Informasi Kuantitatif Eksposur Risiko Quantitative ...Informasi Kuantitatif Eksposur Risiko...

v

PT BANK ANZ INDONESIAANZ TOWER

Jl. Jend. Sudirman Kav. 33a

Jakarta 10220

www.anz.co.id

Informasi Kuantitatif Eksposur Risiko

Quantitative Information of Risk Exposures

Posisi 30 Juni 2019

As at 30 June 2019 v

I. Modal Inti (Tier 1) 7,288,030 7,229,724 1. Modal Inti Utama / Common Equity Tier 1 (CET 1) 7,288,030 7,229,724

1.1. Modal disetor / Paid in capital 1,650,000 1,650,000

1.2. Cadangan Tambahan Modal / Disclosed reserves 5,734,838 5,703,484 1.2.1 Cadangan umum / General Reserves 250,000 220,000 1.2.2 Laba tahun-tahun lalu / Previous Year profit 5,265,338 4,977,457 1.2.3 Laba tahun berjalan / Current Year profit 229,411 561,701 1.2.4 Pendapatan komprehensif lainnya / Other Comprehensive Income (9,910) (55,674)

1.3 Faktor Pengurang Modal Inti Utama/ Deduction factor to Common Equity Tier 1 (CET 1) (96,808) (123,760) 1.3.1 Perhitungan pajak tangguhan / Deffered Tax calculation (93,809) (116,616) 1.3.2 Seluruh aset tidak berwujud lainnya / Intangible Assets (2,999) (7,143)

2. Modal Inti Tambahan / Additional Tier 1 (AT1)

II. Modal Pelengkap / Tier 2 Capital 148,113 151,548

Cadangan umum PPA atas aset produktif yang wajib dibentuk (paling tinggi 1,25% ATMR Risiko Kredit) /

General allowance for possible losses of earning assets (max 1.25% of RWA Credit Risk)

Total Modal 7,436,143 7,381,272

ATMR RISIKO KREDIT / RWA Credit Risk 15,563,692 16,133,561 Rasio CET1 / CET 1 Ratio 37.43% 33.37%ATMR RISIKO PASAR / RWA Market Risk 1,828,122 1,903,332 Rasio Tier 1 / Tier 1 Ratio 37.43% 33.37%ATMR RISIKO OPERASIONAL / RWA Operational Risk 2,080,692 3,630,808 Rasio Tier 2 / Tier 2 Ratio 0.76% 0.70%TOTAL ATMR / TOTAL RWA 19,472,506 21,667,700 Rasio KPMM / KPMM Ratio 38.19% 34.07%

9.00% 9.00% CET 1 UNTUK BUFFER / CET 1 for BUFFER

Dari CET1 (%) / From CET1 8.24% 8.30% Capital Conservation Buffer 2.500% 1.875%

Dari AT1 (%) / From AT1 0.00% 0.00% Countercyclical Buffer 0.000% 0.000%

Dari Tier 2 (%) / From Tier 2 0.76% 0.70% Capital Surcharge untuk Bank Sistemik 0.000% 0.000%

30 Juni 2019

30 June 2019

30 Juni 2018

30 June 2018

RASIO KPMM SESUAI PROFIL RISIKO (%) / CAR

BASED ON RISK PROFILE

ALOKASI PEMENUHAN KPMM SESUAI PROFIL RISIKO / CAR

ALLOCATION AS RISK PROFILE

PERSENTASE BUFFER YANG WAJIB DIPENUHI OLEH

BANK (%) / BUFFER PERCENTAGE SHOULD BE

FULFILLED BY BANK

151,548

ASET TERTIMBANG MENURUT RISIKO (ATMR) / RISK

WEIGHTED ASSETS (RWA)RASIO KPMM / CAR

Tabel 1.a Pengungkapan Kuantitatif Struktur PermodalanTable 1.a Quantitative Disclosure of Capital Structure

KOMPONEN MODAL

CAPITAL COMPONENT

1.

KETERANGAN / Description30 Juni 2019

30 June 2019

30 Juni 2018

30 June 2018KETERANGAN / Description

148,113

30 Juni 2019

30 June 2019

30 Juni 2018

30 June 2018

Dalam Jutaan Rupiah (In Million Rupiah)

Wilayah 1

Zone 1

Wilayah 2

Zone 2

Wilayah 3

Zone 3

Wilayah 4

Zone 4

Wilayah 5

Zone 5

Jumlah

Total

Wilayah 1

Zone 1

Wilayah 2

Zone 2

Wilayah 3

Zone 3

Wilayah 4

Zone 4

Wilayah 5

Zone 5

Jumlah

Total

1Tagihan Kepada Pemerintah

Claims on Sovereign6,007,837 - - - - 6,007,837 5,692,326 - - - - 5,692,326

2Tagihan Kepada Entitas Sektor Publik

Claims on Public Sector1,073,696 - - - 407 1,074,103 1,434,040 236,035 - - 2,051 1,672,126

3

Tagihan Kepada Bank Pembangunan Multilateral dan

Lembaga Internasional

Claims on Multilateral Development Bank and

International Institution

- - - - - - - - - - - -

4Tagihan Kepada Bank

Claims on Bank4,420,582 - - - - 4,420,582 3,871,508 - - - - 3,871,508

5Kredit Beragun Rumah Tinggal

Claims Secured by Residential Property- - - - - - - - - - - -

6Kredit Beragun Properti Komersial

Claims Secured by Commercial Real Estate- - - - - - - - - - - -

7Kredit Pegawai/Pensiunan

Employee Loan/Pension- - - - - - 38,176 31,216 312 161 95 69,960

8

Tagihan Kepada Usaha Mikro, Usaha Kecil dan

Portofolio Ritel

Claims on Micro and Small Enterprise and retail

Portfolio

38,693 31,327 245 54 70 70,389 1,585,837 1,031,519 - 14,332 17,549 2,649,237

9Tagihan kepada Korporasi

Claims on Corporate9,459,408 1,958,323 47,287 378,960 223,191 12,067,169 8,939,886 1,169,252 55,534 518,586 36,320 10,719,578

10Tagihan yang Telah Jatuh Tempo

Past Due Claims3,875 - - - - 3,875 862 25,718 - - 21,934 48,514

11Aset Lainnya

Other Assets166,910 - - - - 166,910 372,368 - - - - 372,368

12Eksposur di Unit Usaha Syariah (apabila ada)

Exposures at Sharia Unit (if any)- - - - - - - - - - - -

Jumlah

Total21,171,001 1,989,650 47,532 379,014 223,668 23,810,865 21,935,003 2,493,740 55,846 533,079 77,949 25,095,617

Keterangan/Remark :Wilayah 1/Zone 1 : DKI JakartaWilayah 2/Zone 2 : Jawa Barat dan Banten/West Java and BantenWilayah 3/Zone 3 : Jawa Tengah, Jawa Timur dan Bali/Central Java, East Java and BaliWilayah 4/Zone 4 : SumateraWilayah 5/Zone 5 : Kalimantan, Sulawesi, Nusa Tenggara, Papua

No.Kategori Portofolio

Portfolio Category

30 Juni 2019/30 June 2019 30 Juni 2018/30 June 2018

Tagihan bersih berdasarkan wilayah

Net Amount Based on Geography

Tagihan bersih berdasarkan wilayah

Net Amount Based on Geography

Tabel 2.1.a Pengungkapan Tagihan Bersih Berdasarkan Wilayah - Bank secara IndividualTable 2.1.a Net Amount Based On Geography - Bank Only


≤ 1 tahun

≤ 1 year

>1 thn s.d. 3

thn

>1 yr to

3 yrs

>3 thn s.d. 5

thn

>3 yrs to

5 yrs

> 5 thn

> 5 yrs

Non-

Kontraktual

Non-

Contractual

Jumlah

Total

≤ 1 tahun

≤ 1 year

>1 thn s.d. 3

thn

>1 yr to

3 yrs

>3 thn s.d. 5

thn

>3 yrs to

5 yrs

> 5 thn

> 5 yrs

Non-

Kontraktual

Non-

Contractual

Jumlah

Total


Claims on Sovereign2,671,107 2,511,433 - - 825,297 6,007,837 3,655,385 923,821 1,113,120 - - 5,692,326


