Ekstra Internasional Lainnya
- -
- -
- -
Extra Agency International Agency and Other
International 28
Kegiatan yang Belum Jelas Batasannya
- -
- -
- -
Business Activities which are Not Clearly Defined
19 Bukan Lapangan Usaha
- -
- -
- -
Credit Recipients Non Industrial Origin
20 Lainnya
53.120.826 81.623
- 25.777
50.736 32.232
Others
Total 65.972.134
845.079 -
331.308 349.486
355.632 Total
2.5.a Disclosure of Receivables and Allowances Based on Economic Sector - Bank Individually
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No. Sektor Ekonomi
Tagihan Receivable
Tagihan yang Mengalami Penurunan Nilai
Impaired Receivables Cadangan kerugian
penurunan nilai CKPN - Individual
Allowance for Impairment Losses -
Individual Cadangan
kerugian penurunan nilai
CKPN - Kolektif Allowance for
Impairment Losses -
Collective Tagihan yang
dihapus buku Claims Written
off
Economic Sector
Belum Jatuh Tempo
Non Past Due Telah Jatuh
Tempo Past Due
1 2
3 4
5 6
7 8
2 Posisi Tanggal Laporan
Position Date of Report
1 Pertanian, Perburuan dan
Kehutanan 239.762
44.040 -
11.250 26.470
13.732 Agricultures, Hunting and
Forestry 2
Perikanan 55.058
6.732 -
- 4.831
1.598 Fisheries
3 Pertambangan dan Penggalian
136.627 9.493
- 3.753
3.069 2.539
Mining and Quarrying 4
Industri Pengolahan 1.475.860
124.656 -
66.321 42.340
45.734 Processing industry
5 Listrik, Gas, dan Air
361.857 137
- 240
668 4
Electricity, Gas and Water 6
Konstruksi 2.161.072
104.818 -
81.536 21.616
11.386 Construction
7 Perdagangan Besar dan Eceran
4.717.611 562.488
- 103.722
316.918 183.234
Big and Retail Trade 8
Penyediaan Akomodasi dan Makan Minum
309.972 60.370
- 20
9.071 -
Provision of Accommodation and Food Supply Drinking
9 Transportasi, Pergudangan, dan
Komunikasi 388.709
16.899 -
4.558 3.698
89 Transportation, Warehousing
and Communications 10
Perantara Keuangan 1.027
100 -
- 72
- Transitional Finance
11 Real Estate, Usaha Persewaan,
dan Jasa Perusahaan 3.747.970
160.714 -
113.710 44.655
92.081 Real Estate, Rental Business,
and Services Company 12
Administrasi Pemerintahan, Pertahanan dan Jaminan Sosial
Wajib -
- -
- -
- Government Administration,
the Defence and Compulsory Social Security
13 Jasa Pendidikan
102.064 4.211
- 1.152
2.916 -
Education Services 14
Jasa Kesehatan dan Kegiatan Sosial
68.862 -
- -
689 -
Health and Social Services 15
Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan
Perorangan Lainnya 186.961
13.414 -
6.971 5.171
10.661 Community, Sociocultural,
Entertainment and Other Individual Services
16 Jasa Perorangan yang Melayani
Rumah Tangga -
- -
- -
- Individual Services which
Serve Households 17
Badan Internasional dan Badan Ekstra Internasional Lainnya
- -
- -
- -
Extra Agency International Agency and Other
International 28
Kegiatan yang Belum Jelas Batasannya
12 -
- -
- -
Business Activities which are Not Clearly Defined
19 Bukan Lapangan Usaha
- -
- -
- -
Credit Recipients Non Industrial Origin
20 Lainnya
56.803.006 235.985
- 96.102
110.215 1.711
Others
Total 70.756.430
1.344.057 -
489.335 592.399
362.769 Total
2.5.b Pengungkapan Tagihan dan Pencadangan Berdasarkan Sektor Ekonomi - Bank secara Konsolidasi dengan Perusahaan Anak
Introduction
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Consolidated Financial Statements
No. Sektor Ekonomi
Tagihan Receivable
Tagihan yang Mengalami Penurunan Nilai
Impaired Receivables Cadangan kerugian
penurunan nilai CKPN - Individual
Allowance for Impairment Losses -
Individual Cadangan
kerugian penurunan nilai
CKPN - Kolektif Allowance for
Impairment Losses -
Collective Tagihan yang
dihapus buku Claims Written
off
Economic Sector
Belum Jatuh Tempo
Non Past Due Telah Jatuh
Tempo Past Due
1 2
3 4
5 6
7 8
2 Posisi Tanggal Laporan Tahun Sebelumnya
Position Date of Report Year Previous
1 Pertanian, Perburuan dan
Kehutanan 334.565
31.114 -
3.782 21.897
25.256 Agricultures, Hunting and
Forestry 2
Perikanan 47.278
1.396 -
- 564
2.085 Fisheries
3 Pertambangan dan Penggalian
1.265.462 152.516
- 137.977
12.425 13.825
Mining and Quarrying 4
Industri Pengolahan 388.799
49.542 -
11.486 34.676
13.814 Processing industry
5 Listrik, Gas, dan Air
63.231 2
- 323
184 34
Electricity, Gas and Water 6
Konstruksi 1.851.339
65.480 -
54.537 26.618
32.246 Construction
7 Perdagangan Besar dan Eceran
142.439 -
- -
- -
Big and Retail Trade 8
Penyediaan Akomodasi dan Makan Minum
4.551.054 231.923
- 39.887
110.242 217.941
Provision of Accommodation and Food Supply Drinking
9 Transportasi, Pergudangan, dan
Komunikasi 551.996
87.451 -
- 42.973
783 Transportation, Warehousing
and Communications 10
Perantara Keuangan -
- -
- -
- Transitional Finance
11 Real Estate, Usaha Persewaan,
dan Jasa Perusahaan 3.187.365
132.617 -
53.324 43.312
9.097 Real Estate, Rental Business,
and Services Company 12
Administrasi Pemerintahan, Pertahanan dan Jaminan Sosial
Wajib -
- -
- -
- Government Administration,
the Defence and Compulsory Social Security
13 Jasa Pendidikan
81.677 766
- -
1.048 2.148
Education Services 14
Jasa Kesehatan dan Kegiatan Sosial
104.692 5.359
- 2.950
1.428 531
Health and Social Services 15
Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan
Perorangan Lainnya 281.411
5.290 -
1.265 3.383
5.640 Community, Sociocultural,
Entertainment and Other Individual Services
16 Jasa Perorangan yang Melayani
Rumah Tangga -
- -
- -
- Individual Services which
Serve Households 17
Badan Internasional dan Badan Ekstra Internasional Lainnya
- -
- -
- -
Extra Agency International Agency and Other
International 28
Kegiatan yang Belum Jelas Batasannya
- -
- -
- -
Business Activities which are Not Clearly Defined
19 Bukan Lapangan Usaha
- -
- -
- -
Credit Recipients Non Industrial Origin
20 Lainnya
57.535.849 81.623
- 25.777
50.736 32.232
Others
Total 70.387.157
845.079 -
331.308 349.486
355.632 Total
2.5.b Disclosure of Receivables and Allowances Based on Economic Sector - Bank Consolidated with Subsidiary
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No. Keterangan
Description 31 Desember 201331 December 2013
31 Desember 201231 December 2012 CKPN Individual
Allowance for Impairment Losses -
Individual CKPN Kolektif
Allowance for Impairment Losses -
Collective CKPN Individual
Allowance for Impairment Losses -
Individual CKPN Kolektif
Allowance for Impairment Losses -
Collective 1
2 3
4 5
6
1
Saldo awal CKPN Beginning Balance - Allowance for Impairment Losses
331.308 271.641
132.924 374.976
2 Pembentukan pemulihan CKPN pada periode berjalan Net
Allowancereversal for impairment losses during the year Net
2.a Pembentukan CKPN pada periode berjalan Additional allowance for Impairment
Losses during the year 157.906
386.668 198.384
163.653 2.b Pemulihan CKPN pada periode berjalan
Reversal for impairment losses during the year -
3 CKPN yang digunakan untuk melakukan hapus buku atas
tagihan pada peride berjalan Allowance for impairment losses used to claims written off
during the year 130.198
266.988 4
Pembentukan pemulihan lainnya pada periode berjalan Other allowance reversal during the year
489.214 528.111
331.308 271.641
2.6.a Disclosure of Details on Movements of Impairment Provision on Financial Assets CKPN - Bank Individually.
