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bank bjb Lapor an Tahunan
20 15 Annual Repor t
St ock Obligat ion Highlight s Management Discussion Analysis
Good Cor por at e Gover nance Cor por at e Social Responsibilit y
Consolidat ed Financial St at ement s Cor por at e Dat a
B. Kecukupan Permodalan
Sebagai salah sat u pengungkapan Basel II Pilar III, Bank Indonesia t elah mener bit kan Sur at Edar an
Bank Indonesia Nomor 14 37 DPNP t anggal 27 Desember 20 12 per ihal Kewajiban Penyediaan Modal
Minimum sesuai Pr of il Risiko dan Pemenuhan Capit al
Equivalency Maint ained Asset s CEMA. Sehubungan hal t er sebut , bank t elah mengembangkan dan
mener apkan met odologi unt uk pener apan Int er nal
Capit al Adequacy Assessment Pr ocess ICAAP dimana met odologi t er sebut t elah dibahas dan
diset ujui dalam Komit e Manajemen Risiko bank bjb. Lapor an r asio kecukupan penyediaan modal
minimum sesuai Pr of il Risiko dilapor kan secar a ber kala kepada Dewan Komisar is dan Dir eksi sebagai
salah sat u bent uk kepat uhan t er hadap ket ent uan Sur at Edar an Bank Indonesia t er sebut .
Pengukur an int er nal yang dilakukan bank t elah memper hit ungkan Pilar I dan Pilar II yait u r asio
kecukupan modal bank minimum sesuai pr of il r isiko baik secar a individual maupun konsolidasi
di bulan Desember 20 15 mencapai 9.29 dimana hasil pengukur an pr of il r isiko bank pada per iode
t er sebut ber ada pada level per ingkat komposit Low t o Moder at e. Pada posisi bulan Desember 20 15, r asio
kecukupan modal bank baik secar a individual maupun konsolidasi mencapai 15.85 dan 15.89 sehingga
r asio kecukupan modal bank t er sebut ber ada diat as ket ent uan r asio kecukupan modal bank minimum
sesuai pr of il r isiko bank yait u 9.29. Sejalan t elah dit er bit kannya PBI Nomor 15 12
PBI 20 13 t anggal 12 Desember 20 13 per ihal Kewajiban Penyediaan Modal Minimum, saat ini bank t elah
memper siapkan inf r ast r ukt ur yang baik dan ef ekt if dalam r angka memast ikan implement asi PBI
t er sebut t idak mengganggu ekspansi bisnis dan akt ivit as oper asional bank bjb. Sesuai PBI t er sebut ,
bank har us menyediakan r asio kecukupan modal minimum sesuai pr of il r isiko bank dit ambah dengan
Capit al Conser vat ion Buf f er , Count er cylical Buf f er dan
Capit al Sur char ge unt uk D-SIB Domest ic
B. Kecukupan Permodalan
As one of t he Basel II Pillar II disclosur e, Bank Indonesia has issued t he Cir cular Let t er of Bank Indonesia
No. 14 37 DPNP dat ed 27 December 20 12 on t he Minimum Capit al Requir ement in accor dance t o t he
Pr of ile Risk and Compliance of Capit al Equivalency Maint ained Asset s CEMA. In r elat ions, t he bank
has developed and implement ed a met hodology f or t he implement at ion of t he Int er nal Capit al
Adequacy Assessment Pr ocess ICAAP in which t he met hodology has been discussed and appr oved by
t he Risk Management Commit t ee of bank bjb. The minimum capit al adequacy r epor t s in accor dance t o
t he Risk Pr of ile ar e r epor t ed r egular ly t o t he Boar d of Commissioner s and Boar d of Dir ect or s as a f or m
of compliance wit h t he pr ovisions of t he Cir cular Let t er of Bank Indonesia.
