RISIKO PASAR MARKET RISK MARKET RISK continued

BNI ฀ ฀ ฀ 480 are in Indonesian language. PT BANK NEGARA INDONESIA PERSERO Tbk DAN ENTITAS ANAK CATATAN ATAS LAPORAN KEUANGAN KONSOLIDASIAN Tahun yang Berakhir pada Tanggal-tanggal 31 Desember 2011 dan 2010 Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain PT BANK NEGARA INDONESIA PERSERO Tbk AND SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS Years Ended December 31, 2011 and 2010 Expressed in millions of Rupiah, unless otherwise stated 42. RISIKO LIKUIDITAS lanjutan

42. LIQUIDITY RISK continued

2010 Nilai Kurang dari 1 - 3 3 - 6 6 - 12 Lebih dari Tercatat 1 Bulan Bulan Bulan Bulan 12 Bulan Carrying Lainnya Less than 1 - 3 3 - 6 6 - 12 More than Value Others 1 Month Months Months Months 12 Months ASET ASSETS Kas 5.480.703 - 5.480.703 - - - - Cash Giro pada Current accounts with Bank Indonesia 13.563.799 - 13.563.799 - - - - Bank Indonesia Current accounts with Giro pada bank lain 1.344.771 - 1.344.771 - - - - other banks Penempatan pada bank lain Placements with other dan Bank Indonesia 38.385.316 1.310 23.220.460 15.155.557 1.500 9.109 - banks and Bank Indonesia Surat-surat berharga 13.181.480 47.918 3.681.688 406.561 416.685 1.147.884 7.576.580 Marketable securities Wesel ekspor dan tagihan lainnya 866.460 19.422 672.730 184.088 10.853 18.211 - Bills and other receivables Tagihan akseptasi 4.778.440 52.613 1.233.196 1.476.587 1.371.589 749.681 - Acceptances receivable Tagihan derivatif 7.552 - 7.500 40 12 - - Derivatives receivable Pinjaman yang diberikan 129.399.567 6.957.392 17.743.095 15.037.510 13.784.577 14.059.272 75.732.505 Loans Obligasi Pemerintah 32.556.138 - 242.285 - 128.009 32.185.844 Government Bonds Penyertaan saham 35.251 356 - - - - 35.607 Equity investments Aset lain-lain - neto 2.161.425 76.715 1.700.815 307.144 64.875 30.506 134.800 Other assets - net Total 241.760.902 7.155.726 68.648.757 32.809.772 15.650.091 16.142.672 115.665.336 Total LIABILITAS LIABILITIES Liabilitas segera 1.336.316 - 1.336.316 - - - - Obligations due immediately Simpanan nasabah 194.374.685 - 169.060.548 18.463.486 3.018.882 3.536.700 295.069 Deposits from customers Simpanan dari bank lain 3.475.751 - 2.628.540 214.487 701 632.023 - Deposits from other banks Liabilitas derivatif 221.033 - 7.745 33 15.152 - 198.103 Derivatives payable Liabilitas akseptasi 2.497.356 - 516.139 762.649 562.045 656.523 - Acceptances payable Surat berharga yang Marketable securities diterbitkan 1.277.197 - - - - 999.233 277.964 issued Pinjaman yang diterima 5.473.480 - 40.545 2.159.311 450.500 524.831 2.298.293 Borrowings Liabilitas lain-lain 2.873.792 - 1.066.029 1.019.877 787.886 - - Other liabilities Total 211.529.610 - 174.655.862 22.619.843 4.835.166 6.349.310 3.069.429 Total Perbedaan jatuh tempo 30.231.292 7.155.726 106.007.105 10.189.929 10.814.925 9.793.362 112.595.907 Maturity gap Termasuk penyisihan atas aset dan liabilitas keuangan Include allowances for financial assets and liabilities Aset lain-lain - neto terdiri dari piutang lain-lain dan piutang bunga Other assets - net consist of other receivables and interest receivable Liabilitas lain-lain terdiri dari biaya yang masih harus dibayar, setoran jaminan dan utang kepada nasabah Other liabilities consist of accrued expenses, guarantee deposits and payables to customers 43. RISIKO PASAR 43. MARKET RISK Risiko pasar adalah risiko kerugian yang timbul akibat pergerakan harga pasar yang tidak menguntungkan atas posisi yang diambil oleh BNI baik pada posisi aset dan liabilitas keuangan dan rekening administratif. Risiko pasar melekat pada hampir seluruh aktivitas Bank baik trading maupun banking book. Market risk is the risk of loss due to the adverse volatility of market price movements against BNI’s financial assets and liabilities and administrative accounts. Market risk is embedded in the Bank’s business activities, both in trading and banking books. BNI menetapkan dan melakukan review limit-limit risiko pasar berupa trading limit, Value at Risk VaR Limit, Nominal Limit Dealer, dan Loss Limit untuk masing-masing desk Forex Desk, Money Market Desk, dan Capital Market Desk. Pemantauan risiko pasar berupa laporan disampaikan kepada manajemen secara berkala laporan harian, laporan mingguan dan laporan bulanan. BNI sets and conducts review of market risk limits such as trading limits, Value at Risk VaR Limit, Dealer Nominal Limit and Loss Limit for each trading desk Forex Desk, Money Market Desk and Capital Market Desk. Market risk is monitored through reports that are submitted to the Bank’s management on a periodic basis daily, weekly, and monthly reports. BNI ฀ ฀ ฀ 481 are in Indonesian language. PT BANK NEGARA INDONESIA PERSERO Tbk DAN ENTITAS ANAK CATATAN ATAS LAPORAN KEUANGAN KONSOLIDASIAN Tahun yang Berakhir pada Tanggal-tanggal 31 Desember 2011 dan 2010 Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain PT BANK NEGARA INDONESIA PERSERO Tbk AND SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS Years Ended December 31, 2011 and 2010 Expressed in millions of Rupiah, unless otherwise stated 43. RISIKO PASAR lanjutan