2.6.a Pengungkapan Rincian Mutasi Cadangan Kerugian Penurunan Nilai - Bank secara Individual
4.1.a Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit - Bank secara Individual
No. Kategori Portofolio
Portfolio Category 31 Desember 201331 December 2013
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
1 2
3 4
5 6
7 8
9 10
11 12
A Eksposur Neraca Balance Sheet Exposures
1 Tagihan Kepada Pemerintah
Claims on GovernmentSovereign 15.690.646
2 Tagihan Kepada Entitas Sektor Publik
Claims on Public Sector Entities 191.833
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks
and International Entities -
4 Tagihan Kepada Bank
Claims on Banks 240.400
1.834.384 5
Kredit Beragun Rumah Tinggal Claims Secured by Residential Property
3.901.606 6
Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate
- 7
Kredit PegawaiPensiunan Claims on Pension Loans
- -
- 29.724.159
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan
Portofolio Ritel Claims on Micro, Small, and Retail Portfolio
- 2.364.150
- 2.825.012
9 Tagihan Kepada Korporasi
Claims on Corporate 9.027
2.511.887 -
7.409.712 10
Tagihan Yang Telah Jatuh Tempo Claims on Past Due Exposures
- 11
Aset Lainnya Other Assets
3.341.330 12
Eksposur di Unit Usaha Syariah apabila ada Sharia Exposures if any
-
Total Eksposur Neraca Total Balance Sheet Exposures
15.699.673 5.116.437
49.228.036
Introduction
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Corporate Social Responsibility
Corporate Data
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Consolidated Financial Statements
No. Keterangan
Description 31 Desember 201331 December 2013
31 Desember 201231 December 2012 CKPN Individual
Allowance for Impairment Losses -
Individual CKPN Kolektif
Allowance for Impairment Losses -
Collective CKPN Individual
Allowance for Impairment Losses -
Individual CKPN Kolektif
Allowance for Impairment Losses -
Collective 1
2 3
4 5
6
1
Saldo awal CKPN Beginning Balance - Allowance for Impairment Losses
331.308 274.359
132.924 411.848
2 Pembentukan pemulihan CKPN pada periode berjalan Net
Allowancereversal for impairment losses during the year Net
2.a Pembentukan CKPN pada periode berjalan Additional allowance for Impairment
Losses during the year 157.906
386.145 198.384
129.499 2.b Pemulihan CKPN pada periode berjalan
Reversal for impairment losses during the year 3
CKPN yang digunakan untuk melakukan hapus buku atas tagihan pada peride berjalan
Allowance for impairment losses used to claims written off during the year
130.198 266.988
4 Pembentukan pemulihan lainnya pada periode berjalan
Other allowance reversal during the year -
489.214 530.306
331.308 274.359
2.6.b Disclosure of Details on Movements of Impairment Provision on Financial Assets CKPN - Bank Consolidated with
Subsidiary 2.6.b Pengungkapan Rincian Mutasi Cadangan Kerugian
Penurunan Nilai - Bank secara Konsolidasi dengan Perusahaan Anak
4.1.a Disclosure of Net Receivable Risk Weighted after MRK effect - Bank Individually.
ATMR RWA
Beban Modal
Capital Charge
41.274 ATMR
RWA Beban
Modal
Capital Charge
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
13 14
15 16
17 18
19 20
21 22
23 24
25 26
- -
14.256.017 52.934
4.235 576.892
288.446 23.076
- -
- 512.361
40.989 95.184
2.293.625 887.732
71.019 1.744.216
139.537 1.705.953
616.713 49.337
- -
- 14.940.302
1.195.224 23.256.774
11.500.284 920.023
2.593.266 207.461
2.364.357 2.196.792
2.120.465 169.637
7.912.089 632.967
449.950 2.593.138
5.804.958 6.323.586
505.887 -
- -
746.069 59.686
2.475.396 701.665
56.133 -
- -
28.501.237 14.705.967
5.052.679 -
- -
- -
38.310.390 -
- 22.438.891
1.795.111
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No. Kategori Portofolio
Portfolio Category 31 Desember 201331 December 2013
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
1 2
3 4
5 6
7 8
9 10
11 12
B Eksposur Kewajiban KomitmenKontinjensi pada Transaksi Rekening AdministratifCommitment and Contingencies Liabilities Exposures on Administrative Account
1 Tagihan Kepada Pemerintah
Claims on Government Sovereign 431.349
2 Tagihan Kepada Entitas Sektor Publik
Claims on Public Sector Entities 3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
Claims on Multilateral Development Banks and International Entities
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 Claims on Pension Loans
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan
Portofolio Ritel Claims on Micro, Small, and Retail Portfolio
9 Tagihan Kepada Korporasi
Claims on Corporates 280.935
10 Tagihan Yang Telah Jatuh Tempo
Claims on Past Due Exposures 11
Eksposur di Unit Usaha Syariah apabila ada Sharia Exposures if any
Total Eksposur TRA Total Exposures on Administrative Account
712.284 C
Eksposur akibat Kegagalan Pihak LawanCounter party Credit Risk
1 Tagihan Kepada Pemerintah
Claims on Government Sovereign 2
Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entities
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks
and International Entities 4
Tagihan Kepada Bank Claims on Banks
5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan
Portofolio Ritel Claims on Micro, Small, and Retail Portfolio
6 Tagihan Kepada Korporasi
Claims on Corporates 7
Eksposur di Unit Usaha Syariah apabila ada Sharia Exposures if any
Total Eksposur Counterparty Credit Risk
4.1.a Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit - Bank secara Individual
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Consolidated Financial Statements
ATMR RWA
Beban Modal
Capital Charge
41.274 ATMR
RWA Beban
Modal
Capital Charge
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
13 14
15 16
17 18
19 20
21 22
23 24
25 26
- -
398.425 -
- -
- -
- -
- -
- -
- -
- -
- 280.935
22.475 93.166
201.434 201.434
16.115 -
- -
-
280.935 22.475
93.166 -
- -
- -
- -
- 201.434
201.434 16.115
- -
- 9.700.298
9.700.298 -
- -
- -
- -
1.924.798 1.915
153 -
- -
- -
- 11.625.096
- -
- -
- -
- -
9.700.298 1.915
153
4.1.a Disclosure of Net Receivable Risk Weighted after MRK effect - Bank Individually
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4.1.b Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit - Bank secara Konsolidasi dengan Perusahaan Anak
No. Kategori Portofolio
Portfolio Category 31 Desember 201331 December 2013
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
1 2
3 4
5 6
7 8
9 10
11 12
A Eksposur Neraca Balance Sheet Exposures
1 Tagihan Kepada Pemerintah
Claims on GovernmentSovereign 14.814.898
- -
- -
- -
-
2 Tagihan Kepada Entitas Sektor Publik
Claims on Public Sector Entities
- -
191.833
-
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks
and International Entities
- -
-
- 4
Tagihan Kepada Bank Claims on Banks
-
191.329
-
1.834.384 5
Kredit Beragun Rumah Tinggal Claims Secured by Residential Property
- -
-
3.891.994 6
Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate
7 Kredit PegawaiPensiunan
Claims on Pension Loans -
- -
29.171.479 8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro, Small, and Retail Portfolio -
2.364.150 -
2.808.249 9
Tagihan Kepada Korporasi Claims on Corporate
9.027 2.511.887
- 4.207.412
10 Tagihan Yang Telah Jatuh Tempo
Claims on Past Due Exposures 11
Aset Lainnya Other Assets
3.102.144 12
Eksposur di Unit Usaha Syariah apabila ada Sharia Exposures if any
