Risiko Kredit, persiapan perhitungan ATMR risiko Risiko Pasar, perhitungan ATMR risiko pasar Risiko Operasional, Operational Risk Calculation, Other Risk, risk disclosure pengungkapan risiko, Risiko Kredit, implementasi perhitungan ATMR Risiko Likuiditas,

BNI ฀ ฀ ฀ 176 Blue print tersebut dikategorikan dalam beberapa building block , yaitu: ฀ Governance-control, inisiatif-inisiatif manajemen risiko yang terkait dengan proses strategic and planning . ฀ Risk measurement, inisiatif-inisiatif terkait dengan metodologi pengukuran risiko sebagaimana diatur dalam dokumen Basel II. ฀ Infrastructure, inisatif-inisiatif terkait dengan data management, organization , dan source system yang diperlukan untuk risk measurement. ฀ Capital management, inisiatif-inisiatif terkait dengan capital allocation dan performance measurement . ฀ ฀ ฀ ฀฀ ฀฀฀ ฀ ฀ ฀ ฀ ฀ Pencapaian Program Tahun 2011 Terdapat beberapa inisiatif yang telah dan sedang berjalan sejak tahun 2011 yaitu:

1. Risiko Kredit, persiapan perhitungan ATMR risiko

kredit dengan menggunakan metode standar untuk memenuhi persyaratan regulator, validasi internal credit rating model , non retail rating system review , serta early warning mechanism.

2. Risiko Pasar, perhitungan ATMR risiko pasar

dengan menggunakan metode standar dan internal model approach IMA, market limit monitoring serta market risk stress testing.

3. Risiko Operasional, Operational Risk Calculation,

Operational Risk Framework Policies , serta Operational Risk Assessment ORSA.

4. Other Risk, risk disclosure pengungkapan risiko,

serta Risk Strategy, Appetite, Governance Operating Model. Rencana Kerja 2012 Beberapa inisiatif yang akan dikembangkan mulai tahun 2012 adalah:

1. Risiko Kredit, implementasi perhitungan ATMR

risiko kredit menggunakan pendekatan standar, retailnon retail rating reviewenhancement .

2. Risiko Likuiditas, menyusun policy dan SOP

likuiditas BNI. ฀ ฀ Such blue print is categorized in several building blocks, such as: ฀ Governance-control, which are risk management initiatives related to the strategic and planning process. ฀ Risk measurement, which are initiatives related to the methodology of risk measurement as governed under Basel II document. ฀ Infrastructure, which are initiatives related to the data management, organization, and source system required for risk measurement. ฀ Capital management, which are initiatives related to the capital allocation and performance measurement. Achievement on 2011 Several initiatives that are currently and have been conducted since 2011: 1 Credit Risk, preparation of the calculation of RWA credit risk by using standard method, internal credit rating model validation, non retail rating system review as well as early warning mechanism. 2 Market Risk, calculation of RWA market risk by using standard method and internal model approach IMA, market limit monitoring as well as market risk stress testing. 3 Operational Risk, Operational Risk Calculation, Operational Risk Framework Policies, Operational Risk Assessment ORSA. 4 Other Risk, risk disclosure and Risk Strategy, Appetite, Governance Operating Model. Work Plan for 2012 Several initiatives that will be developed starting in 2012 are: 1 Credit Risk, calculation of RWA risk using automatic standard approach, retailnon retail rating reviewenhancement. 2 Liquidity Risk, arranging policy and BNI’s liquidity SOP. BNI ฀ ฀ ฀ Functional Review Corporate Social Responsibility Good Corporate Governance Corporate Data 177

3. Risiko Operasional, perbaikan terhadap Loss