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Shareholders and Investors Information Report to Shareholders and Stakeholders
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e. PPJB juga dapat diterima sebagai jaminan apabila sertifikat tersebut dalam proses
pemecahan; Namun harus ada cover note dari notaris yang menyatakan sedang ditingkatkan
status sertifikatnya dan terdapat jangka waktu penyelesaiannya.
f. PPJB masih dapat diterima apabila jaminan tersebut akan dijual.
g. Jaminan pribadiperorangan dan jaminan perusahaan.
Tidak Material : Seperti Hak Sewa atas kios, Garansi Bank, Letter of Indemnity, dan lain-lain.
2 Kebijakan, prosedur dan proses untuk menilai dan mengelola agunan.
Pada prinsipnya pemberian pinjaman harus disesuaikan dengan kemampuan pembayarannya,
tetapi analisa jaminan tetap dibutuhkan sebagai alternatif penyelesaian apabila pinjaman menjadi
bermasalah. Jaminan yang diterima merupakan jaminan yang materiil dan memiliki nilai pasar yang
tinggi dan diutamakan atas nama calon debitur.
Agunan dilakukan penilaian oleh internal atau eksternal appraisal, dimana pinjaman Rp. 2 miliar ke
atas, maka agunan harus dilakukan penilaian oleh independen appraisal sedangkan pinjaman dibawah
Rp. 2 miliar dilakukan oleh Bagian Penilaian Jaminan internal Bank.
3 Pihak-pihak utama pemberi jaminangaransi dan kelayakan kredit dari pihak-pihak tersebut.
Pihak-pihak utama pemberi jaminangaransi dan kelayakan kredit dari pihak-pihak tersebut telah diatur
dan ditetapkan dalam Pedoman Kebijakan Perkreditan Bank.
2. Risiko Pasar
a. Organisasi Manajemen Risiko Pasar Dalam struktur organisasi Bank, Direktur Kepatuhan
membawahi Divisi Manajemen Risiko yang bersifat independen dari unit kerja operasional, Divisi Kontrol,
Divisi Kepatuhan, dan SKAI. Divisi Manajemen Risiko terdiri dari 2 dua Bagian yaitu Bagian Manajemen
Risiko Kredit dan Bagian Manajemen Risiko Non Risiko Kredit dan ditambah Sektretariat Divisi. Salah
satu tugas dan tanggung jawab Bagian Manajemen Risiko Non Risiko Kredit bertanggung jawab untuk
melakukan pengelolaan risiko non risiko kredit dalam hal penerapan proses manajemen risiko pasar berupa
identifikasi, kajian, analisa, review, penilaian, tinjauan, pemantauan dan pengendalian risiko pasar yang
dihadapi Bank. e. Sales and Purchase Agreement is also acceptable as
collateral if the certificate is in settlement process; But there must be a cover note from the notary
stating that the certificate status is being upgraded and there is period of completion.
f. Sales and Purchase Agreement is acceptable if such collateral will be sold.
g. Personal guarantee and corporate guarantee.
Non-Material : Such as leasehold on kios, Bank Guarantee, Letter of Indemnity, etc.
2 Policy, procedure, and process to assess and manage collateral.
In principle, lending shall be adapted to the payment capability, but assurance analysis remain required as an
alternative solution if the loan becomes problematic. Guarantee received is a material guarantee and has a
marketable and preferably registered in the name of debtor.
Appraisal on the collateral is conducted by internal or external appraisal, for loan amounted to Rp 2 billion
- above, collateral shall be appraised by independent appraisal, as for loan below Rp 2 billion, the appraisal
is conducted by Bank’s Internal Collateral Appraisal Department.
3 Main parties granting a guarantee and creditworthiness of such parties.
Main parties granting a guarantee and creditworthiness of such parties is governed and determined in Bank’s
Credit Policy Guidelines.
2. Market Risk
a. Market Risk Management Organization In the organizational structure of the Bank, Compliance
Director oversees the Risk Management Division which is independent from operational units, Controls
Division, Compliance Division, and Internal Audit. Risk Management Division consists of 2 two Department
namely Credit Risk Department and Non-Credit Risk Management Division as well as Secretary Division.
One of the duties and responsibilities of Non Credit Risk of Risk Management Department is responsible
for the risk management of non-credit risk in terms of the implementation market risk management process
in form of identification, study , analysis, review, assessment, observation, monitoring and control of
market risks faced by the Bank.
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b. Pengelolaan portofolio trading book dan banking book serta metodologi valuasi yang digunakan.
Dalam melaksanakan aktivitasnya, Bank terekspos pada risiko pasar yaitu risiko pada posisi neraca dan
rekening administratif termasuk transaksi derivatif, akibat perubahan secara keseluruhan dari kondisi
pasar, termasuk risiko perubahan harga option. Risiko pasar meliputi risiko suku bunga dan risiko nilai tukar,
timbul disebabkan posisi on balance sheet maupun off balance sheet yang tergolong dalam trading book atau
banking book.
