Manajemen Risiko Risk Management

Manajemen Risiko Manajemen Risiko Risk Management

RISK MANAGEMENT

Keseimbangan antara “risk and return” merupakan hasil yang diharapkan dari penerapan pengelolaan risiko di Bank OCBC NISP yang senantiasa dilakukan mengikuti praktik-praktik terbaik yang berlaku dalam industri keuangan dengan menjunjung tinggi prinsip-prinsip Good Corporate Governance untuk mendukung visi Bank yaitu menjadi Bank pilihan dengan standar dunia yang diakui kepeduliannya dan terpercaya. The balance between “risk and return” is the desired outcome from implementing risk management in Bank OCBC NISP, which always referred to best practices in the financial industry by upholding the principles of Good Corporate Governance to support the Bank’s vision to be the bank of choice with world standards recognized for its care and trustworthiness.

Kerangka Kerja Manajemen Risiko

Bank OCBC NISP menerapkan fungsi manajemen risiko sejalan dengan kerangka kerja manajemen risiko yang merupakan kombinasi dari citra dan identitas perusahaan, arahan pemegang saham dan strategi yang ditetapkan, didukung oleh empat pilar pokok yaitu struktur organisasi dan sumber daya manusia, kebijakan dan prosedur, pengembangan dan pemeliharaan sistem serta data, dan juga metodologi dan pendekatan untuk analisis dan permodelan risiko sebagai pilar keempatnya. Penerapan kerangka kerja manajemen risiko yang efektif, efisien dan profesional terhadap 8 (delapan) jenis risiko yaitu risiko kredit, risiko pasar, risiko likuiditas, risiko operasional, risiko hukum, risiko reputasi, risiko stratejik dan risiko kepatuhan akan mendukung pertumbuhan Bank secara prudent, konsisten dan berkelanjutan serta meningkatkan nilai tambah Bank kepada pemangku kepentingan.

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Laporan Tahunan 2013

Risk Management Framework

The implementation of risk management function in Bank OCBC NISP is in line with the framework combining image and corporate identity, shareholders guidance and set strategies, supported by four main pillars, namely organization structure and human capital, policy and procedure, system and data development and maintenance and also methodology and approach model and risk analytic as the fourth pillar. The implementation of effective, efficient and professional risk management framework on the 8 (eight) risk types namely credit risk, market risk, liquidity risk, operational risk, legal risk, reputation risk, strategic risk and compliance risk, support the Bank’s growth in prudent, consistent and sustainable manner, as well as adding value to the all stakeholders.

OCBC NISP in Brief

From Management

Good Corporate Governance

Business Review

Financial Review

Corporate Data

Identitas dan Citra Perusahaan Corporate Image and Identity Nilai Pemegang Saham (Pengelolaan Modal) - Bank dengan Kualitas Aset Terbaik - Bank yang Dikelola Terbaik - Bank yang Menguntungkan - Bank yang Berkelanjutan - Bank Terkuat di Dunia Shareholders Values (Capital Management) - Best Asset Quality Bank - Best Managed Bank - Profitable Bank - Bank with Sustainability - Strongest Bank in the World Risiko Hukum Legal Risk

Risiko Reputasi Reputation Risk

Risiko Stratejik Strategic Risk

Risiko Pasar/Market Risk - Risiko Suku Bunga/Interest Rate Risk - Risiko Nilai Tukar/Fx Risk

Risiko Kredit Credit Risk

Risiko Kepatuhan Compliance Risk

Risiko Lainnya Other Risk

Risiko Operasional/Operational Risk - TI/Sistem /IT/System - Sumber Daya Manusia/Human Capital

Risiko Likuiditas Liquidity Risk

Pengelolaan Risiko Modal dan Portofolio/Portfolio and Capital Risk Management I. Struktur Organisasi & SDM

II. Kebijakan & Prosedur II. Policy & Procedure

I. Organization Structure & Human Capital

III. Pengembangan & Pemeliharaan Sistem & Data

IV. Metodologi & Model Pendekatan & Analisa Risiko

III. System & Data Development & Maintenance

IV. Methodology & Approach Model & Risk Analytics

Enterprise Risk Management (International Best Practice/Basel) - Front Office - Middle Office - Back Office Enterprise Risk Management (International Best Practice/Basel) - Front Office - Middle Office - Back Office Tata Kelola Perusahaan yang Baik/Good Corporate Governance Budaya dan Nilai Perusahaan Corporate Culture and Values

Visi, Misi & Strategi Perusahaan Corporate Vision, Mission, Strategy Peran & Keterlibatan Pemangku Kepentingan/Stakeholders Roles and Beliefs

Karyawan Employees

Pemegang Saham Shareholders

Nasabah Customers

Pemasok Vendors

Regulator Regulators

Masyarakat Lain Other Public

Prinsip utama manajemen risiko Bank terbagi atas 7 (tujuh) prinsip, meliputi hal berikut: 1. Risk appetite set at the top. 2. Framework dan organisasi manajemen risiko yang efektif. 3. Pendekatan risiko yang integratif. 4. Unit Bisnis bertanggung jawab atas risiko yang diambil. 5. Risiko-risiko akan dievaluasi secara kuantitatif, bersamaan dengan analisa kualitatif dan stress testing yang sesuai. 6. Risk assessment akan dikaji secara independen. 7. Contigency Plan dibuat untuk meyakinkan adanya kemampuan menghadapi potensi krisis atau kejadiankejadian yang tidak diharapkan.

The main principle of Bank risk management is divided into seven principles, including the following: 1. Risk appetite set at the top. 2. Effective Risk Management Framework and Organization. 3. Integrated risk approach. 4. Business lines will be accountable for the risk taken. 5. The risks will be evaluated quantitatively, together with appropriate qualitative analysis and stress testing. 6. Risk assessments will be independently reviewed. 7. Contingency Plan will be established to ensure resiliency against potential crises or unexpected events.

Berdasarkan prinsip utama manajemen risiko Bank, proses pengelolaan manajemen risiko menjadi tanggung jawab bersama seluruh karyawan dan kesadaran akan risiko (risk awareness) sudah menjadi bagian tak terpisahkan dari budaya Bank. Dengan menggunakan pendekatan Three Lines of Defense, fungsi pengelolaan risiko dilakukan secara komprehensif oleh semua lini organisasi, yang dimulai

Based on the Bank’s risk management main principles, risk management process is a shared responsibility of all employees and risk awareness is already an integral part of the Bank’s culture. With Three Lines of Defense approach, risk management functions are conducted comprehensively throughout all levels within the organization, which is initiated at the top by oversight functions of the Board of

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Manajemen Risiko Risk Management

dengan oversight yang dilakukan oleh Dewan Komisaris dan Direksi. Top management, seluruh unit bisnis (frontline businesses), dan seluruh unit pendukung (supports) berfungsi sebagai First Line of Defense yang melaksanakan pertumbuhan usaha dengan tetap mempertimbangkan aspek risiko dalam setiap pengambilan keputusan. Unit kerja manajemen risiko dan unit kerja kepatuhan berfungsi sebagai Second Line of Defense yang mengelola risiko secara independen bersama-sama dengan unit kerja audit internal sebagai Third Line of Defense yang bertugas melaksanakan risk assurance dan melakukan pengawasan serta evaluasi secara berkala.

Commissioners and Board of Directors. Top management, frontline businesses, and all supporting units collectively serve as the First Line of Defense in their pursuit of business growth, with balanced consideration of risk factors in every decisions made. At the Second Line of Defense are Risk Management Group and Compliance Division in charge of managing risk independently, together with the Bank’s Internal Audit Division as the Third Line of Defense responsible for providing risk assurance as well as monitoring and periodic evaluation.

STRUKTUR TATA KELOLA & PENGAWASAN GOVERNANCE & STRUCTURE OVERSIGHT DEWAN KOMISARIS/KOMITE-KOMITE YANG BERTANGGUNG JAWAB KEPADA DEWAN KOMISARIS BOARD OF COMMISSIONERS/COMMITTEES UNDER THE BOC DIREKSI/KOMITE-KOMITE YANG BERTANGGUNG JAWAB KEPADA DIREKSI BOARD OF DIRECTORS/COMMITTEES UNDER THE BOD

Lini Pertahanan ke-1 1st Line of Defense MANAJEMEN PUNCAK TOP MANAGEMENT

Lini Pertahanan ke-2 2nd Line of Defense

KEPATUHAN COMPLIANCE

Pengendalian Risiko:

• Optimalisasi kerjasama pengawas dan penasihat yang terpercaya • Memahami bagaimana unit bisnis memperoleh pendapatan dan tantang inisiatif jika memungkinkan • Pengawasan yang menyeluruh pada seluruh tipe risiko

Risk Assurance:

Risk Ownership:

Risk Control:

Risk Assurance:

• Optimize portfolio on macro and micro level • Strong adherence to limits and manage risk exposure • Ongoing monitoring of positions and inherent risk

• Optimize alliance of supervisor and trusted advisor • Understand how business drives revenue and challenge initiatives if appropriate • Overarching risk oversight across all risk types

Untuk mengelola berbagai jenis risiko yang melekat pada Bank sesuai dengan kompleksitas kegiatan usaha, terdapat beberapa unit kerja pada struktur organisasi Risk Management Group. Unit kerja tersebut bertanggung jawab terhadap risiko kredit, risiko pasar, risiko likuiditas, risiko operasional, dan risiko lainnya (risiko hukum, stratejik, kepatuhan, dan reputasi). Sebagai Second Line of Defense, Risk Management Group disamping bertanggung jawab menjalankan fungsi tata kelola manajemen risiko

OCBC NISP


• Pemahaman yang baik mengenai pasar modal, tipe bisnis, dan manajemen risiko • Fungsi pengawasan yang independen dengan kemampuan penegakan aturan • Kemampuan untuk menghubungkan bisnis dan risiko dengan pengertian proses dan Teknologi Informasi yang baik

AUDIT EKSTERNAL EXTERNAL AUDIT

AUDIT INTERNAL INTERNAL AUDIT

• Optimalisasi portfolio pada tingkat makro dan mikro • Kepatuhan yang tinggi terhadap batasan dan mengelola eksposur risiko • Pemantauan yang berkelanjutan terhadap posisi risiko dan risiko yang melekat

Pengambil Risiko:

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Lini Pertahanan ke-3 3rd Line of Defense

MANAJEMEN RISIKO RISK MANAGEMENT

UNIT BISNIS FRONTLINE BUSINESS UNIT PENDUKUNG SUPPORTS

PRESIDEN DIREKTUR PRESIDENT DIRECTOR

• Good understanding of capital markets, business type and risk management • Independent oversight function with enforcement ability • Ability to link business and risk with a good process and IT understanding

To manage different types of inherent risk in accordance with the complexity of the business, there are several dedicated work units within the organizational structure of the Risk Management Group that are responsible for handling credit risk, market risk, liquidity risk, operational risk and other risk (legal, strategic, compliance, and reputation risk). In its role as the Second Line of Defense, the Risk Management Group exercises its responsibility for running risk management governance independently,

OCBC NISP in Brief

From Management


secara independen juga bekerja sama dan bermitra dengan seluruh unit bisnis dan unit pendukung, mulai dari level strategis sampai dengan level transaksi dalam rangka membangun proses identifikasi, pengukuran, pemantauan, pengendalian risiko dan sistem informasi serta sistem pengendalian internal yang menyeluruh. Sedangkan pengawasan organisasi dilakukan oleh Dewan Komisaris dibantu oleh komite-komite terkait manajemen risiko dan Komite Audit sebagaimana terlihat pada struktur organisasi.

Business Review

PRESIDENT DIRECTOR

Board of Commissioners Risk Monitoring Committee

BOARD OF DIRECTORS

BOC RISK MONITORING COMMITTEE

Board of Director Risk Management Committee

Operational Risk Committee

INTERNAL AUDIT

COMPLIANCE

ENTERPRISE POLICY & PORTFOLIO MGT

OPERATIONAL RISK MANAGEMENT

Corporate Data

while simultaneously working together and partnering with all business line and Bank supports, encompassing the strategic and down to the transaction levels, in order to build the process of identifying, measuring, monitoring, risk controlling and information systems as well as comprehensive internal controlling systems. Organization-wide supervision is undertaken by the Board of Commissioners, assisted by risk management related committees and the Audit Committee, as provided on the organizational structure.

BOARD OF COMMISSIONERS BOC AUDIT COMMITTEE

Financial Review

Credit Risk Management Committee

Credit Approval Committees

Special Provision Committee

ALCO

Market Risk Management Committee

RISK MANAGEMENT GROUP

CONSUMER CREDIT RISK MANAGEMENT

CORPORATE CREDIT RISK MANAGEMENT

COMMERCIAL CREDIT RISK MANAGEMENT

ASSET RECOVERY MANAGEMENT

ASSET LIABILITY RISK MANAGEMENT

MARKET RISK & TREASURY CONTROL

Divisi Corporate Credit Risk Management, Divisi Commercial Credit Risk Management, dan Divisi Consumer Credit Risk Management bertanggung jawab mengendalikan pemberian kredit agar sesuai dengan prinsip kehati-hatian dalam pemberian kredit sekaligus memastikan bahwa semua risiko kredit telah dikelola secara optimal. Divisi Market Risk and Treasury Control memiliki fungsi dan ruang lingkup serta bertanggung jawab mengembangkan proses manajemen risiko dalam rangka efektivitas fungsi pengelolaan, pengendalian, dan pengawasan risiko pasar melalui formulasi kebijakan dan limit, serta penerapan ketentuan dan pelaporan.

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Corporate Credit Risk Management Division, Commercial Credit Risk Management Division, and Consumer Credit Risk Management Division are responsible for controlling lending activities according to prudent banking principles, also ensuring that all credit risk have been optimally managed.

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Market Risk and Treasury Control Division works within the scope of developing risk management processes in order to improve the effectiveness of market risk management, control, and monitoring functions by formulating policies and limits, as well as through the implementation of regulations and reporting.

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Divisi Operational Risk Management bertanggung jawab untuk mengelola risiko operasional sejalan dengan best practices untuk meminimalisir kerugian yang tidak terduga dan mengelola kerugian-kerugian yang dapat diperkirakan, serta memastikan peluang bisnis baru dengan risiko yang terkendali.

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Operational Risk Management Division is in charge of managing operational risk according to the best practices in minimizing unpredictable losses and in handling estimated losses, also in assuring new business opportunities with controlled risk.

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Divisi Asset and Liability Risk Management bertanggung jawab dalam memonitor, mengukur, dan melaporkan manajemen risiko likuiditas dan risiko suku bunga dalam banking book secara baik, serta sebagai pihak independen yang melaksanakan fungsi kontrol risiko yang timbul dari posisi neraca dan likuiditas.