Total Eksposur Neraca Total Balance Sheet Exposures
14.823.925 5.067.366
- -
- -
- 45.207.495
- -
B Eksposur Kewajiban KomitmenKontinjensi pada Transaksi Rekening AdministratifCommitment and Contingencies Liabilities Exposures on Administrative Account
1 Tagihan Kepada Pemerintah
Claims on Government Sovereign
- -
-
431.349 2
Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entities
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks
and International Entities 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
Claims on Pension Loans 8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro, Small, and Retail Portfolio 9
Tagihan Kepada Korporasi Claims on Corporates
224.252
-
10 Tagihan Yang Telah Jatuh Tempo
Claims on Past Due Exposures 11
Eksposur di Unit Usaha Syariah apabila ada Sharia Exposures if any
Total Eksposur TRA Total Exposures on Administrative
Account
- -
- -
- -
- 655.601
- -
Introduction
Management Discussion Analysis on Company
Performance
Good Corporate Governance
Corporate Social Responsibility
Corporate Data
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225
Consolidated Financial Statements
4.1.b Disclosure of Net Receivable Risk Weighted after MRK effect - Bank Consolidated with Subsidiary
ATMR RWA
Beban Modal
Capital Charge
41.274 ATMR
RWA Beban
Modal
Capital Charge
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
13 14
15 16
17 18
19 20
21 22
23 24
25 26
- -
13.265.496
- -
52.934 4.235
576.892 288.446
23.076 -
- -
- 502.547
40.204 95.184
2.055.177 580.040
46.403 1.740.852
139.268 1.696.595
612.502 49.000
- -
- 14.585.740
1.166.859 22.860.600
11.479.943 918.395
2.579.017 206.321
2.364.357 2.090.010
2.040.379 163.230
4.709.789 376.783
449.950 2.593.138
3.270.880 518.628
41.490 -
- 537.702
43.016 2.287.474
517.718 41.417
- -
24.708.581 1.976.686
13.715.446 5.052.679
- -
- -
- -
34.837.628 -
16.037.655 1.283.012
- -
-
398.425
- -
- -
- -
- -
- -
- -
- -
- -
- 224.252
2.803 -
294.600 201.434
16.115 -
- -
-
224.252 2.803
398.425 -
- -
- -
- 294.600
- -
201.434
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No. Kategori Portofolio
Portfolio Category 31 Desember 201331 December 2013
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
1 2
3 4
5 6
7 8
9 10
11 12
C Eksposur akibat Kegagalan Pihak LawanCounter party Credit Risk
1 Tagihan Kepada Pemerintah
Claims on Government Sovereign 2
Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entities
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks
and International Entities 4
Tagihan Kepada Bank Claims on Banks
5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan
Portofolio Ritel Claims on Micro, Small, and Retail Portfolio
6 Tagihan Kepada Korporasi
Claims on Corporates 7
Eksposur di Unit Usaha Syariah apabila ada Sharia Exposures if any
Total Eksposur Counterparty Credit Risk
- -
- -
- -
- -
- -
4.1.b Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit - Bank secara Konsolidasi dengan Perusahaan Anak
4.2.a Pengungkapan Tagihan Bersih dan Teknik Mitigasi Risiko Kredit - Bank secara Individual
No. Kategori Portofolio
31 Desember 201331 December 2013 Tagihan Bersih
Net Receiveable
Bagian Yang Dijamin Dengan Portion Secured By
Bagian yang tidak dijamin
Unsecured Portion Agunan
Collateral Garansi
Guarantee Asuransi
kredit Credit
Insurance Lainnya
Others 1
2 3
4 5
6 7
8 = 3- [4+5 +6+7]
A Eksposur Neraca
1 Tagihan Kepada Pemerintah
14.814.898 14.814.898
- 2
Tagihan Kepada Entitas Sektor Publik 191.833
191.833 3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
- 4
Tagihan Kepada Bank 2.025.713
191.329 1.834.384
5 Kredit Beragun Rumah Tingal
3.891.994 3.891.994
6 Kredit Beragun Properti Komersial
- -
7 Kredit PegawaiPensiunan
29.171.479 29.171.479
8 Tagihan Kepada Usaha Mikro, Usaha Kecil
dan Portofolio Ritel 5.172.399
2.364.150 2.808.249
9 Tagihan Kepada Korporasi
6.728.326 9.027
2.511.887 4.207.412
10 Tagihan yang Telah Jatuh Tempo
- 11
Aset Lainnya 3.102.144
3.102.144 12
Eksposur di Unit Usaha Syariah apabila ada -
Total Eksposur Neraca 65.098.786
9.027 -
5.067.366 14.814.898
45.207.495
Introduction
Management Discussion Analysis on Company
Performance
Good Corporate Governance
Corporate Social Responsibility
Corporate Data
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Consolidated Financial Statements
ATMR RWA
Beban Modal
Capital Charge
41.274 ATMR
RWA Beban
Modal
Capital Charge
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit Net Receivable After Credit Risk Mitigation
20 35
40 45
50 75
100 150
Lainnya Others
13 14
15 16
17 18
19 20
21 22
23 24
25 26
- -
- 9.748.558
- -
- -
- -
1.924.798 1.915
153 -
- -
- -
- -
- 11.673.356
- -
- -
- -
- -
- 1.915
153
4.1.b Disclosure of Net Receivable Risk Weighted after MRK effect - Bank Consolidated with Subsidiary
4.2.a Disclosure of Net Receiveable and MRK Technique - Bank Individualy
31 Desember 201231 December 2012 Portfolio Category
Tagihan Bersih
Net Receiveable
Bagian Yang Dijamin Dengan Portion Secured By
Bagian yang tidak dijamin Unsecured Portion
Agunan Collateral
Garansi Guarantee
Asuransi kredit
Credit
Insurance Lainnya
Others 9
10 11
12 13
14 = 9- [10+11 +12+13]
2 Balance Sheet Exposures
13.265.496 13.265.496
- Claims on Government Sovereign
576.892 576.892
Claims on Public Sector Entities -
Claims on Multilateral Development Banks and International Entities
2.150.361 95.184
2.055.177 Claims on Banks
1.696.595 1.696.595
Claims Secured by Residential Property -
Claims Secured by Commercial Real Estate 22.860.600
22.860.600 Claims on Pension Loans
4.454.367 2.364.357
2.090.010 Claims on Micro, Small, and
Retail Portfolio 6.313.968
3.043.088 3.270.880
Claims on Corporate -
Claims on Past Due Exposures 2.287.474
2.287.474 Other Assets
- Sharia Exposures if any
53.605.753 -
- 5.502.629
13.265.496 34.837.628
Total Balance Sheet Exposures
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No. Kategori Portofolio
31 Desember 201331 December 2013 Tagihan Bersih
Net Receiveable
Bagian Yang Dijamin Dengan Portion Secured By
Bagian yang tidak dijamin
Unsecured Portion Agunan
Collateral Garansi
Guarantee Asuransi
kredit Credit
Insurance Lainnya
Others 1
2 3
4 5
6 7
8 = 3- [4+5 +6+7]
B Eksposur Rekening Adminsitratif
-
1 Tagihan Kepada Pemerintah
431.349 431.349
- 2
Tagihan Kepada Entitas Sektor Publik -
- 3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
- 4
Tagihan Kepada Bank -
5 Kredit Beragun Rumah Tinggal
- 6
Kredit Beragun Properti Komersial -
7 Kredit PegawaiPensiunan
- 8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
- 9
Tagihan kepada Korporasi 224.252
224.252 10
Tagihan yang Telah Jatuh Tempo -
11 Eksposur di Unit Usaha Syariah apabila ada
-
Total Eksposur Rekening Administratif 655.601
- -
- 431.349
224.252 C
Eksposur Counterparty Credit Risk -
1 Tagihan Kepada Pemerintah
- 2
Tagihan Kepada Entitas Sektor Publik -
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional -
4 Tagihan Kepada Bank
- 5
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
- 6
Tagihan kepada Korporasi -
7 Eksposur di Unit Usaha Syariah apabila ada
- Total Eksposur Counterparty Credit Risk
- -
- -
- -
-
Total A+B+C 65.754.387
9.027 -
5.067.366 15.246.247
45.431.747
4.2.a Pengungkapan Tagihan Bersih dan Teknik Mitigasi Risiko Kredit - Bank secara Individual