Claims on Public Sector1,074,103 - - - - 1,074,103 1,471,126 201,000 - - - 1,672,126

3





- - - - - - - - - - - -


Claims on Bank4,420,582 - - - - 4,420,582 1,260,751 423,961 1,326,981 85,873 773,942 3,871,508


Claims Secured by Residential Property- - - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - - -


Employee Loan/Pension- - - - - - 1,342 9,944 10,745 47,929 - 69,960

8


Portofolio Ritel

Claims on Micro and Small Enterprise and Retail

Portfolio

38,693 31,327 245 54 70 70,389 999,559 783,911 250,534 615,233 - 2,649,237


Claims on Corporate9,459,407 1,958,323 47,287 378,960 223,191 12,067,169 6,116,067 2,336,979 1,735,970 530,562 - 10,719,578


Past Due Claims3,875 - - - - 3,875 27,308 20,344 - 862 - 48,514

11Aset Lainnya

Other Assets166,910 - - - - 166,910 - - - - 372,368 372,368


Exposures at Shariah Unit (if any)- - - - - - - - - - - -

Jumlah

Total17,834,677 4,501,083 47,532 379,014 1,048,558 23,810,865 13,531,538 4,699,960 4,437,350 1,280,459 1,146,310 25,095,617


Portfolio Category


Tagihan Bersih Berdasarkan Sisa Jangka Waktu Kontrak

Net Amount Based on Contractual Remaining Maturity

Tagihan Bersih Berdasarkan Sisa Jangka Waktu Kontrak

Net Amount Based on Contractual Remaining Maturity

Tabel 2.2.a Pengungkapan Tagihan Bersih Berdasarkan Sisa Jangka Waktu Kontrak - Bank secara IndividualTable 2.2.a Disclosure on Net Amount Based on Contractual Remaining Maturity - Bank Only


No.Sektor Ekonomi

Economic Sector

Tagihan

Kepada

Pemerintah

Claims on

Sovereign

Tagihan

Kepada Entitas

Sektor Publik

Claims on

Public Sector

Tagihan Kepada

Bank

Pembangunan

Multilateral dan

Lembaga

Internasional

Claims on

Multilateral

Development

Bank and

International

Institution

Tagihan Kepada

Bank

Claims on Bank

Kredit Beragun

Rumah Tinggal

Claims Secured

by Residential

Property

Kredit Beragun

Properti

Komersial

Claims Secured

by Commercial

Real Estate

Kredit Pegawai/

Pensiunan

Employee Loan/

Pension

Tagihan Kepada

Usaha Mikro,

Usaha Kecil dan

Portofolio Ritel

Claims on Micro

and Small

Enterprise and

retail Portfolio

Tagihan kepada

Korporasi

Claims on

Corporate

Tagihan yang

Telah Jatuh

Tempo

Past Due

Claims

Aset Lainnya

Other Assets

Eksposur di

Unit Usaha

Syariah

(apabila ada)

Exposures at

Shariah Unit (if

any)

30 Juni 2019/30 June 2019 1 2 3 4 5 6 7 8 9 10 11 12

1Pertanian, perburuan dan Kehutanan

Agriculture, Hunting and Forestry- - - - - - - - 92,117 - - -

2Perikanan

Fishery- - - - - - - - - - - -

3Pertambangan dan Penggalian

Mining and Excavation- - - - - - - - 510,034 - - -

4Industri pengolahan

Manufacturing- 795,069 - - - - - - 5,982,351 - - -

5Listrik, Gas dan Air

Electricity, Gas and Water- - - - - - - - 90,828 - - -

6Konstruksi

Construction- - - - - - - - 561,988 - - -

7Perdagangan besar dan eceran

Whosale and Retail Trading- - - - - - - - 1,199,840 - - -

8Penyediaan akomodasi dan penyediaan makan minum

Accommodation and Food Providers- - - - - - - - - - - -

9Transportasi, pergudangan dan komunikasi

Transportation, Warehouse and Communication- 200,150 - - - - - - 1,353,553 - - -

10Perantara keuangan

Financial Brokerage- 78,884 - 4,420,582 - - - - 1,182,488 - - -

11Real estate, usaha persewaan dan jasa perusahaan

Real Estate, Leasing and Corporate Services- - - - - - - - 1,093,970 - - -

12

Administrasi Pemerintahan, pertahanan dan jaminan

sosial wajib

Public Administration, Defense and Compulsory Social

Security

6,007,837 - - - - - - - - - - -

13Jasa pendidikan

Education Services- - - - - - - - - - - -

14Jasa kesehatan dan kegiatan sosial

Health and Social Services- - - - - - - - - - - -

15

Jasa kemasyarakatan, sosial budaya, hiburan dan

perorangan lainnya

Social Services, Social Culture, Entertainment and

Individual Services

- - - - - - - - - - - -

16Jasa perorangan yang melayani rumah tangga

Individual Services for Housing- - - - - - - 70,389 - 3,876 - -

17

Badan internasional dan badan ekstra internasional

lainnya

International Agency and Other International Extra

Agency

- - - - - - - - - 1- - -

18Kegiatan yang belum jelas batasannya

Other Services- - - - - - - - - - - -

19Bukan Lapangan Usaha

Non Business Activity- - - - - - - - - - - -

20Lainnya

Others- - - - - - - - - - 166,910 -

Jumlah

Total6,007,837 1,074,103 - 4,420,582 - - - 70,389 12,067,169 3,875 166,910 -

30 Juni 2018/30 June 2018


Agriculture, Hunting and Forestry- - - - - - - 14,332 4,238 - - -

2Perikanan

Fishery- - - - - - - - - - - -


Mining and Excavation- 1,131,297 - - - - - 17,549 2,660,528 21,934 - -


Manufacturing- 2,051 - - - - - 2,290,006 2,309,516 25,718 - -


Electricity, Gas and Water- - - - - - - - 100,827 - - -

6Konstruksi

Construction- - - - - - - - 81,768 - - -


Whosale and Retail Trading- - - - - - - 91,314 1,608,673 862 - -


Accommodation and Food Providers- - - - - - - - 280 - - -


Transportation, Warehouse and Communication- 458,450 - - - - - 236,036 785,831 - - -


Financial Brokerage- 80,328 - 3,851,695 - - - - 1,890,743 - - -


Real Estate, Leasing and Corporate Services- - - - - - - - 880,763 - - -

12


sosial wajib


Security

5,692,326 - - 19,813 - - - - - - - -

13Jasa pendidikan

Education Services- - - - - - - - - - - -


Health and Social Services- - - - - - - - - - - -

15


perorangan lainnya


Individual Services

- - - - - - - - - - - -


Individual Services for Housing- - - - - - - - - - - -

17


lainnya


Agency

- - - - - - - - - - - -


Other Services- - - - - - - - - - - -


Non Business Activity- - - - - - 69,960 - - - - -

20Lainnya

Others- - - - - - - - 396,411 - 372,368 -

Jumlah

Total5,692,326 1,672,126 - 3,871,508 - - 69,960 2,649,237 10,719,578 48,514 372,368 -

Tabel 2.3.a Pengungkapan Tagihan Bersih Berdasarkan Sektor Ekonomi - Bank secara IndividualTable 2.3.a Disclosure on Net Amount Based on Economic Sector - Bank Only


Wilayah 1

Zone 1

Wilayah 2

Zone 2

Wilayah 3

Zone 3

Wilayah 4

Zone 4

Wilayah 5

Zone 5

Jumlah

Total

Wilayah 1

Zone 1

Wilayah 2

Zone 2

Wilayah 3

Zone 3

Wilayah 4

Zone 4

Wilayah 5

Zone 5

Jumlah

Total

1Tagihan

Gross Financial Assets16,309,478 1,983,649 47,452 378,583 223,458 18,942,620 15,754,301 2,483,779 56,122 533,140 56,094 18,883,436

2Tagihan yang mengalami penurunan nilai (impaired )