43. MARKET RISK continued

Pemantauan risiko pasar untuk trading book juga dilakukan melalui sistem yang terintegrasi dan real- time yang meliputi front office, middle office risk management maupun back office settlement. VaR dipergunakan untuk mengukur potensi risiko kerugian yang timbul akibat perubahan harga pasar yang dapat mempengaruhi nilai pasar instrumen keuangan. Bank telah memiliki aplikasi perhitungan VaR dan telah mengimplementasikannya di seluruh cabang luar negeri pada tahun 2008. Market risk monitoring for trading book is also conducted through an integrated real-time system covering front, middle risk management and back office settlement. VaR is utilized to measure the potential risk of loss due to adverse volatility of market price movements which have impact on the value of the Bank’s financial instruments. The Bank has VaR application calculation and has implemented it in the overseas branches in 2008. Untuk mengelola pergerakan pasar yang abnormal, BNI telah melakukan Stress Testing pada instrumen yang terekspos risiko pasar dalam rangka menghitung potensi dampak keuangan yang timbul. Back Testing juga telah dilakukan secara berkala untuk menilai akurasi metodologi yang digunakan. To manage market abnormality, BNI has conducted Stress Testing to the instruments that are exposed to market risk in order to measure the potential financial impact. Back Testing has also been conducted on a periodic basis to assess the accuracy of the methodologies used. Termasuk di dalam risiko pasar adalah risiko perubahan harga instrumen keuangan akibat perubahan faktor-faktor pasar, seperti perubahan suku bunga dan perubahan nilai tukar mata uang. Included in the market risks are risk of financial instrument’s price changes, caused by change in market factors, such as changes in interest rates and exchange rate risk. i Risiko tingkat suku bunga i Interest rate risk Risiko tingkat suku bunga timbul pada instrumen keuangan yang mempunyai kemungkinan kerugian akibat perubahan tingkat suku bunga yang akan berdampak pada arus kas masa depan atau nilai wajar instrumen keuangan. Interest rate risks arise from financial instruments which have the possibilities of changes in interest rates that affect future cash flows or fair value of the financial instruments. Risk and Capital Committee BNI yang beranggotakan Direksi dan beberapa anggota manajemen senior, bertanggung jawab untuk menetapkan, melaksanakan serta menjaga kebijakan pengelolaan risiko tingkat suku bunga sesuai dengan pedoman umum BNI. Tujuan utama Risk and Capital Committee adalah memaksimalkan hasil usaha BNI dengan tetap memperhatikan limit risiko yang ditetapkan. BNI’s Risk and Capital Committee, consisting of the Board of Directors and selected members of senior management, is responsible for determining, executing and overseeing the interest rate risk management policy in accordance with the overall guidelines of BNI. The main objective of the Risk and Capital Committee is to maximize BNI’s returns within the predetermined risk limits. BNI ฀ ฀ ฀ 482 are in Indonesian language. PT BANK NEGARA INDONESIA PERSERO Tbk DAN ENTITAS ANAK CATATAN ATAS LAPORAN KEUANGAN KONSOLIDASIAN Tahun yang Berakhir pada Tanggal-tanggal 31 Desember 2011 dan 2010 Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain PT BANK NEGARA INDONESIA PERSERO Tbk AND SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS Years Ended December 31, 2011 and 2010 Expressed in millions of Rupiah, unless otherwise stated 43. RISIKO PASAR lanjutan

43. MARKET RISK continued i