Introduction
Management Discussion Analysis on Company
Performance
Good Corporate Governance
Corporate Social Responsibility
Corporate Data
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Consolidated Financial Statements
31 Desember 201231 December 2012 Portfolio Category
Tagihan Bersih
Net Receiveable
Bagian Yang Dijamin Dengan Portion Secured By
Bagian yang tidak dijamin Unsecured Portion
Agunan Collateral
Garansi Guarantee
Asuransi kredit
Credit
Insurance Lainnya
Others 9
10 11
12 13
14 = 9- [10+11 +12+13]
2 Commitment and Contingencies Liabilities Exposures on Administrative Account
398.425 398.425
Claims on Government Sovereign -
Claims on Public Sector Entities -
Claims on Multilateral Development Banks and International Entities
- Claims on Banks
- Claims Secured by Residential Property
- Claims Secured by Commercial Real Estate
- Claims on Pension Loans
- Claims on Micro, Small, and
Retail Portfolio 294.600
93.166 201.434
Claims on Corporate -
Claims on Past Due Exposures -
Sharia Exposures if any
693.025 -
- -
93.166 599.859
Total Administrative Account Exposure -
Counterparty Credit Risk Exposure
9.748.558 9.748.558
- Claims on Government Sovereign
- Claims on Public Sector Entities
- Claims on Multilateral Development Banks and
International Entities 1.924.798
1.924.798 Claims on Banks
- Claims on Micro, Small, and
Retail Portfolio -
Claims on Corporate -
Sharia Exposures if any 11.673.356
- -
- 9.748.558
1.924.798 Total Exposure Counterparty Credit Risk
- 65.972.134
- -
5.502.629 23.107.220
37.362.285 Total A+B+C
4.2.a Disclosure of Net Receiveable and MRK Technique - Bank Individualy
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4.2.b Pengungkapan Tagihan Bersih dan Teknik Mitigasi Risiko Kredit - Bank secara Konsolidasi dengan Perusahaan Anak
No. Kategori Portofolio
31 Desember 201331 December 2013 Tagihan Bersih
Net Receiveable
Bagian Yang Dijamin Dengan Portion Secured By
Bagian yang tidak dijamin
Unsecured Portion Agunan
Collateral Garansi
Guarantee Asuransi
kredit Credit
Insurance Lainnya
Others 1
2 3
4 5
6 7
8 = 3- [4+5 +6+7]
A Eksposur Neraca
1 Tagihan Kepada Pemerintah
15.690.646 15.690.646
- 2
Tagihan Kepada Entitas Sektor Publik 191.833
191.833 3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
- 4
Tagihan Kepada Bank 2.074.784
240.400 1.834.384
5 Kredit Beragun Rumah Tingal
3.901.606 3.901.606
6 Kredit Beragun Properti Komersial
- -
7 Kredit PegawaiPensiunan
29.724.159 156.444
29.567.715 8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
5.189.162 5.189.162
9 Tagihan Kepada Korporasi
9.930.626 9.027
2.511.887 7.409.712
10 Tagihan yang Telah Jatuh Tempo
- 11
Aset Lainnya 3.341.330
3.341.330 12
Eksposur di Unit Usaha Syariah apabila ada -
Total Eksposur Neraca 70.044.146
9.027 -
2.908.731 15.690.646
51.435.742 B
Eksposur Rekening Adminsitratif -
1 Tagihan Kepada Pemerintah
431.349 431.349
- 2
Tagihan Kepada Entitas Sektor Publik -
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional -
4 Tagihan Kepada Bank
- 5
Kredit Beragun Rumah Tinggal -
6 Kredit Beragun Properti Komersial
- 7
Kredit PegawaiPensiunan -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil
dan Portofolio Ritel -
9 Tagihan kepada Korporasi
280.935 280.935
10 Tagihan yang Telah Jatuh Tempo
- 11
Eksposur di Unit Usaha Syariah apabila ada -
Total Eksposur Rekening Administratif 712.284
- -
- 431.349
280.935 C
Eksposur Counterparty Credit Risk -
1 Tagihan Kepada Pemerintah
- 2
Tagihan Kepada Entitas Sektor Publik -
3 Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga Internasional -
4 Tagihan Kepada Bank
- 5
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
- 6
Tagihan kepada Korporasi -
7 Eksposur di Unit Usaha Syariah apabila ada
- Total Eksposure Counterparty Credit Risk
- -
- -
- -
-
Total A+B+C 70.756.430
9.027 -
2.908.731 16.121.995
51.716.677
Introduction
Management Discussion Analysis on Company
Performance
Good Corporate Governance
Corporate Social Responsibility
Corporate Data
bank bjb
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231
Consolidated Financial Statements
4.2.a Disclosure of Net Receiveable and MRK Technique - Bank Consolidated with Subsidiary
31 Desember 201231 December 2012 Portfolio Category
Tagihan Bersih
Net Receiveable
Bagian Yang Dijamin Dengan Portion Secured By
Bagian yang tidak dijamin Unsecured Portion
Agunan Collateral
Garansi Guarantee
Asuransi kredit
Credit
Insurance Lainnya
Others 9
10 11
12 13
14 = 9- [10+11 +12+13]
2 Balance Sheet Exposures
14.256.017 14.256.017
- Claims on Government Sovereign
576.892 576.892
Claims on Public Sector Entities -
Claims on Multilateral Development Banks and International Entities
2.388.809 95.184
2.293.625 Claims on Banks
1.705.953 1.705.953
Claims Secured by Residential Property -
Claims Secured by Commercial Real Estate 23.256.774
23.256.774 Claims on Pension Loans
4.561.149 2.364.357
2.196.792 Claims on Micro, Small, and
Retail Portfolio 8.848.046
3.043.088 5.804.958
Claims on Corporate -
Claims on Past Due Exposures 2.475.396
2.475.396 Other Assets
- Sharia Exposures if any
58.069.036 -
- 5.502.629
14.256.017 38.310.390
Total Balance Sheet Exposures Commitment and Contingencies Liabilities Exposures on Administrative Account
398.425 398.425
Claims on Government Sovereign -
Claims on Public Sector Entities -
Claims on Multilateral Development Banks and International Entities
- Claims on Banks
- Claims Secured by Residential Property
- Claims Secured by Commercial Real Estate
- Claims on Pension Loans
- Claims on Micro, Small, and
Retail Portfolio 294.600
294.600 Claims on Corporate
- Claims on Past Due Exposures
- Sharia Exposures if any
693.025 -
- -
- 693.025
Total Eksposur Rekening Administratif -
Counterparty Credit Risk Exposure
9.700.298 9.700.298
Claims on Government Sovereign -
Claims on Public Sector Entities -
Claims on Multilateral Development Banks and International Entities
1.924.798 1.924.798
Claims on Banks -
Claims on Micro, Small, and Retail Portfolio
- Claims on Corporate
- Sharia Exposures if any
11.625.096 -
- -
- 11.625.096
Total Exposure Counterparty Credit Risk -
70.387.157 -
- 5.502.629
14.256.017 50.628.511
Total A+B+C
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B. Risiko Pasar Risiko Pasar adalah Risiko yang timbul atas portfolio pada
posisi neraca dan rekening administratif termasuk transaksi derivatif, akibat perubahan secara keseluruhan dari kondisi
pasar, termasuk Risiko perubahan harga option. Komponen risiko pasar meliputi:
• Risiko Suku Bunga adalah risiko akibat perubahan harga instrumen keuangan dari posisi Trading Book
yang disebabkan oleh pergerakan sensitivitas risiko risk factor pada setiap instrumen atau akibat perubahan
nilai ekonomis modal Economic Value of Equity bank dari aktivitas Banking Book yang disebabkan oleh
perubahan suku bunga. • Klasiikasirisikosukubungamencakuppularisikosuku
bunga dari posisi Banking Book yang antara lain meliputi repricing risk, yield curve risk, basis risk, dan optionality
risk. • Risiko Nilai Tukar adalah risiko akibat perubahan nilai
posisi terbuka valuta asing klasifikasi Trading Book atau akibat perubahan posisi Devisa Neto bank Banking
Book yang disebabkan oleh perubahan nilai tukar valuta asing.