Impaired Assets

a. Belum jatuh tempo/Current - - - - - - 62,753 - - - 55,906 118,659

b. Telah jatuh tempo/Past Due 56,777 - - - 91,489 148,266 - 80,379 - - 94,268 174,647

3Cadangan kerugian penurunan nilai (CKPN) - Individual

Individual Impairment Provision142,899 - - - 102,747 245,646 105,512 54,662 - - 128,240 288,414

4Cadangan kerugian penurunan nilai (CKPN) - Kolektif

Portfolio Impairment Provision58,314 3,856 177 1,782 1,794 65,923 63,535 25,816 598 5,121 72 95,142

5Tagihan yang dihapus buku

Write Off Assets- - - - - - 315 - - - - 315

Keterangan/Remark :

Wilayah 1/Zone 1 : DKI Jakarta

Wilayah 2/Zone 2 : Jawa Barat dan Banten/West Java and Banten

Wilayah 3/Zone 3 : Jawa Tengah, Jawa Timur dan Bali/Central Java, East Java and Bali

Wilayah 4/Zone 4 : Sumatera

Wilayah 5/Zone 5 : Kalimantan, Sulawesi, Nusa Tenggara, Papua

No.Keterangan

Description


Wilayah

Geography

Wilayah

Geography

Tabel 2.4.a Pengungkapan Tagihan dan Pencadangan Berdasarkan Wilayah - Bank secara IndividualTable 2.4.a Disclosure on Gross Financial Assets and Provision Based on Geography - Bank Only


Belum Jatuh

Tempo

Current

Telah jatuh

tempo

Past Due

30 Juni 2019/30 June 2019


Agriculture, Hunting and Forestry91,834 - - 142,899 49,390 -

2Perikanan

Fishery- - - - 3,856 -


Mining and Excavation509,676 - 91,489 - 177 -


Manufacturing3,556,845 - - - 10,706 -


Electricity, Gas and Water90,828 - - 102,747 1,794 -

6Konstruksi

Construction561,763 - - - - -


Whosale and Retail Trading1,194,822 - 52,557 - - -


Accommodation and Food Providers- - - - - -


Transportation, Warehouse and Communication1,550,428 - - - - -


Financial Brokerage4,279,118 - - - - -


Real Estate, Leasing and Corporate Services1,082,826 - - - - -

12


sosial wajib


Security

5,954,115 - - - - -

13Jasa pendidikan

Education Services- - - - - -


Health and Social Services- - - - - -

15


perorangan lainnya


Individual Services

- - - - - -


Individual Services for Housing70,365 - 4,220 - - -

17


lainnya


Agency

- - - - - -


Other Services- - - - - -


Non Business Activity- - - - - -

20Lainnya

Others- - - - - -

Jumlah

Total 18,942,620 - 148,266 245,646 65,923 -

30 Juni 2018/30 June 2018


Agriculture, Hunting and Forestry16,084 - - - - -

2Perikanan

Fishery- - - - - -


Mining and Excavation1,354,052 55,906 94,268 128,239 5,178 -


Manufacturing4,461,864 - 80,379 54,662 37,150 -


Electricity, Gas and Water100,805 - - 51,490 - -

6Konstruksi

Construction81,574 - - - 2,067 -


Whosale and Retail Trading1,698,169 54,312 - 53,450 5,554 -


Accommodation and Food Providers- - - - - -


Transportation, Warehouse and Communication1,202,658 - - - 14,066 -


Financial Brokerage3,504,462 - - - 23,550 -


Real Estate, Leasing and Corporate Services644,617 - - - 5,220 -

12


sosial wajib


Security

5,677,467 - - - - -

13Jasa pendidikan

Education Services- - - - - -


Health and Social Services- - - - - -

15


perorangan lainnya


Individual Services

- - - - - -


Individual Services for Housing- - - - - -

17


lainnya


Agency

- - - - - -


Other Services- - - - - -


Non Business Activity120,495 8,441 - 573 2,357 315

20Lainnya

Others21,189 - - - - -

Jumlah

Total 18,883,436 118,659 174,647 288,414 95,142 315

Tabel 2.5.a Pengungkapan Tagihan dan Pencadangan Berdasarkan Sektor Ekonomi - Bank secara IndividualTable 2.5.a Disclosure on Gross Financial Assets and Provision Based on Economic Sector - Bank Only

No.Sektor Ekonomi

Economic Sector

Tagihan

Gross Financial

Assets

Tagihan yang Mengalami

Penurunan Nilai

Impaired Assets

Cadangan

Kerugian

Penurunan Nilai

(CKPN)-

Individual

Individual

Impairment

Provision

Cadangan

kerugian

penurunan nilai

(CKPN) -

Kolektif

Portfolio

Impairment

Provision

Tagihan yang

dihapus buku

Write Off


CKPN Individual

Individual

Impairment

Provision

CKPN Kolektif

Portfolio

Impairment

Provision

CKPN Individual

Individual

Impairment

Provision

CKPN Kolektif

Portfolio

Impairment

Provision

1 256,544 81,106 317,974 737,942

2

2.a Pembentukan CKPN pada periode berjalan

Charge of Impairment Provision for the Current Year (Net)- 5,501 40,770 33,028

2.b Pemulihan CKPN pada periode berjalan

Release of Impairment Provision for the Current Year (Net)-17,708 -1,290

3 - - -82,033

4 6,810 -19,394 11,702 -675,828

245,646 65,923 288,414 95,142 Saldo akhir CKPN

Ending Balance of Impairment Provision

No.Keterangan

Description

30 Juni 2019/

30 June 2019

30 Juni 2018/

30 June 2018

Saldo awal CKPN

Beginning Balance of Impairment Provision

Pembentukan (pemulihan) CKPN pada periode berjalan (Net)

Charge (Release) of Impairment Provision for the Current Year (Net)

CKPN yang digunakan untuk melakukan hapus buku atas tagihan pada

periode berjalan

Impairment Provision for Write Off Current Year

Pembentukan (pemulihan) lainnya pada periode berjalan

Other Charge (Release) for the Current Year

Tabel 2.6.a Pengungkapan Rincian Mutasi Cadangan Kerugian Penurunan Nilai - Bank secara Individual

Table 2.6.a Disclosure on Detail of Impairment Provision Movement - Bank Only

1 2 3 4 5 6 7 x xx xxx xxxx 0

Dalam Jutaan Rupiah (In Million Rupiah )

Lembaga Pemeringkat

Rating Agency

Standard and Poor's AAAAA+ s.d AA-

AA+ to AA-

A+ s.d A-

A+ to A-

BBB+ s.d BBB-

BBB+ to BBB-

BB+ s.d BB-

BB+ to BB-

B+ s.d B-

B+ to B-

Kurang dari B-

Below B-A-1 A-2 A-3

Kurang dari A-3

Below A-3

Fitch Rating AAAAA+ s.d AA-

AA+ to AA-

A+ s.d A-

A+ to A-

BBB+ s.d BBB-

BBB+ to BBB-

BB+ s.d BB-

BB+ to BB-

B+ s.d B-

B+ to B-

Kurang dari B-

Below B-

F1+ s.d F1

F1+ to F1F2 F3

Kurang dari F3

Below F3

Moody's AaaAa1 s.d Aa3

Aa1 to Aa3

A1 s.d A3

A1 to A3

Baa1 s.d Baa3

Baa1 to Baa3

Ba1 s.d Ba3

Ba1 to Ba3

B1 s.d B3

BI to B3

Kurang dari B3

Below B3P-1 P-2 P-3

Kurang dari P-3

Below P-3

PT. Fitch Ratings

Indonesia AAA (idn)

AA+(idn) s.d AA-(idn)

AA+(idn) to AA-(idn)

A+(idn) s.d. A-(idn)

A+(idn) to A-(idn)

BBB+(idn) s.d BBB-(idn)

BBB+(idn) to BBB-(idn)

BB+(idn) s.d BB-(idn)

BB+(idn) to BB-(idn)

B+(idn) s.d B-(idn)

B+(idn) to B-(idn)

Kurang dari B-(idn)

Below B-(idn)

F1+(idn) s.d F1(idn)

