Credit Risk continued MANAJEMEN RISIKO
3. MANAJEMEN RISIKO
KEUANGAN DAN MANAJEMEN MODAL lanjutan 3. FINANCIAL RISK MANAGEMENT AND CAPITAL MANAGEMENT continued b. Risiko Kredit lanjutanb. Credit Risk continued
Stress Testing lanjutan Stress Testing continued Dalam menghadapi kondisi fluktuasi nilai tukar rupiah terhadap Dolar Amerika Serikat, Bank telah melakukan stress test terhadap nasabah wholesale yang memiliki eksposur kredit valas dengan melakukan beberapa skenario kurs. In facing with the fluctuation of rupiah exchange rate to United States Dollar, Bank has conducted stress test to wholesale customers who have foreign currency credit exposure by conducting several exchange rate scenarios. c. Risiko Pasar c. Market Risk Risiko pasar adalah risiko yang timbul dari pergerakan variabel pasar dalam portofolio yang dimiliki oleh Bank yang dapat menimbulkan kerugian bagi Bank adverse movement. Variabel pasar didefinisikan sebagai suku bunga dan nilai tukar termasuk derivatif dari kedua jenis risiko ini. Tujuan dari manajemen risiko pasar adalah untuk mengelola dan mengendalikan eksposur risiko pasar dalam parameter yang dapat diterima, dan secara bersamaan mengoptimalkan hasil pengembalian atas risiko yang diterima. Market Risk is the risk arising from movement in market variables in portfolios held by the Bank that could incur losses for the Bank adverse movements. Market variables are defined as interest rates and exchange rates including derivatives of these two type of risks. The objective of market risk management is to manage and control market risk exposures within acceptable parameters, while optimizing the return on risk. ALCO Bank yang beranggotakan Direksi dan beberapa anggota manajemen senior bertanggungjawab untuk menetapkan kebijakan dan strategi pengelolaan risiko tingkat suku bunga di banking book, serta mengawasi penerapan dan pelaksanaannya. Tujuan utama ALCO adalah untuk mengoptimalkan hasil usaha Bank dengan tetap memperhatikan limit risiko yang telah ditetapkan. The Bank’s ALCO, which consists of the Board of Directors and selected members of senior management, is responsible for determining interest rate risk management policies and strategies in banking book and monitoring its implementation and execution. The main objective of ALCO is to optimize the Bank’s return within predetermined risk limits. Secara keseluruhan, risiko pasar dibagi dalam risiko-risiko berikut: In overall, market risk is divided into the following risks: - Risiko mata uang - Currency risk Bank memiliki eksposur risiko mata uang akibat adanya transaksi dalam valuta asing. Bank memonitor risiko konsentrasi yang terjadi untuk setiap valuta sehubungan dengan penjabaran transaksi dan aset dan liabilitas moneter dalam valuta asing ke dalam Rupiah. The Bank is exposed to currency risk through transaction in foreign currencies. The Bank monitors any concentration risk in relation to any individual currency in regard to the translation of foreign currency transactions and monetary assets and liabilities into Rupiah. Agar sejalan dengan risk appetite yang telah ditetapkan oleh Bank, maka kegiatan propierty trading tidak diperkenankan. Pengelolaan posisi valuta asing Bank dilakukan dengan cara mengendalikan Posisi Devisa Neto “PDN” Bank secara keseluruhan. To align with the risk appetite set by the Bank, hence propierty trading activity is not allowed. The Bank’s foreign currency position management is conducted by managing the Bank’s overall Net Foreign Exchange Position “NOP”. PT BANK QNB INDONESIA TBK CATATAN ATAS LAPORAN KEUANGAN Tanggal 31 Desember 2015 dan untuk Tahun yang Berakhir pada Tanggal Tersebut Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain PT BANK QNB INDONESIA TBK NOTES TO THE FINANCIAL STATEMENTS As of December 31, 2015 and for the Year Then Ended Expressed in millions of Rupiah, unless otherwise stated 573. MANAJEMEN RISIKO