Risiko pasar timbul dari pergerakanperubahan tingkat suku bunga danatau nilai tukar yang mempengaruhi posisi
keuangan bank khususnya terhadap rasio permodalan. Secara garis besar, manajemen risiko pasar terbagi menjadi
2 dua yaitu manajamen risiko pasar trading book dan manajemen risiko pasar banking book. Sumber risiko pasar
trading book timbul dari aktivitas Dealing Room Divisi Treasuri akibat posisi terbuka bank yang terekspos pergerakan suku
bunga atau nilai tukar valuta asing. Sumber risiko pasar banking book timbul antara lain
disebabkan oleh perubahan stuktur portofolio neraca dan rekening adminstratif bank yang sensitif terhadap
pergerakan suku bunga sehingga berdampak terhadap pendapatan bunga bersih dan yang yang disebabkan pula
karena perubahan struktur portofolio neraca dan rekening adminstratif bank yang sensitif terhadap pergerakan nilaii
tukar yang tercermin dari Posisi Devisa Neto bank. 1. Pengawasan Aktif Dewan Komisaris dan Direksi
Dewan Komisaris dan Direksi bertanggungjawab atas efektivitas penerapan Manajemen Risiko Pasar di Bank.
Terkait wewenang dan tanggung jawab pengawasan
aktif Dewan Komisaris dan Direksi bank bjb, Dewan
Komisaris dan Direksi selalu memperoleh informasi yang jelas mengenai evaluasi dan penerapan manajemen
risiko eksposur risiko pasar, pemantauan limit secara harian serta langkah-langkah yang diambil oleh Risk
B. Market Risk Market risk is the risk arising on the portfolio over the
balance sheet position and administrative accounts including derivative transactions, due to overall changes in the market
conditions, including the risk of price changes in option. The component of the market risk include :
• Interestrateriskistheriskduetochangesintheprice of financial instruments from the Trading Book position
caused by the risk factor movements on any instrument or as a result of changes in the Economic Value of Equity
of the bank from Banking Book activities caused by changes in interest rates.
• Classiicationofinterestrateriskalsoincludestherisk of interest rate from the Banking Book positions which
include repricing risk, yield curve risk, basis risk, and optionality risk.
• Foreign Exchange Risk is the risk due to changes in the Trading Book classification open position value of
foreign exchange or as a result of changes in the Net Open Position of the bank Banking Book caused by
changes in foreign currency exchange rates. The market risk arises from movements changes in interest
rates and or exchange rates which affect the bank’s financial position, particularly to capital ratio. In general, market risk
management is divided into 2 two, namely the trading book market risk management and banking book market
risk management. Sources of trading book market risk arises from Dealing Room book activities’ of the Treasury Division
due to the open positions of bank that are exposed to movements in interest rates or foreign exchange rates.
Sources of banking book market risk arises partly due to the changes in the portfolio structure of the bank’s balance
sheets and administrative accounts that are sensitive to interest rate movements impacting the net interest income
and which are also due to changes in the portfolio structure of the bank’s balance sheets and administrative accounts
that are sensitive to movements in exchange rates which is reflected in the Net Open Position of bank.
1. Active Supervision by the Board of Commissioners and Directors
The Board of Commissioners and the Board of Directors are responsible for the effective implementation of the
Bank’s Market Risk Management. In relations to the active supervision authority and responsibility of the Board of
Commissioners and Board of Directors of bank bjb, the Board
of Commissioners and the Board of Directors always obtain clear information on the evaluation and implementation of
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Consolidated Financial Statements
Taking Unit khususnya terkait adanya pelampauan limit.
Dalam pelaksanaan pengawasannya, Dewan Komisaris dibantu oleh Komite Pemantau Risiko KPR bank secara
berkala melakukan pengawasan melalui koordinasi dengan Satuan Kerja Manajemen Risiko. Media
koordinasi yang digunakan dapat berupa laporan pemantauan risiko oleh SKMR yang disampaikan
kepada Komite Pemantau Risiko ataupun melalui media rapat antara kedua belah pihak. Pada implementasinya,
Pelaksanaan rapat yang diadakan umumnya membahas
penerapan manajemen risiko di bank bjb menyangkut
diantaranya penerapan pengukuran risk tolerance risiko pasar, pembahasan profil risiko yang bersifat material,
serta kecukupan dan evaluasi metodologi danatau tools pengukuran risiko pasar yang dipergunakan Satuan
Kerja Manajemen Risiko. Pengawasan yang dilakukan oleh Direksi adalah melalui
pemantauan penerapan limit Treasury secara berkala baik terjadi pelampauan limit breach limit maupun tidak
terjadi pelampauan limit, dan melakukan persetujuan atas limit yang bersifat baru ataupun setelah dilakukan
perubahan. Pembahasan tentang pengelolaan risiko pasar terkait penentuan tingkat suku bunga pricing
dan struktur aset kewajiban bank dilakukan dalam Rapat ALCO Asset Liability Committee sedangkan
pembahasan eksposur risiko pasar dibahas dalam rapat Komite Manajemen Risiko Risk Management
Committee danatau Komite Risiko Pasar Market Risk Committee. Sejalan dengan kebijakan manajemen
risiko pasar mengenai tahapan eskalasi pelampauan limit, setiap pelampauan limit akan diinformasikan dan
disetujui apabila terjadi kondisi abnormal dalam Komite Manajemen Risiko RMC. Pengelolaan risiko pasar
tersebut disusun ke dalam bentuk kebijakan, prosedur, limit risiko dan hasil keputusan lainnya terkait dengan
pengelolaan risiko pasar. Limit risiko pasar dan risk appetite bank dievaluasi secara periodik atau sewaktu-
waktu diperlukan untuk dilakukan evaluasi sesuai dengan perubahan lingkungan bisnis bank.
2. Kecukupan Kebijakan, Prosedur dan Penetapan Limit Sebagai penerapan manajemen risiko pasar yang bersifat
dinamis, Satuan Kerja Manajemen Risiko bank melakukan pembaharuan dan evaluasi atas kebijakan dan pedoman
manajemen risiko bank secara berkala. Evaluasi pedoman pengukuran limit risiko pasar oleh Satuan Kerja Manajemen
Risiko secara berkala dan dilakukan pembahasan dengan risk taking unit Divisi Treasury dan selanjutnya akan diajukan
kepada Direksi untuk persetujuan atas pedoman dimaksud. risk management of market risk exposure, supervision of
limit on a daily basis as well as steps employed by the Risk Taking Unit specifically related to the lending limit.