F1+(idn) to F1(idn)F2(idn) F3(idn)

Kurang dari F3(idn)

Below F3(idn)

PT ICRA Indonesia [Idr]AAA[Idr]AA+ s.d [Idr]AA-

[Idr]AA+ to [Idr]AA-

[Idr]A+ s.d [Idr]A-

[Idr]A+ to [Idr]A-

[Idr]BBB+ s.d [Idr]BBB-

[Idr]BBB+ to [Idr]BBB-

[Idr]BB+ s.d [Idr]BB-

[Idr]BB+ to [Idr]BB-

[Idr]B+ s.d [Idr]B-

[Idr]B+ to [Idr]B-

Kurang dari [Idr]B-

Below [Idr]B-

[Idr]A1+ s.d [Idr]A1

[Idr]A1+ to [Idr]A1

[Idr]A2+ s.d A2

[Idr]A2+ to A2

[Idr]A3+ s.d [Idr] A3

[Idr]A3+ to [Idr] A3

Kurang dari [Idr]A3

Below [Idr]A3

PT Pemeringkat Efek

IndonesiaidAAA

idAA+ s.d idAA-

idAA+ to idAA-

idA+ s.d id A-

idA+ to idA-

id BBB+ s.d id BBB-

id BBB+ to id BBB-

id BB+ s.d id BB-

id BB+ to id BB-

id B+ s.d id B-

id B+ to id B-

Kurang dari idB-

Below idB-idA1 idA2

idA3 s.d id A4

idA3 to id A4

Kurang dari idA4

Below idA4


Claims on Sovereign- - - - - - - - - - - 6,007,837 6,007,837


Claims on Public Sector- - 148,884 - - - - - - - - 925,219 1,074,103

3

Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga

Internasional

Claims on Multilateral Development Bank and International

Institution

- - - - - - - - - - - - -


Claims on Bank- 527,265 88,088 950,472 - - - - - - - 2,854,757 4,420,582


Claims Secured by Residential Property- - - - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - - - -


Employee Loan/Pension- - - - - - - - - - - - -

8Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel

Claims on Micro and Small Enterprise and retail Portfolio- - - - - - - - - - - 70,389 70,389


Claims on Corporate250,747 - - - 90,828 - - - - - - 11,725,594 12,067,169


Past Due Claims- - - - - - - - - - - 3,875 3,875

11Aset Lainnya

Other Assets- - - - - - - - - - - 166,910 166,910


Exposures at Sharia Unit (if any)- - - - - - - - - - - - -

JUMLAH

TOTAL250,747 527,265 236,972 950,472 90,828 - - - - - - 21,754,581 23,810,865

Lembaga Pemeringkat

Rating Agency

Standard and Poor's AAAAA+ s.d AA-

AA+ to AA-

A+ s.d A-

A+ to A-

BBB+ s.d BBB-

BBB+ to BBB-

BB+ s.d BB-

BB+ to BB-

B+ s.d B-

B+ to B-

Kurang dari B-

Below B-A-1 A-2 A-3

Kurang dari A-3

Below A-3

Fitch Rating AAAAA+ s.d AA-

AA+ to AA-

A+ s.d A-

A+ to A-

BBB+ s.d BBB-

BBB+ to BBB-

BB+ s.d BB-

BB+ to BB-

B+ s.d B-

B+ to B-

Kurang dari B-

Below B-

F1+ s.d F1

F1+ to F1F2 F3

Kurang dari F3

Below F3

Moody's AaaAa1 s.d Aa3

Aa1 to Aa3

A1 s.d A3

A1 to A3

Baa1 s.d Baa3

Baa1 to Baa3

Ba1 s.d Ba3

Ba1 to Ba3

B1 s.d B3

BI to B3

Kurang dari B3

Below B3P-1 P-2 P-3

Kurang dari P-3

Below P-3

PT. Fitch Ratings

Indonesia AAA (idn)

AA+(idn) s.d AA-(idn)

AA+(idn) to AA-(idn)

A+(idn) s.d. A-(idn)

A+(idn) to A-(idn)

BBB+(idn) s.d BBB-(idn)

BBB+(idn) to BBB-(idn)

BB+(idn) s.d BB-(idn)

BB+(idn) to BB-(idn)

B+(idn) s.d B-(idn)

B+(idn) to B-(idn)

Kurang dari B-(idn)

Below B-(idn)

F1+(idn) s.d F1(idn)

F1+(idn) to F1(idn)F2(idn) F3(idn)

Kurang dari F3(idn)

Below F3(idn)

PT ICRA Indonesia [Idr]AAA[Idr]AA+ s.d [Idr]AA-

[Idr]AA+ to [Idr]AA-

[Idr]A+ s.d [Idr]A-

[Idr]A+ to [Idr]A-

[Idr]BBB+ s.d [Idr]BBB-

[Idr]BBB+ to [Idr]BBB-

[Idr]BB+ s.d [Idr]BB-

[Idr]BB+ to [Idr]BB-

[Idr]B+ s.d [Idr]B-

[Idr]B+ to [Idr]B-

Kurang dari [Idr]B-

Below [Idr]B-

[Idr]A1+ s.d [Idr]A1

[Idr]A1+ to [Idr]A1

[Idr]A2+ s.d A2

[Idr]A2+ to A2

[Idr]A3+ s.d [Idr] A3

[Idr]A3+ to [Idr] A3

Kurang dari [Idr]A3

Below [Idr]A3

PT Pemeringkat Efek

IndonesiaidAAA

idAA+ s.d idAA-

idAA+ to idAA-

idA+ s.d id A-

idA+ to idA-

id BBB+ s.d id BBB-

id BBB+ to id BBB-

id BB+ s.d id BB-

id BB+ to id BB-

id B+ s.d id B-

id B+ to id B-

Kurang dari idB-

Below idB-idA1 idA2

idA3 s.d id A4

idA3 to id A4

Kurang dari idA4

Below idA4


Claims on Sovereign- - - - - - - - - - - 5,692,326 5,692,326


Claims on Public Sector- - 80,328 - - - - - - - - 1,591,798 1,672,126

3Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga

Internasional

Claims on Multilateral Development Bank and International

- - - - - - - - - - - - -


Claims on Bank2,033 2,348,219 646,768 613,390 429 - - - - - - 260,669 3,871,508


Claims Secured by Residential Property- - - - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - - - -


Employee Loan/Pension- - - - - - - - - - - 69,960 69,960

8Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel

Claims on Micro and Small Enterprise and retail Portfolio- - - - - - - - - - - 2,649,237 2,649,237


Claims on Corporate- - 63,069 28,662 100,827 - - - - - - 10,527,020 10,719,578


Past Due Claims- - - - - - - - - - - 48,514 48,514

11Aset Lainnya

Other Assets- - - - - - - - - - - 372,368 372,368


Exposures at Sharia Unit (if any)- - - - - - - - - - - - -

JUMLAH

TOTAL2,033 2,348,219 790,165 642,052 101,256 - - - - - - 21,211,892 25,095,617

30 Juni 2018/30 June 2018


Portfolio Category

Tagihan Bersih/Net Amount

Peringkat Jangka panjang

Long Term Rating

Peringkat Jangka Pendek

Short Term Rating

Tanpa Peringkat

Unrated

Jumlah

Total

Tabel 3.1.a Pengungkapan Tagihan Bersih Berdasarkan Kategori Portofolio dan Skala Peringkat - Bank secara Individual

Table 3.1.a Disclosure on Net Amount based on Portfolio Category and Rating - Bank Only


Portfolio Category

Tagihan Bersih/Net Amount

Peringkat Jangka panjang

Long Term Rating

Peringkat Jangka Pendek

Short Term Rating

Tanpa Peringkat

Unrated

Jumlah

Total

30 Juni 2019/30 June 2019


≤ 1 tahun

≤ 1 year

> 1 tahun - ≤ 5

tahun

> 1 year - ≤ 5 years

≥ 5 tahun

≥ 5 years

≤ 1 tahun

≤ 1 year

> 1 tahun - ≤ 5

tahun

> 1 year - ≤ 5 years

≥ 5 tahun

≥ 5 years

1Suku Bunga

Interest Rate26,868,504 6,622,870 - 540,648 709,713 1,596,667 - 1,596,667 25,064,959 1,271,531 - 447,755 275,271 1,066,774 - 1,066,774