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Asset and Liability Risk Management Division is responsible for proper monitoring, measuring, reporting liquidity risk and interest rate risk management in the banking book, and serving as an independent party who performs control function on risk from balance sheet and liquidity positions.

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Divisi Asset Recovery Management bertanggung jawab untuk melakukan penanganan dan penyelesaian kredit bermasalah secara efektif melalui berbagai alternatif penyelesaian kredit seperti restrukturisasi, cash settlement, asset settlement, loan disposal, dan litigasi.

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Asset Recovery Management Division is in charge of effective management and settlement of nonperforming loans through various alternative solutions, including restructuring, cash settlement, asset settlement, loan disposal, and litigation.

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Divisi Enterprise Policy and Portfolio Management bertanggung jawab atas kecukupan kebijakan, prosedur dan penetapan limit, termasuk membangun arsitektur kebijakan secara bank-wide, serta mengembangkan pengelolaan enterprise portfolio, dan penilaian risk profile yang lebih sesuai dengan kondisi dan karakteristik usaha Bank dengan tetap memperhatikan peraturan terkait manajemen risiko yang berlaku.

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Enterprise Policy and Portfolio Management Division is responsible for the sufficiency of policies, procedures, and limits, includes the development of bank-wide policy architecture, as well as developing enterprise portfolio management and risk profile evaluation that are more suitable to the business conditions and characteristics of the Bank, with due consideration to current regulations on risk management.

Strategi New Horizons

Dalam memperkuat fungsi pengelolaan risiko, Risk Management Group Bank OCBC NISP sejak pertengahan tahun 2011 telah mengimplementasikan New Horizons Strategy yang terdiri dari tiga fase yaitu: Fase 1 - Build Foundation and Framework, Fase 2 - Establish Depth and Distance, dan Fase 3 - Crafting Synergies for the Future. Pelaksanaan fase 1 sudah dimulai pada tahun 2011 sampai dengan pertengahan 2012, fase 2 telah dimulai sejak semester kedua tahun 2012 dan diteruskan selama tahun 2013, sedangkan fase 3 akan diteruskan mulai tahun 2014 hingga implementasi penuh pada akhir tahun 2015.

New Horizons Strategy

To strengthen its risk management function, since mid-2011 Bank OCBC NISP’s Risk Management Group has initiated the implementation of the New Horizons Strategy, consisting of three phases: Phase 1 - Build Foundation and Framework, Phase 2 Establish Depth and Distance, and Phase 3 - Crafting Synergies for the Future. Phase 1 was implemented starting in 2011 until mid-2012, while Phase 2 commenced since the second half of 2012 and proceed the year 2013. The third phase will progress from the year 2014 until full system implementation at the end of 2015.

Strategi New Horizon Risk Management Bank OCBC NISP New Horizons Strategy of Bank OCBC NISP Risk Management Stage III - NEW HORIZONS STRATEGY

2011-2012 Phase I

Membangun Landasan dan Kerangka Kerja Build Foundation & Framework

Kemampuan dan Arsitektur Manajemen Risiko

Risk Management Architecture and Capability

2012-2013 Phase II

OCBC NISP


Phase III

Menciptakan Sinergi Untuk Masa Depan Crafting Synergies for the Future

• Pendekatan “Enterprise Risk Management” pada seluruh fungsi • Mendorong efisiensi modal dan likuiditas

• Common Enterprise Risk Management approach across functions • Driving capital and liquidity efficiency

• Organisasi/sumber daya manusia manajemen risiko • Analisa risiko dan pelaporan manajemen • Perbaikan dan rasionalisasi kinerja dan produktivitas • Kemampuan pengelolaan risiko secara geografis

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Menetapkan Kedalaman dan Jarak Establish Depth & Distance

2014-2015

• Risk management organization/human capital • Risk analytics and management reporting • Performance & productivity rationalization and improvements • Risk management capabilities geographically

Menjadi Bank dengan Pengelolaan Risiko terbaik di Indonesia To be The Best Risk House in Indonesia

Untuk mencapai: Pengelolaan, pengukuran, pemantauan, analisis, dan pelaporan manajemen risiko secara tepat waktu, komprehensif, holistik, dan terintegrasi. To deliver: Timely, comprehensive, holistic, integrated enterprise wide risk management, measurement, monitoring, analytics and reporting.

OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Fase 1 - Build Foundation and Framework fokus kepada penguatan dasar dan kerangka kerja sehingga implementasi pengelolaan risiko bisa berjalan secara maksimal, sesuai dengan tujuan yang diinginkan yaitu visi Risk Management Group sebagai ”The Best Risk House in Indonesia”, dan sesuai dengan risk appetite Bank yang telah ditetapkan. Pada fase ini dicanangkan juga 4 pilar infrastruktur risiko, yang meliputi: • Pilar I adalah struktur organisasi dan sumber daya manusia. Pengembangan dilakukan dengan melengkapi kebutuhan sumber daya yang memadai, baik dari segi kualitas maupun kuantitas dan mengembangkannya melalui pelatihan yang memadai untuk meningkatkan kompetensi dan skill serta melakukan pengelolaan yang holistik terhadap keseluruhan risiko berdasarkan tujuan strategis dan risk appetite. Hal ini tercakup dalam 8 (delapan) unit fungsional dalam organisasi pada Group Manajemen Risiko. • Pilar II adalah pengembangan kebijakan dan kerangka kerja manajemen risiko yang ditatalaksanakan dalam bentuk arsitektur kebijakan dan prosedur yang terstruktur. Arsitektur kebijakan dan prosedur dibuat berjenjang yang terdiri dari 5 (lima) tingkatan, dimana tingkatan yang lebih atas menjadi pedoman bagi kebijakan dan prosedur di bawahnya. • Pilar III adalah pengembangan sistem dan data. Pengembangan yang dilakukan harus mampu mengubah proses semi-manual menjadi sistem yang terstruktur dan terintegrasi secara real time melalui teknologi informasi yang handal. • Pilar IV adalah metodologi dan pendekatan untuk analisis dan permodelan risiko. Pengembangan metodologi dan pendekatan yang terus menerus dilakukan untuk masing-masing risiko utama Bank bertujuan untuk memperkokoh pengelolaan risiko Bank dalam menghadapi perubahan situasi perekonomian global.

Phase 1 - Build Foundation and Framework is focused on strengthening the foundation and framework for the implementation of risk management that can run maximal, according to the desired goal, specifically the vision of the Risk Management Group as the “Best Risk House in Indonesia”, and in accordance with the Bank’s risk appetite. The four pillars of risk infrastructure was introduced in this phase covering: • The Pillar I is the organization structure and human resources. Development is carried out by having adequate human resources, both in terms of quality and quantity and developed them through appropriate training to improve competence and skills as well as managing holistically the overall risk based on strategic objectives and risk appetite. This is covered in 8 (eight) functional units within the Group Risk Management organization.

Keempat pilar dengan masing-masing fokus tersebut menjadi pondasi bagi pengembangan fase-fase selanjutnya. Dengan penerapan dasar dan kerangka kerja yang baik, ditunjang dengan infrastruktur yang terintegrasi, maka diharapkan akan memperkuat analisis risiko dan pelaporan manajemen guna mendukung proses pengambilan keputusan yang tepat dalam menghadapi risiko. Selain itu rasionalisasi dan peningkatan kinerja serta peningkatan kemampuan manajemen risiko secara geografis juga meningkat dan lebih terarah.

The four pillars, each with their respective focus becomes the foundation for developing the subsequent phases. The basic implementation and proper framework, supported by the integrated infrastructure, strengthen risk analysis and management reporting to support the right decision-making process in addressing risk. In addition, rationalization, risk management capabilities geographically improved and more focused.

Fase 2 - Establish Depth and Distance fokus kepada peningkatan kualitas kedalaman dan cakupan pengelolaan risiko yang dilakukan dengan cara implementasi Enterprise Risk Management (ERM) pada seluruh fungsi, yang pada akhirnya akan mendorong nilai tambah bagi Bank berupa

Phase 2 - Establish Depth and Distance is focused on improving the overall depth and scope of risk management which is done by Enterprise Risk Management (ERM) implementation to all functions, which in turn will increase added value to the Bank in the form of liquidity and capital

• The Pillar II is the development of policy and risk management framework managed in the form of architecture of structured policies and procedures. The architecture of policies and procedures is designed to cover 5 (five) hierachial levels wherein the higher level serves to guide the policy and procedure of the lower level. • The Pillar III is development of systems and data. The development should be able to change the semi-manual process into a structured and integrated system in real time through a reliable information technology. • The Pillar IV is the methodology and approach to the analysis and modeling of risk. Development of methodologies and approaches is callibrated continously for each major risk of the Bank aimed to strengthen its risk management in addressing changes in the global economic situation.

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efisiensi modal dan likuiditas. Selain itu peningkatan kualitas kedalaman dan cakupan pengelolaan risiko secara umum juga akan menghasilkan analisa risiko yang lebih mendalam, tajam, berkualitas, dan prediktif dalam mendukung proses pengambilan keputusan. Kemampuan manajemen risiko secara geografis juga diharapkan meningkat secara merata tidak hanya di kota-kota besar namun sampai ke kota-kota kecil serta meningkatkan koordinasi dan integrasi antar segmen dan lintas fungsi untuk memastikan penanganan risiko yang signifikan.

efficiency. Furthermore, improving the overall depth and scope of risk management in general will also produce a more in-depth, sharp, high quality, and predictive risk analysis that would be able to support the decision-making process. Geographical risk management capabilities are also expected to widen, covering not only the big cities but also smaller areas, as well as improving coordination and integration between segments and across functions to ensure significant risk handling.

Fase 3 - Crafting Synergies for the Future fokus kepada sinergi harmonis antara unit bisnis sebagai unit yang mengambil risiko (risk taking units) dengan unit pendukung, dan unit manajemen risiko sebagai unit pemantau dan pengelola risiko. Framework dan berbagai alignment dan automation projects telah dicanangkan Bank dengan unit bisnis dan unit pendukung untuk mencapai tujuan ini sampai akhir tahun 2015. Sinergi dan kolaborasi sebagai upaya untuk terus meningkatkan tata kelola risiko tidak hanya dilakukan secara internal antar unit kerja bisnis dan unit pendukung, melainkan juga dilakukan dengan pihak-pihak ketiga antara lain dalam bentuk pertemuan Direktur Manajemen Risiko dengan Bank Indonesia untuk melakukan perkenalan, sosialisasi Group Risk Management dan melakukan pembahasan Risk-Based Bank Rating (RBBR) serta pertemuan Direktur Manajemen Risiko dengan lembaga-lembaga pemeringkat (rating agencies), auditor eksternal, maupun lembagalembaga konsultan.

Phase 3 - Crafting Synergies for the Future focuses on harmonious synergy between business line as risk-taking units with supporting units, and risk management unit as risk monitoring and managing unit. Framework and various alignment and automation projects were initiated and implemented with business line and supporting units to attain this goal by the end of 2015. Synergy and collaboration as continuous improvement measures on risk governance is not only undertaken internally among frontline businesses and supporting units, but also engage third parties in forms of: social meetings of Bank’s Risk Management Director with Bank Indonesia, Group Risk Management socialisation events, and Risk-Based Bank Rating (RBBR) discussions and Risk Management Director’s meetings with rating agencies, external auditor, and consultants.

Ketiga fase pada New Horizons Strategy Risk Management Group akan secara terus menerus dievaluasi, dikembangkan, dan diperbaiki seiring perkembangan organisasi dan kompleksitas usaha Bank dengan mempertimbangkan rencana bisnis Bank di masa mendatang.

The 3 phases of Risk Management Group’s New Horizons Strategy will be evaluated, developed, and refined on an on going basis to maintain consistency with developments in the Bank’s organization and business complexity with due regard to Bank’s business plans in the future.

Manajemen Risiko Unit Usaha Syariah

Risk Management of Sharia Business Unit

Tugas dan tanggung jawab DPS telah diatur di dalam Pedoman dan Tata Kerja DPS dimana terkait dengan pengelolaan risiko, telah ditentukan bahwa DPS: • Melakukan pengawasan terhadap proses pengembangan baik produk yang sudah ada maupun produk baru, termasuk mereview system dan prosedur

The duties and responsibilities of DPS is governed in the Guidelines and Working Procedures of DPS where relating to risk management, it has been determined that the DPS: • To supervise the process of the development of both existing products and new products, including the review of systems and procedures of new products

Bank OCBC NISP mempunyai layanan perbankan berdasarkan prinsip Syariah yang berbentuk Unit Usaha Syariah (UUS). Penerapan manajemen risiko pada UUS dilakukan terhadap seluruh kegiatan usaha UUS yang merupakan kesatuan dengan penerapan manajemen risiko pada Bank. Penerapan melibatkan semua unsur Bank, termasuk Direksi dengan pengawasan aktif Dewan Komisaris dan Dewan Pengawas Syariah (DPS).

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Bank OCBC NISP operates banking services based on Sharia principle in the form of Sharia Business Unit (UUS). The application of risk management in UUS is implemented for all UUS business activities which is integrated with the implementation of risk management in the Bank. The implementation involves all elements of the Bank, including the Board of Directors with active supervision by the Board of Commissioners and the Supervisory Board of Sharia (DPS).

OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

produk baru yang akan dikeluarkan terkait dengan pemenuhan prinsip Syariah. • Melakukan pengawasan terhadap kegiatan UUS dan melaporkan hasil pengawasan DPS kepada Direksi, Dewan Komisaris, dan Bank Indonesia yang pelaksanaannya dilakukan sesuai dengan ketentuan peraturan perundang-undangan yang berlaku. Tingkat profil risiko UUS dilakukan secara triwulanan menggunakan parameter-parameter yang telah ditetapkan.

that will be incurred related to compliance with Sharia principles. • To supervise the activities of UUS and report the monitoring results of the DPS to the Board of Directors, Board of Commissioners, and Bank Indonesia where the implementation is carried out in accordance with the prevailing law. The level of UUS risk profile is conducted on a quarterly basis using the parameters that have been set.

Pengendalian Risiko terhadap Produk dan/atau Aktivitas Baru

Risk Control of the New Products and/or Activities

Dinamika perkembangan bisnis perbankan, inovasi produk dan/atau aktivitas jasa layanan yang beragam serta untuk memenuhi kebutuhan nasabah merupakan faktor yang penting untuk mencapai target yang ditetapkan. Bank OCBC NISP melakukan identifikasi dan mitigasi risiko yang melekat dalam produk dan/atau aktivitas jasa layanan baru. Untuk memastikan bahwa pengendalian risiko terhadap kegiatan usaha tersebut diterapkan secara memadai sesuai dengan profil risiko Bank, telah ditetapkan Kebijakan Proses Persetujuan Produk dan/atau Aktivitas Baru atau yang dikenal dengan istilah New Product Approval Process (NPAP).

