Quantitative Disclosure Annual Report 2015 AR BJB 2015 LR

Analisa Pembahasan at as Kiner ja Per ser oan Management Discussion Analysis on Company Per f or mance 282 bank bjb Lapor an Tahunan 20 15 Annual Repor t 1. Tabel 1.a Pengungkapan Kuantitatif Struktur Permodalan Bank Umum Rp Jut a Komponen Modal Components of Capital 31 Desember 20 15 December 31, 20 15 31 Desember 20 14 December 31, 20 14 31 Desember 20 13 December 31, 20 13 Bank Konsolidasi Consolidated Bank Konsolidasi Consolidated Bank Konsolidasi Consolidated 1 2 3 4 3 4 5 6 I Komponen Modal Components of Capital A Modal Inti Core Capital 6.192.689 6.849.426 5.350 .20 6 5.630 .554 5.350 .20 6 5.630 .554 1. Modal Diset or Paid-in Capit al 2.424.0 73 2.424.0 73 2.424.0 73 2.424.0 73 2.424.0 73 2.424.0 73 2. Cadangan Tambahan Modal Supplement al Reser ve Capit al 4.411.787 4.457.337 3.247.719 3.188.428 3.247.719 3.188.428 3. Modal Inovat if Innovat ive Capit al - - 4. Fakt or Pengur ang Modal Int i Cor e Capit al Deduct ion 643.171 31.984 321.586 15.992 321.586 15.992 5. Kepent ingan Non Pengendali Non-Cont r olling int er est s 34.0 45 34.0 45 B Modal Pelengkap Supplementary Capital 40 3.733 452.556 9.926 332.277 9.926 332.277 1. Level At as Upper Tier 2 Upper Level Upper Tier 2 40 3.733 452.556 311.660 348.269 311.660 348.269 2. Level Bawah Lower Tier 2 Maksimum 50 Modal Int i Lower Level Lower Tier 2 Maximum 50 Cor e Capit al 3. Fakt or Pengur ang Modal Pelengkap Supplement ar y Capit al Deduct ion 321.586 15.992 321.586 15.992 C Faktor Pengurang Modal Inti dan Modal Pelengkap Deduction Core Capital and Supplementary Capital Eksposur Sekur it isasi Secur it izat ion Exposur es D Modal Pelengkap Tambahan yang Memenuhi Persyaratan Tier 3 Supplementary Capital Tier 3 E Modal Pelengkap Tambahan yang Dialokasikan Untuk Mengantisipasi Risiko Pasar Supplemental Capital Allocated to Anticipate Market Risk II Total Modal inti dan Modal Pelengkap A + B - C Total Core Capital and Supplementary Capital A + B - C 6.596.422 7.30 1.982 5.340 .281 5.962.830 5.340 .281 5.962.830 III Total Modal Inti, Modal Pelengkap, dan Modal Pelengkap Tambahan yang Dialokasikan untuk Mengantisipasi Risiko Pasar A + B - C + E Total Core Capital, Supplementary capital, and Supplemental Capital Allocated to Anticipate Market Risk A + B - C + E 6.596.422 7.30 1.982 5.340 .281 5.962.830 5.340 .281 5.962.830 IV Aset Tertimbang menurut Risiko ATMR untuk Risiko Kredit Risk Weighted Assets RWA f or Credit Risk 32298619,21 361330 80 ,44 27.0 61.0 89 31.621.745 27.0 61.0 89 31.621.745 V Aset Tertimbang menurut Risiko ATMR untuk Risiko Operasional Risk Weighted Assets RWA f or Operational Risk 8150 256,331 8653168,247 6.254.121 6.254.121 6.254.121 6.254.121 VI Aset Tertimbang menurut Risiko ATMR untuk Risiko Pasar Risk Weighted Assets RWA f or Market Risk A Metode Standar Standard Methods 1164735 1164735 1.164.523 1.164.523 1.164.523 1.164.523 B Metode Internal Internal Methods VII Rasio Kewajiban Penyediaan Modal Minimum untuk Risiko Kredit, Risiko Operasional Dan Risiko Pasar [III : IV + V + VI Minimum Capital Adequacy Ratio For Credit Risk, Operational Risk and Market Risk [III: IV + V + VI 15,85 15,89 15.49 15.27 15.49 15.27

