LAPORAN LR SEPT 2017 WEBSITE
PT Bank Tabungan Negara (Persero), Tbk.
Pengungkapan Leverage Ratio
Posisi 30 September 2017
(Dasar : Surat OJK No. S-196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 30 September 2017 sebesar Rp 16,78 Triliun (atau 14,01 % dari ATMR), telah
sesuai dengan Peraturan Otoritas Jasa Keuangan yang tertuang dalam POJK No.11/POJK.03/2016
sebagaimana diubah dengan POJK No. 34/POJK.03/2016 tanggal 22 September 2016 tentang Kewajiban
Penyediaan Modal Minimum Bank Umum, yang mensyaratkan modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 30 September 2017 sebesar Rp 232,94 Triliun yang terdiri dari
eksposur aset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 30 September 2017 dibandingkan dengan angka 3 (tiga) triwulan terakhir, sebagaimana
Tabel 1 berikut ini :
Tabel 1
Leverage Ratio
Keterangan
Leverage Ratio
30 September 2017
30 Juni 2017
31 Maret 2017
31 Desember 2016
7,21 %
7,20 %
7,47%
7,59%
II. Summary Information Table
Tabel Perbandingan antara total aset di neraca (accounting asset) dengan perhitungan eksposur Leverage Ratio
(leverage ratio exposure measure) sebagaimanaTabel 2 berikut ini :
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
1
2
Jenis Akun
Total consolidated assets as per published financial statements
Posisi September 2017
(Rp Juta)
231,934,715
7
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
(4,318,238)
8
Leverage Ratio Exposure
232,943,874
3
4
5
6
1,668,461
3,658,936
1
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common Disclosure Bank posisi 30 September 2017.
Tabel 3
Leverage Ratio Common Disclosure
Jenis Akun
Posisi September 2017
(Rp Juta)
On-balance sheet exposures
1
On-balance sheet items (excluding derivatives and SFTs, but including collateral)
230,577,929
2
(Assets amounts deducted in determining Basel III Tier 1 capital)
(2,961,452)
3
Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
227,616,477
Derivatives Eksposures
4
Replacement cost associated with all derivatives transactions (ie net of eligible cash variation margin)
5
Add-on amounts for PFE associated with all derivatives transactions
6
7
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)
8
(Exempted CCP leg of client-cleared trade exposures)
9
Adjusted effective notional amount of written credit derivatives
10
(Adjusted effective notional offsets and add-on deductions for written credit derivatives)
11
Total derivatives exposures (sum of lines 4-10)
-
Securities financing transaction exposures
12
13
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)
14
CCR exposure for SFT assets
15
Agent transaction exposures
16
Total securities financing transaction exposures (sum of lines 12-15)
1,534,885
133,575
1,668,461
Other off-balance sheet exposures
17
Off-balance sheet exposure at gross notional amount
21,049,969
18
(Adjustments for conversion to credit equivalent amount)
(17,391,033)
19
Off-balance sheets item (sum 17-18)
3,658,936
Capital and total exposures
20
Tier 1 capital
16,784,472
21
Total exposures (sum 3,11,16,19)
232,943,874
Leverage ratio
22
Basel III Leverage Ratio
7.21%
IV. Informasi Kualitatif Pendukung
Mengacu pada POJK No.11/POJK.03/2016 sebagaimana diubah dengan POJK No. 34/POJK.03/2016 tanggal 22
September 2016 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 September 2017.
2
Pengungkapan Leverage Ratio
Posisi 30 September 2017
(Dasar : Surat OJK No. S-196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 30 September 2017 sebesar Rp 16,78 Triliun (atau 14,01 % dari ATMR), telah
sesuai dengan Peraturan Otoritas Jasa Keuangan yang tertuang dalam POJK No.11/POJK.03/2016
sebagaimana diubah dengan POJK No. 34/POJK.03/2016 tanggal 22 September 2016 tentang Kewajiban
Penyediaan Modal Minimum Bank Umum, yang mensyaratkan modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 30 September 2017 sebesar Rp 232,94 Triliun yang terdiri dari
eksposur aset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 30 September 2017 dibandingkan dengan angka 3 (tiga) triwulan terakhir, sebagaimana
Tabel 1 berikut ini :
Tabel 1
Leverage Ratio
Keterangan
Leverage Ratio
30 September 2017
30 Juni 2017
31 Maret 2017
31 Desember 2016
7,21 %
7,20 %
7,47%
7,59%
II. Summary Information Table
Tabel Perbandingan antara total aset di neraca (accounting asset) dengan perhitungan eksposur Leverage Ratio
(leverage ratio exposure measure) sebagaimanaTabel 2 berikut ini :
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
1
2
Jenis Akun
Total consolidated assets as per published financial statements
Posisi September 2017
(Rp Juta)
231,934,715
7
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
(4,318,238)
8
Leverage Ratio Exposure
232,943,874
3
4
5
6
1,668,461
3,658,936
1
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common Disclosure Bank posisi 30 September 2017.
Tabel 3
Leverage Ratio Common Disclosure
Jenis Akun
Posisi September 2017
(Rp Juta)
On-balance sheet exposures
1
On-balance sheet items (excluding derivatives and SFTs, but including collateral)
230,577,929
2
(Assets amounts deducted in determining Basel III Tier 1 capital)
(2,961,452)
3
Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
227,616,477
Derivatives Eksposures
4
Replacement cost associated with all derivatives transactions (ie net of eligible cash variation margin)
5
Add-on amounts for PFE associated with all derivatives transactions
6
7
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)
8
(Exempted CCP leg of client-cleared trade exposures)
9
Adjusted effective notional amount of written credit derivatives
10
(Adjusted effective notional offsets and add-on deductions for written credit derivatives)
11
Total derivatives exposures (sum of lines 4-10)
-
Securities financing transaction exposures
12
13
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)
14
CCR exposure for SFT assets
15
Agent transaction exposures
16
Total securities financing transaction exposures (sum of lines 12-15)
1,534,885
133,575
1,668,461
Other off-balance sheet exposures
17
Off-balance sheet exposure at gross notional amount
21,049,969
18
(Adjustments for conversion to credit equivalent amount)
(17,391,033)
19
Off-balance sheets item (sum 17-18)
3,658,936
Capital and total exposures
20
Tier 1 capital
16,784,472
21
Total exposures (sum 3,11,16,19)
232,943,874
Leverage ratio
22
Basel III Leverage Ratio
7.21%
IV. Informasi Kualitatif Pendukung
Mengacu pada POJK No.11/POJK.03/2016 sebagaimana diubah dengan POJK No. 34/POJK.03/2016 tanggal 22
September 2016 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 September 2017.
2