September, 2015
Leverage Ratio as of September 2015 Position
Summary Comparison Table (in Million IDR)
No.
Item
1 Total Consolidated assets as per published financial statements
Adjustment for investment in banking, financial, insurance or
2 commercial entities that are consolidated for accounting purposes but
outside the scope of regulatory consolidation
Adjustment for fiduciary assets recognised on the balance sheet
3 pursuant to the operative accounting framework but excluded from the
leverage ratio exposure measure
4 Adjustment for derivative financial instruments
5 Adjustment for securities financing transactions
6 Adjustment for off-balance sheet items
7 other adjustments
8 Leverage Ratio Exposure
Table 1
Amount in IDR
June-15
September-15
24,798,090
28,086,607
-
-
-
-
5,984,094
-
6,599,683
-
30,782,184
34,686,290
Leverage Ratio as of September 2015 Position
Common Disclosure Template (in Million IDR)
No.
1
Table 2
Item
June-15
On-Balance Sheet Exposures
On-balance sheet items (excluding derivatives and SFTs, but including
collateral)
2
(Asset amounts deducted in determining Basel III Tier 1 Capital)
3
Total on-Balance sheet exposures
September-15
24,770,133
27,920,737
-
-
24,770,133
27,920,737
27,957
165,870
Derivatives exposures
4
Replacement cost associated with all derivatives transactions
5
Add-on amounts for PFE associated with all derivatives transactions
-
-
6
Gross-up for derivatives collateral provided where deducted form the
balance sheet assets pursuant to the operative accounting framework
-
-
7
(deducting of receivables 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)
-
-
27,957
11 Total Derivative exposures
165,870
Securities financing transaction exposures
12 Gross SFT assets after adjusting for sales accounting transactions
-
-
-
-
14 CCR exposure for SFT assets
-
-
15 Agent transaction exposures
-
-
16 Total securities financing transaction exposures
-
-
13
(netted amounts of cash payables and cash receivables of gross SFT
assets)
Other off-balance sheet exposures
17 Off-balance sheet exposure at gross notional amount
8,920,295
9,415,253
18 (Adjustments for conversion to credit equivalent amounts)
(2,936,202)
(2,815,570)
19 Off-balance sheet items
5,984,094
6,599,683
1,022,940
1,184,918
30,782,184
34,686,290
Capital and Total Exposures
20 Tier 1 Capital (CEMA)
21 Total Exposures
LEVERAGE RATIO
22 Basel III Leverage Ratio
3.32%
3.42%
Summary Comparison Table (in Million IDR)
No.
Item
1 Total Consolidated assets as per published financial statements
Adjustment for investment in banking, financial, insurance or
2 commercial entities that are consolidated for accounting purposes but
outside the scope of regulatory consolidation
Adjustment for fiduciary assets recognised on the balance sheet
3 pursuant to the operative accounting framework but excluded from the
leverage ratio exposure measure
4 Adjustment for derivative financial instruments
5 Adjustment for securities financing transactions
6 Adjustment for off-balance sheet items
7 other adjustments
8 Leverage Ratio Exposure
Table 1
Amount in IDR
June-15
September-15
24,798,090
28,086,607
-
-
-
-
5,984,094
-
6,599,683
-
30,782,184
34,686,290
Leverage Ratio as of September 2015 Position
Common Disclosure Template (in Million IDR)
No.
1
Table 2
Item
June-15
On-Balance Sheet Exposures
On-balance sheet items (excluding derivatives and SFTs, but including
collateral)
2
(Asset amounts deducted in determining Basel III Tier 1 Capital)
3
Total on-Balance sheet exposures
September-15
24,770,133
27,920,737
-
-
24,770,133
27,920,737
27,957
165,870
Derivatives exposures
4
Replacement cost associated with all derivatives transactions
5
Add-on amounts for PFE associated with all derivatives transactions
-
-
6
Gross-up for derivatives collateral provided where deducted form the
balance sheet assets pursuant to the operative accounting framework
-
-
7
(deducting of receivables 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)
-
-
27,957
11 Total Derivative exposures
165,870
Securities financing transaction exposures
12 Gross SFT assets after adjusting for sales accounting transactions
-
-
-
-
14 CCR exposure for SFT assets
-
-
15 Agent transaction exposures
-
-
16 Total securities financing transaction exposures
-
-
13
(netted amounts of cash payables and cash receivables of gross SFT
assets)
Other off-balance sheet exposures
17 Off-balance sheet exposure at gross notional amount
8,920,295
9,415,253
18 (Adjustments for conversion to credit equivalent amounts)
(2,936,202)
(2,815,570)
19 Off-balance sheet items
5,984,094
6,599,683
1,022,940
1,184,918
30,782,184
34,686,290
Capital and Total Exposures
20 Tier 1 Capital (CEMA)
21 Total Exposures
LEVERAGE RATIO
22 Basel III Leverage Ratio
3.32%
3.42%