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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
Sumber r isiko pasar banking book t imbul ant ar a
lain disebabkan oleh per ubahan st ukt ur por t of olio ner aca dan r ekening adminst r at if bank yang
sensit if t er hadap per ger akan suku bunga sehingga ber dampak t er hadap pendapat an bunga ber sih
dan yang yang disebabkan pula kar ena per ubahan st r ukt ur por t of olio ner aca dan r ekening adminst r at if
bank yang sensit if t er hadap per ger akan nilaii t ukar yang t er cer min dar i Posisi Devisa Net o bank.
1. Pengawasan Aktif Dewan Komisaris dan Direksi
Dewan Komisar is dan Dir eksi ber t anggungjawab at as ef ekt ivit as pener apan Manajemen Risiko
Pasar di Bank. Ter kait wewenang dan t anggung jawab pengawasan akt if Dewan Komisar is
dan Dir eksi bank bjb, Dewan Komisar is dan Dir eksi selalu memper oleh inf or masi yang jelas
mengenai evaluasi dan pener apan manajemen r isiko eksposur r isiko pasar , pemant auan limit
secar a har ian ser t a langkah-langkah yang diambil oleh Risk Taking Unit khususnya t er kait adanya
pelampauan limit . Dalam pelaksanaan pengawasannya, Dewan
Komisar is dibant u oleh Komit e Pemant au Risiko KPR bank secar a ber kala melakukan
pengawasan melalui koor dinasi dengan Sat uan Ker ja Manajemen Risiko. Media koor dinasi yang
digunakan dapat ber upa lapor an pemant auan r isiko oleh SKMR yang disampaikan kepada
Komit e Pemant au Risiko at aupun melalui media r apat ant ar a kedua belah pihak. Pada
implement asinya, pelaksanaan r apat yang diadakan umumnya membahas pener apan
manajemen r isiko di bank bjb menyangkut diant ar anya pener apan pengukur an r isk
t oler ance r isiko pasar , pembahasan pr of il r isiko yang ber sif at mat er ial, ser t a kecukupan dan
evaluasi met odologi dan at au t ools pengukur an
r isiko pasar yang diper gunakan Sat uan Ker ja Manajemen Risiko.
Sour ces of banking book mar ket r isk ar ises par t ly due t o t he changes in t he por t f olio st r uct ur e of t he
bank’s balance sheet s and administ r at ive account s t hat ar e sensit ive t o int er est r at e movement s
impact ing t he net int er est income and which ar e also due t o changes in t he por t f olio st r uct ur e of t he
bank’s balance sheet s and administ r at ive account s t hat ar e sensit ive t o movement s in exchange r at es
which is r ef lect ed in t he Net Open Posit ion of bank.
1. Active Supervision by the Board of Commissioners and the Board of Directors
The Boar d of Commissioner s and t he Boar d of Dir ect or s ar e r esponsible f or t he ef f ect ive
implement at ion of t he Bank’s Mar ket Risk Management . In r elat ions t o t he act ive
super vision aut hor it y and r esponsibilit y of t he Boar d of Commissioner s and Boar d of Dir ect or s
of bank bjb, t he Boar d of Commissioner s and t he Boar d of Dir ect or s always obt ain
clear inf or mat ion on t he evaluat ion and implement at ion of r isk management of mar ket
r isk exposur e, super vision of limit on a daily basis as well as st eps employed by t he Risk Taking Unit
specif ically r elat ed t o t he lending limit . In t he implement at ion of it s super vision, t he
Boar d of Commissioner s is assist ed by t he bank’s Risk Monit or ing Commit t ee RMC per iodically
conduct super vision in coor dinat ion wit h t he Risk Management Unit . The coor dinat ion media
ut ilized can be in t he f or m of r isk monit or ing r epor t s by SKMR submit t ed t o t he Risk Monit or ing
Commit t ee or t hr ough t he media of meet ings bet ween t he t wo par t ies. In it s implement at ion,
t he meet ing implement ed gener ally discusses t he implement at ion of r isk management in bank
bjb, concer ning among ot her s, t he applicat ion of mar ket r isk measur ement of r isk t oler ance,
mat er ial r isk pr of ile discussion, as well as t he adequacy and evaluat ion of met hodologies and
or mar ket r isk measur ement t ools used by t he Risk Management Unit .
