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