2. Tabel 1.a Disclosures of Quantitative Capital Structure f or Commercial Bank

Rp Million 283 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

2. Tabel 1.b Pengungkapan Kuantitatif Struktur

Permodalan Bank Asing Rp Juta Komponen Modal Component s of Capit al 31 Desember 20 15 December 31, 20 15 31 Desember 20 14 December 31, 20 14 31 Desember 20 13 December 31, 20 13 Bank Konsolidasi Consolidated Bank Konsolidasi Consolidat ed Bank Konsolidasi Consolidat ed 1 2 3 4 3 4 5 6 I Komponen Modal Component s of Capit al A Dana Usaha Business Funds 1. Dana Usaha Business Funds 2. Modal diset or Paid-up capit al B Cadangan Reserve 1. Cadangan umum Gener al of r eser ves 2. Cadangan t ujuan Pur pose of r eser ves C Laba rugi tahun-tahun lalu yang dapat diperhitungkan 10 0 Prof it loss f rom previous years can be taken into account 10 0 D Laba rugi tahun berjalan yang dapat diperhitungkan 50 Prof it loss f or the year are taken into account 50 E Dana setoran modal Fund capital contribution F Pendapatan komperehensif lainnya: kerugian berasal dari penurunan penyertaan dalam kelompok tersedia untuk dijual 10 0 R evenue more comprehensively: losses f rom reduction in investments in available- f or-sale 10 0 G Pendapatan komperehensif lainnya: keuntungan berasal dari penurunan penyertaan dalam kelompok tersedia untuk dijual 45 Revenue more comprehensively: the advantages derived f rom the decrease in investments in available- f or- sale 45 H Revaluasi aset tetap 45 Revaluation of f ixed assets 45 I Selisih kurang antara PPA dan cadangan kerugian penurunan nilai atas aset produktif Less dif f erence between the PPA and the allowance f or impairment losses on earning assets J Penyisihan Penghapusan Aset PPA atas aset non produktif yang wajib dihitung Allowance f or Aset PPA on non-productive assets that must be calculated K Selisih kurang jumlah penyesuaian nilai wajar dari instrumen keuangan dalam trading book The dif f erence is less amount of f air value adjustments of f inancial instruments in the trading book L Cadangan umum aset produktif maks. 1,25 dari ATMR General reserves of productive assets max. 1.25 of risk weighted assets M Faktor pengurang modal Deduction core capital Eksposur Sekur it isasi Secur it izat ion Exposur es II MODAL BANK ASING Jumlah A s.d L-M FOREIGN CAPITAL BANK Total A s.d L-M III ASET TERTIMBANG MENURUT RISIKO ATMR UNTUK RISIKO KREDIT RISK WEIGHTED ASSETS RWA FOR CREDIT RISK IV ASET TERTIMBANG MENURUT RISIKO ATMR UNTUK RISIKO OPERASIONAL RISK WEIGHTED ASSETS RWA FOR OPERATIONAL RISK V ASET TERTIMBANG MENURUT RISIKO ATMR UNTUK RISIKO PASAR RISK WEIGHTED ASSETS RWA FOR MARKET RISK A Metode Standar Standard Methods B Metode Internal Internal Methods VII RASIO KEWAJIBAN PENYEDIAAN MODAL MINIMUM UNTUK RISIKO KREDIT, RISIKO OPERASIONAL DAN RISIKO PASAR [III : IV + V + VI] MINIMUM CAPITAL ADEQUACY RATIO FOR CREDIT RISK, OPERATIONAL RISK AND MARKET RISK [III: IV + V + VI]