In the implementation of its supervision, the Board of Commissioners assisted by the bank’s Risk Monitoring
Committee RMC periodically conduct supervision in coordination with the Risk Management Unit. The coordination
media utilized can be in the form of risk monitoring reports by SKMR submitted to the Risk Monitoring Committee or
through the media of meetings between the two parties. In its implementation, the general meeting implemented
generally discussed the implementation of risk management
in bank bjb concerning among others the application of
market risk measurement of risk tolerance, material risk profile discussion, as well as the adequacy and evaluation of
methodologies and or market risk measurement tools used by the Risk Management Unit.
Supervision carried out by the Board of Directors is through the monitoring of the implementation of the Treasury limit
periodically in the event of breach limit occurrences or not, and provide limit approval that are new or after being
amended. Discussions on the management of the market risk related to interest rate determination pricing and
the structure of the bank’s assets and liabilities are carried at the ALCO Asset Liability Committee Meeting, while
discussions on the market risk exposures are discussed in the Risk Management Committee and or the Market
Risk Committee meetings. In line with the market risk management policies regarding the stages of escalation of
limit breach, any limit breaches will be informed and approved in the event of abnormal conditions in the Risk Management
Committee RMC. The management of the market risk is arranged in the form of policies, procedures, risk limits, and
other decision results relating to the management of market risk. The limit of the bank’s market risk and risk appetite are
evaluated periodically or at any time deemed needed to be evaluated in accordance with the bank’s changing business
environment.
2. Adequacy of Policy, Procedure, and Establishment of Limit As an application of a dynamic market risk management,
the Risk Management Unit of the bank periodically updates and evaluates the policies and guidelines of the bank’s
risk management. The evaluation of the market risk limit measurement guidelines by the Risk Management Unit
are conducted periodically and discussions with the risk taking unit Treasury Division and subsequently submitted
to the Board of Directors for the approval of the intended guidelines.
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Terkait dengan evaluasi penetapan limit Dealing Room Treasury dan ALM yang diajukan oleh Divisi Treasury, Satuan
Kerja Manajemen Risiko melakukan evaluasi terhadap limit tersebut dengan metodologi yang telah disahkan
dalam pedoman manajemen risiko bank. Limit untuk level portofolio treasury dievaluasi minimal satu tahun sekali
atau dapat dilakukan lebih sering jika terdapat pergerakan volatilitas harga pasar atau perubahan business plan risk
taking unit. Evaluasi analisa tersebut sekurang-kurangnya memuat informasi mengenai latar belakang perubahan
limit, kondisi saat ini, dasar perhitungan dalam melakukan perubahan limit, kepatuhan terhadap regulasi dan dampak
terhadap modal. 3. Kecukupan Proses Identifikasi, Pengukuran, Pemantauan,
dan Pengendalian Risiko, serta Sistem Informasi Manajemen Risiko
Dalam melakukan penerapan Manajemen Risiko melalui proses
identifikasi, pengukuran,
pemantauan, dan
pengendalian Risiko, serta sistem informasi Manajemen Risiko untuk Risiko Pasar sebagaimana Surat Edaran Bank
Indonesia Nomor 1323DPNP tanggal 25 Oktober 2011, Bank melakukan penerapan manajemen risiko yaitu :
a. Identifikasi Risiko Pasar Proses identifikasi risiko pasar meliputi identifikasi dari
karakteristik produk baru, identifikasi sumber risiko pasar yang dapat berdampak kepada transaksi yang
akan dilakukan oleh Dealing Room Treasury. Proses identifikasi Risiko yang disesuaikan dengan Risiko Pasar
melekat pada aktivitas bisnis Bank yang meliputi risiko suku bunga antara lain repricing risk, yield curve risk,
basis risk, dan optionality risk dan untuk risiko nilai tukar antara lain tercermin dari besarnya eksposur
transaksional. Satuan Kerja Manajemen Risiko juga melakukan review atau evaluasi atas produk maupun
aktivitas yang terekspos pengaruh pergerakan variabel pasar.
b. Pengukuran Risiko Pasar Pengelolaan portofolio Divisi Treasuri tanpa adanya dasar
pertimbangan dan penilaian risiko akan mengakibatkan kerugian di atas toleransi bank dalam menyerap
kerugian. Salah satu cara dalam menanggulangi kejadian risiko yang dapat menyebabkan kerugian
di atas toleransi risiko bank adalah penggunaan toleransi risiko atau limit transaksi yang diperkenankan
manajemen bank. Pengajuan limit oleh Divisi Treasuri sebagai risk taking unit harus mendapatkan kajian risiko
secara terukur oleh Divisi Manajemen Risiko. Pengajuan limit ini bertujuan untuk mempermudah Manajemen
bank bjb dalam memahami risiko yang dihadapi serta
pengelolaan risikonya. Related to the Dealing Room Treasury and ALM limit
determination evaluation submitted by the Treasury Division, the Risk Management Unit evaluates the limits through
methodologies that has been validated in the bank’s risk management guidelines. The limit for treasury portfolio level
is evaluated at least once a year or can be carried out more frequently in the event of market price volatile movements
or changes in the business plan of the risk taking unit. The analysis evaluation shall at least contain background
information about limit changes, current conditions, the basis of calculations in conducting limit changes, compliance
to the regulations and the impacts on the capital. 3. Adequacy
of Identification
Process, Measurement,
Monitoring, and Risk Control, as well as the Risk Management Information System
In conducting the implementation of Risk Management through the process of identification, measurement,
monitoring, and controlling risks, as well as the Risk Management information system for the Market Risk as
stipulated in Bank Indonesia Circular Letter No. 1323DPNP dated October 25, 2011, the Bank implements the risk
management, namely: a. Market Risk Identification
The market risk identification process includes the identification of new product characteristics, identification of
sources of market risk that may affect the transactions that will be conducted by the Dealing Room Treasury. The risk
identification process that are adapted to the market risks inherent in the Bank’s business activities which are included
in the interest rates risk are, among others, repricing risk, yield curve risk, basis risk and optionality risk and for foreign
exchange risk are among others as reflected in the amount of transactional exposure. The Risk Management Unit also
conducts reviews or evaluations on products or activities that are exposed to the influence of movements in market
variables. b. Market Risk Measurement
The portfolio management of the Treasury Division with no consideration basis nor risk assessments will result in the
loss of tolerance of the bank to absorb losses. One way to inhibit risk occurrences that may cause harm to the bank’s
risk tolerance is the application of risk tolerance or limit transactions that are allowed by the management of the
bank. The limit application by the Treasury Division as the risk taking unit must obtain a measured risk assessment by the
Risk Management Division. The limit application is intended
to facilitate the management of bank bjb in understanding
risks as well as its management.
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Consolidated Financial Statements
Pengajuan limit harus meliputi kriteria-kriteria sebagai berikut :
Divisi Treasuri sebagai risk taking unit menerapkan “trading” dan “hedging” secara berkala sebagai bagian
dari proses pengelolaan bisnis Treasury khususnya bidang Treasury Trading. Pada konteks limit berbasis risiko ini, yang
ditentukan adalah limit yang berkaitan dengan aktivitas Treasury. Dalam proses penerapan limit dilakukan usaha
pendekatan dimana terdapat komponen-komponen yang mendukung diantaranya:
a. Rencana Bisnis • Rencana bisnis harus secara luas mencantumkan
tujuan dari limit yang diminta, target pasar, pendapatan yang diharapkan dan kebutuhan akan
modal. Rencana tersebut harus mengkualifikasikan cara bagaimana limit tersebut akan dipergunakan,
contoh “trading” atau “hedging”. • Aplikasi limit harus mengidentiikasi mata uang
dan pasar spesifik yang menjadi eksposur terhadap tujuan unit bisnis.
b. Persyaratan Modal dan Proyeksi Pendapatan • Divisi Treasuri meminta masukan dari Divisi
Manajemen Risiko dalam mengukur alokasi modal yang harus disediakan dalam memitigasi potensi
kerugian yang akan timbul. • Divisi Treasuri harus memberikan proyeksi
pendapatan yang berhubungan dengan aplikasi limit. Proyeksi tersebut akan memudahkan Direksi
dalam proses pengambilan keputusan persetujuan limit.
c. Penggunaan historis Divisi Treasuri dapat memberikan analisa trend market
outlook dengan penggunaan historis yang ada atas eksposur risiko atau limit yang akan diterapkan.