Pengelolaan risiko suku bunga dilakukan terhadap posisi instrumen keuangan dalam trading book
maupun banking book. Risiko suku bunga dalam banking book dikelola dengan melakukan analisa
repricing gap antara Risk Sensitivite Asset RSA dan Risk Sensitive Liabilities RSL. Analisa dilakukan untuk
mengukur sensitivitas pendapatan bunga bersih Net Interest IncomeNII dan kecukupan modal atas
pergerakan suku bunga. Pengelolaan risiko nilai tukar valuta asing dan suku bunga Bank pada trading book
antara lain dilakukan melalui analisa dan pengendalian risiko serta penetapan limit untuk aktivitas trading yang
meliputi transaksi money market, foreign exchange dan surat-surat berharga. Selain itu, pengendalian risiko
juga dilakukan melalui penetapan dan pemantauan risk appetite, risk tolerance, dan risk limit untuk risiko
pasar.
Proses mark to market atau valuasi untuk posisi trading dilakukan secara harian oleh bagian Divisi Treasury
Operation dan dilakukan verifikasi terhadap valuasi yang dilakukan oleh Divisi Manajemen Risiko secara
periodik dengan membandingkan harga pasar yang digunakan untuk mark to market dengan harga
yang terjadi di pasar dengan beberapa sumber harga antara lain harga pasar di Bursa Efek Indonesia BEI,
IDMA Bloomberg danatau broker. Hasil verifikasi disampaikan kepada Direksi dan Divisi terkait.
Pengelolaan risiko nilai tukar, berpedoman pada batas Posisi Devisa Neto PDN sesuai ketentuan Bank
Indonesia yaitu Bank wajib mengelola dan memelihara PDN paling tinggi sebesar 20 dari modal Bank.
c. Mekanisme pengukuran risiko pasar untuk keperluan pemantauan risiko secara periodik maupun
perhitungan kecukupan modal, baik pada banking book maupun trading book.
Dalam rangka pemantauan, Divisi Manajemen Risiko melakukan pengukuran profil risiko pasar setiap bulan
untuk melihat trend risiko pasar terutama jika terjadi b. Trading book and banking book portfolio Management
as well as valuation methodology used In carrying out its activities, the Bank is exposed to
market risk namely the risk on the balance sheet and administrative account position including derivative
transactions, due to overall changes in market conditions, including the risk of changes in option
prices. Market risk includes interest rate risk and exchange rate risk, arising due to the on balance sheet
and off balance sheet position classified in the banking book or the trading book.
Interest rate risk management is carried out to the financial instrument position in trading book or banking
book. Interest rate risk in the banking book is managed by analyzing the repricing gap between Risk Sensitive
Assets RSA and the Risk Sensitive Liabilities RSL. The analyzes is carried out to measure the sensitivity
of net interest income NII and capital adequacy on interest rate movements. Risk management of foreign
exchange rates and interest rates in the Bank’s trading book, such as conducted through analysis and risk
control as well as the establishment of limits for trading activities, which include money market transactions,
foreign exchange and securities. In addition, risk control is also carried out through establishment and
monitoring of risk appetite, risk tolerance, and risk limit for market risk.
The process of mark to market or valuation of trading positions are carried out daily by the Treasury
Operation division and verification is carried out over the valuation carried out by the Risk Management
Division periodically by comparing the market prices used to mark to market at a price in the market with
some resources among others market price at the Indonesian Stock Exchange BEI, IDMA Bloomberg
and or broker. Verification results are submitted to the Board of Directors and relevant Division. Foreign
exchange risk management, refers to the limits of the Net Open Position NOP in accordance with Bank
Indonesia provision namely Bank requires to manage and maintain the NOP maximum of 20 of the Bank’s
capital.
c. Market risk measurement mechanisms for periodic risk mapping purposes as well as calculation of capital
adequacy, both in the banking book or the trading book
In the framework of the monitoring, the Risk Management Division conducts measurement on
market risk profile every month to see the trend of
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PT Bank Artha Graha Internasional, Tbk Informasi Bagi Pemegang Saham dan Investor
Shareholders and Investors Information Report to Shareholders and Stakeholders
Company Profile Laporan Kepada Pemegang Saham dan Pemangku Kepentingan
peningkatan risiko dan parameter-parameter yang mempengaruhi. Pemantauan risiko pasar dilakukan
pula terhadap transaksi yang dilakukan oleh Divisi Treasury secara harian.