2. Tabel 1.b Disclosures of Quantitative Capital Structure f or Foreign Bank

Rp Million Analisa Pembahasan at as Kiner ja Per ser oan Management Discussion Analysis on Company Per f or mance 284 bank bjb Lapor an Tahunan 20 15 Annual Repor t

2. Pengungkapan Eksposur Risiko dan Penerapan Manajemen Risiko

A. Risiko Kredit

Sebagai upaya memast ikan kecukupan kebijakan dan pr osedur per kr edit an, maka bank bjb menyusun Kebijakan Per kr edit an Bank KPB yang digunakan sebagai landasan dalam pembuat an Pedoman maupun St andar Oper asional Pr osedur SOP per kr edit an. Bank bjb mener apkan pr oses yang ket at at as set iap penyusunan maupun per ubahan at as set iap ket ent uan int er nal bank. Penyusunan maupun per ubahan at as KPB, Pedoman, dan SOP per kr edit an dilakukan melalui t ahapan ber jenjang yang dimulai dar i pembahasan pada level t eknis hingga melalui per set ujuan Dir eksi. Bank bjb juga t elah memiliki st andar baku dalam alur penyusunan SOP sehingga dapat menghasilkan kualit as yang baik. Set iap penyusunan maupun per ubahan at as Kebijakan, Pedoman dan SOP per kr edit an senant iasa melalui pembahasan ber sama Divisi yang t er kait sehingga memenuhi kecukupan ident if ikasi dan mit igasi r isiko ser t a ket ent uan yang ber laku. Bank bjb saat ini t elah secar a int ensif melakukan penyempur naan at as modeling yang digunakan dalam per hit ungan t ingkat r isiko yang akan diambil r isk appet it e dan t oler ansi r isiko r isk t oler ance ber dasar kan per t imbangan kekuat an per modalan ser t a t ar get pendapat an kr edit . Tingkat Risiko yang akan diambil r isk appet it e mer upakan t ingkat dan jenis Risiko yang ber sedia diambil oleh Bank dalam r angka mencapai sasar an Bank. Toler ansi Risiko r isk t oler ance mer upakan t ingkat dan jenis Risiko yang secar a maksimum dit et apkan oleh Bank. Toler ansi Risiko menjadi penjabar an dar i t ingkat Risiko yang akan diambil. Adapun t er kait dengan limit kewenangan memut us kr edit saat ini bank bjb t elah mener apkan mekanisme keput usan kr edit secar a ber jenjang sesuai dengan t ingkat r isiko yang t er cer min dar i plaf ond pengajuan f asilit as kr edit .

2. Disclosure of Risk Exposure and the Implementation of Risk Managemen

A. Credit Risk

and pr ocedur es, bank bjb pr epar es t he Bank Cr edit Policy CDE which is used as a basis in t he pr epar at ion of t he cr edit Guidelines and St andar d Oper at ing Pr ocedur es SOPs. bank bjb applies st r ict pr ocesses on any pr epar at ions or amendment s of any int er nal pr ovisions of t he bank. The pr epar at ion of and amendment s t o t he CDE, Guidelines, and SOPs f or cr edit ar e car r ied out t hr ough t ier ed st ages which st ar t f r om t he discussion at t he t echnical level t o t he appr oval of t he Boar d of Dir ect or s. bank bjb also has a st andar d in t he SOP cr eat ion f low so it can pr oduce good qualit y r esult s. Each dr af t ing and amendment of cr edit policies, guidelines and SOPs always go t hr ough a r eview by t he r elat ed Divisions t her ef or e f ulf illing t he adequacy of r isk ident if icat ion and mit igat ion as well as compliance t o t he applicable r egulat ions. Cur r ent ly, bank bjb has int ensif ied impr ovement s on t he modeling used in t he calculat ion of t he r isk appet it e and r isk t oler ance based on t he bank’s capit al. Risk appet it e is t he level and t ype of r isk t hat is willing t o be t aken by t he Bank in or der t o achieve t he object ives of t he Bank. Risk t oler ance is t he maximum level and t ype of r isk set by t he Bank. Risk t oler ance is a descr ipt ion of t he r isk appet it e. In r elat ions t o loan appr oval aut hor it y limit , cur r ent ly bank bjb has implement ed a mechanism of cr edit decisions in st ages accor ding t o t he level of r isk t hat is r ef lect ed f r om t he maximum cr edit f acilit y applicat ion. 285 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

