Laporan Leverage Ratio Juni 2015
PT Bank Tabungan Negara (Persero), Tbk.
Pengungkapan Leverage Ratio
Posisi Juni 2015
(Dasar: Surat OJK No.S -196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 30 Juni 2015 sebesar Rp10,86 triliun (atau 12,72% dari ATMR), telah
sesuai dengan Peraturan Bank Indonesia yang tertuang dalam PBI No.15/12/PBI/2013 tanggal 12
Desember 2013 tentang Kewajiban Penyediaan Modal Minimum Bank Umum, yang mensyaratkan
modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 30 Juni 2015 sebesar Rp158 triliun yang terdiri dari eksposur
asset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 30 Juni 2015 dibandingkan dengan angka 3 (tiga) triwulan terakhir, sebagaimana
Tabel 1. berikut ini.
Tabel 1
Leverage Ratio
(dalam %)
Keterangan
Leverage Ratio
30 Juni 2015
6,87%
31 Maret 2015
6,93%
31 Desember 2014
7,73%
30 September 2014
7,06%
II. Summary Information Table
Tabel Perbandingan antara total asset di neraca (accounting asset) dengan perhitungan eksposur
Leverage Ratio (leverage ratio exposure measure) sebagaimana Tabel 2. berikut ini.
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
1
2
3
4
5
6
7
8
Jenis Akun
total consolidated assets as per published financial statements
adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory concolidation
adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative
accounting framework but excluded from the leverage ratio exposure measure
adjustment for derivative financial instruments
adjustments for securities financing transactions (ie repos and similar secured lending)
adjustments for off-balance sheet items (ie conversion to credit equivalent amounts of off
balance sheet exposures)
other adjustments
leverage ratio exposure
Posisi Juni 2015
(Rp Juta)
155,951,940
3,511,054
2,934,589
(4,231,715)
158,165,868
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common DIsclosure Bank posisi 30 Juni 2015.
Tabel 3
Leverage Ratio Common Disclosure
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
Jenis Akun
On-balance sheet exposures
on-balance sheet items (excluding derivatives and SFTs, but including collateral)
(Assets amounts deducted in determining Basel III Tier 1 capital)
Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
Derivatives Eksposures
replacement cost associated with all derivatives transactions (ie net of eligible cash variation
margin)
add-on amounts for PFE associated with all derivatives transactions
gross-up for derivatives collateral provided where deducted from the balance sheets assets
pursuant to the operative accounting framework
(deductions of recievables assets for cash variation margin provided in derivatives
transactions)
(exempted CCP leg of client-cleared trade exposures)
adjusted effective notional amount of written credit derivatives
(adjusted effective notional offsets and add-on deductions for written credit derivatives)
total derivatives exposures (sum of lines 4-10)
Securities financing transaction exposures
gross SFT assets (with no recognition of netting) after adjusting for sales accounting
transactions
(netted amounts of cash payables and cash recieveables of gross SFT assets)
CCR exposure for SFT assets
agent transaction exposures
Total securities financing transaction exposures (sum of lines 12-15)
Other off-balance sheet exposures
off-balance sheet exposure at gross notional amount
(adjustments for conversion to credit equivalent amount)
off-balance sheets item (sum 17-18)
Capital and total exposures
Tier 1 capital
Total exposures (sum 3,11,16,19)
Leverage ratio
basel III leverage ratio
Posisi Juni 2015
(Rp Juta)
152,922,790
(1,202,565)
151,720,224
3,098,027
413,027
3,511,054
15,342,500
(12,407,911)
2,934,589
10,865,646
158,165,868
6.87%
IV. Informasi Kualitatif Pendukung
Mengacu pada PBI No.15/12/PBI/2013 tanggal 12 Desember 2013 tentang Kewajiban Penyediaan Modal
Minimum Bank Umum, Bank telah melakukan penyesuaian terhadap perhitungan Modal Inti (Tier 1) yang
digunakan dalam perhitungan Leverage Ratio posisi 30 Juni 2015.
