Evaluation Of Risk Management Systems.

Introduction Management Discussion Analysis on Company Performance Good Corporate Governance Corporate Social Responsibility Corporate Data bank bjb •฀Laporan฀Tahunan฀2013฀Annual฀Report 193 Consolidated Financial Statements Untuk meningkatkan sustainability bank dalam menghadapi gejolak ekonomi, serta ancaman-ancaman eksternal lainnya, bank berupaya memperkuat proses manajemen risiko di setiap kegiatan usaha. Bank melakukan penyempurnaan atas kebijakan, infrastruktur dan kualitas sumber daya manusia terkait dengan pengelolaan risiko yang berpedoman kepada ketentuan Bank Indonesia, Basel II dan aturan internasional secara best practices. Selain itu, bank juga melakukan gap data analysis untuk persiapan penerapan Basel II, yang diikuti dengan action plan berupa persiapan data, sistem simulasi untuk perhitungan internal capital charge, serta perbaikan sistem penyusunan profil risiko agar menjadi lebih sistematis dan akurat. Upaya tersebut dilakukan untuk mempersiapkan bank agar dapat mengelola risiko yang dihadapi, melakukan upaya pencegahan dan mitigasi, mencadangkan modal sehingga membantu bank dalam merencanakan arah pertumbuhan bisnis di masa depan.

2. Evaluasi Atas Efektivitas Sistem Manajemen Risiko.

Sistem pengukuran risiko yang dipergunakan untuk mengukur eksposur risiko Bank sebagai pedoman untuk melakukan pengendalian dan dilakukan secara berkala. Sistem tersebut paling kurang harus dapat mengukur: a Sensitivitas produkaktivitas terhadap perubahan faktor- faktor yang mempengaruhinya, bank dalam keadaan normal maupun tidak normal; b Kecenderungan perubahan faktor-faktor dimaksud berdasarkan fluktuasi yang terjadi di masa lalu dan korelasinya; c Faktor risiko Risk Faktor secara individual; d Eksposur risiko secara keseluruhan aggregate maupun per risiko, dengan mempertimbangkan keterkaitan antar risiko; e Seluruh risiko yang melekat pada seluruh transaksi serta produk perbankan, termasuk produk dan aktivitas baru, dan dapat diintegrasikan dalam sistem informasi manajemen Bank. Metode pengukuran dapat dilakukan secara kuantitatif dan atau kualitatif. Metode pengukuran tersebut dapat berupa metode yang ditetapkan oleh Bank Indonesia dalam rangka penilaian risiko dan perhitungan modal baik berupa metode standar atau metode internal yang dikembangkan sendiri oleh Bank. Dalam rangka mengatasi kelemahan yang dapat timbul atas penggunaan model pengukuran risiko tertentu maka Bank harus melakukan validasi model tersebut. Sistem pengukuran risiko dievaluasi dan disempurnakan secara berkala atau sewaktu-waktu apabila diperlukan untuk memastikan kesesuaian asuransi, akurasi, kewajaran, To improve the bank’s sustainability in facing the economic turmoil, as well as other external threats, the bank seeks to strengthen the risk management process in every business activity. The bank carried out improvements on the policies, infrastructures and quality of human resources associated with risk management referring to Bank Indonesia regulations, Basel II and international best practices rules. In addition, the bank also conducts gap data analysis in the preparation for the implementation of Basel II, which is followed by the action plan in the form of data preparation, simulation system for internal calculation of capital charge, as well as improving the risk profiling system to become more systematic and accurate. Efforts are made to prepare the bank in order to manage the risks, conduct prevention and mitigation efforts, reserving the bank’s capital, assisting the bank in planning the direction of future business growth.

