Mitigasi Risiko Kredit Credit Risk Mitigation

LAPORAN TAHUNAN 2014 51 ANNUAL REPORT ATMR Beban Portfolio Category 20 35 40 45 50 75 100 150 Lainnya Others RWA Capital Charge 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 Tagihan Kepada Pemerintah 2,940,567 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional 0 2,148,675 429,735 34,379 Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 470,000 0 110,000 0 15,891,988 0 16,040,988 1,283,279 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 186,238 279,357 22,349 Past Due Claims 11 Aset Lainnya 1,294,925 1,294,925 103,594 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 2,940,567 2,618,675 0 110,000 0 17,186,913 186,238 0 18,045,005 1,443,601 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 2,772,507 2,772,507 221,801 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 207,059 310,589 24,847 Past Due Claims 11 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 2,772,507 207,059 3,083,096 246,648 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 485 8,688 4,441 355 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 8,340 8,340 667 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 485 8,688 8,340 12,781 1,022 Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Dalam jutaan rupiah | In Milion Rupiah Kategori Portofolio Total Eksposur Neraca | Total of Balance Sheet Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit | Net Amount After Credit Risk Mitigation No 31 Desember 2014 | 31 December 2014 LAPORAN TAHUNAN 2014 52 ANNUAL REPORT ATMR Beban Portfolio Category 20 35 40 45 50 75 100 150 Lainnya Others RWA Capital Charge 1 2 3 4 5 6 7 8 9 10 11 12 13 14 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional 0 1.192.980 238.596 19.088 Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 588.000 66.935 0 10.604.990 0 10.756.058 860.485 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 546.219 819.329 65.546 Past Due Claims 11 Aset Lainnya 551.440 551.440 44.115 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 0 1.780.980 66.935 0 11.156.430 546.219 0 12.365.422 989.234 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 4.108.774 4.108.774 328.702 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 0 125.265 187.898 15.032 Past Due Claims 11 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 4.108.774 125.265 4.296.672 343.734 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1.289 4.302 2.409 193 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 11.598 11.598 928 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 1.289 4.302 11.598 14.007 1.121 Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Dalam jutaan rupiah | In Milion Rupiah Kategori Portofolio Total Eksposur Neraca | Total of Balance Sheet Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit | Net Amount After Credit Risk No 31 Desember 2013 | 31 December 2013 LAPORAN TAHUNAN 2014 53 ANNUAL REPORT Tabel Pengungkapan Tagihan Bersih dan Teknik Table Net Amount and Credit Risk Mitigation Mitigasi Risiko Kredit - Bank secara Individual Technique –Bank Only Tagihan Bersih Bagian Yang Tidak Dijamin Agunan Garansi Asuransi Kredit Lainnya Cash Collateral Guarantee Credit Insurance Others 1 2 3 4 5 6 7 8=3-[4+5+6+7] A Eksposur Neraca | On Balance Sheet 1 Tagihan Kepada Pemerintah 2,940,567 2,940,567 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 2,148,675 2,148,675 Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 16,617,067 145,079 16,471,988 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 186,238 186,238 Past Due Claims 11 Aset Lainnya 1,305,368 1,305,368 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 23,197,915 145,079 23,052,836 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 6,086,553 89,701 5,996,852 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 1,035,294 4,085 1,031,209 Past Due Claims 11 Aset Lainnya Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 7,121,847 93,786 7,028,061 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 15,294 15,294 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 5,790 5,790 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 21,084 21,084 30,340,846 238,865 30,101,981 Dalam jutaan rupiah | In Milion Rupiah Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Total A+B+C No 31 Desember 2014 | 31 December 2014 Total Eksposur Neraca | Total On Balance Sheet Bagian Yang Dijamin Dengan | Exposure Which is Secured by Kategori Portofolio Portfolio Category Unsecured Exposure Net Amount LAPORAN TAHUNAN 2014 54 ANNUAL REPORT Tagihan Bersih Bagian Yang Tidak Dijamin Agunan Garansi Asuransi Kredit Lainnya Cash Collateral Guarantee Credit Insurance Others 1 2 3 4 5 6 7 8=3-[4+5+6+7] A Eksposur Neraca | On Balance Sheet 1 Tagihan Kepada Pemerintah 1.450.326 1.450.326 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1.192.980 1.192.980 Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 11.382.371 122.446 11.259.925 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 550.303 4.084 546.219 Past Due Claims 11 Aset Lainnya 559.644 559.644 Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 15.135.624 126.530 15.009.094 B Eksposur Rekening Administratif | Off Balance Sheet 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 8.458.553 263.262 8.195.291 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 619.184 4.084 615.100 Past Due Claims 11 Aset Lainnya Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 9.077.737 267.346 8.810.391 C Eksposur Counterparty Credit Risk | Counterparty Credit Risk 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 15.047 15.047 Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi 11.598 11.598 Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada Exposures at Sharia Unit if any 26.645 26.645 24.240.006 393.876 23.846.130 Dalam jutaan rupiah | In Milion Rupiah Total Eksposur Rekening Administratif | Total Off Balance Sheet Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Total A+B+C No 31 Desember 2013 | 31 December 2013 Total Eksposur Neraca | Total On Balance Sheet Bagian Yang Dijamin Dengan | Exposure Which is Secured by Kategori Portofolio Portfolio Category Unsecured Exposure Net Amount LAPORAN TAHUNAN 2014 55 ANNUAL REPORT k. Perhitungan ATMR Risiko Kredit pendekatan k. Credit RWA Calculation under Standar – Bank secara Individual Standardized Approach – Bank Only Tabel Pengungkapan Eksposur Aset di Neraca Table of Asset Exposure on Balance Sheet Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah 2,940,567 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 2,148,675 429,735 429,735 Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 16,617,067 16,186,067 16,040,988 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 186,239 279,358 279,358 Past Due Claims 11 Aset Lainnya 1,305,368 1,294,925 Other Assets 23,197,916 16,895,160 18,045,006 No Kategori Portofolio 31 Desember 2014 | 31 December 2014 Total Dalam jutaan rupiah | In Milion Rupiah Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah 1.450.326 Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank 1.192.980 238.596 238.596 Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 11.382.371 10.878.504 10.756.058 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 550.303 825.455 819.329 Past Due Claims 11 Aset Lainnya 559.644 551.440 Other Assets 15.135.624 11.942.555 12.365.423 No Kategori Portofolio 31 Desember 2013 | 31 December 2013 Total Dalam jutaan rupiah | In Milion Rupiah LAPORAN TAHUNAN 2014 56 ANNUAL REPORT Tabel Pengungkapan Eksposur Kewajiban Komitmen Table of Exposure on Commitment Contigent Kontinjensi pada Transaksi Rekening Administratif liabilities in Administrative Accounts Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 2,862,209 2,862,209 2,772,507 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 207,059 310,588 310,588 Past Due Claims 3,069,268 3,172,797 3,083,095 No Kategori Portofolio 31 Desember 2014 | 31 December 2014 Total Dalam jutaan rupiah | In Milion Rupiah Tagihan Bersih ATMR Sebelum MRK ATMR Setelah MRK Portfolio Category Net Amount RWA Before CRM RWA After CRM 1 2 3 4 5 1 Tagihan Kepada Pemerintah Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank Claims on Banks 5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi 4.372.037 4.372.037 4.108.775 Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo 129.349 194.023 187.897 Past Due Claims 4.501.386 4.566.060 4.296.672 No Kategori Portofolio 31 Desember 2013 | 31 December 2013 Total Dalam jutaan rupiah | In Milion Rupiah