The dynamics of the banking business development, product innovation and/or various activities of services as well as to meet the needs of customer is an important factor to achieve the determined targets. The OCBC NISP Bank is identifying and mitigating risk attached in the new products and/or services. To ensure that the risk management towards such business activities are implemented properly in accordance with the Bank’s risk profile, the Policy Process of New Product and/or Activities or known as New Product Approval Process (NPAP) has been applied.

Identifikasi risiko dilakukan terhadap risiko kredit, risiko pasar, risiko likuiditas, risiko operasional, risiko hukum, risiko kepatuhan, risiko stratejik dan risiko reputasi. Identifikasi risiko dilakukan oleh Product Developer sebagai pemilik produk dan/atau aktivitas baru (risk owner) berkoordinasi dengan Group Manajemen Risiko dan unit kerja terkait lainnya sebagai Functional Specialist (risk control). Selain itu Product Developer berkewajiban memperhatikan jenisjenis sumber daya yang dialokasikan dan direncanakan serta persyaratan yang harus dipenuhi, antara lain kapasitas dan kapabilitas teknologi informasi, kapasitas dan kapabilitas operasional, sumber data manusia dan laporan keuangan, pajak, peraturan Bank Indonesia dan persyaratan peraturan lainnya.

Risk identification is performed for the credit risk, market risk, liquidity risk, operational risk, legal risk, compliance risk, strategic risk and reputation risk. Identification of risk by Product Developer as a product owner and/or new activities (risk owner) is coordinated with the Risk Management Group and other related units as Functional Specialist (risk control). Moreover, Product Developers are to adhere to types of resources allocated and planned as well as the requirements to be met, among others, the capacity and capabilities of information technology, operational capacity and capability, the source of human data and financial statements, taxes, Bank Indonesia and other regulatory requirements.

Salah satu tanggung jawab dari Functional Specialist adalah melakukan kajian dan menyoroti isu kritikal dan faktor mitigasi yang sesuai; memastikan seluruh risiko yang relevan telah diidentifikasi dan dievaluasi, dan memberikan saran dalam menangani risiko tersebut. Hal ini termasuk dalam memutus apabila ada risiko atau isu rencana sumber daya di dalam masing-masing bagian.

One of the responsibilities of the Functional Specialist is to study and highlight critical issues and mitigation factors; ensure that all relevant risks have been identified and evaluated, and provide advice in dealing with such risks. It includes deciding in case of risk or issues on resources in each respective unit.

Untuk produk dan/atau aktivitas baru yang bersifat kompleks, kajian risiko dan persetujuan wajib diberikan oleh New Product Approval Committee (NPAC) yang diketuai oleh Presiden Direktur. Komite ini melaksanakan pertemuan secara rutin.

For new product and/or activities that are complex, risk and approval study must be given by the New Product Approval Committee (NPAC) which is chaired by the President Director. This Committee shall held a meeting on a regular basis.

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Sebagai pelaksana yang bertanggung jawab terhadap pengelolaan produk dan/atau aktivitas baru, termasuk pengadministrasian pengajuan produk dan/atau aktivitas baru dan pemantauan terhadap jadwal pengajuan dan pelaksanaan review, telah ditetapkan unit kerja tertentu sebagai Product Management.

As the executive responsible for managing new product and/or activities, including the administration of application of the new product and/or activities and monitor the application process and review the implementation schedule, has been assigned to a particular unit as Product Management.

Terkait dengan inisiatif masing-masing unit kerja pada Risk Management Group, selama tahun 2013, Bank OCBC NISP melaksanakan berbagai inisiatif penerapan manajemen risiko sebagai berikut:

During 2013, relating to initiatives of each unit in the Risk Management Group, Bank OCBC NISP is implementing various risk management initiatives as follows:

PENGELOLAAN RISIKO KREDIT

CREDIT RISK MANAGEMENT

Pengelolaan Risiko Konsentrasi Kredit

In managing credit concentration risk, Bank OCBC NISP has established clear guidelines aimed at reducing potential risk by establishing limits, as set forth in the Bank’s Risk Appetite statement, provisions of the Target Market Risk Acceptance Criteria (TM RAC), and stipulations on Legal Lending Limit.

Pada pernyataan Risk Appetite, Bank berkomitmen mengelola risiko konsentrasi kredit dengan menjaga agar jumlah total pinjaman yang diberikan kepada Top Borrowers, baik individu maupun kelompok, tidak melebihi batas yang telah ditetapkan.

Risk Appetite statement shows that the Bank expresses commitment to manage credit concentration risk by ensuring that the amount of loans granted to Top Borrowers, whether single individual or group, not exceed the prescribed limits.

Melalui ketentuan TM RAC, Bank mengelola risiko konsentrasi kredit dengan cara membatasi total pinjaman yang dapat diberikan kepada sektor industri tertentu dengan tujuan diversifikasi kredit, sehingga eksposur yang berlebihan terhadap suatu sektor industri tertentu dapat dihindari.

Referring to TM RAC stipulation, the Bank manages credit concentration risk by limiting a maximum amount of loan distribution to certain industrial sectors with the main purpose of credit diversification. Hence, excessive exposure to a particular industry can be avoided.

Pada Batas Maksimum Pemberian Kredit, Bank menetapkan limit untuk membatasi eksposur kepada pihak terkait, individual selain pihak terkait, kelompok selain pihak terkait, Badan Usaha Milik Negara (BUMN), dan juga perusahaan sekuritas.

In relation to Legal Lending Limit requirements, the Bank observes limits to actively prevent over exposure on any particular related party, non-related individual, non-related group, state-owned enterprises (SOEs), and also securities companies.

Dengan adanya panduan-panduan tersebut maka risiko konsentrasi kredit akan dapat dikendalikan dengan baik karena tingkat eksposur kredit kepada pihak dan sektor industri tertentu telah dibatasi, dikelola dan dipantau secara berkala.

These guidelines serve to collectively address the Bank’s credit concentration risk, because overall credit exposure to certain party and industrial sector is limited, managed and monitored effectively on a regular basis.

Pengukuran dan pengendalian risiko kredit

Credit Risk Measurement and Management

Pengelolaan risiko kredit dilakukan oleh Bank OCBC NISP secara terus-menerus dan berkesinambungan dengan meningkatkan 4 (empat) pilar utama yaitu: Organization Structure & Human Capital, Policy & Procedure, System & Data Development & Maintenance, dan Methodology, Approach, Model & Risk Analytics. Penerapan empat

240

Credit Concentration Risk Management

Dalam melaksanakan pengelolaan risiko konsentrasi kredit, Bank OCBC NISP telah memiliki guidelines yang bertujuan mengurangi risiko yang mungkin timbul melalui penetapan limit yang dituangkan dalam pernyataan Risk Appetite, ketentuan mengenai Target Market Risk Acceptance Criteria (TM RAC), dan juga melalui ketentuan Batas Maksimum Pemberian Kredit.

OCBC NISP


Credit risk management is constantly and continuously conducted at Bank OCBC NISP by enhancing 4 (four) main pillars: Organization Structure & Human Capital, Policy & Procedure, System & Data Development & Maintenance, and Methodology, Approach, Model & Risk Analytics. The implementation of these four pillars is intended to enable

OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

pilar ini dimaksudkan agar Bank memiliki acuan yang jelas dalam mengidentifikasi, mengukur, memantau, dan mengendalikan risiko, khususnya risiko kredit.

the Bank to have a clear reference in identifying, measuring, monitoring, and controlling risk, particularly the credit risk.

Pengembangan sumber daya manusia terus dilakukan secara berkesinambungan dengan mengadakan pelatihanpelatihan kredit, baik untuk Divisi Corporate dan Commercial Credit Risk Management, sebagai second line of defense, maupun untuk business unit sebagai first line of defense. Kolaborasi dengan business unit telah diperkuat melalui berbagai penyempurnaan, diantaranya tim manajemen risiko dan tim business unit bekerja sama sejak awal proses proposal kredit. Dengan diimplementasikannya proyek ini, proses kerja menjadi lebih efisien terutama dalam mempersingkat waktu proses persiapan proposal hingga persetujuan kredit.

Human resource development is an on going process by giving credit training programs, for the Corporate and Commercial Credit Risk Management Divisions as the second line of defense as well as the business unit as the first line of defense. Collaboration with the business unit is strengthened by various improvement efforts, including having risk management teams and business unit teams work together from the initiation of the loan proposal process. Implementation of this project renders work processes more efficient, particularly reducing the credit processing time from the proposal preparation process to final credit approval.

Tim credit risk pun terus dikembangkan melalui perekrutan dan pengembangan staf untuk ditempatkan di wilayah di mana bisnis sedang dikembangkan, termasuk beberapa daerah di luar pulau Jawa. Pelatihan kredit, kerja praktek (on the job training), dan pengidentifikasian potensi peserta Management Development Program merupakan bagian dari program suksesi manajemen di masa yang akan datang. Pada tahun 2013, Bank telah mengadakan rekrutmen karyawan untuk program Officer Development Program (ODP) Risk Management. Setelah mengikuti pemusatan latihan selama dua bulan, mereka ditempatkan ke setiap unit di Risk Management Group.

The credit risk team continues to be developed through the recruitment and development of staff assigned in the area where the business is being developed, including in areas outside Java. Credit training, on the job training, and identifying potential participants for the Management Development Program is part of the future succession program. In 2013, the Bank has entered into a program of recruitment for Officer Development Program (ODP) Risk Management. After attending the training camp for two months, they are assigned into units in the Risk Management Group.

Kemudian untuk mendukung infrastruktur manajemen risiko kredit, Bank menyusun kebijakan dan prosedur yang dikelola oleh unit Enterprise Policy and Portfolio Management (EPPM) bersama dengan unit bisnis dan satuan kerja manajemen risiko yang dikaji ulang secara berkala. Bank telah memiliki kebijakan kredit yang lengkap sesuai dengan arsitektur kebijakan yang berlaku. Struktur kebijakan kredit terdiri dari level 1 (Kebijakan Manajemen Risiko), level 2 (Kerangka Kerja Manajemen Risiko Kredit), level 3 (Kebijakan Perkreditan Bank dan Kebijakan Counterparty Credit Risk Management), level 4 (Kebijakan Kredit Komersial dan Korporasi, Kebijakan Kredit Emerging Business, Kebijakan Kredit Konsumer, Kebijakan Trade Finance, Kebijakan Credit Program, Kebijakan CRE Measurement, Kebijakan Credit Stress Testing, Kebijakan Risiko Konsentrasi Kredit, Kebijakan Value Chain Financing) dan level 5 berupa prosedur teknis pelaksanaan pengelolaan kredit. Kebijakan dan prosedur senantiasa dikaji ulang dan dilakukan pengkinian sesuai ketentuan yang berlaku.

To support the credit risk management infrastructure, the Bank formulates policies and procedures managed and reviewed periodically by Enterprise Policy and Portfolio Management (EPPM) units along with the business line and risk management unit. The Bank has a complete credit policy in accordance with the prevailing policy architecture. The structure of credit policy consists of level 1 (Risk Management Policy), level 2 (Credit Risk Management Framework), level 3 (Bank Credit Policy and Counterparty Credit Risk Management Policy), level 4 (Commercial and Corporate Credit Policy, Emerging Business Credit Policy, Consumer Credit Policy, Trade Finance Policy, Credit Program Policy, CRE Measurement Policy, Credit Stress Testing Policy, Credit Risk Concentration Policy, Value Chain Financing Policy) and level 5 is the technical procedures of credit management. Policies and procedures are reviewed and updated in accordance with the prevailing law.

Untuk mendukung pengelolaan risiko kredit dan memonitor kualitas portofolio kredit secara berkala, terdapat berbagai laporan yang disusun secara berkala antara lain tren portofolio kredit berdasarkan unit bisnis, komposisi mata uang, sektor industri, tren konsentrasi kredit, special

To support the management of credit risk and monitor the quality of the loan portfolio on a regular basis, there are various reports compiled regularly namely credit portfolio trends by business line, currency composition, industry sectors, credit concentration trends, and special mention

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242

mention dan non performing loan portofolio kredit. Selain itu telah dilakukan pula stress testing untuk portofolio kredit, baik kredit retail maupun kredit komersial. Dengan demikian Bank telah mempersiapkan langkah-langkah yang akan diambil apabila skenario stress testing tersebut terjadi.

and non-performing loan credit portfolio. In addition, it has also conducted stress testing for credit portfolio, both retail and commercial loans. Hence, the Bank has prepared actions to be taken should scenarios stress tested occured.

Khusus untuk mendukung pengelolaan risiko kredit konsumer dan memonitor kualitas portofolio kredit secara berkala, berbagai laporan juga disusun secara harian, mingguan dan bulanan. Contoh laporan tersebut antara lain portfolio quality report termasuk portfolio analysis, new booking loan monitoring, deliquency performance, vintage analysis, revenue ratio analysis, cap monitoring, portfolio dan was is performance, serta collection performance executive.

Specifically to support consumer credit risk management and monitor the quality of the loan portfolio on a regular basis, various reports have also been prepared on a daily, weekly and monthly basis. Examples of such reports are portfolio quality report including portfolio analysis, new booking loan monitoring, delinquency performance, vintage analysis, revenue ratio analysis, cap monitoring, portfolio and was is performance, as well as collection performance executive.

Penerapan Target Market and Risk Acceptance Criteria (TM RAC) merupakan salah satu bentuk kolaborasi lainnya antara business unit dengan credit risk management unit dalam menetapkan target market definition sebagai salah satu acuan dalam menetapkan nasabah yang masuk dalam kriteria yang telah disepakati. Untuk menunjang strategi bisnis, Bank membagi portofolio Target Market ke dalam tiga kategori yakni Grow, Maintain, dan Reduce. Pada portofolio Grow, unit bisnis dan manajemen risiko akan diberdayakan untuk meningkatkan portofolio tersebut. Sementara pada portofolio Maintain, akan fokus pada pemeliharaan account yang sudah ada. Portofolio Reduce merupakan portofolio bisnis yang ingin dihindari. Namun terkait dengan masih adanya peluang bisnis dari kategori portofolio Reduce, Bank akan melakukan dengan sangat selektif. Sementara itu, Risk Acceptance Criteria berisi sejumlah kriteria yang digunakan pada saat Bank menganalisis kualitas debitur yang menggambarkan risk appetite Bank.

Implementation of Target Market Risk Acceptance Criteria (TM RAC) is one form of collaboration between business unit with credit risk management unit in setting the target market definition as a reference for use in selecting potential customers on the basis of pre-determined criteria. To support the business strategy, the Bank divides Target Market into three categories namely Grow, Maintain, and Reduce. In Grow portfolio, the business line and risk management is empowered to increase the portfolio. While the Maintain portfolio focuses on the maintenance of existing accounts. The Reduce portfolio is a portfolio of businesses that need to be avoided. However, the Bank is expected to be selective depending on the business opportunities presented. Meanwhile, the Risk Acceptance Criteria contains a number of criteria used when analyzing the quality of the debtor which describes the Bank’s risk appetite.