1. Kecukupan Proses identif ikasi, Pengukuran, Pemantauan, dan Pengendalian Risiko, serta

sistem inf ormasi Manajemen Risiko Dalam analisa kr edit , bank t elah mener apkan pr oses ident if ikasi at as pot ensi r isiko yang melekat . Pr oses ident if ikasi t er sebut menjadi lebih opt imal dengan dibent uknya Divisi yang khusus melaksanakan r eview dan analisa lanjut an at as pot ensi r isiko yang melekat pada pr oses pengajuan f asilit as kr edit . Sebagai bent uk ident if ikasi at as r isiko kr edit , bank bjb t elah mengembangkan adanya kajian independen yang ber isi analisa at as per kembangan por t of olio kr edit , Non Per f or ming Loan NPL, Cr edit Cost ser t a pr ediksi per kembangan kualit as kr edit dengan memper t imbangkan kesiapan inf r ast r ukt ur pendukungnya. Dalam melakukan pengukur an r isiko, bank bjb mengembangkan model r isiko kr edit melalui penggunaan Int er nal Cr edit Risk Rat ing ICRR dan Int er nal Cr edit Risk Scor ing ICRS pada set iap pengajuan kr edit . Adapun r at ing dan scor ing yang dimiliki oleh bank bjb meliput i: • Pemer ingkat an Kr edit Non Rit el: - Rat ing Kor por asi Konst r uksi - Rat ing Kor por asi - Rat ing SME Konst r uksi - Rat ing SME • Pemer ingkat an Kr edit Rit el - Scor ing Kr edit Mikr o Ut ama • Pemer ingkat an Kr edit Konsumt if - Scor ing Kr edit Guna Bakt i - Scor ing Kr edit Pemilikan Rumah

1. Adequacy of Risk Identif ication, Measurement, Monitoring, and Risk Control, as well as Risk

Management Inf ormation System In t he analysis of cr edit , t he bank has implement ed a pr ocess of ident if ying inher ent pot ent ial r isks. The ident if icat ion pr ocess becomes mor e opt imal wit h t he est ablishment of a Division which is specif ically assigned t o conduct r eviews and f ur t her analysis of t he inher ent pot ent ial r isks in t he pr ocess of loan f acilit y applicat ion. As a f or m of cr edit r isk ident if icat ion, bank bjb has developed a non per f or ming loans r epor t ing mechanism which is per f or med by t he Br anch Of f ice on a r egular basis. The r epor t s ar e addr essed t o t he Risk Management Division t o be used as input in t he pr epar at ion of t he Risk Management st r at egy. In conduct ing r isk measur ement s, bank bjb develops cr edit r isk models t hr ough t he ut ilizat ion of t he Int er nal Cr edit Risk Rat ing ICRR and Int er nal Cr edit Risk Scor ing ICRS in any loan applicat ion. The r at ing and scor ing owned by bank bjb include: • Non Ret ail Cr edit Rat ing: Const r uct ion Cor por at e Rat ing - Cor por at e Rat ing - Cont r uct ion SME Rat ing - SME Rat ing • Ret ail Cr edit Rat ing - Kr edit Mikr o Ut ama Scor ing - Kr edit Usaha Rakyat Scor ing • Consumpt ive Cr edit Rat ing - Guna Bakt i Loan Scor ing - Housing Loan Scor ing