2Nilai Tukar

Foreign Exchange9,908,637 9,581,432 2,733,823 133,507 141,675 311,390 - 311,390 12,473,904 12,758,432 1,497,564 175,678 163,847 366,707 - 366,707

3Lainnya

Others5,851,725 26,827,947 - 675,133 656,208 3,092,862 - 3,092,862 5,669,352 19,333,388 - 807,453 1,018,440 2,698,475 - 2,698,475

JUMLAH

TOTAL42,628,866 43,032,249 2,733,823 1,349,288 1,507,596 5,000,919 - 5,000,919 43,208,215 33,363,351 1,497,564 1,430,886 1,457,558 4,131,956 - 4,131,956

Table 3.2.a Disclosure on Counterparty Credit Risk : Derivative Transactions

BANK SECARA INDIVIDUAL

BANK ONLY

Tagihan Bersih

sebelum MRK

Net Amount Before

CRM

MRK (Mitigasi Risiko

Kredit)

CRM (Credit Risk

Mitigation)

Tagihan Bersih

setelah MRK

Net Amount After

CRM

Nilai Notional

Notional Amount

Tabel 3.2.a Pengungkapan Risiko Kredit Pihak Lawan: Transaksi Derivatif

No.

Variabel yang Mendasari

Underlying Financial

Instrument


Nilai Notional

Notional AmountTagihan Derivatif

Derivative

Receivable

Kewajiban Derivatif

Derivative Payable

Tagihan Bersih

sebelum MRK

Net Amount Before

CRM

MRK (Mitigasi Risiko

Kredit)

CRM (Credit Risk

Mitigation)

Tagihan Bersih

setelah MRK

Net Amount After

CRM

Tagihan Derivatif

Derivative

Receivable

Kewajiban Derivatif

Derivative Payable


0% 20% 35% 40% 45% 50% 75% 100% 150%Lainnya

Others0% 20% 35% 40% 45% 50% 75% 100% 150%

Lainnya

Others

AEksposur Neraca

On Balance Sheet


Claims on Sovereign- - - - - - - - - - - - - - - - - - - - - - - -


Claims on Public Sector- - - - - 137,843 - - - - 137,843 11,027 - - - - - 219,069 - - - - 219,069 17,526

3





- - - - - - - - - - - - - - - - - - - - - - - -


Claims on Bank- 242,487 - - - 176,818 - - - - 419,305 33,544 - 155,128 - - - 9,058 - - - - 164,186 13,135


Claims Secured by Residential Property- - - - - - - - - - - - - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - - - - - - - - - - - - - - -


Employee Loan/Pension- - - - - - - - - - - - - - - - - - - - - - - -

8


Portofolio Ritel


Portfolio

- - - - - - 52,792 - - - 52,792 4,223 - - - - - - 49,498 - - - 49,498 3,960


Claims on Corporate- 50,149 - - - - - 8,811,904 - - 8,862,053 708,964 - - - - - - 10,367,953 - - 10,367,953 829,436


Past Due Claims- - - - - - - 3,875 - - 3,875 310 - - - - - - - 3,963 72,771 - 76,734 6,139

11Aset Lainnya

Other Assets- - - - - - - 155,820 - - 155,820 12,466 - - - - - - - 359,503 - - 359,503 28,760


Exposures at Sharia Unit (if any)- - - - - - - - -

- - - - - - - - - - - - - - -

Total Eksposur Neraca

Total On Balance Sheet- 292,636 - - - 314,661 52,792 8,971,599 - - 9,631,688 770,534 - 155,128 - - - 228,127 49,498 10,731,419 72,771 - 11,236,943 898,956

B

Eksposur Kewajiban Komitmen/Kontinjensi pd

Transaksi Rekening Administratif

Off Balance Sheet

- - - -




Claims on Public Sector- - - - - 290,500 - - - - 290,500 23,240 - - - - - 602,977 - - - - 602,977 48,238

3





- - - - - - - - - - - - - - - - - - - - - - - -


Claims on Bank- - - - - 66,944 - - - - 66,944 5,356 - - - - - - - - - - - -


Claims Secured by Residential Property- - - - - - - - - - - - - - - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - - - - - - - - - - - - - - -


Employee Loan/Pension- - - - - - - - - - - - - - - - - - - - - - - -

8


Portofolio Ritel


Portfolio

- - - - - - - - - - - - - - - - - - - - - - - -


Claims on Corporate- - - - - 5,546 - 1,208,739 - - 1,214,285 97,143 - - - - - 15,876 - 900,777 - - 916,653 73,332


Past Due Claims- - - - - - - - - - - - - - - - - - - - - - - -

11Aset lainnya

Other assets- - - - - - - - - - -


Exposures at Sharia Unit (if any)- - - - - - - - - - - - - - - - - - - - - - - -

Total Eksposur TRA

Total Off Balance Sheet- - - - - 362,990 - 1,208,739 - - 1,571,729 125,739 - - - - - 618,853 - 900,777 - - 1,519,630 121,570

CEksposur akibat Kegagalan Pihak Lawan

Counterparty Credit Risk- - - -




Claims on Public Sector- - - - - 2,746 - - - - 2,746 220 - - - - - 14,018 - - - - 14,018 1,121

3





- - - - - - - - - - - - - - - - - - - - - - - -


Claims on Bank- 340,932 - - - 139,574 - - - - 480,506 38,440 - 453,579 - - - 404,930 - - - - 858,509 68,681

5


Portofolio Ritel


Portfolio

- - - - - - - - - - - - - - - - - - - - - - - -


Claims on Corporate- - - - - - - 1,561,066 - - 1,561,066 124,885 - - - - - - - 1,026,168 - 1,026,168 82,093


Exposures at Sharia Unit (if any)- - - - - - - - - - - - - - - - - - - - - - - -

Total Eksposur akibat Kegagalan Pihak Lawan

Counterparty Credit Risk- 340,932 - - - 142,320 - 1,561,066 - - 2,044,318 163,545 - 453,579 - - - 418,948 - 1,026,168 - - 1,898,695 151,895

Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit

Net Amount after Credit Risk Mitigation

Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit

Net Amount after Credit Risk Mitigation

Tabel 4.1.a Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit - Bank secara Individual

Table 4.1.a Disclosure on Net Amount based on Risk Weight After Credit Risk Mitigation - Bank Only


Portfolio Category

30 Juni 2019/30 June 2019

ATMR

RWA

Beban Modal

Capital

Charge

30 Juni 2018/30 June 2018

ATMR

RWA

Beban Modal

Capital

Charge


Agunan

Cash Collateral

Garansi

Guarantee

Asuransi Kredit

Credit

Insurance

Lainnya

Others

Agunan

Cash Collateral

Garansi

Guarantee

Asuransi Kredit

Credit

Insurance

Lainnya

Others

AEksposur Neraca

On Balance Sheet


Claims on Sovereign5,479,540 - - - - 5,479,540 5,692,326 - - - 5,692,326


Claims on Public Sector275,685 - - - - 275,685 438,138 - - - 438,138

3





- - - - - - - - - - -


Claims on Bank2,294,038 727,969 - - - 1,566,069 793,757 - - - 793,757


Claims Secured by Residential Property- - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - -


Employee Loan/Pension- - - - - - - - - - -

8


Portofolio Ritel


Portfolio

70,389 - - - - 70,389 65,997 - - - 65,997


Claims on Corporate9,062,651 - - - - 9,062,651 10,494,062 157,638 - - 10,336,424


Past Due Claims3,875 - - - - 3,875 52,477 - - - 52,477

11Aset Lainnya

Other Assets166,910 - - - 166,910 372,368 - - 372,368


Exposures at Sharia Unit (if any)- - - - - - - - - - -

Total Eksposur Neraca

Total On Balance Sheet17,353,088 727,969 - - - 16,625,119 17,909,125 157,638 - - - 17,751,487