Pengembangan infrastruktur kredit terus dilanjutkan, Credit Rating System (CRS) terus dikembangkan secara berkelanjutan sebagai dasar untuk “Internal Credit Rating Approach”. Stress testing secara rutin dilakukan, terutama secara spesifik berkaitan dengan krisis Eropa, pelemahan harga komoditas, depresiasi rupiah, dan kenaikan suku bunga. Proses-proses ini dengan sendirinya melatih kemampuan dan kepekaan tim kredit dalam mengantisipasi dampak ekonomi global dan regulasi terhadap portofolio kredit Bank.

The Bank continually pursues development of its credit infrastructure, and the Credit Rating System (CRS) is further refined as the basis for an “Internal Credit Rating Approach”. Stress testing is routinely performed, and particularly in relation to the European crisis, weakening commodity prices, the depreciation of the rupiah, and rising of interest rates. These processes in its own trained the capability and sensitivity the credit team to anticipate the global economy impact and the regulation of the Bank’s loan portfolio.

Dalam mengantisipasi ketidakpastian kondisi global di tahun mendatang dan untuk terus memperkuat kualitas pengelolaan risiko kredit, Bank akan melakukan berbagai inisiatif antara lain implementasi CRS untuk segmen Financial Institution, Non-Bank Financial Institution, dan Commercial Banking; mengkaji ulang kebijakan kredit secara kontinyu; serta meningkatkan dan mengembangkan

In anticipation of the global uncertainty in the coming year and to further strengthen the quality of credit risk management, the Bank will apply various initiatives, including CRS implementation for Financial Institution, Non-Bank Financial Institution and Commercial Banking businesses; continuous review on credit policies; as well as improvements and developments to the credit risk

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

sistem informasi manajemen risiko kredit agar eksposur risiko kredit dapat diukur secara akurat dan tepat waktu.

management information system aimed to build a more accurate and timely measurement of credit risk exposure.

Pada kredit konsumer, implementasi dan pengembangan Loan Origination System (LOS) dimaksudkan agar penerapan parameter-parameter risiko dapat dilakukan secara terintegrasi dan menyeluruh, yang didukung pula dengan pengembangan model scorecard dalam pengukuran risiko, sehingga memperkuat pengelolaan risiko dalam proses pengajuan kredit konsumer.

In consumer credit, implementation and development of Loan Origination System (LOS) is intended for applying risk parameters in an integrated and comprehensive manner, which is also supported by the development of scorecard models in measuring risk, thereby strengthening risk management in consumer credit application process.

Disamping itu, di sisi pengendalian risiko oleh tim Collection, telah diimplementasikan sistem collection baru yang terintegrasi untuk semua produk konsumer sehingga meningkatkan produktivitas dan kinerja collection.

In addition, a new integrated system of collection for all consumer products which improves collection productivity and performance has been implemented by Collection team in controlling risk.

Saat ini Bank menerapkan standardized approach dalam pengukuran risiko kredit dan masih dalam tahap persiapan menuju implementasi Internal Rating Based. Di samping itu, pengembangan terkait pengukuran credit stress testing untuk portofolio basis telah dilakukan dan disetujui oleh Komite Manajemen Risiko Kredit. Bank juga melakukan emerging risk assessment yang bersifat forward looking untuk melihat potensi risiko yang muncul beberapa periode ke depan.

Currently the Bank applies the standardized approach in credit risk measurement and is in the stage of preparation for implementing the Internal Rating Based. In addition, the development elated to the credit stress testing measurement for portofolio based has been performed and approved by the Credit Risk Management Committee. The Bank also implemented emerging risk assessment to see the potential risk occur in certain period forward.

Seperti pada tahun lalu, krisis ekonomi di Eropa yang berkepanjangan, lambatnya pemulihan kondisi ekonomi di Amerika disertai dengan perlambatan ekonomi di China mengurang permintaan produk-produk komoditas. Kondisi ini menekan harga komoditas di pasar dunia dan Bank melakukan pengamatan yang lebih seksama dalam menilai serta memperhatikan portofolio kredit. Bank juga melakukan langkah-langkah proaktif dan preventif, seperti adanya kategori watchlist untuk perusahaan-perusahaan yang kondisi keuangannya diproyeksikan menurun karena terpengaruh imbas kondisi global.

As in previous year, the prolonged economic crisis in Europe, slow recovery of economy condition in the U.S. coupled with a slowdown of economy in China has reduced the demand for commodity products. This condition depressed the commodity prices in the world market which necessitate the Bank to thoroughly review the credit portfolio. The Bank also undertakes proactive and preventive measures, such as the forming watchlist category for companies with financial conditions projected to decline as affected by the impact of global conditions.

Dengan menerapkan strategi di atas, Non-Performing Loan (NPL) Bank secara konsisten dapat dijaga pada level paling rendah di sepanjang tahun 2013. Hal ini mencerminkan pelaksanaan prinsip kehati-hatian yang sangat baik dalam pengelolaan risiko kredit. NPL bank-wide per 31 Desember 2013 sebesar 0,73% (gross).

By implementing the above strategies, the Non-Performing Loan (NPL) of Bank consistently maintained at the lowest level during the year 2013. It reflects an excellent implementation of precautionary principle in the credit risk management. NPL bank-wide per 31 December 2013 is amounted to 0.73% (gross).

Tagihan yang telah jatuh tempo dan tagihan yang mengalami penurunan nilai/impairment Bank OCBC NISP mendefinisikan tagihan yang telah jatuh tempo sebagai seluruh tagihan yang telah jatuh tempo lebih dari 90 (sembilan puluh) hari, baik atas pembayaran pokok dan/atau pembayaran bunga.

Matured Account Receivables and Impairment of Receivables Bank OCBC NISP defined matured account receivables as all receivables, where the loan payments are over 90 (ninety) days overdue, on principal and/or interest repayments.

Seluruh tagihan dapat mengalami penurunan nilai apabila berdasarkan hasil evaluasi Bank terdapat bukti yang obyektif mengenai penurunan nilai tersebut sebagai akibat

All receivables are subject to impairment if the Bank’s evaluation found objective evidence demonstrates that the impairment is occured due to one or more “loss events”

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243


terjadinya satu atau lebih ”peristiwa yang merugikan” setelah pengakuan awal kredit dimana peristiwa yang merugikan tersebut berdampak pada estimasi arus kas masa datang atas aset keuangan atau kelompok aset keuangan yang dapat diestimasi secara handal.

after the initial recognition of credit where the loss event has an impact on the estimated future cash flows of the financial asset or group of financial assets that can be estimated reliably.

Bank telah memiliki kriteria yang digunakan sebagai pedoman dalam menentukan bukti obyektif penurunan nilai. Selain itu, terdapat juga beberapa kriteria tambahan yang digunakan khusus untuk kredit dengan jumlah yang signifikan.

The Bank has already had the criterias serving as a guideline in determining objective evidence of impairment. In addition, there are also additional criterias used specifically for credit with significant amount.

Jika setelah dilakukan estimasi terjadi penurunan nilai dan terdapat selisih antara nilai yang tercatat kredit dengan nilai saat ini, maka harus dibentuk Cadangan Kerugian Penurunan Nilai (CKPN) untuk menutup kerugian penurunan nilai.

In the event that impairment occurred after estimation and there is a difference between the recorded and the current amounts of loans, the Bank shall have allowance for impairment losses (CKPN) to cover it.

Tabel berikut menggambarkan pengungkapan tagihan bersih Bank OCBC NISP berdasarkan kategori portofolio yang dirinci berdasarkan wilayah, sisa jangka waktu kontrak dan sektor ekonomi, untuk Bank secara individual.

The following table illustrates the disclosure of net receivable of Bank OCBC NISP based on the portfolio category which comprises region, remaining maturity of the contract and the economic sector, to each Bank individually.

Pengungkapan Tagihan Bersih Berdasarkan Wilayah - Bank Secara Individual

Disclosure of Net Receivable based on Region - Bank Individually. (In million IDR)

(Dalam Rp juta) Kategori Portofolio

No

Portfolio Category

1.

Tagihan Kepada Pemerintah Claims on Government / Sovereign

2.

Tagihan Kepada Entitas Sektor Publik Claims on Public Sector Entities

3.

Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Claims on Multilateral Development Banks and International Entities

4.

Tagihan Kepada Bank Claims on Banks

5.

Kredit Beragun Rumah Tinggal Claims Secured by Residential Property

6.

Kredit Beragun Properti Komersial Claims Secured by Commercial Real Estate

7.

Kredit Pegawai/Pensiunan Claims on Pension Loans

8.

Jawa Bali

Sumatera

Kalimantan

Lainnya Others

Sulawesi

Total

23,682,983

-

-

-

-

23,682,983

97,356

-

-

-

-

97,356

-

-

-

-

-

-

3,476,491

8,485

-

-

-

3,484,976

5,315,681

732,712

105,209

112,444

12,153

6,278,199

16,481,001

3,148,832

545,884

595,789

23,434

20,794,940

-

-

-

-

-

-

Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Claims on Micro, Small, and Retail Portfolio

4,068,184

581,291

83,982

93,470

11,141

4,838,068

9.

Tagihan Kepada Korporasi Claims on Corporates

35,541,864

3,432,674

1,207,009

721,433

22,793

40,925,773

10.

Tagihan yang Telah Jatuh Tempo Claims on Past Due Exposures

147,098

15,608

1,667

6,323

-

170,696

11.

Aset Lainnya Other Assets

2,706,666

156,843

48,440

45,700

2,819

2,960,468

12.

Eksposur di Unit Usaha Syariah (apabila ada) Sharia Exposures (if any)

1,135,162

51,314

-

5,607

-

1,192,083

92,652,485

8,127,759

1,992,191

1,580,766

72,340

104,425,542

TOTAL

244

31 Desember 2013 | December 31, 2013

Tagihan Bersih Berdasarkan Wilayah | Net Receivable Based on Region

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Pengungkapan Tagihan Bersih Berdasarkan Sisa Jangka Waktu - Bank Secara Individual

Financial Review

Corporate Data

Disclosure of Net Receivable Based on Term to Contractual Maturity – Bank Individually

(Dalam Rp juta)

(In million IDR) 31 Desember 2013 | December 31, 2013 Tagihan Bersih Berdasarkan jangka waktu kontrak

Kategori Portofolio

No

Net Receivable Based on Contractual Maturity

Portfolio Category

< 1 tahun < 1 year

1.


2.


3.


4.


5.


6.


7.


8.

Tagihan Kepada Usaha Mikro, Usaha Kecil dan§ Portofolio Ritel Claims on Micro, Small, and Retail Portfolio

9.


10.


11. 12.

> 1 -3 tahun > 1 - 3 years

> 3-5 tahun > 3 - 5 years

Non Kontraktual Non Contractual

> 5 tahun > 5 years

20,896,310

543,138

1,138,649

1,104,886

-

23,682,983

97,356

-

-

-

-

97,356

-

-

-

-

-

-

2,720,661

534,793

-

229,522

-

3,484,976

837

81,744

111,915

6,083,703

-

6,278,199

6,405,346

3,990,684

1,944,021

8,454,889

-

20,794,940

-

-

-

-

-

-

1,446,163

783,828

503,208

2,104,869

-

4,838,068

15,953,972

5,364,597

6,891,371

12,715,833

-

40,925,773

20,306

4,958

6,118

139,314

-

170,696


-

-

-

-

2,960,468

2,960,468

Eksposur di Unit Usaha Syariah (apabila ada) Sharia Exposures (if any)

-

4,695

35,621

1,146,861

4,906

1,192,083

47,540,951

11,308,437

10,630,903

31,979,877

2,965,374

104,425,542

TOTAL

Pengungkapan Tagihan Bersih Berdasarkan Sektor Ekonomi - Bank Secara Individual

Disclosure of Net Receivable Based on Economic Sector Bank Individually. (In million IDR)

(Dalam Rp juta)

No

Total

Sektor Ekonomi Economic Sector

Tagihan Kepada Bank Tagihan Pembangunan Kepada Multilateral Entitas dan Lembaga Sektor Internasional Publik

Tagihan Kepada Pemerintah

Claims on Claims Government/ on Public Sovereign Sector Entities

Claims on Multilateral Development Banks and International Entities

Tagihan Kepada Usaha Kredit Mikro, Tagihan Beragun Kredit Usaha Tagihan Yang Telah Properti Pegawai/ Kecil dan Kepada Jatuh Komersial Pensiunan Portofolio Korporasi Tempo Ritel Claims Claims on Claims on Claims on Secured by Pension Claims Corporates Past Due Commercial Loans on Micro, Exposures Real Estate Small, and Retail Portfolio

Kredit Beragun Rumah Tinggal


Claims Secured by Residential Property

31 Desember 2013 December 31, 2013

Eksposur di Unit Usaha Syariah (apabila ada)


Sharia Exposures (if any)

1

Pertanian, perburuan dan Kehutanan Agricultures, hunting and forestry

-

-

-

-

-

491,448

-

5,227

923,605

147

-

-

2

Perikanan Fisheries

-

-

-

-

-

1,660

-

1,580

7,707

-

-

-

2013 Annual Report

OCBC NISP

245


No

Economic Sector











3

Pertambangan dan Penggalian Mining and Quarrying

-

-

-

-

-

335,054

-

7,260

2,334,242

123

-

-

4

Industri Pengolahan Procesing industry

-

97,356

-

-

-

10,037,413

-

115,480

6,895,344

18,958

-

-

5

Listrik, Gas, dan Air Electricity, gas and water

-

-

-

-

-

6,568

-

757

47,646

-

-

-

6

Konstruksi Construction

-

-

-

-

-

496,008

-

29,939

853,649

1,278

-

-

7

Perdagangan Besar dan Eceran Big and retail trade

-

-

-

-

-

6,033,457

-

393,779

8,098,971

21,263

-

-

8

Penyediaan Akomodasi dan Makan Minum Provision of accomodation and food supply drinking

-

-

-

-

-

1,416,736

-

5,772

556,336

96

-

-

9

Transportasi, Pergudangan, dan Komunikasi Transportation, warehousing and communications

-

-

-

-

-

402,270

-

22,755

5,115,656

1,254

-

-

10

Perantara Keuangan Transitional Finance

23,682,983

-

- 3,484,976

-

7,260

-

132

1,168,786

114

-

-

Real Estate, Usaha Persewaan, dan Jasa Perusahaan 11 Real estate, Rental Business, and services company