Pengungkapan Leverage Ratio
Posisi Juni 2015
(Dasar: Surat OJK No.S -196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 30 Juni 2015 sebesar Rp10,86 triliun (atau 12,72% dari ATMR), telah
sesuai dengan Peraturan Bank Indonesia yang tertuang dalam PBI No.15/12/PBI/2013 tanggal 12
Desember 2013 tentang Kewajiban Penyediaan Modal Minimum Bank Umum, yang mensyaratkan
modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 30 Juni 2015 sebesar Rp158 triliun yang terdiri dari eksposur
asset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 30 Juni 2015 dibandingkan dengan angka 3 (tiga) triwulan terakhir, sebagaimana
Tabel 1. berikut ini.
Tabel 1
Leverage Ratio
(dalam %)
Keterangan
Leverage Ratio
30 Juni 2015
6,87%
31 Maret 2015
6,93%
31 Desember 2014
7,73%
30 September 2014
7,06%
II. Summary Information Table
Tabel Perbandingan antara total asset di neraca (accounting asset) dengan perhitungan eksposur
Leverage Ratio (leverage ratio exposure measure) sebagaimana Tabel 2. berikut ini.
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
1
2
3
4
5
6
7
8
Jenis Akun
total consolidated assets as per published financial statements
adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory concolidation
adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative
accounting framework but excluded from the leverage ratio exposure measure
adjustment for derivative financial instruments
adjustments for securities financing transactions (ie repos and similar secured lending)
adjustments for off-balance sheet items (ie conversion to credit equivalent amounts of off
balance sheet exposures)
other adjustments
leverage ratio exposure
Posisi Juni 2015
(Rp Juta)
155,951,940
3,511,054
2,934,589
(4,231,715)
158,165,868
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common DIsclosure Bank posisi 30 Juni 2015.
Tabel 3
Leverage Ratio Common Disclosure
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
Jenis Akun
On-balance sheet exposures
on-balance sheet items (excluding derivatives and SFTs, but including collateral)
(Assets amounts deducted in determining Basel III Tier 1 capital)
Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
Derivatives Eksposures
replacement cost associated with all derivatives transactions (ie net of eligible cash variation
margin)
add-on amounts for PFE associated with all derivatives transactions
gross-up for derivatives collateral provided where deducted from the balance sheets assets
pursuant to the operative accounting framework
(deductions of recievables assets for cash variation margin provided in derivatives
transactions)
(exempted CCP leg of client-cleared trade exposures)
adjusted effective notional amount of written credit derivatives
(adjusted effective notional offsets and add-on deductions for written credit derivatives)
total derivatives exposures (sum of lines 4-10)
Securities financing transaction exposures
gross SFT assets (with no recognition of netting) after adjusting for sales accounting
transactions
(netted amounts of cash payables and cash recieveables of gross SFT assets)
CCR exposure for SFT assets
agent transaction exposures
Total securities financing transaction exposures (sum of lines 12-15)
Other off-balance sheet exposures
off-balance sheet exposure at gross notional amount
(adjustments for conversion to credit equivalent amount)
off-balance sheets item (sum 17-18)
Capital and total exposures
Tier 1 capital
Total exposures (sum 3,11,16,19)
Leverage ratio
basel III leverage ratio
Posisi Juni 2015
(Rp Juta)
152,922,790
(1,202,565)
151,720,224
3,098,027
413,027
3,511,054
15,342,500
(12,407,911)
2,934,589
10,865,646
158,165,868
6.87%
IV. Informasi Kualitatif Pendukung
Mengacu pada PBI No.15/12/PBI/2013 tanggal 12 Desember 2013 tentang Kewajiban Penyediaan Modal
Minimum Bank Umum, Bank telah melakukan penyesuaian terhadap perhitungan Modal Inti (Tier 1) yang
digunakan dalam perhitungan Leverage Ratio posisi 30 Juni 2015.