BEksposur Rekening Adminsitratif

Off Balance Sheet


Claims on Sovereign- - - - - - - -


Claims on Public Sector792,925 353,207 - - - 439,718 1,205,954 - - - 1,205,954

3





- - - - - - - - - - -


Claims on Bank142,735 8,847 - - - 133,888 - - - - -


Claims Secured by Residential Property- - - - - - - - - - -


Claims Secured by Commercial Real Estate- - - - - - - - - - -


Employee Loan/Pension- - - - - - - - - - -

8


Portofolio Ritel


Portfolio

- - - - - - - - - - -


Claims on Corporate1,443,451 278,071 - - - 1,165,380 1,848,583 1,121,269 - - 727,314


Past Due Claims- - - - - - - - - - -


Exposures at Sharia Unit (if any)- - - - - - - - - - -

Total Eksposur Rekening Administratif

Total Off Balance Sheet 2,379,111 640,125 - - - 1,738,986 3,054,537 1,121,269 - - - 1,933,268

CEksposur akibat Kegagalan Pihak Lawan

Counterparty Credit Risk- -


Claims on Sovereign528,297 - - - 528,297 - - - - -


Claims on Public Sector5,493 - - - 5,493 28,034 - - - 28,034

3





- - - - - - - - - -


Claims on Bank1,983,809 - - - 1,983,809 3,077,751 - - - 3,077,751

5


Portofolio Ritel


Portfolio

- - - - - - - - - -


Claims on Corporate1,561,067 - - - 1,561,067 1,026,170 - - - 1,026,170


Exposures at Sharia Unit (if any)- - - - - - - - - -

Total Eksposur Akibat Kegagalan Pihak Lawan

Counterparty Credit Risk4,078,666 - - - - 4,078,666 4,131,955 - - - - 4,131,955

23,810,865 1,368,094 - - - 22,442,771 25,095,617 1,278,907 - - - 23,816,710

Bagian Yang Dijamin DenganBagian Yang

Tidak Dijamin

Unsecured

Exposure

Jumlah (A+B+C)

Total (A+B+C)

Tabel 4.2.a Tabel Pengungkapan Tagihan Bersih Dan Teknik Mitigasi Risiko Kredit - Bank secara IndividualTable 4.2.a Table Net Amount and Credit Risk Mitigation Technique - Bank Only


Portfolio Category


Tagihan Bersih

Net Amount

Bagian Yang Dijamin Dengan/Secured byBagian Yang

Tidak Dijamin

Unsecured

Exposure

Tagihan Bersih

Net Amount


Tagihan Bersih

Net Amount

ATMR Sebelum

MRK

RWA Before

CRM

ATMR Setelah

MRK

RWA After CRM

Tagihan Bersih

Net Amount

ATMR Sebelum

MRK

RWA Before

CRM

ATMR Setelah

MRK

RWA After CRM

1. 5,479,540 - - 5,692,326 - -

2. 275,685 137,843 137,843 438,138 219,069 219,069

3. - - - - - -

4. 2,294,038 783,290 419,305 793,757 164,186 164,186

5. - - - - - -

6. - - - - - -

7. - - - - - -

8. 70,389 52,792 52,792 65,997 49,498 49,498

9. 9,062,651 8,862,053 8,862,053 10,494,062 10,494,063 10,367,953

10. 3,875 3,875 3,875 52,477 76,734 76,734

11. 166,910 - 159,553 372,368 - 359,503

17,353,088 9,839,853 9,635,421 17,909,125 11,003,550 11,236,943


Tagihan Bersih

Net Amount

ATMR Sebelum

MRK

RWA Before

CRM

ATMR Setelah

MRK

RWA After CRM

Tagihan Bersih

Net Amount

ATMR Sebelum

MRK

RWA Before

CRM

ATMR Setelah

MRK

RWA After CRM

1. - - - - - -

2. 792,925 396,463 290,500 1,205,954 602,977 602,977

3. - - - - - -

4. 142,735 71,368 66,944 - - -

5. - - - - - -

6. - - - - - -

7. - - - - - -

8. - - - - - -

9. 1,443,451 1,437,906 1,214,285 1,848,584 1,832,709 916,653

10. - - - - - -

2,379,111 1,905,737 1,571,729 3,054,538 2,435,686 1,519,630


Tagihan Bersih

Net Amount

ATMR Sebelum

MRK

RWA Before

CRM

ATMR Setelah

MRK

RWA After CRM

Tagihan Bersih

Net Amount

ATMR Sebelum

MRK

RWA Before

CRM

ATMR Setelah

MRK

RWA After CRM

1. 528,297 - - - - -

2. 5,493 2,746 2,746 28,034 14,018 14,018

3. - - - - - -

4. 1,983,809 480,506 480,506 3,077,751 858,509 858,509

5. - - - - - -

6. 1,561,067 1,561,066 1,561,066 1,026,170 1,026,168 1,026,168

4,078,666 2,044,318 2,044,318 4,131,955 1,898,695 1,898,695

Tagihan Kepada Korporasi

Claims on Corporate

JUMLAH

TOTAL

Tagihan Kepada Pemerintah

Claims on Sovereign

Tagihan Kepada Entitas Sektor Publik

Claims on Public Sector


Internasional

Claims on Multilateral Development Banks and International

InstitutionsTagihan Kepada Bank

Claims on Banks

Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel

Claims on Micro and Small Enterprise and retail Portfolio

Tabel Pengungkapan Eksposur yang Menimbulkan Risiko Kredit akibat Kegagalan Pihak Lawan (Counterparty Credit Risk )

Table Counterparty Credit Risk


Portfolio Category


JUMLAH

TOTAL


Claims on Sovereign


Claims on Public Sector


Internasional


Institutions

Tagihan Kepada Bank

Claims on Banks

Kredit Beragun Rumah Tinggal

Claims Secured by Residential Property

Kredit Beragun Properti Komersial


Kredit Pegawai/Pensiunan

Employee Loan/Pension




Claims on Corporate

Tagihan yang Telah Jatuh Tempo

Past Due Claims

JUMLAH

TOTAL

Tabel Pengungkapan Eksposur Kewajiban Komitmen/Kontinjensi pada Transaksi Rekening Administratif

Table Exposure on Commitment/Contingent Liabilities in Administrative Accounts


Portfolio Category


Aset Lainnya

Other Assets


Claims on Sovereign


Claims on Public SectorTagihan Kepada Bank Pembangunan Multilateral dan Lembaga

Internasional


InstitutionsTagihan Kepada Bank

Claims on Banks

Kredit Beragun Rumah Tinggal


Kredit Beragun Properti Komersial


Kredit Pegawai/Pensiunan

Employee Loan/Pension




Claims on Corporate

Tagihan yang Telah Jatuh Tempo

Past Due Claims


Portfolio Category


Tabel Pengungkapan Eksposur Aset di Neraca

Table Asset Exposure on Balance Sheet


Beban Modal

Capital Charge

ATMR

RWA

Beban Modal

Capital Charge

ATMR

RWA

1 - - - -

a. Risiko Spesifik

Specific Risk- - - -

b. Risiko Umum

General Risk143,269 1,790,868 129,785 1,622,310

2 2,980 37,254 22,482 281,022

3

4

5 - - - -

146,250 1,828,122 152,267 1,903,332 Jumlah

Total

Tabel Pengungkapan Risiko Pasar Dengan Menggunakan Metode Standar

Table Market Risk under the Standardized Approach

No.Jenis Risiko

Type of Risk


Bank Bank

Risiko Suku Bunga

Interest Rate Risk

Risiko Nilai Tukar

Foreign Exchange Risk

Risiko Ekuitas

Equity Risk

Risiko Komoditas

Commodity Risk

Risiko Option

Option Risk


1Pendekatan Indikator Dasar

Basic Indicator Approach1,109,702 166,455 2,080,692 1,936,431 290,465 3,630,808

Jumlah

Total1,109,702 166,455 2,080,692 1,936,431 290,465 3,630,808

Beban Modal

Capital Charge

ATMR

RWA

Tabel Pengungkapan Kuantitatif Risiko Operasional - Bank secara Individual

Table Operational Risk under Basic Indicator Approach - Bank Only

No. Pendekatan Yang Digunakan

Approach


Pendapatan Bruto

(Rata-rata 3 tahun

terakhir)

