RISIKO SUKU BUNGA lanjutan INTEREST RATE RISK continued
Indonesian language.
PT BANK PEMBANGUNAN DAERAH JAWA BARAT DAN BANTEN Tbk
DAN ENTITAS ANAKNYA CATATAN ATAS LAPORAN KEUANGAN
KONSOLIDASIAN UNAUDITED 31 Maret 2015 dan 31 Desember 2014
Serta periode yang berakhir pada tanggal 31 Maret 2015 dan 2014
Disajikan dalam jutaan rupiah, kecuali dinyatakan lain
PT BANK PEMBANGUNAN DAERAH JAWA BARAT DAN BANTEN Tbk
AND ITS SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL
STATEMENTS UNAUDITED March 31, 2015 and December 31, 2014
and for the period ended March 31, 2015 and 2014
Expressed in millions of rupiah, unless otherwise stated
185
48. RISIKO SUKU BUNGA lanjutan 48. INTEREST RATE RISK continued
i. Risiko tingkat suku bunga lanjutan i. Interest rate risk continued
Tabel di bawah ini menunjukkan sensitivitas dari laporan laba rugi komprehensif konsolidasian
Bank dan entitas anak terhadap kemungkinan perubahan wajar atas suku bunga untuk aset
dan liabilitas keuangan dengan suku bunga tetap pada tanggal 31 Maret 2015 dan 31 Desember
2014 tidak diaudit lanjutan: The table below demonstrates the sensitivity of
the Bank‟s and subsidiaries‟ consolidated statement
of income
and statement
of comprehensive income to reasonably possible
changes in interest rates for fixed rate financial assets and liabilities as of March 31, 2015 and
December 31, 2014 unaudited continued:
31 DesemberDecember 31, 2014 Dampak ke
laporan laba rugi komprehensif
konsolidasian Impact to the
consolidated Perubahan basis
statement poinChange
of comprehensive in basis point
income
Rupiah +125
343.515 Rupiah
+50 146.406
-50 146.406
-125 343.515
Valas +125
5.062 Foreign currency
+50 84.261
-50 84.261
-125 5.062
49. RISIKO OPERASIONAL 49. OPERATIONAL RISK
Risiko operasional adalah risiko kerugian langsung ataupun tidak langsung yang terjadi karena tidak
memadainya atau karena adanya kegagalan proses internal, kesalahan manusia, kegagalan
sistem atau adanya masalah eksternal yang dapat mempengaruhi operasional Bank dan entitas anak.
Operational risk is a direct or indirect losses risk incurred by insufficient or malfunction of internal
processes, human error, system failure, or external problems that affect the operations of the Bank
and subsidiaries.
Sebagai wujud pelaksanaan proses pengawasan terhadap risiko operasional yang mungkin terjadi,
Bank dan entitas anak telah mengembangkan suatu sistem dengan menggunakan metodologi
pengukuran sendiri, menggunakan tools Risk Control Self Assessment RCSA yang dilakukan
oleh masing-masing risk taking unit, melakukan penilaian terhadap terhadap indikator-indikator
utama Key Risk Indicator Bank yang digunakan sebagai early warning system serta wajib
melaporkan timbulnya kerugianpotensi kerugian yang timbul akibat risiko operasional dalam tools
Lost Event Database LED. Keseluruhan proses dimaksud merupakan upaya guna meningkatkan
budaya risk awareness terhadap potensi-potensi risiko yang dihadapi oleh Bank dan sebagai
pedoman bagi manajemen guna melakukan pengendalian dan mitigasi terhadap dampak risiko
yang timbul. As a form of implementation of the monitoring
process to the operational risks that may occur, Bank and subsidiaries have developed a system
using its own measurement methodology, using tools Risk Control Self Assessment RCSA
conducted by each risk taking unit. Besides it, every month each risk-taking unit take an
assessment of the Bank‟s key indicators Key Risk Indicators which are used as an early warning
system and also requirement report potential losses arising from operational risks in Lost Event
Database LED tools. The entire process is an attempt to intensify a risk awareness culture to
potential risks encountered by the Bank and as a guideline for management in order to control and
mitigate the impact of arising risks.
Indonesian language.
