RISIKO LIKUIDITAS lanjutan LIQUIDITY RISK continued RISIKO PASAR MARKET RISK

BNI Laporan Tahunan 2014 DAN ENTITAS ANAKAND SUBSIDIARIES CATATAN ATAS LAPORAN KEUANGAN KONSOLIDASIAN 31 DESEMBER 2014 DAN 2013 Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS 31 DECEMBER 2014 AND 2013 Expressed in millions of Rupiah, unless otherwise stated 48. RISIKO LIKUIDITAS lanjutan 48. LIQUIDITY RISK continued 2013 Kurang dari Lebih dari 1 Bulan 1 - 3 3 - 6 6 - 12 12 Bulan Less than Bulan Bulan Bulan More than 1 Month Months Months Months 12 Months Total LIABILITAS LIABILITIES Liabilitas segera 1,405,217 1,177 - - - 1,406,394 Obligations due immediately Simpanan nasabah 115,478,276 15,211,774 7,821,986 9,224,322 144,942,873 292,679,231 Deposits from customers Simpanan dari bank lain 6,410,960 122,857 279,915 17,920 8,732 6,840,384 Deposits from other banks Liabilitas derivatif 1,107,850 36,941 36,941 - - 1,181,732 Derivatives payable Liabilitas akseptasi 6,198,972 - - - - 6,198,972 Acceptances payable Efek-efek yang diterbitkan - - 125,503 125,503 6,712,515 6,963,521 Securities issued Pinjaman yang diterima 184,064 6,635,382 10,783,074 3,885 52,216 17,658,621 Borrowings Liabilitas lain-lain 3,869,953 - - - - 3,869,953 Other liabilities Total 134,655,292 22,008,131 19,047,419 9,371,630 151,716,336 336,798,808 Total Total aset 61,399,928 2,017,419 2,300,234 2,921,162 48,242,260 116,881,003 Total assets KOMITMEN DAN COMMITMENT AND KONTINJENSI CONTINGENCIES Fasilitas kredit kepada debitur yang belum digunakan 34,037,470 - - - - 34,037,470 Unused loan facilities Irrevocable letter of credit Outstanding irrevocable yang masih berjalan 9,335,875 - 102,225 17,704 764,425 10,220,229 letters of credit Garansi yang diterbitkan 18,928,132 878,262 952,606 1,522,617 5,411,429 27,693,046 Guarantees issued Total 62,301,477 878,262 1,054,831 1,540,321 6,175,854 71,950,745 Total Liabilitas lain-lain terdiri dari utang ke pemegang polis, setoran jaminan, nota kredit dalam penyelesaian dan utang reasuransi. Other liabilities consist of obligation to policy holders, guarantee deposits, credit memo in process and reinsurance payable. 49. RISIKO PASAR 49. MARKET RISK Risiko Pasar adalah risiko kerugian yang timbul akibat perubahan faktor pasar yang tidak sesuai 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 book maupun banking book yang mencakup Risiko Suku Bunga dan Risiko Nilai Tukar. Market risk is the risk of loss due to the adverse volatility of market price movements against BNI’s financial assets and liabilities on balance sheet including administrative accounts off balance sheet. Market risk is embedded in the Bank’s business activities, both in trading and banking books, which cover Interest Rate risks and Foreign Exchange risks. Pengelolaan Risiko Pasar BNI dilakukan melalui koordinasi beberapa Divisi terkait, yaitu Divisi Manajemen Risiko Bank Divisi ERM dan Divisi Tata Kelola Perusahaan Divisi PGV yang bertanggung jawab kepada Direktur Risiko Perusahaan Dir. ER, Divisi Tresuri Divisi TRS dan Kantor Cabang Luar Negeri dalam pengawasan Divisi Internasional Divisi INT yang bertanggung jawab kepada Direktur Tresuri dan Financial Institution Dir. TRS. Dalam mengelola Risiko Pasar, Direksi didukung oleh Risk Management Committee RMC dan Komite Aset dan Liabilitas ALCO serta dalam pengawasannya didukung oleh Komisaris melalui Komite Pemantau Risiko. Market Risk Management is done through coordination with BNI’s several related divisions such as: Enterprise Risk Management Division ERM and Policy Governance Division PGV which report to the Director of Enterprise Risk Management; and Treasury Division TRS as well as Overseas branches supervised by the International Division INT which report to the Director of Treasury and Financial Institution. The Market Risk Management is also supported by Risk Management Committee RMC and Assets and Liabilities Committee ALCO and supervised by the Board of Commissioners through the Risk Monitoring Committee. 499 BNI Laporan Tahunan 2014 DAN ENTITAS ANAKAND SUBSIDIARIES CATATAN ATAS LAPORAN KEUANGAN KONSOLIDASIAN 31 DESEMBER 2014 DAN 2013 Disajikan dalam jutaan Rupiah, kecuali dinyatakan lain NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS 31 DECEMBER 2014 AND 2013 Expressed in millions of Rupiah, unless otherwise stated 49. RISIKO PASAR lanjutan 49. MARKET RISK continued