Risiko pasar berupa risiko suku bunga dalam trading book dan risiko nilai tukar dihitung dengan
menggunakan Pendekatan Standar Standardized Approach sesuai dengan ketentuan Bank Indonesia
yang berlaku. Di samping itu untuk kepentingan internal, Bank telah memiliki aplikasi Market Risk
Measurement MRM untuk pengukuran kebutuhan modal dalam mengcover risiko pasar dengan
menggunakan pendekatan Value at Risk VaR yang saat ini masih dalam tahap penyempurnaan oleh Divisi
Teknologi Informasi.
d. Cakupan portofolio trading dan banking book yang diperhitungkan dalam Kewajiban Penyediaan Modal
Minimum KPMM Dalam KPMM, perhitungan risiko suku bunga
dilakukan terhadap posisi instrumen keuangan dalam trading book yang terekspos risiko suku bunga
yaitu penempatan dalam Surat Berharga. Cakupan portofolio yang masuk dalam pengukuran risiko nilai
tukar adalah seluruh penempatan pada valuta asing baik portofolio di neraca maupun rekening off balance
sheet.
e. Langkah-langkah dan rencana dalam mengantisipasi risiko pasar atas transaksi mata uang asing baik
karena perubahan kurs maupun fluktuasi suku bunga, termasuk penjelasan mengenai semua penyediaan
dana dan ikatan tanpa proteksi atau lindung nilai, serta utang yang suku bunganya berfluktuasi atau yang
tidak ditentukan terlebih dahulu.
Mitigasi risiko nilai tukar valuta asing ditengah volatilitas nilai tukar valuta asing yang cenderung meningkat
khususnya pada periode krisis, maka pengelolaan Posisi Devisa Neto PDN dilakukan dengan hati-hati
melalui kebijakan mengontrol mutasi transaksi valuta asing di seluruh Kantor Cabang dan Unit Bisnis dan
penetapan limit transaksi serta limit risiko.
Mitigasi risiko suku bunga, penempatan dana pada aktiva produktif dilakukan lebih selektif pada
portofolio yang dapat memberikan keuntungan optimal dan dilakukan review suku bunga sisi aset
dan kewajiban yang lebih intensif apabila terjadi pergerakan suku bunga pasar yang signifikan. Selain
itu, upaya pengelolaan repricing gap sisi aset dengan sisi kewajiban disesuaikan dengan memperhatikan
arah pergerakan suku bunga sehingga dapat meminimalkan risiko suku bunga.
market risks, especially if there is an increased affecting risk and parameters. Market risk monitoring is carried
out to transaction performed by treasury Division on daily basis.
Market risk in the form of interest rate risk in the trading book and exchange rate risk is calculated
using Standardized Approach in accordance with applicable Bank Indonesia provision. In addition for
internal purposes, the Bank has established Market Risk Measurement MRM application for the measurement
of capital requirements in covering market risk using Value at Risk VaR approach, which is currently still in
improvement phase by the Information Technology Division.
d. Portfolio Scope trading adn banking book calculated in the Minimum Capital Adequacy Requirement
KPMM. In Minimum Capital Adequacy Requirement, the
calculation of interest rate risk is carried to the position of financial instruments in the trading book which is
exposed by interest rate risk namely the placement in the Securities. Portfolio Scope included in the
measurement of exchange rate risk is all placements in foreign exchange both portfolio in the balance sheet
and off balance sheet accounts.
e. Measures and plans in anticipating market risk on foreign currency transactions either because
of changes in the exchange rate and interest rate fluctuations, including descriptions of all the provision
of funds and agreement without protection or hedging, and debt with fluctuating interest rate or that
are not determined in advance.
Foreign exchange rate risk mitigation in the middle of the volatility of foreign exchange rate is likely to increase,
especially in the crisis period, the management of the Net Open Position NOP is carried out carefully through
foreign exchange transaction controlling policy in all Branch Office and Business Units and determination of
transaction limits as well as risk limits.
Interest rate risk mitigation, the placement of funds in productive assets is carried out more selective in the
portfolio that may provide optimal benefits and review on the interest rate assets and liabilities is carried out
more intensive if there is significant market interest rate movement. In addition, repricing gap management
effort in terms of assets with liabilities side is adjusted with regard to the interest rate movements so as to
minimize the interest rate risk.
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PT Bank Artha Graha Internasional, Tbk Tinjauan Pendukung Bisnis
Overview Business Support Management Discussion and Analysis
Good Corporate Governance Tanggung Jawab Sosial Perusahaan
Corporate Social Responsibility
Dalam melakukan pengukuran risiko, dilakukan stress test dengan beberapa skenario, diantaranya
skenario terburuk worst case scenario sesuai Pedoman Manajemen Risiko Bank dan peraturan Bank
Indonesia. Hal ini ditujukan untuk mengetahui tingkat kemampuan Bank dalam menghadapi berbagai
tingkat pergerakan hingga kondisi pasar yang tidak normal. Sebagai salah satu bentuk pengawasan aktif
atas pengendalian risiko, hasil dari proses identifikasi, pengukuran dan pemantauan risiko pasar disajikan
dalam bentuk pelaporan secara bulanan maupun triwulanan kepada Direksi, Komite Manajemen Risiko,
dan Komite Pemantau Risiko.
3. Risiko Likuiditas