Mitigasi Risiko Kredit Credit Risk Mitigation
LAPORAN TAHUNAN 2012
34
ANNUAL REPORT
ATMR Beban
Portfolio Category
20 35
40 45
50 75
100 150
Lainnya
Others RWA
Capital Charge
1 2
3 4
5 6
7 8
9 10
11 12
13 14
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
503,667 100,733
8,059
Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank Claims on Banks
5 Kredit Beragun Rumah Tinggal 200
408 683
541 43
Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial
Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan
Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi
515,000 92,764
0 5,437,356 0 5,586,738 446,939
Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo
0 729,553 0 1,094,330
87,546
Past Due Claims 11 Aset Lainnya
346,719 346,719
27,738
Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada
Exposures at Sharia Unit if any
0 1,018,667 200
408 683
92,764 0 5,784,075 729,553
0 7,129,060 570,325 B
Eksposur Rekening Administratif | Off Balance Sheet
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank Claims on Banks
5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property
6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate
7 Kredit PegawaiPensiunan Employee LoanPension
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio
9 Tagihan Kepada Korporasi 0 1,564,562
0 1,564,562 125,165
Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo
54,929 82,394
6,591
Past Due Claims 11 Eksposur di Unit Usaha Syariah apabila ada
Exposures at Sharia Unit if any
0 1,564,562 54,929
0 1,646,956 131,756 C
Eksposur Counterparty Credit Risk | Counterparty Credit Risk
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank 1,419
23,488 12,028
962
Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi
13,082 13,082
1,047
Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada
Exposures at Sharia Unit if any
1,419 23,488
13,082 25,110
2,009 Total Eksposur Rekening Administratif | Total Off Balance Sheet
Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk
Dalam jutaan rupiah | In Milion Rupiah
Kategori Portofolio
Total Eksposur Neraca | Total of Balance Sheet Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit | Net Amount After Credit Risk
No 31 Desember 2012 | 31 December 2012
LAPORAN TAHUNAN 2012
35
ANNUAL REPORT
Tabel Pengungkapan Tagihan Bersih dan Teknik Table Net Amount and Credit Risk Mitigation
Mitigasi Risiko Kredit
- Bank secara Individual Technique –Bank Only
Tagihan Bersih Bagian Yang Tidak
Dijamin Agunan
Garansi Asuransi Kredit
Lainnya
Cash Collateral Guarantee
Credit Insurance Others
1 2
3 4
5 6
7 8=3-[4+5+6+7]
A Eksposur Neraca | On Balance Sheet
1 Tagihan Kepada Pemerintah 434,299
434,299
Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik
Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank
503,667 503,667
Claims on Banks 5 Kredit Beragun Rumah Tinggal
1,291 1,291
Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial
Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan
Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi
6,088,136 43,017
6,045,119
Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo
731,462 1,909
729,553
Past Due Claims 11 Aset Lainnya
351,897 351,897
Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada
Exposures at Sharia Unit if any
8,110,752 44,926
8,065,826 B
Eksposur Rekening Administratif | Off Balance Sheet
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank Claims on Banks
5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property
6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate
7 Kredit PegawaiPensiunan Employee LoanPension
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio
9 Tagihan Kepada Korporasi 1,584,167
19,605 1,564,562
Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo
54,929 54,929
Past Due Claims 11 Aset Lainnya
Other Assets 12 Eksposur di Unit Usaha Syariah apabila ada
Exposures at Sharia Unit if any
1,639,096 19,605
1,619,491 C
Eksposur Counterparty Credit Risk | Counterparty Credit Risk
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank 54,069
54,069
Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi
13,082 13,082
Claims on Corporate 7 Eksposur di Unit Usaha Syariah apabila ada
Exposures at Sharia Unit if any
67,151 67,151
9,816,999 64,531
9,752,468 Dalam jutaan rupiah | In Milion Rupiah
Total Eksposur Rekening Administratif | Total Off Balance Sheet
Total Eksposur Counterparty Credit Risk | Total Counterparty Credit Risk Total A+B+C
No 31 Desember 2012 | 31 December 2012
Total Eksposur Neraca | Total On Balance Sheet Bagian Yang Dijamin Dengan | Exposure Which is Secured by
Kategori Portofolio Portfolio Category
Unsecured Exposure Net Amount
LAPORAN TAHUNAN 2012
36
ANNUAL REPORT
k. Perhitungan ATMR Risiko Kredit pendekatan k. Credit RWA Calculation under
Standar – Bank secara Individual Standardized Approach – Bank Only