-

-

-

-

-

1,399,188

-

30,879

6,311,085

4,968

-

-

Administrasi Pemerintahan, Pertahanan dan Jaminan Sosial Wajib 12 Government administration, the defense and compulsory social security

-

-

-

-

-

39

-

-

-

-

-

-

Jasa Pendidikan Education services

13

246

Sektor Ekonomi


-

-

-

-

-

21,817

-

1,623

21,942

641

-

-

Jasa Kesehatan dan Kegiatan 14 Sosial Health and social services

-

-

-

-

-

24,289

-

4,142

131,839

342

-

-

Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan Perorangan 15 Lainnya Community, Sociocultural, Entertainment and Other Individual Services

-

-

-

-

-

121,733

-

11,827

152,671

172

-

-

OCBC NISP


OCBC NISP in Brief

No

Sektor Ekonomi Economic Sector

From Management






Business Review

Claims on Banks

Corporate Data



Tagihan Kepada Bank

Financial Review





Jasa Perorangan yang Melayani Rumah Tangga 16 Individual services which serve households

-

-

-

-

-

-

-

-

-

-

-

-

Badan Internasional dan Badan Ekstra Internasional 17 Lainnya Extra agency international agency and other international

-

-

-

-

-

-

-

-

-

-

-

-

Kegiatan yang Belum Jelas Batasannya 18 Business Activities which are not clearly defined

-

-

-

-

-

-

-

-

-

-

-

-

Bukan Lapangan Usaha 19 Credit Recipients Non Industrial Origin

-

-

-

-

-

-

-

547,995

83,524

-

-

1,192,083

-

-

-

-

6,278,199

-

-

3,658,921

8,222,770

121,340 2,960,468

-

23,682,983

97,356

- 4,838,068 40,925,773

170,696 2,960,468

1,192,083

20

Lainnya Others TOTAL

- 3,484,976

6,278,199 20,794,940

Pendekatan yang digunakan untuk pembentukan Cadangan Kerugian Penurunan Nilai (CKPN) Bank memiliki pedoman dalam menentukan apakah pembentukan CKPN dilakukan secara individual atau kolektif. Pembentukan CKPN secara individual dilakukan untuk aset keuangan yang signifikan secara individual dan mengalami penurunan nilai. Pembentukan CKPN secara kolektif dilakukan untuk aset keuangan yang secara individual tidak signifikan tetapi mengalami penurunan nilai dan untuk aset keuangan yang dinilai secara individual tetapi tidak terdapat bukti obyektif penurunan nilai.

Approach for Allowance for Impairment Losses (CKPN)

Metode perhitungan CKPN untuk penurunan nilai secara individu dilakukan dengan membandingkan nilai tercatat aset keuangan dengan nilai terkini yang diperoleh dari Discounted Cash Flows, yaitu estimasi arus kas masa datang yang didiskontokan dengan tingkat suku bunga efektif awal aset keuangan.

The method for calculating CKPN for individual impairment is performed by comparing the recorded amount of financial assets and the current amount obtained from Discounted Cash Flows, the estimated future cash flows discounted at the financial assets original effective interest rate.

Metode perhitungan penurunan nilai secara kolektif dilakukan dengan mengestimasi kerugian historis dari aset-aset yang dinilai secara kolektif tersebut. Bank menggunakan metode statistik Roll Rates dan Migration Analysis Method dengan menggunakan data historis hingga beberapa tahun ke belakang.

The method for calculating CKPN for collective impairment is performed by estimating the historical losses of the collectively calculated assets. The Bank applies Roll Rates statistic method and Migration Analysis Method by using historical data from the previous years.

The Bank possess a guideline in determining whether an allowance for impairment losses (CKPN) should be applied individually or collectively. Individual CKPN is applied on individually significant financial assets experiencing impairment. Collective CKPN is applied on individually insignificant financial assets experiencing impairment; and on financial assets valued individually but demonstrating no objective evidence of impairment.

2013 Annual Report

OCBC NISP

247


Tabel berikut menggambarkan pengungkapan tagihan dan pencadangan berdasarkan wilayah dan sektor ekonomi, bank secara individual.

The following tables illustrate the disclosure of receivables and allowances based on region and economic sector, bank individually.

Pengungkapan Tagihan dan Pencadangan Berdasarkan Wilayah - Bank secara Individual

Disclosure of Receivables and Allowances Based on Region - Bank Individually. (In million IDR)

(Dalam Rp Juta) 31 Desember 2013 | December 31, 2013

Kategori Portofolio

No

Jawa Bali

Portfolio Category

1.

Tagihan Receivables

2.

Tagihan yang mengalami Penurunan Nilai Impaired Receivables

Sumatera

Kalimantan

Sulawesi

Lainnya Others

Total

91,139,468

7,804,556

1,897,526

1,549,500

72,340

102,463,390

401,089

31,127

16,612

10,398

-

459,226

a. Belum jatuh Tempo (Non Past Due)

86,287

6,271

11,154

2,099

-

105,811

b. Telah jatuh Tempo (Past Due)

314,802

24,856

5,458

8,299

-

353,415

3.

Cadangan kerugian penurunan nilai (CKPN) - Individual Allowance for Impairment Losses - Individual

203,846

10,798

14,891

2,358

-

231,893

4.

Cadangan kerugian penurunan nilai (CKPN) - Kolektif Allowance for Impairment Losses - Collective

843,881

136,400

29,317

17,739

1,269

1,028,606

5.

Tagihan yang dihapus buku Claims written off

100,219

762

1,669

23

-

102,673

Pengungkapan Tagihan dan Pencadangan - Berdasarkan Sektor Ekonomi - Bank secara Individual

Disclosure of Receivables and Allowances – Based on Economic Sector – Bank as Individual (In million IDR)

(Dalam Rp Juta) Tagihan yang Mengalami Penurunan Nilai No

Sektor Ekonomi

Tagihan

Economic Sector

Receivable

Impaired Receivables Belum Jatuh Tempo

Telah Jatuh Tempo

Non Past Due

Past Due

Cadangan kerugian penurunan nilai (CKPN) - Individual

Cadangan kerugian penurunan nilai (CKPN) - Kolektif

Allowance for Impairment Losses - Individual

Allowance for Impairment Losses - Collective

Tagihan yang dihapus buku Claims Written off

31 Desember 2013 December 31, 2013 1 2 3 4 5 6 7

8

9

248

Pertanian, perburuan dan Kehutanan Agricultures, hunting and forestry Perikanan Fisheries

Pertambangan dan Penggalian Mining and Quarrying Industri Pengolahan Procesing industry

Listrik, Gas, dan Air Electricity, gas and water

Konstruksi Construction

Perdagangan Besar dan Eceran Big and retail trade

Penyediaan Akomodasi dan Makan Minum Provision of accomodation and food supply drinking

Transportasi, Pergudangan, dan Komunikasi Transportation, warehousing and communications

OCBC NISP


1,421,344

709

796

801

28,442

266

10,948

-

-

-

501

-

2,679,633

-

2,361

2,238

53,188

-

17,236,470

26,802

51,760

50,004

296,648

54,972

-

-

-

35

-

1,387,538

2,901

6,907

6,061

9,843

-

14,623,297

27,445

78,447

71,014

285,189

61,393

1,979,078

-

117

-

36,517

-

5,542,814

770

1,400

76

96,277

395

OCBC NISP in Brief

From Management


Business Review

Tagihan yang Mengalami Penurunan Nilai No

10 11

12

13 14

15

16

17

18

19 20

Sektor Ekonomi

Tagihan

Economic Sector

Receivable

Perantara Keuangan Transitional Finance

Real Estate, Usaha Persewaan, dan Jasa Perusahaan Real estate, Rental Business, and services company

Jasa Kesehatan dan Kegiatan Sosial Health and social services Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan Perorangan Lainnya Community, Sociocultural, Entertainment and Other Individual Services

Past Due

Allowance for Impairment Losses - Individual

Allowance for Impairment Losses - Collective

Tagihan yang dihapus buku Claims Written off

-

10,252

-

7,808,382

22,760

33,064

49,893

124,732

-

39

-

-

-

-

-

46,405

-

643

2

463

-

160,775

-

360

1

319

-

287,252

197

324

169

2,096

8,899

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

637,669

518

2,674

448

9,203

-

20,242,462

23,709

174,387

51,186

74,901

31,720

102,463,390

105,811

353,415

231,893

1,028,606

102,673

Kegiatan yang Belum Jelas Batasannya Business Activities which are not clearly defined

TOTAL

Non Past Due

Cadangan kerugian penurunan nilai (CKPN) - Kolektif

175

Badan Internasional dan Badan Ekstra Internasional Lainnya Extra agency international agency and other international

Lainnya Others

Telah Jatuh Tempo

Cadangan kerugian penurunan nilai (CKPN) - Individual

-

Jasa Perorangan yang Melayani Rumah Tangga Individual services which serve households

Bukan Lapangan Usaha Credit Recipients Non Industrial Origin

Belum Jatuh Tempo

Corporate Data

28,344,312

Administrasi Pemerintahan, Pertahanan dan Jaminan Sosial Wajib Government administration, the defense and compulsory social security Jasa Pendidikan Education services

Impaired Receivables

Financial Review

Pengungkapan Rincian Mutasi Cadangan Penurunan Nilai (CKPN)-Bank Secara Individual

Kerugian

Disclosure of Details on Movements of Allowance for Impairment Losses (CKPN) - Bank Individually. (In million IDR)

(Dalam Rp juta)

No


Kategori Portofolio

CKPN Individual

CKPN Kolektif

Portfolio Category

Allowance for Impairment Losses Individual

Allowance for Impairment Losses Collective

1.

Saldo awal CKPN Beginning Balance - Allowance for Impairment Losses

183,973

838,654

2.

Pembentukan (pemulihan) CKPN pada periode berjalan (Net) Allowance / (reversal) for impairment losses during the year (Net)

62,965

209,652

3.

CKPN yang digunakan untuk melakukan hapus buku atas tagihan pada periode berjalan Allowance for impairment losses used to claims written off during the year

(5,926)

(96,747)

2013 Annual Report

OCBC NISP

249


No

CKPN Individual

CKPN Kolektif

Portfolio Category

Allowance for Impairment Losses Individual

Allowance for Impairment Losses Collective

4.

Penerimaan kembali pinjaman yang diberikan yang telah dihapusbukukan Bad debt recoveries

-

7,661

5.

Pembentukan (pemulihan) lainnya pada periode berjalan Other allowance / (reversal) during the year

(9,119)

69,386

231,893

1,028,606

Saldo akhir CKPN Ending Balance

Pemenuhan Ketentuan Bank Indonesia dan Basel

Compliance with Bank Indonesia Regulation and Basel In line with the commitment of Bank OCBC NISP to always implement the best practices in risk management, the Bank has set up the infrastructures in order to meet various regulations stipulated by Bank Indonesia, including the Basel framework as international best practice.

Pengukuran Aktiva Tertimbang Menurut Risiko (ATMR) risiko kredit sudah dilakukan secara penuh menggunakan metode pendekatan standar (Standardized Approach) sesuai dengan Surat Edaran Bank Indonesia Nomor 13/6/ DPNP tanggal 18 Februari 2011. Pada pendekatan standar bobot risiko ditetapkan berdasarkan peringkat debitur atau pihak lawan, sesuai kategori portofolio atau persentase tertentu untuk jenis tagihan tertentu.

Pursuant to Bank Indonesia Circular Letter No. 13/6/DPNP dated February 18, 2011, the Risk Weighted Assets (RWA) of the credit risk is measured using standardized approach, which risk weighting is set based on the rating of debtor or counterpart, according to portfolio category or a certain percentage for a specific type of receivable.

Portofolio kelompok tagihan dibagi dalam kategori tagihan kepada pemerintah, tagihan kepada entitas sektor publik, tagihan kepada bank, tagihan kepada korporasi dan tagihan yang telah jatuh tempo. Bobot risiko menggunakan ketentuan yang telah ditetapkan oleh Bank Indonesia. Apabila terdapat tagihan yang telah memiliki peringkat, maka Bank menggunakan lembaga pemeringkat yang diakui oleh regulator (Bank Indonesia) sesuai ketentuan lembaga pemeringkat dalam negeri yang diakui, yaitu Pefindo, sedangkan untuk pemeringkat internasional dapat menggunakan S&P, Moody’s dan Fitch.

The portfolio of receivable group is divided into receivables for government, receivables for public sector entity, receivables for banks, receivables for corporations and overdue receivables. Risk weighting uses the provision set by Bank Indonesia. In the event of having rated receivables, the Bank shall use rating agency recognized by regulator (Bank Indonesia) and complying the regulation the Banks shall use Pefindo as the domestic rating company and S&P, Moody’s and Fitch as the international rating company.

Pengungkapan Tagihan Bersih Berdasarkan Kategori Portofolio dan Skala Peringkat Bank Secara Individual 31 Desember 2013

Disclosure of Net Receivables Based on Portfolio and Individual Rating Scale 31 December 2013.

Seiring dengan komitmen penuh Bank OCBC NISP untuk selalu melaksanakan praktik-praktik terbaik dalam pengelolaan risiko, Bank telah menyiapkan infrastruktur untuk memenuhi berbagai regulasi yang ditetapkan oleh Bank Indonesia termasuk diantaranya penerapan Basel framework sebagai international best practice.

250


Kategori Portofolio

OCBC NISP


OCBC NISP in Brief

From Management


(Dalam Rp juta)

No

Portfolio Category

Peringkat jangka Panjang Long-Term Rating

Standard and Poor’s

AAA

Fitch Rating

AAA

Moody’s

Aaa

PT. Fitch Ratings Indonesia

AAA (idn)

PT ICRA Indonesia

Financial Review

Corporate Data

(In million IDR)

31 Desember 2013 | December 31, 2013 Tagihan Bersih | Net Receivables

Lembaga Pemeringkat Rating Agencies

Kategori Portofolio

Business Review

AA+ s.d AA- A+ s.d A-

BBB+ s.d BBB-

AA+ to AA- A+ to A-

BBB+ to BBB-


BBB+ s.d BBB-

AA+ to AA- A+ to A-

BBB+ to BBB-

Aa1 s.d Aa3 A1 s.d A3

Baa1 s.d Baa3

Aa1 to Aa3

A1 to A3

Baa1 to Baa3

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

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

AA+(idn) to A+(idn) AA-(idn) to A-(idn) [Idr]A+ [Idr]AA+ s.d s.d [Idr] [Idr]AAA-

[Idr] AAA

[Idr]AA+ to [Idr]AA-

PT Pemeringkat idAAA Efek Indonesia

Peringkat jangka pendek Short-Term Rating

BB+ s.d BBBB+ to BBBB+ s.d BBBB+ to BBBa1 s.d Ba3

B+ s.d BB+to BB+ s.d BB+ to BB1 s.d B3

Ba1 to B1 to B3 Ba3 BB+(idn) B+(idn) s.d BBs.d (idn) B-(idn)

BBB+(idn) to BBB-(idn)

BB+(idn) B+(idn) to BBto B-(idn) (idn) [Idr]BB+ [Idr]B+ s.d [Idr] s.d [Idr] BBB-

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

idAA+ s.d idAA-

[Idr]A+ [Idr]BBB+ to [Idr] [Idr]BB+ [Idr]B+ to [Idr] BBBto [Idr] to [Idr] ABBBid BB+ idA+ s.d id BBB+ s.d id s.d id id B+ s.d id ABBBBBid B-

idAA+ to idAA-

idA+ to id A-

id BBB+ to id BBB-

id BB+ s.d id BB-

id B+ to id B-

< B-

A-1

F1+ s.d F1

< B-

F1+ to F1

< B3

P-1

< B-(idn)

< [Idr]B-

< idB-

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

A-2

A-3

< A-3

F2

F3

< F3

P-2

P-3

< P-3 Tanpa Peringkat

F2(idn)

F3(idn)

[Idr]A2+ [Idr]A3+ [Idr]A1+ s.d [Idr] s.d [Idr] s.d [Idr]A1 A2 A3 [Idr]A1+ to [Idr]A2+ [Idr]A3+ [Idr]A1 to [Idr] to [Idr] A2 A3

idA1

idA3 s.d id A4

idA2

idA3 to id A4

1.