Parts
» Indonesia Improvement Award 2015 Bank QNB Indonesia Tbk 2015
» Pendirian dan Informasi Umum Establishment and General Information
» Addition No. 95. Bank QNB Indonesia Tbk 2015
» Pendirian dan Informasi Umum lanjutan Establishment and General Information
» Penawaran Umum Saham Bank Public Offering of the Banks Shares
» Penawaran Umum Saham Bank lanjutan Public Offering of the Banks Shares
» Dewan Komisaris dan Direksi Boards of Commissioners and Directors
» Dewan Komisaris dan Direksi lanjutan Boards of Commissioners and Directors
» Sekretaris Perusahaan Corporate Secretary
» Kepala Satuan Kerja Audit Internal SKAI
» Laporan Keuangan Bank The Bank’s Financial Statements
» Statement of Compliance UMUM lanjutan GENERAL continued
» Dasar Penyusunan Laporan Keuangan Basis
» Penggunaan pertimbangan, estimasi dan
» Penjabaran Transaksi dan Saldo dalam Valuta Asing
» Foreign Currency SUMMARY OF SIGNIFICANT ACCOUNTING
» Penjabaran Transaksi dan Saldo dalam Valuta Asing lanjutan
» Transaksi dengan Pihak-pihak Berelasi Transactions with Related Parties
» Transaksi dengan SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Aset Keuangan dan Liabilitas Keuangan
» Financial Assets and Financial Liabilities
» Giro pada Bank Indonesia dan Bank-Bank Lain
» Current Accounts with Bank Indonesia and Other Banks
» Penempatan pada Bank Indonesia dan Bank-Bank Lain, Kredit yang Diberikan dan
» Placements with Bank Indonesia and Other Banks, Loans and Securities Purchased
» Tagihan dan Liabilitas Derivatif
» Derivatives Receivable and Payable
» Efek-efek SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Securities SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Efek-efek lanjutan SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Securities continued SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Available-for-sale continued SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Pajak Penghasilan Income Taxes
» Aset Tetap SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Fixed Assets SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Aset Tetap lanjutan SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Fixed Assets continued SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Agunan yang Diambil Alih Foreclosed Assets
» Aset Tak Berwujud Intangible Assets
» Aset Tak Berwujud lanjutan Intangible Assets continued
» Identifikasi dan SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» IKHTISAR KEBIJAKAN AKUNTANSI YANG PENTING lanjutan
» Identifikasi dan Pengukuran Kerugian Penurunan Nilai lanjutan
» Identification SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Simpanan dari Nasabah dan Bank-Bank Lain
» Deposits from Customers and Other Banks
» Tagihan dan Liabilitas Akseptasi Acceptances Receivable and Payable
» Imbalan Pasca-kerja SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Post-employment Benefits SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Imbalan Pasca-kerja lanjutan SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Post-employment Benefits continued SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Pinjaman Subordinasi Subordinated Loan
» Modal Saham SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Share Capital SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Beban Emisi Saham Shares Issuance Costs
» Laba per Saham Earnings per Share
» Pendapatan dan Beban Bunga Interest Income and Expenses
» Pendapatan dan Beban Bunga lanjutan Interest Income and Expenses continued
» Fees SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Pendapatan Bersih SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued
» Segmen Operasi Operating Segment
» Risk Management Framework MANAJEMEN RISIKO