Prosedur kerja pengukuran limit unit bisnis Treasuri mempertimbangkan beberapa aspek yang dinilai cukup
berpotensial dalam menimbulkan kejadian risiko. Komponen yang mendasari dalam pengukuran limit memuat yaitu:
a Faktor sensitivitas risiko pasar Setiap aktivitas Treasuri terdapat risiko yang melekat risk
inherent dimana proses dalam pengukuran risiko harus didasarkan pada sensitivitas risiko yang melekat pada
aktivitas transaksi Treasuri. Faktor sensitivitas risiko pasar meliputi yaitu PV01, Duration, Vega, Gamma, Theta, Rho,
dan volatilitas transaksi. b Kecukupan Data
Kecukupan data diperlukan sebagai kecukupan prosedur analisis statistik dan agar analisis pengukuran terhadap
risiko menghasilkan output yang memadai dan sesuai The limit application must include the following criteria:
The Treasury Division as the risk taking unit implements “trading” and “hedging” on a regular basis as part of
the Treasury business management process particularly in the Treasury Trading field. In this risk-based limit context,
the limit set is related to Treasury activities. In the limit implementation process, approaches are conducted to the
supporting components, among others: a. Business Plan
• Thebusinessplanmustbroadlystatesthepurpose of the requested limit, the target market, expected
revenues and the required capital. The plan must qualify how the limit will be utilized, such as
“trading” or “hedging”. • Thelimitapplicationmustidentifyaspeciiccurrency
and market becoming exposures to the business unit objectives.
b. Capital Requirement and Projected Revenues • The Treasury Division requests input from the Risk
Management Division in measuring the capital allocation that should be provided to mitigate
potential losses that may arise. • The Treasury Division must provide the projected
revenues associated with the limit application. The projections will facilitate the Board of Directors in
the decision-making process of limit approval. c. The use of historical
The Treasury Division can provide the market outlook trend analysis with the use of existing historic on risk
exposures or limit which will be implemented. The Treasury business unit limit measurement working procedures
consider several aspects that are assessed to have the potentials of risk occurrences. Underlying components in the measurement
of limit are namely: a Market risk sensitivity factor
Each Treasury activities are risk inherent in which the process of risk assessment shall be based on the sensitivity of the
inherent risk in the Treasury transaction activities. The market risk sensitivity factors include PV01, Duration, Vega,
Gamma, Theta, Rho, and transaction volatility. b Adequacy of Data
Data adequacy is required as a statistic analysis procedure adequacy and to ensure the risk assessment analysis
generates adequate output and in accordance with the risk
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dengan eksposur risiko yang dihadapi oleh bank. Data yang diperlukan adalah data historis yang dibutuhkan guna
memperkuat suatu analisis pengukuran limit risiko. c Pengukuran Value at Risk
Model Value at Risk tersebut dipergunakan dalam mengukur dan menganalisa risiko transaksi Treasuri secara komprehensif
dan terukur. Misalnya, penggunaan VaR value at risk untuk mengukur kerugianbudget loss atas aktivitas transaksi
Treasury trading selain itu kegunaan model ini juga dapat mengukur perkiraan kerugian terburuk yang dapat dialami
Bank dalam selang waktu tertentu pada kondisi pasar yang normal dan tingkat kepercayaan tertentu.
Beberapa strategi pengelolaan risiko pasar yang dilakukan
bank bjb adalah mencakup sistem dan prosedur dengan
menggunakan teknik Mark To Market, Value at Risk VaR, Stress Testing, Repricing Gap Duration Gap Model atau
metoda lain yang sesuai untuk mendapatkan nilai wajar eksposur secara berkala, sekaligus merupakan platform
yang tepat untuk menilai posisi risiko.
Pada saat ini bank bjb menerapkan metode yang mampu
mengukur risiko terhadap nilai tukar yaitu dengan menggunakan Model Nilai Tukar Var EWMA Exponential
Weighted Moving Average yang dilengkapi dengan Fundamental Analysis dan Historical Simulation untuk
menangkap tingkat risiko nilai tukar yang tercermin dalam
Posisi Devisa Netto. bank bjb juga telah membangun model
pengukuran risiko tingkat suku bunga dengan menggunakan metodologi yang dapat menangkap risiko suku bunga
dari portofolio aset dan kewajiban yang sensitif terhadap perubahan suku bunga serta menentukan besaran risiko
terhadap bank melalui Repricing Profile, Duration GAP, dan Economic Value of Equity EVE. Dalam proses pengukuran
potensi kerugian baik itu suku bunga dan nilai tukar dari transaksi-transaksi Treasury diukur melalui VaR simulasi
historis baik secara sistem OPICS Risk maupun manual. Pengujian kelayakan internal VaR simulasi historis melalui
back testing VaR vs ProfitLoss Treasury dan dilakukan secara berkala.
c. Pemantauan Risiko Pasar Aktivitas manajemen risiko dalam melakukan proses
pemantauan aktivitas bisnis antara lain melalui: 1. Adanya RMA Risk Manegement Agency yang
berfungsi untuk melakukan proses manajemen risiko pasar trading book melalui pemantauan limit
Treasuri secara harian, misalnya ketentuan GWM, open position, budget loss, risk sensitivity limit, dan
lainnya. Sebagai upaya proses pemantauan yang efektif dan akurat, bank telah memiliki sistem OPICS
exposure faced by the bank. The data required is historical data needed to strengthen a measurement analysis of risk
limit. c Value at Risk Measurement
The Value at Risk model is used in measuring and analyzing the Treasury’s transaction risks in a comprehensive and
measurable manner. For example, the use of VaR value at risk to measure budget loss over the Treasury trading
transaction activities in addition the benefit of this model can also measure the expected worst loss caused to the Bank
in a certain time interval in normal market conditions and a certain confidence level.
Several market risk management strategies conducted
by bank bjb include systems and procedures through the
utilization of Mark To Market, Value at Risk VaR, Stress Testing, Repricing Gap and Duration Gap Model techniques
or other appropriate methods to obtain a fair exposure value on a regular basis, as well as an accurate platform to assess
the risk position.
Currently bank bjb applied a method that is capable
of measuring the risk of the exchange rate, namely the Exponential Weighted Moving Average EWMA which
is equipped with Fundamental Analysis and Historical Simulation to capture the exchange rate risk that is reflected
in the Net Open Position. bank bjb has also developed an
interest rate level measurement model using a methodology that can capture the interest rate risk from the portfolio of
assets and liabilities that are sensitive to changes in interest rates as well as determine the amount of risk to the bank
through the Repricing Profile, Duration GAP and Economic Value of Equity EVE. In the process of measuring the
potential loss both in interest rates and exchange rates from Treasury transactions are measured through historical
simulation of VaR both by systems OPICS Risk or manually. Internal feasibility studies of VaR historical simulation are
conducted through back testing VaR vs Profit Loss Treasury and performed periodically.
c. Market Risk Monitoring Risk management activities in conducting business
activity monitoring process are through, among others: 1. The existence of the RMA Risk management Agency
which serves to perform trading book market risk management process through the daily monitoring
of the Treasuries’ limit, for example minimum reserve requirement provision, open position, budget loss,
risk sensitivity limit, and others. As an effective and accurate monitoring process effort, the bank has
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Consolidated Financial Statements
Risk yang berfungsi dalam mengukur eksposur risiko trading book yang dilakukan oleh dealing room
Treasury. 2. Pemantauan risiko nilai tukar banking book
dilakukan melalui pemantauan Posisi Devisa Neto per 30 menit serta secara harian agar berada dalam
toleransi limit internal bank dan regulasi Bank Indonesia.
