LAPORAN LR DES 2015 WEBSITE
PT Bank Tabungan Negara (Persero), Tbk.
Pengungkapan Leverage Ratio
Posisi Desember 2015
(Dasar : Surat OJK No. S-196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 31 Desember 2015 sebesar Rp 11,99 Triliun (atau 14,49% dari ATMR),
telah sesuai dengan Peraturan Bank Indonesia yang tertuang dalam PBI No.15/12/PBI/2013 tanggal 12
Desember 2013 tentang Kewajiban Penyediaan Modal Minimum Bank Umum, yang mensyaratkan
modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 31 Desember 2015 sebesar Rp.174,05 Triliun yang terdiri dari
eksposur aset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 31 Desember 2015 dibandingkan dengan angka 3 (tiga) triwulan terakhir,
sebagaimana Tabel 1 berikut ini :
Tabel 1
Leverage Ratio
Keterangan
Leverage Ratio
31 Desember 2015
6,88%
30 September 2015
6,58%
30 Juni 2015
6,87%
31 Maret 2015
6,93%
II. Summary Information Table
Tabel Perbandingan antara total aset di neraca (accounting asset) dengan perhitungan eksposur Leverage
Ratio (leverage ratio exposure measure) sebagaimanaTabel 2 berikut ini :
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
Posisi Desember 2015
Jenis Akun
(Rp Juta)
1 Total consolidated assets as per published financial statements
171,858,929
2 Adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory concolidation
3 Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting
framework but excluded from the leverage ratio exposure measure
4 Adjustment for derivative financial instruments
5 Adjustments for securities financing transactions (ie repos and similar secured lending)
2,757,939
6 Adjustments for off-balance sheet items (ie conversion to credit equivalent amounts of off balance
2,646,924
sheet exposures)
7 Other adjustments
(2,949,188)
8 Leverage Ratio Exposure
174,314,604
1
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common Disclosure Bank posisi 31 Desember 2015.
Tabel 3
Leverage Ratio Common Disclosure
Posisi Desember 2015
(Rp Juta)
Jenis Akun
On-balance sheet exposures
1 On-balance sheet items (excluding derivatives and SFTs, but including collateral)
2 (Assets amounts deducted in determining Basel III Tier 1 capital)
3 Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
Derivatives Eksposures
4 Replacement cost associated with all derivatives transactions (ie net of eligible cash variation margin)
169,890,543
(980,802)
168,909,741
5 Add-on amounts for PFE associated with all derivatives transactions
6 Gross-up for derivatives collateral provided where deducted from the balance sheets assets pursuant
to the operative accounting framework
7 (Deductions of recievables assets for cash variation margin provided in derivatives transactions)
8 (Exempted CCP leg of client-cleared trade exposures)
9 Adjusted effective notional amount of written credit derivatives
10 (Adjusted effective notional offsets and add-on deductions for written credit derivatives)
11 Total derivatives exposures (sum of lines 4-10)
Securities financing transaction exposures
12 Gross SFT assets (with no recognition of netting) after adjusting for sales accounting transactions
13 (Netted amounts of cash payables and cash recieveables of gross SFT assets)
14 CCR exposure for SFT assets
15 Agent transaction exposures
16 Total securities financing transaction exposures (sum of lines 12-15)
Other off-balance sheet exposures
17 Off-balance sheet exposure at gross notional amount
18 (Adjustments for conversion to credit equivalent amount)
19 Off-balance sheets item (sum 17-18)
Capital and total exposures
20 Tier 1 capital
21 Total exposures (sum 3,11,16,19)
Leverage ratio
22 Basel III Leverage Ratio
2,446,515
311,424
2,757,939
15,276,205
(12,629,281)
2,646,924
11,998,954
174,314,604
6.88%
IV. Informasi Kualitatif Pendukung
Mengacu pada PBI No.15/12/PBI/2013 tanggal 12 Desember 2013 tentang Kewajiban Penyediaan Modal
Minimum Bank Umum, Bank telah melakukan penyesuaian terhadap perhitungan Modal Inti (Tier 1) yang
digunakan dalam perhitungan Leverage Ratio posisi 31 Desember 2015.