2. Evaluation Of Risk Management Systems.

The risk measurement system used to measure the risk exposure of the Bank as a guideline to control and performed on a regular basis. The system must be able to measure at least: a Sensitivity of products activities toward factor changes which influence it, the bank under normal as well as abnormal circumstances; b The tendency of changes in the factors mentioned based on the fluctuations that occurred in the past and their correlations; c Individual Risk factor; d Overall aggregate risk exposure and per risk, taking into account the relationship between risks; e All risks inherent in all transactions as well as banking products, including new products and activities, and can be integrated into the Bank’s management information system. The measurement method can be performed quantitatively and or qualitatively. The measurement method can be methods stipulated by Bank Indonesia in the framework of risk assessment and calculation of capital both in the form of a standard method or methods developed internally by the Bank. In order to overcome the disadvantages which may arise on the use of specified risk measurement models, the Bank shall validate the model. The risk measurement system is evaluated and refined periodically or at any time when necessary to ensure the suitability of insurance, accuracy, fairness, and integrity of data, as well as the Kriteria ARA No. VI.15.2 RISK MANAGEMENT MANAJEMEN RISIKO bank bjb •฀Laporan฀Tahunan฀2013฀Annual฀Report 194 dan integritas data, serta prosedur yang digunakan untuk mengukur risiko. Dalam melakukan evaluasi atas efektivitas sistem manajemen risiko bank maka satuan kerja manajemen risiko melakukan program pemantauan sebagai berikut : a Bank memiliki sistem dan prosedur pemantauan antara lain mencakup pemantauan terhadap besarnya eksposur risiko, kepatuhan limit internal dan hasil stress Testing maupun konsistensi dengan kebijakan dan prosedur yang ditetapkan. b Pemantauan dilakukan baik oleh unit pelaksana risk taking unit maupun oleh Satuan Kerja Manajemen Risiko. c Hasil pemantauan disajikan dalam laporan berkala yang disampaikan kepada manajemen dalam rangka mitigasi risiko dan tindakan yang diperlukan. d Bank menyiapkan suatu sistem back up dan prosedur yang efektif untuk mencegah terjadinya gangguan disruptions dalam proses pemantauan risiko, dan melakukan pengecekan serta penilaian kembali secara berkala terhadap sistem back up tersebut. 3. Profil Risiko yang Dihadapi Perusahaan. Tingkat risiko bank bjb secara keseluruhan hingga Triwulan III Tahun 2013 adalah Low To Moderate dengan trend risiko stabil apabila dibandingkan dengan triwulan sebelumnya. Perkembangan bisnis bank diiringi dengan peningkatan Kualitas Penerapan Manajemen Risiko dalam seluruh aktivitas operasionalnya. Ringkasan profil risiko selama kurun waktu 2013 untuk 8 jenis risiko yang dikelola bank adalah sebagai berikut: No Jenis RisikoType of Risk Profil RisikoRisk Profile bank bjb 2013 Triwulan I Triwulan II Triwulan III 1 Risiko Kredit Credit Risk Low Low to Moderate Low to Moderate 2 Risiko Pasar Market Risk Low Low Low 3 Risiko Likuditas Liquidity Risk Low to Moderate Low to Moderate Low to Moderate 4 Risiko Operasional Operational Risk Low to Moderate Low to Moderate Low to Moderate 5 Risiko Hukum Law Risk Low to Moderate Low to Moderate Low to Moderate 6 Risiko Reputasi Reputation Risk Low to Moderate Low to Moderate Low Moderate 7 Risiko Kepatuhan Compliance Risk Low Low Low 8 Risiko Strategik Strategic Risk Low Low Low Predikat Risiko Predicate Risk Low to Moderate Low to Moderate Low to Moderate procedures used to measure risks. In conducting the evaluation on the effectiveness of the bank’s risk management system, the risk management unit conducts a monitoring program as follows: a The Bank has monitoring systems and procedures which include the monitoring of the risk exposure amount, compliance with internal limits and the results of the stress Testing as well as the consistency with the established policies and procedures. b Monitoring is conducted either by the implementation unit risk taking units as well as by the Risk Management Unit. c The monitoring results are presented in the periodic reports submitted to management in order to mitigate risks and the necessary action. d The bank sets an effective back up system and procedures to prevent disruptions in the process of risk monitoring, and conduct periodical assessments and re-evaluations to the back up system. 3. Risk Profiles Faced by the Company. The overall risk level of bank bjb up to the Third Quarter of 2013 is Low To Moderate with a stable risk trend compared to the previous quarter. The development of the bank’s business was accompanied with an increase in the Implementation Quality of Risk Management in all operational activities. Summary of the risk profiles during the 2013 period for 8 types of risk which the bank managed is as follows: Kriteria ARA No. VI.15.3 Introduction Management Discussion Analysis on Company Performance Good Corporate Governance Corporate Social Responsibility Corporate Data bank bjb •฀Laporan฀Tahunan฀2013฀Annual฀Report 195 Consolidated Financial Statements

4. Upaya Pengelolaan Risiko.