Gross Income

(Average of last 3

years)

Beban Modal

Capital Charge

ATMR

RWA

Pendapatan Bruto

(Rata-rata 3 tahun

terakhir)

Gross Income

(Average of last 3

years)


I

A

1.Kas

Cash6,909 6,909 - - - - 10,560 10,560 - - - -

2.Penempatan pada Bank Indonesia

Placement to BI1,405,139 1,405,139 - - - - 1,054,672 1,054,672 - - - -

3.Penempatan pada Bank Lain

Placement to Other Banks651,191 651,191 - - - - 19,291 19,291 - - - -

4.Surat Berharga

Marketable Securities3,557,405 2,498 461 582,138 301,219 2,671,089 5,389,866 6,224 33,043 683,929 1,853,899 2,812,771

5.Kredit yang Diberikan

Loans4,494,955 402,843 636,122 494,610 1,884,976 1,076,404 5,225,992 364,432 172,054 1,011,269 1,444,219 2,234,018

6.Tagihan Lainnya

Other Receivables1,143,320 502,269 300,298 340,676 - 77 694,859 2,375 527,718 164,046 - 720

7.Lain-lain

Others153,171 153,171 - - - - 228,027 220,052 - - - 7,975

11,412,090 3,124,020 936,881 1,417,424 2,186,195 3,747,570 12,623,267 1,677,606 732,815 1,859,244 3,298,118 5,055,484

B

1.Dana Pihak Ketiga

Third Party Funds2,037,720 1,895,326 76,916 34 65,444 - 3,209,064 3,209,064 - - - -

2.Kewajiban pada Bank Indonesia

Liabilities to BI- - - - - - - - - - - -

3.Kewajiban pada Bank Lain

Liabilities to Other Banks469,214 10,731 458,483 - - - 81,454 81,454 - - - -

4.Surat Berharga yang Diterbitkan

Issued Marketable Securities- - - - - - - - - - - -

5.Pinjaman yang Diterima

Borrowing- - - - - - - - - - - -

6.Kewajiban Lainnya

Other Liabilities939,165 61,451 177,909 402,520 12,450 284,835 760,842 2,375 527,718 164,046 - 66,703

7.Lain-lain

Others700,610 700,610 - - - - 172,095 172,095 - - - -

4,146,709 2,668,118 713,308 402,554 77,894 284,835 4,223,455 3,464,988 527,718 164,046 - 66,703

7,265,381 455,902 223,573 1,014,870 2,108,301 3,462,735 8,399,812 1,787,382- 205,097 1,695,198 3,298,118 4,988,781

II

A

1.Komitmen

Commitment- - - - - - - - - - - -

2.Kontinjensi

Contigent47,511 47,511 - - - - 105,479 105,479 - - - -

47,511 47,511 - - - - 105,479 105,479 - - - -

B

1.Komitmen

Commitment3,735,388 406,859 374,528 780,632 1,805,215 368,154 2,742,455 154,929 346,230 716,204 1,274,927 250,165

2.Kontinjensi

Contigent1,427,884 447,137 745,728 24,304 164,531 46,184 930,605 533,848 97,929 86,000 190,494 22,334

5,163,272 853,996 1,120,256 804,936 1,969,746 414,338 3,673,060 688,777 444,159 802,204 1,465,421 272,499

5,115,761- 806,485- 1,120,256- 804,936- 1,969,746- 414,338- 3,567,581- 583,298- 444,159- 802,204- 1,465,421- 272,499-

2,149,620 350,583- 896,683- 209,934 138,555 3,048,397 4,832,231 2,370,680- 239,062- 892,994 1,832,697 4,716,282

- 350,583- 1,247,266- 1,037,332- 898,777- 2,149,620 - 2,370,680- 2,609,742- 1,716,748- 115,949 4,832,231

Total Kewajiban Rekening Administratif

Total Off Balance Sheet Payable

Selisih Tagihan dan Kewajiban dalam Rekening

Administratif

Off Balance Sheet Receivable - Off Balance

Sheet Payable

Selisih (IA-IB)+(IIA-IIB)

Difference (IA-IB)+(IIA-IIB)

Selisih Kumulatif

Cummulative Difference

Total Kewajiban

Total Liabilities

Selisih Aset dengan Kewajiban dalam Neraca

Asset - Liabilities

REKENING ADMINISTRATIF

OFF BALANCE SHEET

Tagihan Rekening Administratif

Off Balance Sheet Receivable

Total Tagihan Rekening Administratif

Total Off Balance Sheet Receivable

Kewajiban Rekening Administratif

Off Balance Sheet Payable

Kewajiban

Liabilities

>6 bln s.d. 12 bln

>6 moths to

12 months

>12 bln

>12 months

Saldo

Balance

≤ 1 bulan

≤ 1 month

NERACA

ON BALANCE SHEET

Aset

Asset

Total Aset

Total Asset

Tabel Pengungkapan Profil Maturitas Rupiah - Bank Secara Individual

Table Maturity Profile Rupiah - Bank Only

No. Pos-Pos

Account


Saldo

Balance

≤ 1 bulan

≤ 1 month

>1 bln s.d. 3 bln

>1 moth to

3 months

>3 bln s.d. 6 bln

>3 moths to

6 months

>6 bln s.d. 12 bln

>6 moths to

12 months

>12 bln

>12 months

>1 bln s.d. 3 bln

>1 moth to

3 months

>3 bln s.d. 6 bln

>3 moths to

6 months


I

A

1.Kas

Cash32 32 - - - - 2,307 2,307 - - - -

2.Penempatan pada Bank Indonesia

Placement to BI48,000 48,000 - - - - 659,215 659,215 - - - -

3.Penempatan pada Bank Lain

Placement to Other Banks39,700 39,700 - - - - 754,657 754,657 - - - -

4.Surat Berharga

Marketable Securities- - - - - - - - - - - -

5.Kredit yang Diberikan

Loans310,343 7,214 68,029 30,098 16,283 188,719 4,764,617 442,820 433,219 93,551 372,399 3,422,628

6.Tagihan Lainnya

Other Receivables162,854 73,832 15,554 5,692 4,342 63,434 1,959,559 227,673 462,281 244,712 115,062 909,831

7.Lain-lain

Others- - - - - - - - - - - -

560,929 168,778 83,583 35,790 20,625 252,153 8,140,355 2,086,672 895,500 338,263 487,461 4,332,459

B

1.Dana Pihak Ketiga

Third Party Funds270,276 255,798 12,196 2,250 32 - 5,212,740 5,212,740 - - - -

2.Kewajiban pada Bank Indonesia

Liabilities to BI- - - - - - - - - - - -

3.Kewajiban pada Bank Lain

Liabilities to Other Banks112,519 88,999 - - 1,168 22,352 1,870,163 1,870,163 - - - -

4.Surat Berharga yang Diterbitkan

Issued Marketable Securities- - - - - - - - - - - -

5.Pinjaman yang Diterima

Borrowing- - - - - - - - - - - -

6.Kewajiban Lainnya

Other Liabilities161,645 28,808 27,414 47,692 7,609 50,122 1,941,817 261,293 424,104 179,364 120,192 956,864

7.Lain-lain

Others2,422 2,422 - - - - 91,608 91,608 - - - -

546,862 376,027 39,610 49,942 8,809 72,474 9,116,328 7,435,804 424,104 179,364 120,192 956,864

14,067 207,249- 43,973 14,152- 11,816 179,679 975,973- 5,349,131- 471,396 158,899 367,269 3,375,595

II

A

1.Komitmen

Commitment2,107,761 370,408 307,606 196,559 430,842 802,346 15,914,445 4,916,695 3,983,047 3,599,871 3,403,855 10,977

2.Kontinjensi

Contigent129,541 129,541 - - - - 1,996,317 1,996,317 - - - -

2,237,302 499,949 307,606 196,559 430,842 802,346 17,910,762 6,913,012 3,983,047 3,599,871 3,403,855 10,977