2.


-

-

-

-

-

-

-

-

-

-

-

3.


-

-

-

-

-

-

-

-

-

-

4.


-

-

265,473

-

227,667

-

-

-

-

5.


-

-

-

-

-

-

-

-

6.


-

-

-

-

-

-

-

7.

Kredit Pegawai/ Pensiunan Claims on Pension Loans

-

-

-

-

-

-

8.


-

-

-

-

-

-

< F3 (idn)

Total

Unrated

< [Idr] A3

< idA4

23,682,983

23,682,983

-

97,356

97,356

-

-

-

-

-

-

-

2,991,836

3,484,976

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2013 Annual Report

OCBC NISP

251


31 Desember 2013 | December 31, 2013 Tagihan Bersih | Net Receivables

Lembaga Pemeringkat Rating Agencies

No

Kategori Portofolio Portfolio Category

Peringkat jangka Panjang Long-Term Rating

Standard and Poor’s

AAA

Fitch Rating

AAA

Moody’s

Aaa

PT. Fitch Ratings Indonesia

AAA (idn)

PT ICRA Indonesia


BBB+ s.d BBB-

AA+ to AA- A+ to A-

BBB+ to BBB-


BBB+ s.d BBB-

AA+ to AA- A+ to A-

BBB+ to BBB-

Aa1 s.d Aa3 A1 s.d A3

Baa1 s.d Baa3

Aa1 to Aa3

A1 to A3

Baa1 to Baa3

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

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

AA+(idn) to A+(idn) AA-(idn) to A-(idn) [Idr]A+ [Idr]AA+ s.d s.d [Idr] [Idr]AAA-

[Idr] AAA

[Idr]AA+ to [Idr]AA-

PT Pemeringkat idAAA Efek Indonesia

BB+ s.d BBBB+ to BBBB+ s.d BBBB+ to BBBa1 s.d Ba3

B+ s.d BB+to BB+ s.d BB+ to BB1 s.d B3

Ba1 to B1 to B3 Ba3 BB+(idn) B+(idn) s.d BBs.d (idn) B-(idn)

BBB+(idn) to BBB-(idn)

BB+(idn) B+(idn) to BBto B-(idn) (idn) [Idr]BB+ [Idr]B+ s.d [Idr] s.d [Idr] BBB-

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

idAA+ s.d idAA-

[Idr]A+ [Idr]BBB+ to [Idr] [Idr]BB+ [Idr]B+ to [Idr] BBBto [Idr] to [Idr] ABBBid BB+ idA+ s.d id BBB+ s.d id s.d id id B+ s.d id ABBBBBid B-

idAA+ to idAA-

idA+ to id A-

id BBB+ to id BBB-

id BB+ s.d id BB-

id B+ to id B-

< B-

A-1

F1+ s.d F1

< B-

F1+ to F1

< B3

P-1

< B-(idn)

< [Idr]B-

< idB-

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

A-2

A-3

< A-3

F2

F3

< F3

P-2

P-3

< P-3 Tanpa Peringkat

F2(idn)

F3(idn)

[Idr]A2+ [Idr]A3+ [Idr]A1+ s.d [Idr] s.d [Idr] s.d [Idr]A1 A2 A3 [Idr]A1+ to [Idr]A2+ [Idr]A3+ [Idr]A1 to [Idr] to [Idr] A2 A3

idA1

idA3 s.d id A4

idA2

idA3 to id A4

< F3 (idn)

Total

Unrated

< [Idr] A3

< idA4

9.


-

-

923,686

-

-

122,577

-

-

-

-

-

-

39,879,510

40,925,773

10.


-

-

-

-

-

-

-

-

-

-

-

-

170,696

170,696

11.


-

-

-

-

-

-

-

-

-

-

-

-

-

-

12.

Eksposur di Unit Usaha Syariah (apabila ada) Sharia Exposures

-

-

-

-

-

-

-

-

-

-

-

-

-

-

TOTAL

68,361,784

Risiko Kredit akibat kegagalan pihak lawan (counterparty credit risk) pada Bank OCBC NISP berasal dari eksposur pada transaksi derivatif over the counter (OTC) dan transaksi Reverse Repo. Mitigasi counterparty credit risk dilakukan melalui teknik mitigasi sesuai Surat Edaran Bank Indonesia Nomor 13/6/DPNP yaitu dengan pengakuan keberadaan agunan, garansi, penjaminan, atau asuransi kredit dan dilengkapi dengan kebijakan Bank untuk mengelola risiko kredit dari counterparty.

252

Peringkat jangka pendek Short-Term Rating

OCBC NISP


Credit risk that occur when counterparty fail to pay what it is obligated to do to Bank OCBC NISP (counterparty credit risk) resulted from exposure on over the counter (OTC) derivative transactions and Reverse Repo transactions. Mitigation of counterparty credit risk is done using appropriate mitigation techniques pursuant to the Bank Indonesia Circular Letter No. 13/6/DPNP i.e. by recognizing existence of collateral, warranty, guarantee, or loan insurance, along with Bank’s policy in managing counterparty credit risk.

OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Tabel berikut menggambarkan Pengungkapan Risiko Kredit Pihak Lawan (Counterparty Credit Risk)

The following table describes Counterparty Credit Risk.

the

Disclosure

Pengungkapan Risiko Kredit Pihak Lawan - Transaksi Derivatif

Disclosure of Counterparty Credit Risk - Derivative Transaction.

(Dalam Rp juta)

of

(In million IDR) 31 Desember 2013 | December 31, 2013 Notional Amount

No

Variabel yang Mendasari Underlying Variables

>1-5 tahun

< 1 tahun < 1 year

> 5 tahun

>1-5 years

> 5 years

Tagihan Derivatif

Kewajiban Derivatif

Derivatives Receivable

Derivatives Payable

Tagihan bersih sebelum MRK Net Receivables Before Credit Risk Mitigation

Tagihan Bersih Setelah MRK

Mitigasi Risiko Kredit (MRK) Credit Risk Mitigation

Net Receivable After Credit Risk Mitigation

BANK SECARA INDIVIDUAL BANK INDIVIDUALLY 1. 2. 3.

Suku Bunga Interest Rate

Nilai Tukar Foreign Exchange

Lainnya Others

TOTAL

655,290

6,955,755

-

9,435

8,076

34,779

-

34,779

26,075,743

3,004,081

-

578,123

680,801

410,961

-

410,961

-

-

-

306,329

800,476

-

-

0

26,731,033

9,959,836

-

893,887

1,489,353

445,740

-

445,740

Pengungkapan Risiko Kredit Pihak Lawan: Transaksi Repo Bank Secara Individual

Disclosure of Counterparty Credit Risk: Repo Transaction Bank Individually. (In million IDR)

(Dalam Rp juta) 31 Desember 2013 | December 31, 2013

Kategori Portofolio

Nilai Wajar SSB Repo

Portfolio Category

Aktiva Tertimbang Menurut Risiko

Kewajiban Repo

Tagihan Bersih

Fair Value of Repo Securities

Repo Payable

Net Receivable

1.


-

-

-

-

2.


-

-

-

-

3.


-

-

-

-

4.


-

-

-

-

5.


-

-

-

-

6.


-

-

-

-

7.


-

-

-

-

-

-

-

-

No

TOTAL

Risk Weighted Asset

2013 Annual Report

OCBC NISP

253


Pengungkapan Risiko Kredit Pihak Lawan: Transaksi Reverse Repo - Bank Secara Individual

Disclosure of Counterparty Credit Risk: Reverse Repo Transaction – Bank Individually (In million IDR)

(Dalam Rp juta) 31 Desember 2013 | December 31, 2013 Kategori Portofolio

No

254

Portfolio Category

Tagihan Bersih

Nilai MRK

Net Receivable

Credit Risk Mitigation

Tagihan Bersih setelah Mitigasi Risiko Kredit (MRK) Net Receivable After Credit Risk Mitigation

ATMR setelah MRK RWA After Credit Risk Mitigation

1.


-

-

-

-

2.


-

-

-

-

3.


-

-

-

-

4.


-

-

-

-

5.


-

-

-

-

6.


-

-

-

-

7.


-

-

-

-

Total

-

-

-

-

Mitigasi Risiko Kredit Dalam menghitung ATMR risiko kredit berdasarkan Standardized Approach, Bank OCBC NISP dapat mengakui keberadaan agunan, garansi, penjaminan, atau asuransi kredit sebagai teknik mitigasi risiko kredit (Teknik MRK).

Credit Risk Mitigation (MRK) To calculate the Risk Weighted Assets of credit risk using Standardized Approach, Bank OCBC NISP is allowed to recognize the existence of collateral, warranty, guarantee, or credit insurance as credit risk mitigation techniques.

Bank memiliki kebijakan bahwa nilai agunan kredit berfungsi sebagai Secondary Way Out, yaitu apabila Debitur tidak mampu membayar seluruh kewajibannya yang bersumber dari usaha yang dibiayai, maka agunan yang diserahkan kepada Bank akan menjadi sumber pembayaran untuk menutupi sisa kewajiban dari Debitur. Agunan dapat berupa tangible asset atau intangible asset.

The Bank has a policy to recognize credit collateral as Secondary Way Out. Should any Debtors failed to fulfill their contractual obligation from their business, then the collateral foreclosed will serve as source to repay the remain liabilities of the Debtor. Collateral can either tangible assets or intangible assets.

Bank mengutamakan agunan yang memenuhi kriteria dan syarat untuk dapat diperhitungkan sebagai faktor pengurang dalam pembentukan Penyisihan Penghapusan Aktiva Produktif (PPAP) mengacu kepada peraturan Bank Indonesia yang berlaku dan juga Pedoman Akuntansi Perbankan Indonesia (PAPI) serta Pernyataan Standar Akuntansi Keuangan (PSAK).

The Bank prioritizes collaterals that meet the criteria and requirement to be recognized as deduction factor in preparing Allowance for Losses to Earning Assets (PPAP) pursuant to the prevailing rules and regulation from Bank Indonesia and the Accounting Guidelines for Indonesian Banking (PAPI) and Statement of Financial Accounting Standards (SFAS).

Secara umum prinsip yang digunakan Bank dalam pemilihan agunan berdasarkan pada kepastian hukum, low correlation antara kualitas kredit dan nilai agunan, marketability atau kemampuan nilai ekonomi agunan saat dilikuidasi, dan kemudahan identifikasi lokasi agunan.

In choosing collateral, the Bank applies certain principles, such as legal certainty, low correlation between credit quality and collateral value, marketability, and the ease of identifying the location of collateral.

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Bank saat ini mengakui keberadaan agunan sebagai Teknik MRK. Dalam menggunakan agunan sebagai Teknik MRK Bank memperhatikan prinsip-prinsip utama yang digunakan, yaitu: 1. Teknik MRK hanya diakui apabila ATMR Risiko Kredit dari eksposur yang menggunakan Teknik MRK lebih rendah dari ATMR Risiko Kredit dari eksposur tersebut yang tidak menggunakan Teknik MRK. Hasil perhitungan ATMR Risiko Kredit setelah memperhitungkan dampak Teknik MRK paling rendah sebesar nol. 2. Dampak keberadaan agunan yang diakui sebagai Teknik MRK tidak boleh diperhitungkan ganda dalam perhitungan ATMR Risiko Kredit. 3. Masa berlakunya pengikatan agunan paling kurang sama dengan sisa jangka waktu eksposur. 4. Seluruh dokumen agunan yang digunakan dalam Teknik MRK memenuhi persyaratan sesuai ketentuan perundang-undangan yang berlaku. 5. Melakukan review untuk memastikan bahwa agunan tetap memenuhi kriteria yang berlaku sesuai dengan peraturan Bank Indonesia. 6. Dokumentasi yang digunakan dalam Teknik MRK harus memuat klausula yang menetapkan jangka waktu yang wajar untuk eksekusi atau pencairan agunan yang didasarkan pada terjadinya kondisi yang menyebabkan debitur tidak mampu melaksanakan kewajibannya sesuai dengan perjanjian penyediaan dana (events of default).

Currently, the Bank recognizes the existence of collateral as Credit Risk Mitigation (MRK) technique. In using collateral as MRK technique, the Bank upholds the main principles of: 1. MRK Technique is recognized only if the RWA of Credit Risk from exposure using MRK Technique is below that of without using MRK. The result of calculating RWA after taking MRK Technique into account is not less than zero.

Tabel berikut ini mengungkapkan tagihan bersih bobot risiko setelah memperhitungkan dampak mitigasi risiko kredit serta pengungkapan tagihan bersih dan teknik mitigasi risiko kredit Bank pada posisi 31 Desember 2013.

The following table illustrates net receivable – weighted risk after MRK effect and disclosure of net receivable and the Bank’s MRK Technique as of 31 December 2013.

Pengungkapan Tagihan Bersih Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit – Bank Secara Individual

Disclosure of Net Receivable Risk Weighted after MRK effect - Bank Individually.

2. Impact of collateral recognized as MRK Technique shall not be double counted in the calculation of RWA of Credit Risk. 3. Validity of collateral at least equal to the remaining term of the exposure. 4. All documents of collateral used in MRK Technique are in accordance with the prevailing laws and regulations. 5. Performing review to ensure that the collateral meets the criteria set by Bank Indonesia. 6. Documents for MRK Technique shall contain a clause that sets a reasonable time period for execution or liquidizing the collateral which based on the conditions that render the debtor unable to fulfill their obligations under the financing agreement (events of default).

