Manajemen Risiko Kredit Credit Risk Management

382 Annual Report 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 dan Prosedur Manajemen Risiko, KajianAnalisa Risiko, PengukuranPenilaian Risiko, Pengelolaan Data Base Risiko dan Budaya Risiko.

1. Manajemen Risiko Kredit

Risiko Kredit didefinisikan sebagai risiko akibat kegagalan debitur atau counterparty danatau pihak lain dalam memenuhi kewajiban kepada Bank. Selama tahun 2015, penerapan manajemen risiko kredit telah dilakukan oleh Divisi Manajemen Risiko di berbagai aktivitas yang tereskpos risiko kredit dan mencakup antara lain; analisa dan tinjauan manajemen risiko terhadap sektor-sektor ekonomi khususnya sektor ekonomi yang akan dibiayai Bank pada tahun 2015, pelaksanaan review independen terhadap permohonan kredit dan setelah pencairan kredit sesuai dengan batasan dan ketentuan yang ditetapkan Direksi, pengukuran dan review terhadap risiko kredit portofolio secara periodik, pemantauan terhadap risk appetite, risk tolerance dan risk limit bidang perkreditan, tindak lanjut pemenuhan atas temuan Otoritas Jasa Keuangan OJK, implementasi serta penyempurnaan Credit Risk Management System berupa Credit Risk Rating CRR, dan validasi aplikasi CRR oleh vendor yang disetujui oleh Direksi. Untuk menunjang perhitungan sesuai dengan metodologi yang akan digunakan, Divisi Manajemen Risiko sedang mengumpulkan database kredit dan menyempurnakan proses serta prosedur internal, sehingga diharapkan Bank dapat memperoleh data yang akurat dan terpercaya untuk menghasilkan angka parameter Probability of Default PD, Loss Given Default LGD, dan Exposure at Default EAD. Divisi Manajemen Risiko juga telah melakukan stress testing risiko kredit secara periodik untuk mengetahui ketahanan kecukupan modal Bank terhadap kenaikan Non Performing Loan NPL gross dan net dan pelaksanaan Write Off sesuai Pedoman Manajemen Risiko Kredit Bank serta skenario lainnya yang diminta oleh Direksi atau Otoritas Jasa Keuangan OJK. Selain itu, Divisi Manajemen Risiko juga melaksanakan simulasi mapping kredit dengan nilai nominal tertentu untuk mengetahui proyeksi kualitas kolektibilitas kredit debitur existing berdasarkan penilaian parameter tertentu. Perhitungan kebutuhan modal yang diperlukan untuk risiko kredit telah dilakukan sesuai dengan ketentuan Bank Indonesia yang berlaku, yaitu dengan Standardised Approach SA. Sedangkan penilaian Profil Risiko Kredit telah dilakukan sesuai ketentuan Bank Indonesia yang berlaku dan telah disampaikan kepada Bank Indonesia secara tepat waktu bersamaan dengan profil risiko lainnya. Kemudian, untuk meningkatkan budaya risiko, Procedure of Risk Management, Risk AssessmentAnalysis, Risk MeasurementAssessment, Risk and Risk Culture’s Data Base Management.

1. Credit Risk Management

Credit risk is defined as the risk due to the debtor’s or counterparty’s andor other parties’ failure to meet their obligations to the Bank. During 2015, the implementation of credit risk management has been conducted by the Risk Management Division in various activities exposed by credit risk and covering, among others; analysis and review of risk management to economic sectors, particularly economic sectors which will be financed Bank in 2015, the implementation of an independent review to the credit application and after loan disbursement in accordance with the limits and provision established by the Board of Directors, measurement and review on the credit risk portfolio on regular basis, monitoring of risk appetite, risk tolerance and risk limit in credit field, the follow-up on the compliance to the findings of Indonesia Financial Services Authority OJKFSA, the implementation as well as improvement of Credit risk Management System such as the Credit risk Rating CRR, and validation of CRR applications by vendors approved by the Board of Directors. To support the calculation in accordance with the methodology applied, the Risk Management Division is collecting credit database and improving processes and internal procedures, so as it is expected that the Bank may obtain accurate and reliable data to generate Probability of Default PD, Loss Given Default LGD and Exposure at Default EAD parameter value. Risk Management Division has also conducted stress testing of credit risk on regular basis to determine the resilience of Bank’s capital adequacy to the increase in non-performing loans gross and net NPL and the implementation of the Write Off in accordance with Bank’s Credit Risk Management Guidelines and other scenarios requested by the Board of Directors or the Indonesia Financial Services Authority OJKFSA. In addition, the Risk Management Division also carries out mapping simulation for credit with particular nominal value to determine the projection of existing debtor credit collectability quality based on an assessment of certain parameter. The calculation of capital requirements is necessary to credit risk which has been conducted in accordance with the applicable Bank Indonesia rules, namely the Standardized Approach SA. While the credit risk profile assessment has been conducted in accordance with the applicable Bank Indonesia provision and has been submitted to Bank Indonesia in time precisely with other risk profile. More over, to enhace risk culture, the Risk Management Division 383 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 Divisi Manajemen Risiko bekerja sama dengan Divisi Pendidikan Pelatihan Diklat telah melakukan pelatihan dan sosialisasi mengenai penggunaan aplikasi CRR serta refreshing kepada para marketing Account Officer sesuai jadwal program pelatihan dari Divisi Diklat.

2. Manajemen Risiko Pasar dan Risiko Likuiditas