2
Pengungkapan Leverage Ratio
Posisi Desember 2015
(Dasar : Surat OJK No. S-196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 31 Desember 2015 sebesar Rp 11,99 Triliun (atau 14,49% dari ATMR),
telah sesuai dengan Peraturan Bank Indonesia yang tertuang dalam PBI No.15/12/PBI/2013 tanggal 12
Desember 2013 tentang Kewajiban Penyediaan Modal Minimum Bank Umum, yang mensyaratkan
modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 31 Desember 2015 sebesar Rp.174,05 Triliun yang terdiri dari
eksposur aset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 31 Desember 2015 dibandingkan dengan angka 3 (tiga) triwulan terakhir,
sebagaimana Tabel 1 berikut ini :
Tabel 1
Leverage Ratio
Keterangan
Leverage Ratio
31 Desember 2015
6,88%
30 September 2015
6,58%
30 Juni 2015
6,87%
31 Maret 2015
6,93%
II. Summary Information Table
Tabel Perbandingan antara total aset di neraca (accounting asset) dengan perhitungan eksposur Leverage
Ratio (leverage ratio exposure measure) sebagaimanaTabel 2 berikut ini :
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
Posisi Desember 2015
Jenis Akun
(Rp Juta)
1 Total consolidated assets as per published financial statements
171,858,929
2 Adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory concolidation
3 Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting
framework but excluded from the leverage ratio exposure measure
4 Adjustment for derivative financial instruments
5 Adjustments for securities financing transactions (ie repos and similar secured lending)
2,757,939
6 Adjustments for off-balance sheet items (ie conversion to credit equivalent amounts of off balance
2,646,924
sheet exposures)
7 Other adjustments
(2,949,188)
8 Leverage Ratio Exposure
174,314,604
1
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common Disclosure Bank posisi 31 Desember 2015.
Tabel 3
Leverage Ratio Common Disclosure
Posisi Desember 2015
(Rp Juta)
Jenis Akun
On-balance sheet exposures
1 On-balance sheet items (excluding derivatives and SFTs, but including collateral)
2 (Assets amounts deducted in determining Basel III Tier 1 capital)
3 Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
Derivatives Eksposures
4 Replacement cost associated with all derivatives transactions (ie net of eligible cash variation margin)
169,890,543
(980,802)
168,909,741
5 Add-on amounts for PFE associated with all derivatives transactions
6 Gross-up for derivatives collateral provided where deducted from the balance sheets assets pursuant
to the operative accounting framework
7 (Deductions of recievables assets for cash variation margin provided in derivatives transactions)
8 (Exempted CCP leg of client-cleared trade exposures)
9 Adjusted effective notional amount of written credit derivatives
10 (Adjusted effective notional offsets and add-on deductions for written credit derivatives)
11 Total derivatives exposures (sum of lines 4-10)
Securities financing transaction exposures
12 Gross SFT assets (with no recognition of netting) after adjusting for sales accounting transactions
13 (Netted amounts of cash payables and cash recieveables of gross SFT assets)
14 CCR exposure for SFT assets
15 Agent transaction exposures
16 Total securities financing transaction exposures (sum of lines 12-15)
Other off-balance sheet exposures
17 Off-balance sheet exposure at gross notional amount
18 (Adjustments for conversion to credit equivalent amount)
19 Off-balance sheets item (sum 17-18)
Capital and total exposures
20 Tier 1 capital
21 Total exposures (sum 3,11,16,19)
Leverage ratio
22 Basel III Leverage Ratio
2,446,515
311,424
2,757,939
15,276,205
(12,629,281)
2,646,924
11,998,954
174,314,604
6.88%
IV. Informasi Kualitatif Pendukung
Mengacu pada PBI No.15/12/PBI/2013 tanggal 12 Desember 2013 tentang Kewajiban Penyediaan Modal
Minimum Bank Umum, Bank telah melakukan penyesuaian terhadap perhitungan Modal Inti (Tier 1) yang
digunakan dalam perhitungan Leverage Ratio posisi 31 Desember 2015.
2