» Risk Management Framework continued
» Risk Management Framework continued Risiko Kredit Credit Risk
» Credit Risk continued MANAJEMEN RISIKO
» SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES continued MANAJEMEN RISIKO
» Risiko Pasar lanjutan Market Risk continued
» Market Risk continued MANAJEMEN RISIKO
» Risiko Likuiditas Liquidity Risk
» Liquidity Risk continued MANAJEMEN RISIKO
» Risiko Likuiditas lanjutan FINANCIAL
» Liquidity Risk continued FINANCIAL
» Risiko Likuiditas lanjutan Liquidity Risk continued
» Operational Risk MANAJEMEN RISIKO
» Operational Risk continued MANAJEMEN RISIKO
» Manajemen Modal Capital Management
» Capital Management continued MANAJEMEN RISIKO
» Saling hapus aset dan liabilitas keuangan Offsetting financial asset and liabilities
» MANAJEMEN PENGGUNAAN ESTIMASI Bank QNB Indonesia Tbk 2015
» Sumber utama atas ketidakpastian estimasi Key sources of estimation uncertainty
» PENGGUNAAN ESTIMASI Bank QNB Indonesia Tbk 2015
» Sumber utama atas ketidakpastian estimasi lanjutan
» Key sources of estimation uncertainty continued
» Pertimbangan akuntansi yang penting dalam menerapkan kebijakan akuntansi Bank
» Critical accounting judgments in applying the Bank’s accounting policies
» Pertimbangan akuntansi yang penting dalam menerapkan kebijakan akuntansi
» Critical accounting judgments in applying the Bank’s accounting policies continued
» KAS CASH Bank QNB Indonesia Tbk 2015
» GIRO PADA BANK INDONESIA CURRENT ACCOUNTS WITH BANK INDONESIA
» GIRO PADA BANK-BANK LAIN CURRENT ACCOUNTS WITH OTHER BANKS
» PENEMPATAN PADA BANK INDONESIA DAN BANK-BANK LAIN
» PLACEMENTS WITH BANK INDONESIA AND
» TAGIHAN DAN LIABILITAS DERIVATIF DERIVATIVES RECEIVABLE AND PAYABLE
» EFEK-EFEK YANG DIBELI DENGAN JANJI DIJUAL KEMBALI
» SECURITIES PURCHASED Bank QNB Indonesia Tbk 2015
» EFEK-EFEK YANG DIBELI DENGAN JANJI DIJUAL KEMBALI lanjutan
» KREDIT YANG DIBERIKAN lanjutan LOANS continued
» EFEK-EFEK SECURITIES Bank QNB Indonesia Tbk 2015
» EFEK-EFEK lanjutan SECURITIES continued
» BEBAN DIBAYAR DIMUKA PREPAYMENTS
» ASET TETAP lanjutan FIXED ASSETS continued
» LIABILITAS SEGERA LIABILITIES PAYABLE ON DEMAND
» LIABILITAS SEGERA lanjutan LIABILITIES SIMPANAN DARI NASABAH DEPOSITS FROM CUSTOMERS
» SIMPANAN DARI NASABAH lanjutan DEPOSITS FROM CUSTOMERS continued
» SIMPANAN DARI BANK-BANK LAIN DEPOSITS FROM OTHER BANKS
» PAJAK PENGHASILAN INCOME TAX
» PAJAK PENGHASILAN lanjutan INCOME TAX continued
» LIABILITAS IMBALAN PASCA-KERJA OBLIGATION
» LIABILITAS IMBALAN PASCA-KERJA lanjutan OBLIGATION
» MODAL SAHAM lanjutan SHARE CAPITAL continued
» TAMBAHAN MODAL DISETOR ADDITIONAL PAID-IN CAPITAL
» CADANGAN UMUM DAN WAJIB GENERAL AND LEGAL RESERVE
» CADANGAN UMUM DAN WAJIB lanjutan GENERAL AND LEGAL RESERVE continued
» PENDAPATAN BUNGA - NETO NET INTEREST INCOME
» PENDAPATAN PROVISI DAN KOMISI - NETO NET FEES AND COMMISSION INCOME
» PENYISIHAN KERUGIAN PENURUNAN NILAI ASET KEUANGAN - NETO
» PROVISION FOR IMPAIRMENT LOSSES ON FINANCIAL ASSETS - NET
» BEBAN KARYAWAN PERSONNEL EXPENSES
» BEBAN UMUM DAN ADMINISTRASI GENERAL AND ADMINISTRATIVE EXPENSES
» LABA PER SAHAM - DASAR EARNINGS PER SHARE - BASIC
» ASET KEUANGAN Bank QNB Indonesia Tbk 2015
» KUALITAS ASET PRODUKTIF QUALITY OF PRODUCTIVE ASSETS
» SIFAT HUBUNGAN DAN TRANSAKSI DENGAN PIHAK BERELASI
» NATURE OF Bank QNB Indonesia Tbk 2015
» SIFAT HUBUNGAN DAN TRANSAKSI DENGAN PIHAK BERELASI lanjutan
» KOMITMEN DAN KONTINJENSI COMMITMENTS AND CONTINGENCIES
» KOMITMEN DAN KONTINJENSI lanjutan COMMITMENTS
» ASET DAN LIABILITAS DALAM VALUTA ASING ASSETS AND LIABILITIES DENOMINATED IN
» ASET DAN LIABILITAS DALAM VALUTA ASING lanjutan
» ASSETS AND LIABILITIES DENOMINATED IN FOREIGN CURRENCIES continued
» JAMINAN TERHADAP Bank QNB Indonesia Tbk 2015
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