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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
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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
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