PT BANK PEMBANGUNAN DAERAH JAWA BARAT DAN BANTEN Tbk
DAN ENTITAS ANAKNYA CATATAN ATAS LAPORAN KEUANGAN
KONSOLIDASIAN UNAUDITED 31 Maret 2015 dan 31 Desember 2014
Serta periode yang berakhir pada tanggal 31 Maret 2015 dan 2014
Disajikan dalam jutaan rupiah, kecuali dinyatakan lain
PT BANK PEMBANGUNAN DAERAH JAWA BARAT DAN BANTEN Tbk
AND ITS SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL
STATEMENTS UNAUDITED March 31, 2015 and December 31, 2014
and for the period ended March 31, 2015 and 2014
Expressed in millions of rupiah, unless otherwise stated
186
49. RISIKO OPERASIONAL lanjutan 49. OPERATIONAL RISK continued
Disamping melakukan proses manajemen risiko terhadap risiko yang melekat dalam aktivitas
existing, Bank dan entitas anak juga menerapkan manajemen risiko secara menyeluruh atas rencana
penerbitan produk dan aktivitas baru sesuai dengan jenis risiko yang telah ditetapkan dalam
PBI No. 58PBI2003 beserta perubahannya melalui
PBI No.
1125PBI2009 tentang
penerapan Manajemen Risiko Bagi Bank Umum dan SE BI No. 1135DPNP tanggal 31 Desember
2009 perihal Pelaporan Produk dan Aktivitas Baru. In addition of conducting risk management process
for inherent risk in the existing activity, the Bank and subsidiaries also implement a comprehensive
risk management for issuance of new products and activities plan and in accordance with the type of
risk
that has
been established
in PBI
No. 58PBI2003 and its amandement through PBI No. 1125PBI2009 on the Implementation of Risk
Management for Bank and Bank Indonesia Circular Letter No. 1135DPBP dated December 31, 2009,
regarding New Products and Activities Report.
Bank telah melakukan perhitungan beban modal risiko operasional berdasarkan Basel Committee
on Banking
Supevision dan
SE BI
No. 1113DPNP tanggal 27 Januari 2009 perihal Perhitungan Aset Tertimbang Menurut Risiko
ATMR Risiko Operasional dengan menggunakan Pendekatan Indikator Dasar PID. Bank dan
entitas anak menggunakan metodologi pendekatan Basic Indicator dan saat ini masih dalam proses
pengembangan
terhadap perhitungan
beban modal
risiko operasional
dengan metode
Standardized Approach serta pengumpulan data risiko yang digunakan dalam perhitungan beban
modal Risiko Operasional dengan menggunakan pendekatan yang lebih kompleks Advanced
Measurement Approach. The Bank have been calculation operational risk
capital requirements under Basel Committee on Banking Supervision and Bank Indonesia Circular
Letter No. 1113DPNP dated Januari 27, 2009 regarding the calculation of Risk Weighted Assets
RWA Operational risk by Using the Basic indicator Approach BIA. Bank and subsidiaries
using Basic Indicator approach and methodology, are currently doing a development of the capital
allowance calculation by using Standardize Approach method and the collection of risk data
which are used in calculating operational in capital charges risks using a more complex approach
Advanced Measurement Approach.
Bank telah mengembangkan suatu kerangka kerja serta kebijakan dan pedoman Business Continuity
Management BCM yang digunakan sebagai contingency plan bagi Bank dalam rangka
meminimalkan kerugian yang timbul dari potensi- potensi risiko operasional yang disebabkan oleh
faktor eksternal seperti bencana alam, kebakaran, serta gangguan lainnya seperti gangguan sistem,
listrik, saluran komunikasi dan lain-lain yang berada diluar kewenangan Bank dan entitas anak.
Ruang lingkup BCM terdiri dari Business Continuity Plan BCP sebagai prosedur kelangsungan usaha
Bank dan entitas anak serta Emergency Response Plan ERP sebagai prosedur tanggap darurat
bencana dalam rangka penyelamatan data dan asset serta Disaster Recovery Plan DRP sebagai
prosedur kelangsungan sistem dan infrastruktur pendukung
Teknologi Informasi
dan terus
disempurnakan serta
disesuaikan dengan
perkembangan bisnis dan sistem yang dimiliki Bank dan entitas anak.
Bank has developed a framework as weel as policies and also guidelines for Business Continuity
Management BCM which are used as a contingency plan for the Bank and subsidiaries in
order to minimize losses arising from potential operational risks caused by external factors such
as natural disasters, fires, and other disruptions such as system, electricity, communication lines,
and others that are outside the Bank‟s and subsidiaries‟ authority. The scope of BCM consists
of Business Cont inuing Plan BCP as the Bank‟s
and subsidiaries‟ business continuity procedures and Emergency Response Plan ERP as an
emergency procedure in order to save data and assets also a Disaster Recovery Plan DRP as the
continuity procedures for systems and supporting infrastructures of Information Technology and also
enhanced and adapted continuously to business development and systems held by The Bank and
subsidiaries.