(Dalam Rp juta)

(In million rupiahs) 31 Desember 2013 | December 31, 2013

No

Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit

Kategori Portofolio


Portfolio Category 0%

20%

35%

40%

45%

50%

75%

100%

Beban Modal

ATMR RWA

Lainnya Others

150%

Capital Charge

A

Eksposur Neraca Balance Sheet Exposures

-

-

-

-

-

-

-

-

-

-

-

-

1.


23,682,983

-

-

-

-

-

-

-

-

-

-

-

2.


-

-

-

-

-

97,287

-

-

-

-

48,644

3,891

3.


-

-

-

-

-

-

-

-

-

-

-

-

2013 Annual Report

OCBC NISP

255


31 Desember 2013 | December 31, 2013 No


Kategori Portofolio



35%

40%

45%

50%

75%

100%

RWA

Lainnya Others

150%

Capital Charge

4.


-

1,869,916

-

-

-

534,777

-

-

-

-

626,371

50,110

5.


-

-

3,617,435

2,660,764

-

-

-

-

-

-

2,329,946

186,396

6.


-

-

-

-

-

-

-

20,110,563

-

-

19,683,214

1,574,657

7.


-

-

-

-

-

-

-

-

-

-

-

-

8.


-

-

-

-

-

-

3,521,693

-

-

-

2,574,362

205,949

9.


-

923,686

-

-

-

-

-

35,169,004

-

-

32,616,833

2,609,347

10.


-

-

-

-

-

-

-

68,060

224,645

-

220,922

17,674

11.


-

-

-

-

-

-

-

2,955,280

5,188

-

1,881,054

150,484

12.


323,759

-

-

-

-

-

-

4,906

-

1,396,805

1,192,083

95,367

24,006,742

2,793,602

3,617,435

2,660,764

-

632,063

3,521,693

58,307,813

229,833

1,396,805

61,173,427

4,893,875

B

Eksposur Kewajiban Komitmen/Kontinjensi pada Transaksi Rekening Administratif Commitment and Contigencies Liabilities Exposures on Administrative Account

-

-

-

-

-

-

-

-

-

-

-

-

1.


-

-

-

-

-

-

-

-

-

-

-

-

2.


-

-

-

-

-

69

-

-

-

-

34

3

3.


-

-

-

-

-

-

-

-

-

-

-

-

4.


-

-

-

-

-

-

-

-

-

-

-

-

5.


-

-

-

-

-

-

-

-

-

-

-

-

6.


-

32,575

-

-

-

651,802

-

-

-

-

684,377

54,750

7.


-

-

-

-

-

-

-

-

-

-

-

-

Total Eksposur Neraca Total Balance Sheet Exposures

256

20%

Beban Modal

ATMR

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

31 Desember 2013 | December 31, 2013 No


Kategori Portofolio



20%

35%

40%

45%

50%

75%

100%

Beban Modal

ATMR RWA

Lainnya Others

150%

Capital Charge

8.


-

34,899

-

-

-

446,877

-

781,669

-

-

947,584

75,807

9.


-

488,326

-

-

-

3,277,612

-

738,154

-

-

4,504,092

360,327

10.


-

407

-

-

-

161

-

-

-

-

852

68

11.


-

-

-

-

-

-

-

-

-

-

-

-

-

556,207

-

-

-

4,376,521

-

1,519,823

-

-

6,136,939

490,955

Total Eksposur TRA C

Eksposur akibat Kegagalan Pihak Lawan (Counterparty Credit Risk)

-

-

-

-

-

-

-

-

-

-

-

-

1.


-

-

-

-

-

-

-

-

-

-

-

-

2.


-

-

-

-

-

-

-

-

-

-

-

-

3.


-

-

-

-

-

-

-

-

-

-

-

-

4.


-

72,231

-

-

-

1,008,052

-

-

-

-

518,472

41,478

5.


-

-

-

-

-

-

52,930

-

-

-

39,698

3,176

6.


-

-

-

-

-

-

-

206,414

-

-

206,414

16,513

7.


-

-

-

-

-

-

-

-

-

-

-

-

Total Eksposur Counterparty Credit Risk

-

72,231

-

-

-

1,008,052

52,930

206,414

-

-

764,584

61,167

2013 Annual Report

OCBC NISP

257


Pengungkapan Tagihan Bersih dan Teknik Mitigasi Risiko Kredit - Bank Secara Individual

Disclosure of Net Receiveable and MRK Technique - Bank Individualy

(Dalam Rp juta)

(In million IDR) 31 Desember 2013 / December 31, 2013 Kategori Portofolio

No

Portfolio Category

Asuransi kredit

Bagian yang tidak dijamin

Agunan

Garansi

Collateral

Guarantee

Credit Insurance

-

-

-

-

-

-

23,682,983

-

-

-

-

23,682,983

97,287

-

-

-

-

97,287

-

-

-

-

-

-

2,404,692

30,000

-

-

-

2,374,692

Net Receiveable

Lainnya

Unsecured Portion

Others

A

Eksposur Neraca Balance Sheet Exposures

1.


2.


3.


4.


5.


6,278,199

1,231

-

-

-

6,276,968

6.


20,110,563

462,503

-

-

-

19,055,354

7.


-

-

-

-

-

-

8.


3,521,693

89,235

-

-

-

3,431,494

9.


36,215,267

2,989,490

-

-

-

32,421,295

10.


170,128

160

-

-

-

169,968

11.


2,960,468

-

-

-

-

2,960,468

12.


1,725,470

-

-

-

-

1,725,470

97,166,750

3,572,619

-

-

-

92,195,979

Total Eksposur Neraca Total Balance Sheet Exposures

258

Bagian yang Dijamin dengan Portion Secured By

Tagihan Bersih

B

Eksposur Kewajiban Komitmen/Kontinjensi pada Transaksi Rekening Administratif (TRA) Commitment and Contigencies Liabilities Exposures on Administrative Account

-

-

-

-

-

-

1.


-

-

-

-

-

-

2.


69

-

-

-

-

69

3.


-

-

-

-

-

-

4.


-

-

-

-

-

-

5.


-

-

-

-

-

-

6.


684,377

-

-

-

-

684,377

7.


-

-

-

-

-

-

8.


1,263,445

-

-

-

-

1,263,445

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

31 Desember 2013 / December 31, 2013 Kategori Portofolio

No

Portfolio Category

9.


10.


11.

Eksposur di Unit Usaha Syariah (apabila ada) Sharia Exposures Total Eksposur TRA Total Exposures on Administrative Account

Bagian yang Dijamin dengan Portion Secured By

Tagihan Bersih

Asuransi kredit

Bagian yang tidak dijamin

Agunan

Garansi

Collateral

Guarantee

Credit Insurance

4,504,092

-

-

-

-

4,504,092

568

-

-

-

-

568

-

-

-

-

-

-

6,452,551

-

-

-

-

6,452,551

Net Receiveable

Lainnya

Unsecured Portion

Others

C

Eksposur akibat Kegagalan Pihak Lawan Counterparty Credit Risk

-

-

-

-

-

-

1.


-

-

-

-

-

-

2.


-

-

-

-

-

-

3.


-

-

-

-

-

-

4.


1,080,283

-

-

-

-

1,080,283

5.


52,930

-

-

-

-

52,930

6.


206,414

-

-

-

-

206,414

7.


-

-

-

-

-

-

-

-

-

1,339,627

Total Eksposur Counterparty Credit Risk

1,339,627

Perhitungan ATMR Risiko Kredit Aktiva Tertimbang Menurut Risiko (ATMR) untuk risiko kredit posisi 31 Desember 2013 individual Bank sebesar Rp 68,07 triliun. Tabel berikut menggambarkan perhitungan ATMR risiko kredit pendekatan standar Bank pada posisi 31 Desember 2013 disajikan dalam jutaan rupiah.

The Calculation of Credit Risk RWA The Bank’s individual Risk Weighted Assets for credit risk as December 31, 2013 was Rp 68.07 trillion. The following table illustrates the calculation of the Bank’s standardized approach to credit risk RWA on December 31, 2013 presented in millions of rupiahs.

Eksposur Aset di Neraca

Asset Exposure in the Balance Sheet (In million IDR)

(Dalam Rp juta) Kategori Portofolio

No

Portfolio Category

1.


2.


3.


4.


5. 6.

31 Desember 2013 | December 31, 2013 Tagihan Bersih Net Receivable

ATMR Sebelum MRK

ATMR Setelah MRK

RWA Before Credit Risk Mitigation

RWA After Credit Risk Mitigation

23,682,983

-

-

97,287

48,644

48,644

-

-

-

2,404,692

641,371

626,371


6,278,199

2,330,408

2,329,946


20,110,563

20,110,563

19,683,214

2013 Annual Report

OCBC NISP

259



Kategori Portofolio

No

Tagihan Bersih

Portfolio Category

7.


8.


9.


10


11.


Net Receivable

TOTAL

Eksposur Kewajiban Komitmen/Kontinjensi pada Transaksi Rekening Administratif

ATMR Sebelum MRK

ATMR Setelah MRK



-

-

-

3,521,693

2,641,270

2,574,362

36,215,267

35,537,607

32,616,833

170,128

221,162

220,922

2,960,468

-

1,881,054

95,441,280

61,531,025

59,981,345

Exposure of Commitment/Contingency Responsibility on Administrative Account Transaction (In million IDR)

(Dalam Rp juta) 31 Desember 2013 | December 31, 2013 Kategori Portofolio

No

Portfolio Category

ATMR Setelah MRK



-

-

-

69

34

34

Net Receivable

1.


2.


3.


-

-

-

4.


-

-

-

5.


-

-

-

6.


684,377

684,377

684,377

7.


-

-

-

8.


1,263,445

947,584

947,584

9.


4,504,092

4,504,092

4,504,092

10


568

852

852

6,452,551

6,136,939

6,136,939

TOTAL

260

ATMR Sebelum MRK

Tagihan Bersih

OCBC NISP


OCBC NISP in Brief

From Management


Eksposur yang Menimbulkan Risiko Kredit Akibat Kegagalan Pihak Lawan (Counterparty Credit Risk)

Business Review

Financial Review

Corporate Data

Exposure Resulting in Credit Risk Attributable to Counterparty Failure (Counterparty Credit Risk)

(Dalam Rp juta)

(In million IDR) 31 Desember 2013 | December 31, 2013 Kategori Portofolio

No

Tagihan Bersih

Portfolio Category

Net Receivable

ATMR Sebelum MRK

ATMR Setelah MRK



1.


-

-

-

2.


-

-

-

3.


-

-

-

4.


1,080,283

518,472

518,472

5.


52,930

39,698

39,698

6.


206,414

206,414

206,414

1,339,627

764,584

764,584

TOTAL

Eksposur di Unit Usaha Syariah

Exposure at Sharia Unit (Dalam Rp juta)

(Dalam Rp juta) Jenis Transaksi

No

1.

Transaction Type Total Eksposur Total Exposure

Total Pengukuran Risiko Kredit

31 Desember 2013 | December 31, 2013 Faktor Pengurang Modal

ATMR

Less Factor

RWA

-

1,192,083

Total Measurement of Credit Risk

(Dalam Rp juta)

(Dalam Rp juta) 31 Desember 2013 | December 31, 2013

TOTAL ATMR RISIKO KREDIT Risk weighted assets credit risk TOTAL FAKTOR PENGURANG MODAL Capital charge factor

PENGELOLAAN RISIKO PASAR Dalam pengelolaan manajemen risiko pasar, Bank OCBC NISP memberlakukan pemisahan tanggung jawab yang jelas antara unit pengambil risiko (bisnis/First Line of Defense) dengan unit pemantau risiko (risk/Second Line of Defense). Divisi Market Risk & Treasury Control (MRTC) sebagai unit independen pemantau risiko pasar (Second Line 0f Defense) terlibat dalam analisa dan kontrol risiko pasar sehari-hari serta operasionalisasi kerangka kerja manajemen risiko pasar. MRTC memiliki

68,074,950 -

MARKET RISK MANAGEMENT In managing market risk, OCBC NISP Banks applies clear segregation of responsibilities between risk-taking units (business/First Line of Defense) and risk-monitoring units (Second Line of Defense). Market Risk & Treasury Control (MRTC) Division as an independent market risk monitoring unit (Second Line of Defense) is involved in the analysis and control of market risk on daily basis, as well as in the implementations of the market risk management framework. Among MRTC’s responsibilities is to develop

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fungsi dan tanggung jawab untuk mengembangkan proses manajemen risiko dalam rangka efektivitas fungsi identifikasi, pengukuran, pemantauan, dan pengendalian risiko pasar melalui formulasi kebijakan dan limit, serta penerapan pelaporan risiko. Sedangkan satuan kerja audit internal (Third Line of Defense) berperan dalam memberikan pendapat independen atas kecukupan dan efektivitas tata kelola risiko serta pengendalian intenal, serta memastikan kepatuhan sesuai kebijakan yang ditetapkan oleh Dewan Komisaris.

risk management that assure effective identification, assessment, monitoring and market risk control functions, through formulation of policies and limitations, and through risk reports. Whilst an internal audit working unit (Third Line of Defense) offers independent opinions on the adequacy and effectiveness of risk management and internal control, and ensures compliance with policies set by the Board of Commissioners.

Market Risk Management Committee (MRMC) yang beranggotakan manajemen senior Bank turut aktif dalam melaksanakan fungsi pengawasan terhadap kegiatan manajemen risiko pasar. Untuk mewujudkan tata kelola risiko pasar yang sehat, maka kolaborasi manajemen lintas fungsional dan pendekatan manajemen risiko yang terstruktur merupakan elemen penting dalam manajemen risiko pasar yang efektif.

Market Risk Management Committee (MRMC), whose members comprise of the Bank’s senior management, plays an active role in supervising market risk management activities. To realize a sound market risk governance, the cross-functional management collaboration and a structured approach to risk management are essential components of an effective market risk management.

Dalam memitigasi risiko-risiko yang mungkin muncul, pelaksanaan pengelolaan manajemen risiko pasar merupakan upaya-upaya untuk meminimalkan dampak kerugian Bank yang berasal dari kegiatan trading book dan banking book (Available For Sale/AFS). Risiko ini disebabkan oleh perubahan faktor pasar seperti perubahan suku bunga dan nilai tukar. Untuk pengelolaan risiko pasar yang timbul dari kegiatan di trading book, Bank menetapkan berbagai limit yang sesuai dengan risk appetite di trading book. Diantaranya berupa Sensitivity Limit (PV01), Posisi Devisa Neto (PDN), Value at Risk (VaR) soft limit, Management Action Trigger (MAT), dan Stop Loss Limit (SL). Bank juga menetapkan PV01 Limit dan MAT untuk pengelolaan risiko pasar di banking book (AFS).

