Analisa Pembahasan at as Kiner ja Per ser oan
Management Discussion Analysis on Company Per f or mance
332
bank bjb Lapor an Tahunan
20 15 Annual Repor t
Risiko likuidit as dapat dikat egor ikan sebagai ber ikut : • Risiko Likuidit as Pasar , yait u r isiko yang t imbul
kar ena bank t idak mampu melakukan of f set t ing
posisi t er t ent u dengan har ga pasar kar ena kondisi likuidit as pasar yang t idak memadai at au t er jadi
gangguan di pasar mar ket disr upt ion;
• Risiko Likuidit as Pendanaan, yait u r isiko yang t imbul
kar ena bank t idak mampu mencair kan aset nya at au memper oleh pendanaan dar i sumber dana lain.
1. Pengawasan Aktif Dewan Komisaris dan Direksi
Dewan Komisar is dan Dir eksi ber t anggungjawab at as ef ekt ivit as pener apan Manajemen Risiko
Likuidit as di Bank. Ter kait wewenang dan t anggung jawab pengawasan akt if Dewan
Komisar is dan Dir eksi bank bjb, Dewan Komisar is dan Dir eksi selalu memper oleh inf or masi
yang jelas mengenai evaluasi dan pener apan manajemen r isiko eksposur r isiko likuidit as,
pemant auan limit secar a har ian ser t a langkah- langkah yang diambil oleh Risk Taking Unit
khususnya t er kait adanya pelampauan limit .
Dalam pelaksanaan
pengawasannya, Dewan
Komisar is dibant u oleh Komit e Pemant au Risiko KPR bank yang secar a ber kala melakukan
pengawasan melalui koor dinasi dengan Sat uan Ker ja Manajemen Risiko. Media koor dinasi yang
digunakan dapat ber upa lapor an pemant auan r isiko oleh SKMR yang disampaikan kepada
Komit e Pemant au Risiko maupun melalui media r apat ant ar a kedua belah pihak. Adapun
r apat yang diadakan t er sebut pada umumnya membahas pener apan manajemen r isiko di
bank bjb menyangkut diant ar anya pener apan pengukur an r isk t oler ance r isiko likuidit as, st r ess
t est ing likuidit as, pembahasan pr of il r isiko likuidit as yang ber sif at mat er ial, dan kecukupan
met odologi pengukur an yang diper gunakan Sat uan Ker ja Manajemen Risiko. Pengawasan
yang dilakukan oleh Dir eksi yait u memant au pener apan limit
Tr easur y secar a ber kala baik t er jadi pelampauan limit
br each limit maupun t idak t er jadi pelampauan limit , melakukan
per set ujuan at as limit yang ber sif at bar u at aupun per ubahannya. Pembahasan t ent ang pengelolaan
r isiko likuidit as seper t i komposisi deposan int i, mat ur it y pr of ile bank dilakukan dalam Rapat
ALCO Asset Liabilit y Commit t ee sedangkan
pembahasan eksposur r isiko likuidit as seper t i Liquidit y r isk can be cat egor ized as f ollows:
• Mar ket liquidit y r isk, namely t he r isk ar ising f rom t he bank’s inabilit y t o of f set a cer t ain posit ion wit h
t he mar ket pr ice due t o inadequat e mar ket liquidit y condit ions or mar ket disr upt ion;
• Funding liquidit y r isk, namely t he r isk ar ising fr om
t he bank’s inabilit y t o disbur se it s asset s or obt ain f unding f r om ot her sour ces.
1. Active Supervision by the Board of Commissioners and the Board of Directors
The Boar d of Commissioner s and t he Boar d of Dir ect or s ar e r esponsible f or t he ef f ect ive
implement at ion of Liquidit y Risk Management of t he Bank. In r elat ions t o t he act ive super vision
aut hor it y and r esponsibilit y of t he Boar d of Commissioner s and Boar d of Dir ect or s of bank
bjb, t he Boar d of Commissioner s and t he Boar d of Dir ect or s always obt ain clear inf or mat ion
on t he evaluat ion and implement at ion of r isk management of liquidit y r isk exposur e,
super vision of limit on a daily basis as well as st eps employed by t he Risk Taking Unit
specif ically r elat ed t o t he lending limit . In t he implement at ion of it s super vision, t he Boar d
of Commissioner s is assist ed by t he bank’s Risk Monit or ing Commit t ee RMC which per iodically
conduct super vision in coor dinat ion wit h t he Risk Management Unit . The coor dinat ion media
ut ilized can be in t he f or m of r isk monit or ing r epor t s by t he SKMR which is submit t ed t o
t he Risk Monit or ing Commit t ee or t hr ough t he media of meet ings bet ween t he t wo par t ies.
The meet ing implement ed gener ally discusses t he implement at ion of r isk management in bank
bjb concer ning among ot her s t he r isk t oler ance measur ement applicat ion of t he liquidit y r isk,
liquidit y st r ess t est ing, mat er ial liquidit y r isk pr of iles, and adequacy of t he measur ement
met hodology ut ilized by t he Risk Management Unit . Super vision car r ied out by t he Boar d of
Dir ect or s is t hr ough t he monit or ing of t he implement at ion of t he Tr easur y limit per iodically
in t he event of br each limit occur r ences or not , and t he pr ovision of limit appr oval t hat ar e new
or af t er being amended. Discussions on t he management of t he liquidit y r isk, such as t he
cor e deposit or s’ composit ion, mat ur it y pr of ile of t he bank, ar e car r ied out in t he ALCO Asset