3. Pemantauan risiko suku bunga banking book dilakukan melalui pengukuran Repricing GAP,
Duration GAP, dan Economic Value of Equity EVE untuk melihat sensitivitas porotfolio aktiva dan
pasiva bank dalam menghadapi perubahan suku bunga di masa datang.
4. Monitoring risiko sovereign Credit Default Swap 5 Year sebagai indikator penilai risiko investasi dari
counterparty atau suatu negara asing melalui sistem informasi manajemen risiko. Apabila tingkat CDS
meningkat secara signifikan maka unit bisnis harus melakukan keputusan yang menghindari kerugian
yang sangat besar bagi bank. 5. Melakukan evaluasi terhadap eksposur risiko yang
dimiliki oleh bank. 6. Apabila terjadi pelampauan limit, Divisi Manajemen
Risiko segera melakukan pelampauan tersebut kepada Direksi.
d. Pengendalian Risiko Pasar Strategi yang diambil oleh bank dalam proses
pengendalian risiko pasar, antara lain melalui hedging, squaring position, back-to-back dan cara lain yang
bertujuan untuk meng-off-set suatu transaksiposisi yang mengalami kerugian serta stress testing guna melihat
ketahanan posisi keuangan bank dalam menghadapi kondisi krisis. Selain itu pula dapat digunakan untuk
mentransfer risiko yang dimiliki dealing room Treasury bank sepanjang transfer risiko tersebut masih berada
dalam risk limit bank. Bank juga membatasi atau melarang jenis transaksi atau instrumen tertentu untuk
ditransaksikan oleh bisnis unit, serta mengurangi risiko dengan cara memberikan batas maksimum transaksi
atau portofolio sesuai dengan risk appetite bank. 4. Sistem Pengendalian Intern yang Menyeluruh
Dalam rangka pengembangan penerapan manajemen risiko yang dinamis, Satuan Kerja Manajemen Risiko selalu
melakukan evaluasi atas kebijakan, prosedur dan limit risiko pasar secara berkala. Sebagai upaya pengendalian risiko
pasar berupa kecukupan kebijakan dan prosedur Satuan Kerja Manajemen Risiko, kaji ulang atas kebijakan dan
prosedur dilakukan oleh unit independen baik di internal ataupun pihak eksternal.
had the OPICS Risk system which serves to measure the trading book risk exposures undertaken by the
Treasury dealing room. 2. Monitoring of the trading book exchange rate risk
monitoring is performed through the monitoring of the Net Open Position per 30 minutes as well as
daily to be in the internal bank limit tolerance and the regulations of Bank Indonesia.
3. Monitoring of the banking book interest rate risk conducted through the measurement of Repricing
GAP, Duration GAP and Economic Value of Equity EVE to see the portfolio sensitivity of the bank’s
assets and liabilities in encountering the changes in interest rates in the future.
4. Monitoring the sovereign risk Credit Default Swap 5 Year as an indicator of investment risk assessors
of a counterparty or a foreign country through the risk management information system. In the event
the CDS level increased significantly, the business unit must undertake decisions to avoid huge losses
to the bank. 5. To evaluate the bank’s risk exposures.
6. In the event of limit breach, the Risk Management Division immediately the breach to the Board of
Directors. d. Market Risk Control
The strategy adopted by the bank in the market risk control process, among others through hedging,
squaring position, back-to-back and other methods that aimed to off-set a transaction position experiencing
loss as well as stress testing to observe the resilience of the bank’s financial position in the face of crisis.
In addition, it can also be used to transfer the risk of the Treasury dealing room as long as the risk transfer
is still in the bank’s risk limit. The Bank also restricts or prohibits certain types of transactions or instruments to
be transacted by the business unit, as well as reducing risk by providing a maximum transaction or portfolio
limit in accordance with the risk appetite of the bank. 4. Comprehensive Internal Control System
In order to develop the implementation of a dynamic risk management, the Risk Management Unit continuously
evaluates the policies, procedures and market risk limits on a regular basis. As an effort to control the market risk in
the form of adequacy of policies and procedures of the Risk Management Unit, a review on the policies and procedures
is carried out by an independent unit in both internally or external parties.
RISK MANAGEMENT
MANAJEMEN RISIKO
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Pelaksanaan kaji ulang dan evaluasi terhadap pengukuran risiko yang dilakukan oleh Divisi Manajemen Risiko meliputi:
• Kesesuaiankebijakan,desainprosesManajemenRisiko, sistem informasi, dan pelaporan manajemen risiko bank
dengan kebutuhan bisnis Bank, serta perkembangan peraturan dan praktek terbaik best practice terkait
Manajemen Risiko; • Metode, asumsi, dan variabel yang digunakan untuk
mengukur Risiko dan menetapkan limit risiko pasar; • Perbandingan antara asumsi yang digunakan dalam
metode pengukuran risiko yang dipergunakan dengan kondisi yang sebenarnyaaktual;
• Perbandingan antara limit yang ditetapkan dengan eksposur yang sebenarnyaaktual;
Hasil kaji ulang Satuan Kerja Manajemen Risiko Divisi Manajemen Risiko yang telah dikaji ulang oleh Satuan
Kerja Audit Intern SKAI akan disampaikan dalam Komite Manajemen Risiko RMC untuk kemudian diminta
persetujuannya kepada Direksi. Pembahasan tersebut dilakukan pula dengan Dewan Komisaris yang dibantu oleh
Komite Pemantau Risiko. Kaji ulang yang dilakukan oleh Satuan Kerja Audit Intern SKAI meliputi:
• KeandalankerangkaManajemenRisiko,yangmencakup kebijakan, struktur organisasi, alokasi sumber daya,
desain proses Manajemen Risiko, sistem informasi, dan pelaporan Risiko Bank;
• Proses pemantauan yang dilakukan oleh Satuan Kerja Manajemen Risiko;
• Evaluasi atas metodologi pengukuran Satuan Kerja Manajemen Risiko;
5. Pengungkapan Kuantitatif Risiko Pasar The implementation of review and evaluation to the risk
measurement performed by the Risk Management Division include:
• The conformity of policy, Risk Management process design, information systems, and the bank’s risk
management reporting with the Bank’s business needs, as well as regulatory developments and best practices
related to Risk Management; • Methods, assumptions, and variables used to measure
Risk and determining the market risk limits; • Thecomparisonbetweentheassumptionsusedinthe
risk measurement methods that are utilized in actual conditions;
• Comparison between the set limit and the actual exposure;
The review results of the Risk Management Unit Risk Management Division which have been reviewed by
the Internal Audit Unit SKAI will be conveyed in the Risk Management Committee RMC to be subsequently
prompted for approval to the Board of Directors. The discussion was also held with the Board of Commissioners,
assisted by the Risk Monitoring Committee. The review carried out by the Internal Audit Unit SKAI includes:
• Reliability of Risk Management framework, which includes policies, organizational structure, resource
allocation, Risk Management process design, information systems, and reporting of Bank’s Risks;
• MonitoringprocessconductedbytheRiskManagement Unit;
• Evaluation on the measurement methodology of the Risk Management Unit;
5. Quantitative Market Risk Disclosure
Introduction
Management Discussion Analysis on Company
Performance
Good Corporate Governance
Corporate Social Responsibility
Corporate Data
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Consolidated Financial Statements
7.1. Pengungkapan Risiko Pasar dengan Menggunakan Metode Standar