B

1.Komitmen

Commitment2,328,122 498,198 347,354 300,212 179,834 1,002,524 19,017,441 8,113,528 3,319,791 3,529,493 2,611,278 1,443,351

2.Kontinjensi

Contigent51,311 14,243 1,382 4,906 8,899 21,881 1,635,942 478,189 161,278 695,858 199,885 100,731

2,379,433 512,441 348,736 305,118 188,733 1,024,405 20,653,382 8,591,717 3,481,069 4,225,351 2,811,164 1,544,081

142,131- 12,492- 41,130- 108,559- 242,109 222,059- 2,742,620- 1,678,704- 501,978 625,480- 592,691 1,533,104-

128,064- 219,741- 2,843 122,711- 253,925 42,380- 3,718,592- 7,027,836- 973,373 466,581- 959,960 1,842,491

- 219,741- 216,898- 339,609- 85,684- 128,064- - 7,027,836- 6,054,462- 6,521,043- 5,561,083- 3,718,592-

Total Kewajiban Rekening Administratif

Total Off Balance Sheet Payable

Selisih Tagihan dan Kewajiban dalam Rekening

Administratif

Off Balance Sheet Receivable - Off Balance

Sheet Payable

Selisih (IA-IB)+(IIA-IIB)

Difference (IA-IB)+(IIA-IIB)

Selisih Kumulatif

Cummulative Difference

Total Kewajiban

Total Liabilities

Selisih Aset dengan Kewajiban dalam Neraca

Asset - Liabilities

REKENING ADMINISTRATIF

OFF BALANCE SHEET

Tagihan Rekening Administratif

Off Balance Sheet Receivable

Total Tagihan Rekening Administratif

Total Off Balance Sheet Receivable

Kewajiban Rekening Administratif

Off Balance Sheet Payable

Kewajiban

Liabilities

>6 bln s.d. 12 bln

>6 moths to

12 months

>12 bln

>12 months

Saldo

Balance

≤ 1 bulan

≤ 1 month

NERACA

ON BALANCE SHEET

Aset

Asset

Total Aset

Total Asset

Tabel Pengungkapan Profil Maturitas Valas - Bank Secara Individual

Table Maturity Profile Foreign Currency - Bank Only

No. Pos-Pos

Account


Saldo

Balance

≤ 1 bulan

≤ 1 month

>1 bln s.d. 3 bln

>1 moth to

3 months

>3 bln s.d. 6 bln

>3 moths to

6 months

>6 bln s.d. 12 bln

>6 moths to

12 months

>12 bln

>12 months

>1 bln s.d. 3 bln

>1 moth to

3 months

>3 bln s.d. 6 bln

>3 moths to

6 months

Laporan Penerapan Manajemen Risiko IRRBB

Nama Bank : PT Bank ANZ Indonesia (individu)

Posisi Laporan: 30 Juni 2019

Analisis Kuantitatif

1. Bank mendefinisikan cakupan IRRBB dengan dua tipe risiko, yaitu gap risk dan basis risk,

dengan detail sebagai berikut:

• semua item dalam on-balance sheet dengan pengecualian item yang merupakan bagian dari

buku trading ANZ Indonesia; dan

• semua item pada off-balance sheet yang menimbulkan risiko suku bunga selain yang

merupakan bagian dari buku trading ANZ Indonesia.

2. Bank telah menetapkan prinsip-prinsip utama berikut untuk mendukung pendekatan untuk

memitigasi dan mengontrol risiko IRRBB, yaitu:

• Bank akan memastikan bahwa terdapat pembeda yang jelas antara risiko suku bunga pada

Buku Trading dan Buku Banking dengan kerangka limit yang terpisah untuk risiko ini;

• Bank akan menjaga kerangka kerja manajemen yang menyeluruh dan robust untuk

memastikan bahwa risiko suku bunga (yang timbul dari Banking Book) berada dalam tingkat

toleransi yang dapat diterima sebagaimana dijelaskan dalam risk appetite yang ditetapkan

oleh Dewan Direksi Bank atau delegasinya;

• Bank akan memastikan bahwa pemantauan secara independen dari IRRBB dikelola melalui

fungsi Manajemen Risiko;

• Asset and Liability Committee (ALCO) bertanggung jawab atas pelaksanaan yang efektif dari

kerangka IRRBB; dan

• Setiap asumsi yang digunakan untuk memperkirakan risiko harus didokumentasikan dengan

jelas dan didukung oleh analisis yang tepat.

3. Periodisasi perhitungan IRRBB Bank sesuai pendekatan standar mengikuti pedoman regulator

yaitu setiap kuartal. Untuk kepentingan internal monitoring risiko, pengukuran IRRBB dilakukan

setiap hari menggunakan IMS (Internal Measurement System).

4. Bank menggunakan rujukan skenario shock dari regulator untuk perhitungan ∆EVE dan ∆NII,

yaitu:

• shock suku bunga yang paralel ke atas (parallel shock up);

• shock suku bunga yang paralel ke bawah (parallel shock down);

• shock suku bunga yang melandai (steepener shock) dengan perpaduan suku bunga jangka

pendek menurun dan suku bunga jangka panjang meningkat (short rates down and long

rates up);

• shock suku bunga yang mendatar (flattener shock) dengan perpaduan suku bunga jangka

pendek meningkat dan suku bunga jangka panjang menurun (short rates up and long rates

down);

• shock suku bunga jangka pendek yang meningkat (short rates shock up); dan

• shock suku bunga jangka pendek yang menurun (short rates shock down).

5. Bank hanya menggunakan IMS untuk tujuan monitoring manajemen risiko IRRBB secara

internal, bukan untuk tujuan perhitungan modal.

6. Bank tidak mempunyai lindung nilai secara akuntansi (hedge accounting) dalam pengelolaan

IRRBB. Lindung nilai dilakukan terhadap eksposur IRRBB untuk memastikan bahwa eksposur

risiko berada dalam limit/risk appetite Bank.

7. Asumsi utama pemodelan dan parametrik yang digunakan dalam perhitungan ∆EVE dan ∆NII

adalah:

a) Bank tidak memasukkan komponen margin komersial dan spread dalam perhitungan arus

kas dan dalam tingkat suku bunga diskonto yang digunakan dalam perhitungan dengan

metode ∆EVE.

b) Bank menggunakan pendekatan persentil 99% dari perubahan saldo secara harian,

mingguan, bulanan untuk menentukan rata-rata jatuh tempo penilaian ulang NMD.

c) Untuk agregasi, eksposur IRRBB Bank terkonsentrasi pada mata uang IDR dan USD

dengan proporsi yang hampir sama.

8. Nil.

Analisis Kualitatif

1. Sesuai dengan hasil analisis berdasarkan data historis yang tersedia (mulai disusun setelah Bank

melakukan aksi korporasi penjualan bisnis retail pada Februari 2018), maka penyesuaian suku

bunga untuk NMD berada pada tenor antara Overnight s/d 3bln.

2. Jangka waktu penyesuaian suku bunga terlama yang terlama untuk NMD adalah pada tenor 1bln

- ≤ 3bln.

Laporan Hasil Perhitungan IRRBB

Nama Bank : PT Bank ANZ Indonesia (individu)

Posisi Laporan: 30 Juni 2019

Mata Uang : IDR dan USD

Dalam Juta Rupiah

Skenario Shock Posisi LaporanPosisi Laporan

SebelumnyaPosisi Laporan

Posisi Laporan

Sebelumnya

Parallel up (293,523) 102,927

Parallel down 322,398 (106,606)

Steepener 69,816

Flattener (181,470)

Short rate up (237,533)

Short rate down 251,922

Nilai Maksimum Negatif (absolut) 293,523 106,606

Modal Tier 1 (untuk ∆EVE) atau

Projected Income (untuk ∆NII)7,288,030 768,019

Nilai Maksimum dibagi Modal Tier

1 (untuk ∆EVE) atau Projected

Income (untuk ∆NII)

4.03% 13.88%

∆EVE ∆NII

Informasi Kuantitatif Eksposur Risiko Quantitative ...Informasi Kuantitatif Eksposur Risiko...

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