Int er nal measur ement s car r ied out by t he bank has account ed f or Pillar I and Pillar II namely t he
minimum capit al adequacy r at io cor r esponds t o t he r isk pr of ile bot h individually or consolidat ed
in December 20 14 r eaching 10 .28 in which t he r esult s of t he bank’s r isk pr of ile measur ement s
of t he per iod is at t he composit e r anking level of Moder at e. At t he December 20 14 posit ion, bot h t he
individual and consolidat ed capit al adequacy r at io of t he bank r eached 16.39 and 16.35, hence t he bank’s
capit al adequacy r at io is above t he pr ovisions of t he minimum capit al adequacy r at io in accor dance t o t he
r isk pr of ile of t he bank, which is 10 .28. Cor r esponding t o t he issuance of PBI No. 15 12
PBI 20 13 dat ed 12 December 20 13 on t he Minimum Capit al Requir ement , cur r ent ly bank bjb has
pr epar ed good and ef f ect ive inf r ast r uct ur es in or der t o ensur e t he implement at ion of t he PBI
does not int er f er e wit h it s business expansion and oper at ional act ivit ies. In accor dance t o t he PBI, t he
bank shall pr ovide a minimum capit al adequacy r at io t hat is appr opr iat e wit h t he r isk pr of ile of t he
bank in addit ion t o Capit al Conser vat ion Buf f er , Count er cylical Buf f er and Capit al Sur char ge f or
Analisa Pembahasan at as Kiner ja Per ser oan
Management Discussion Analysis on Company Per f or mance
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bank bjb Lapor an Tahunan
20 15 Annual Repor t
Syst emically Impor t ant Bank. Capit al Conser vat ion Buf f er t er sebut diper lukan oleh bank sebagai upaya
penyangga buf f er dalam menghadapi ker ugian
akibat kondisi kr isis, sedangkan Count er cylical Buf f er
dibut uhkan bank sebagai t ambahan modal penyangga unt uk mengant isipasi ker ugian apabila t er jadi
per t umbuhan kr edit per bankan yang ber lebihan sehingga ber pot ensi mengganggu st abilit as sist em
keuangan. Penet apan Capit al Sur char ge t er sebut
diper lukan bagi bank bjb yang t elah dijadikan status
bank sistemik dimana bank per lu menyediakan
t ambahan modal yang ber f ungsi unt uk mengur angi dampak negat if t er hadap st abilit as sist em keuangan
dan per ekonomian apabila t er jadi kegagalan Bank yang ber dampak sist emik melalui peningkat an
kemampuan Bank dalam menyer ap ker ugian. Sebagai bent uk kepat uhan t er hadap ket ent uan t er sebut ,
bank secar a ber t ahap melakukan pengembangan ber upa kesiapan
dat abase dan pr oses pemet aan Basel III ke dalam inf r ast r ukt ur bank. Salah sat unya
yang dilakukan yait u dilakukannya koor dinasi dengan Divisi yang t er libat , mendesain
Fr amewor k Basel III dan melakukan pengukur an ser t a pemant auan unt uk
set iap ket ent uan yang diat ur dalam r egulasi Basel III t er sebut .
Seir ing kondisi
makr oekonomi Indonesia
yang masih
ber gejolak dan dit andai dengan r encana kebijakan The Fed yang akan menaikkan suku bunga The Fed
yang ber pot ensi meningkat kan capit al out f low,
gejolak nilai t ukar dan inf lasi, Manajemen bank bjb menanggapi gejolak t er sebut dengan memper kuat
per modalan bank sebagai bent uk pener apan manajemen r isiko yang kuat
r obust sehingga dapat menyer ap ker ugian apabila t er dapat
st r ess event dikemudian har i. Dalam r angka menjawab
t ant angan bisnis di er a pasar bebas di kemudian har i dan unt uk memenuhi kebut uhan masyar akat , bank
selalu melakukan per baikan dan pengembangan baik dar i segi pr oduk dan jasa ser t a peningkat an
inf r ast r ukt ur manajemen r isiko bank melalui analisis yang kompr ehensif diser t ai dengan r iset yang
memadai sehingga dapat menjaga agar akt ivit as bisnis dan oper asional bank t et ap
pr udent dan D-SIB Domest ic Syst emically Impor t ant Banks.
The Capit al Conser vat ion Buf f er is r equir ed by t he bank as a buf f er in t he f ace of losses due t o cr isis
condit ions, while Count er cylical Buf f er is needed by t he bank as a buf f er addit ional capit al t o ant icipat e
losses in t he event of excessive cr edit gr owt h which pot ent ially dest abilizes t he f inancial syst em. The
det er minat ion of Capit al Sur char ge is necessar y f or bank
bjb which has made t he syst emic st at us in
which t he bank needs t o pr ovide addit ional capit al t hat ser ves t o r educe t he negat ive impact on t he
st abilit y of t he f inancial syst em and economy in t he event of a syst emic Bank f ailur e t hr ough t he
incr ease in t he Bank’s abilit y t o absor b losses. As a f or m of adher ence t o t hese pr ovisions, t he bank
gr adually car r y out development s in t he f or m of dat abase pr epar edness and t he pr ocess of Basel III
mapping int o t he inf r ast r uct ur e of t he bank. One of t hem is conduct ed t hr ough t he coor dinat ion among
Divisions involved, designing t he Basel III Fr amewor k and per f or m measur ement s as well as monit or ing t o
any pr ovisions st ipulat ed in t he Basel III r egulat ion.
Cor r elat ed wit h Indonesia’s macr oeconomic condit ions t hat ar e st ill volat ile and mar ked wit h t he
policy plan of The Fed t o incr ease t he int er est r at es of The Fed which has t he pot ent ial t o incr ease capit al
out f low, exchange r at e and inf lat ion volat ilit y, t he Management of bank
bjb r esponds t o such volat ilit ies
by st r engt hening t he capit al of t he bank as a f or m of a st r ong r obust r isk management implement at ion,
enabling it t o absor b losses in t he event of a st r essf ul event in t he f ut ur e. In or der t o answer t he
business challenges in t he f r ee mar ket er a in t he f ut ur e and t o meet t he needs of t he communit y, t he
bank always make impr ovement s and development in t er ms of bot h pr oduct s and ser vices and incr ease
t he bank’s r isk management inf r ast r uct ur e t hr ough a compr ehensive analysis accompanied by suf f icient
r esear ch, which in t ur n will maint ain t he bank’s business and oper at ional act ivit ies t o r emain pr udent