Tabel Pengungkapan Eksposur Aset di Neraca Table Asset Exposure on Balance Sheet
Tagihan Bersih ATMR Sebelum MRK
ATMR Setelah MRK Portfolio Category
Net Amount RWA Before CRM
RWA After CRM 1
2 3
4 5
1 Tagihan Kepada Pemerintah 434,299
Claims on Sovereign 2 Tagihan Kepada Entitas Sektor Publik
Claims on Public Sector Entity 3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional
Claims on Multilateral Development Banks and International Institutions 4 Tagihan Kepada Bank
503,667 100,733
100,733 Claims on Banks
5 Kredit Beragun Rumah Tinggal 1,291
541 541
Claims Secured by Residential Property 6 Kredit Beragun Properti Komersial
Claims Secured by Commercial Real Estate 7 Kredit PegawaiPensiunan
Employee LoanPension 8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro and Small Enterprise, and Retail Portfolio 9 Tagihan Kepada Korporasi
6,088,136 5,629,754
5,586,737 Claims on Corporate
10 Tagihan Yang Telah Jatuh Tempo 731,462
1,097,193 1,094,330
Past Due Claims 11 Aset Lainnya
351,897 346,719
Other Assets 8,110,752
6,828,221 7,129,060
No Kategori Portofolio
31 Desember 2012 | 31 December 2012
Total
Dalam jutaan rupiah | In Milion Rupiah
Tabel Pengungkapan Eksposur Kewajiban Komitmen Table Exposure on Commitment Contigent
Kontinjensi pada Transaksi Rekening Aadministratif liabilities in Administrative Accounts
Tagihan Bersih ATMR Sebelum MRK
ATMR Setelah MRK Portfolio Category
Net Amount RWA Before CRM
RWA After CRM 1
2 3
4 5
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank Claims on Banks
5 Kredit Beragun Rumah Tinggal Claims Secured by Residential Property
6 Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate
7 Kredit PegawaiPensiunan Employee LoanPension
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro and Small Enterprise, and Retail Portfolio
9 Tagihan Kepada Korporasi 1,584,167
1,584,167 1,564,562
Claims on Corporate 10 Tagihan Yang Telah Jatuh Tempo
54,929 82,394
82,394 Past Due Claims
1,639,096 1,666,561
1,646,956 No
Kategori Portofolio 31 Desember 2012 | 31 December 2012
Total
Dalam jutaan rupiah | In Milion Rupiah
LAPORAN TAHUNAN 2012
37
ANNUAL REPORT
Tabel Pengungkapan Eksposur yang Menimbulkan Risiko Table Counter Party Risk Kredit akibat kegagalan Pihak Lawan
Tagihan Bersih ATMR Sebelum MRK
ATMR Setelah MRK Portfolio Category
Net Amount RWA Before CRM
RWA After CRM 1
2 3
4 5
1 Tagihan Kepada Pemerintah Claims on Sovereign
2 Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entity
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Institutions
4 Tagihan Kepada Bank 54,069
24,907 12,028
Claims on Banks 5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel
Claims on Micro and Small Enterprise, and Retail Portfolio 6 Tagihan Kepada Korporasi
13,082 13,082
13,082 Claims on Corporate
67,151 37,989
25,110 No
Kategori Portofolio 31 Desember 2012 | 31 December 2012
Total
Dalam jutaan rupiah | In Milion Rupiah
Tabel Pengungkapan Eksposur yang Menimbulkan Risiko Table Settlement Risk Kredit akibat kegagalan Setelmen
Tagihan Bersih Faktor Pengurang
Modal ATMR Setelah MRK
Type of Transaction Net Amount
Capital Deduction Factor
RWA After CRM 1
2 3
4 5
1 Delivery versus payment Delivery versus payment
a. Beban Modal 8 5-15 hari a.
Capital Charge 8 5-15 days b. Beban Modal 50 16-30 hari
a. Capital Charge 50 16-30 days
c. Beban Modal 75 31-45 hari a.
Capital Charge 75 31-45 days d. Beban Modal 100 lebih dari 45 hari
a. Capital Charge 100 more than 45 days
2 Non-delivery versus payment Non-delivery versus payment
No Jenis Transaksi
31 Desember 2012 | 31 December 2012
Total
Dalam jutaan rupiah | In Milion Rupiah
Tabel Pengungkapan Eksposur Sekuritisasi Table Disclosure of Securitization Exposures
Faktor Pengurang Modal ATMR
Type of Transaction Capital Deduction Factor
RWA 1
2 3
4
1 Fasilitas Kredit Pendukung yang memenuhi persyaratan supporting Credit Facility that meets the requirements
2 Fasilitas Kredit Pendukung yang tidak memenuhi persyaratan supporting Credit Facility that do not meets the requirements
3 Fasilitas Likuiditas Pendukung yang memenuhi persyaratan Liquidity facilities that meet the requirements
4 Fasilitas Likuiditas Pendukung yang tidak memenuhi persyaratan Liquidity facilities that do not meet the requirements
5 Pembelian Efek Beragun Aset yang memenuhi persyaratan Purchase of Asset-Backed Securities that meet the requirements
6 Pembelian Efek Beragun Aset yang tidak memenuhi persyaratan Purchase of Asset-Backed Securities that do not meet the requierments
Eksposur Sekuritisasi yang tidak tercakup dalam ketentuan Bank Indonesia mengenai prinsip-prinsip kehati-hatian dalam aktivitas sekuritisasi aset
No
Total Jenis Transaksi
Securitisation exposures that are not covered by the provisions of Bank Indonesia on the principles of prudence in asset securitization for banks.
31 Desember 2012 | 31 December 2012
7 Dalam jutaan rupiah | In Milion Rupiah