In order to minimize the potential losses from the Bank’s trading book and banking book (Available For Sale/AFS) activities, market risk management process has been established. Market risk may arise from changes in market factors such as changes in interest rates and exchange rates. For market risk arising from activities in trading book, the Bank sets limits in accordance with the risk appetite in the trading book. Among them are Sensitivity Limit (PV01), Net Open Position, Value at Risk (VaR) soft limit, Management Action Trigger (MAT), and Stop Loss Limit (SL). The Bank also establishes Sensitivity Limit (PV01) and Management Action Trigger (MAT) in the banking book (AFS).

Valuasi atas portfolio trading book dan portofolio banking book (AFS) dilakukan dengan menggunakan kuotasi harga pasar dari instrumen yang aktif diperdagangkan di pasar (mark-to-market) yang diperoleh dari sumber independen secara harian. Sedangkan untuk instrumen yang tidak memiliki kuotasi harga pasar (instrumen yang tidak aktif diperdagangkan di pasar), maka Bank menggunakan pendekatan mark-to-model dalam proses valuasi. Untuk meningkatkan kapabilitas front office sistem, pada tahun 2013, Bank menjalankan project upgrade version pada Murex sistem. Kegiatan ini dilakukan dalam rangka meningkatkan kapabilitas sistem pendukung di Treasury.

Valuation of the trading book and banking book (AFS) portfolio is done by using the quoted market prices of actively traded instrument (mark-to-market) obtained from independent sources on a daily basis. As for the instruments that do not have quoted market prices (nonactively traded instruments), the Bank used the mark-tomodel for valuation process. To increase the capabilities of the front office system, in 2013, Bank runs on an upgrade version of Murex system. These were made to improve the capability of Treasury supporting system. .

Saat ini, Bank OCBC NISP menggunakan Metode Standar (Standardize Approach) dalam memperhitungkan risiko pasar dalam perhitungan Kewajiban Penyediaan Modal Minimum (KPMM). Sesuai dengan pedoman yang ditetapkan oleh Bank Indonesia, risiko pasar yang wajib dihitung oleh Bank adalah risiko suku bunga di trading book dan risiko nilai tukar di trading book dan banking book.

Currently, Bank OCBC NISP is using Standardize Approach in calculating market risk for the Minimum Capital Requirement (CAR). Aligned with the Bank Indonesia’s guidelines, the Bank shall calculate interest rate risk in trading book and currency risk in trading and banking book.

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Cakupan portofolio yang diperhitungkan dalam KPMM adalah: a) Posisi trading yang terekspos risiko suku bunga, seperti surat berharga, kontrak valuta asing forward dan swap, Interest Rate Swap, Cross Currency Swap, dan kontrak Futures; b) Posisi valuta asing Bank.

The scope of portfolio included in calculating CAR are:

Pengungkapan Risiko Pasar dengan Menggunakan Metode

Market Risk Disclosure Using Standard Method

a) Trading book position exposed to interest rate risk, such as securities, foreign exchange forward contracts and swaps, Interest Rate Swaps, Cross Currency Swaps, and Futures contracts; b) Foreign exchange positions

Standar

No.

(dalam jutaan Rupiah in million Rupiah)

(1) 1


Jenis Risiko Risk Type

(2) Risiko Suku Bunga Interest Rate Risk


Bank

Bank

Beban Modal Capital Charge

ATMR RWA

Beban Modal Capital Charge

ATMR RWA

(3)

(4)

(5)

(6)

34,802

435,019

25,918

323,976

657

8,210

-

-

b. Risiko Umum General Risk

34,145

426,809

25,918

323,976

2

Risiko Nilai Tukar Foreign Exchange Risk

4,550

56,875

5,598

69,974

3

Risiko Ekuitas *) Equity Risk

-

-

-

-

4

Risiko Komoditas *) Commodity Risk

-

-

-

-

5

Risiko Option Option Risk

-

-

-

-

39,352

491,894

31,516

393,950

a. Risiko Spesifik Specific Risk

TOTAL

*) Untuk bank yang memiliki perusahaan anak yang memiliki eksposur risiko dimaksud For banks having subsidiaries with above risk exposure.

Pada tahun 2013, Bank mulai melakukan kajian terhadap proses perhitungan kecukupan modal secara internal atau Internal Capital Adequacy Assessment Process (ICAAP). Seperti yang disyaratkan dalam SE BI No.14/37/DPNP tahun 2012. Pada tahap awal implementasi perhitungan ICAAP ini, prioritas utama Bank adalah dalam hal penyusunan framework dan pelaporan ke Bank Indonesia.

In 2013, the Bank started to review and assess the process of calculating capital adequacy internally or known as Internal Capital Adequacy Assessmsnet Process (ICAAP). As required through BI Circular No 14/37/DPNP of 2012. The main priority of the initial phase in implementing calculation of ICAAP was preparing the framework and reporting to Bank Indonesia.

Sejalan dengan meningkatnya aktivitas transaksi Surat Berharga khususnya Surat Berharga Korporasi yang dilakukan oleh Bank, Market Risk Treasury Control Division (MRTCD) melakukan inisiatif untuk menerapkan Sensitivity Limit untuk perubahan credit spread (CS01) yang akan diimplementasikan oleh Bank untuk limit di tahun 2014. Selain itu, untuk menjaga keefektifan dan kesesuaian proses pengendalian manajemen risiko pasar, maka Bank melakukan kaji ulang, evaluasi dan melakukan pengkinian secara berkala terhadap kebijakan, prosedur, strategi dan kerangka manajemen risiko.

In line with the increased activity of transaction of securities, especially corporate securities which the Bank carried out, where Maret Risk Treasury Control Division (MRTCD) initiated to apply Sensitivity Limit for changes in credit spread (CS01) planned to be implemented by the Bank on limit in 2014. In addition, to maintain the effectiveness and alignment to the process of managing market risk, the Bank again reviewed, evaluated and periodically updated the policy, procedure, strategy and risk management framework.

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Dalam mendukung pengelolaan manajemen risiko pasar, MRTC menyusun Laporan Harian, Bulanan dan Kuartalan. Laporan Harian diantaranya: Laporan Utilisasi Limit (PV01, VaR, NOP, Stop Loss, dan MAT), Holding Period Monitoring, dan Off Market Report (FX dan Marketable Securities). Laporan Bulanan dan Kuartalan diantaranya: Risk Profile, Realisasi Rencana Bisnis Bank, Key Risk Indicator Report.

In order to support market risk management, MRTC prepares daily, monthly and quarterly reports. Daily reports include: Limit Utilization Report (PV01, NOP, Stop Loss, and MAT), Holding Period Monitoring, and Off Market Report (FX and Marketable Securities). Monthly and quarterly reports include: Risk Profile, Bank Business Plan Realization, Key Risk Indicator Report.

Untuk mendapatkan gambaran kerentanan portofolio, Bank melakukan simulasi melalui Portfolio Stress Test secara periodik (bulanan). Simulasi ini dilakukan berdasarkan skenario perubahan kurs, skenario fluktuasi suku bunga, maupun historical stress test berdasarkan data krisis di Asia tahun 1998. Hasil simulasi Stress Test ini disajikan dalam MRMC sebagai bahan bagi senior manajemen untuk mengambil keputusan bisnis.

To figure out the vulnerability of the portfolio, the Bank performed Portfolio Stress Test simulations on periodic basis (monthly). The simulation is based on the scenario of exchange rate change, interest rate volatility, as well as historical stress tests based on data from the 1998 Asian crisis. The Stress Test Simulation result is presented in MRMC as the consideration for senior management in making business decisions.

Persaingan pasar yang semakin ketat, menuntut Bank untuk dapat berkompetisi dengan margin yang semakin kecil. Bank dituntut untuk dapat berinovasi agar dapat memberikan nilai tambah lebih bagi nasabah. Produkproduk perbankan, terutama produk tresuri akan semakin kompleks dan berisiko. Sementara dengan kondisi ekonomi global yang masih belum pasti, Bank dituntut untuk dapat mengenali risiko dan mengelola risiko dengan lebih baik.

More aggressive market competition also demands that the Bank operate with lower margins. Consequently, the Bank must be able to innovate in order to create greater added value for customers. Banking products, especially treasury products, will also become more complex and risky. With uncertainties plaguing today’s troubled global economies, the Bank needs to intensify abilities to identify and manage risk better.

Melalui berbagai pengembangan yang dilakukan selama tahun 2013, baik dalam proses kerja dan metodologi, Market Risk Treasury Control dapat memberikan dukungan yang lebih baik, proses yang lebih efisien, serta infrastruktur yang lebih baik dan kontrol yang lebih efektif kepada unit bisnis (Tresuri) dalam proses mengelola risiko pasar dan pencapaian rencana kerja. Dengan demikian, Bank secara keseluruhan dapat memberikan layanan yang lebih baik kepada pelanggan, melalui produk yang disediakan oleh Bank saat ini, maupun produk-produk turunan lainnya yang dibutuhkan oleh pelanggan namun belum tersedia di Bank saat ini.

With the completion of various development efforts in work processes and methodologies during 2013, MRTC was able to deliver better support and more efficient processes as well as improved infrastructure and more effective controls specifically to the business line (Treasury) in market risk management processes and business plan achievement. Thus, the Bank as a whole can offer better services to customers through its current product line, as well as other derivative products required by customers yet still not available in the Bank today.

Selain itu, Market Risk Treasury Control juga meningkatkan kemampuan sumber daya manusianya untuk selalu dapat mengembangkan dan mengaplikasikan fungsi manajemen risiko secara komprehensif baik dalam hal pengukuran maupun kontrol yang diterapkan.

In addition, Market Risk Treasury Control also improve the capacity of the human resouces, enabling them to always develop and apply risk management function comprehensively in terms of measurement as well as control being used.

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

PENGELOLAAN RISIKO ASET DAN LIABILITAS

ASSET AND LIABILITY RISK MANAGEMENT

Khusus untuk risiko likuiditas dan suku bunga dalam banking book, BI telah menyempurnakan aturan mengenai pengelolaan kedua risiko tersebut melalui Surat Edaran No. 13/23/DPNP mengenai Perubahan atas Surat Edaran No. 5/21/DPNP perihal Penerapan Manajemen Risiko bagi Bank Umum. Selain itu, dimasukkan pula profil risiko likuiditas dan profil risiko suku bunga dalam banking book dalam penilaian tingkat kesehatan bank, sesuai Surat Edaran No.13/24/DPNP mengenai Penilaian Tingkat Kesehatan Bank Umum yang mulai diterapkan di tahun 2012.

Specifically to handle liquidity and interest rate risk in the banking book, BI has perfected stipulations governing management of these two risk types by Circular Letter No. 13/23/DPNP regarding Amendment to Circular Letter No. 5/21/DPNP on Risk Management Implementation for Commercial Banks. In addition, BI has recently included liquidity risk profile and interest rate risk profile in the banking book within the structure of bank soundness assessment, according to Circular Letter No.13/24/DPNP regarding Assessment for Commercial Banks, effectively enforced since 2012.

Fokus utama dalam pengelolaan risiko aset dan liabilitas adalah risiko likuiditas dan risiko suku bunga dalam banking book. Risiko likuiditas adalah risiko yang terjadi karena ketidakmampuan Bank dalam memenuhi kewajibannya yang jatuh tempo. Risiko likuditas timbul karena adanya ketidaksesuaian antara periode pendanaan dan penyaluran dana pada kegiatan bisnis Bank. Pengelolaan likuiditas yang sehat dapat mengurangi kemungkinan bank menghadapi masalah likuiditas yang serius yang dapat mempengaruhi kelangsungan usaha bank. Risiko suku bunga dalam banking book adalah risiko karena adanya ketidaksesuaian waktu repricing suku bunga antara aset dan kewajiban didalam aktivitas banking book. Perubahan yang merugikan pada suku bunga pasar dapat mempengaruhi pendapatan Bank maupun nilai ekonomis Bank.

The main focus in asset and liability risk management is liquidity and interest rate risk in the banking book. Liquidity risk occurs when a bank is incapable of fulfilling its obligation when due. Liquidity risk arises from a mismatch between funding and fund channeling due to the bank’s business activities. A healthy liquidity management reduces possibility of serious liquidity issues, which may harm the livelihood of the bank. Interest risk in the banking book is the risk arising from time discrepancy between interest repricing period of assets and that of liabilities in the banking book activities. Adverse changes in market interest rates may affect the Bank’s income and economic value of the Bank.

Di Bank OCBC NISP, unit kerja manajemen risiko yang bertanggung jawab dalam memonitor, mengukur, dan melaporkan manajemen risiko likuiditas dan risiko suku bunga dalam banking book adalah Divisi Asset Liability Risk Management (ALRM). Pelaksanaan manajemen risiko likuiditas dan risiko suku bunga dalam banking book dilaksanakan berdasarkan ALM Framework, Liquidity Management Policy, dan Structural IRR Management Policy yang disusun dan dikaji secara berkala.

At Bank OCBC NISP, risk management unit charged with responsibilities for monitoring, measuring, and reporting on liquidity risk and interest rate risk management in the banking book is Asset Liability Risk Management Division (ALRM). Implementation of liquidity risk and interest rate risk management in the banking book is made on the basis of ALM Framework, Liquidity Management Policy, and Structural IRR Management Policy.

Pemantauan terhadap tingkat risiko likuiditas dikelola melalui berbagai rasio likuiditas seperti Loan to Deposit Ratio (LDR), Secondary Reserve Ratio (SRR), Non Bank Deposit Ratio, Medium Term Funding Ratio, Net Interbank Borrowing Ratio, Funding Concentration Ratio, Swap Funding Ratio dan Undrawn Facility Ratio. Selain itu pemantauan juga dilakukan melalui analisis cash-flow terhadap posisi liquidity gap yang terjadi yang dikelola dengan batasan besaran MCO (Maximum Cummulative

The Bank performs monitoring on liquidity risk through various liquidity risk such as Loan to Deposit Ratio (LDR), Secondary Reserve Ratio (SRR), Non Bank Deposit Ratio, Medium Term Funding Ratio, Net Interbank Borrowing Ratio, Funding Concentration Ratio, Swap Funding Ratio and Undrawn Facility Ratio. In addition, monitoring is also performed using an analysis of the liquidity gap position and the Maximum Cumulative Outflow (MCO) for each specified period of time. The Bank also conducts stress tests

Selama tahun 2013, praktik manajemen risiko di industri perbankan nasional terus membaik. Hal ini sejalan dengan usaha Bank Indonesia (BI) untuk meningkatkan daya tahan perbankan nasional dalam menghadapi krisis serta mengimplementasikan praktik-praktik manajemen risiko yang sehat sesuai standar praktis internasional.

In 2013, risk management practices within the banking industry continue to improve. This is in line with Bank Indonesia’s efforts to elevate the resilience of the national banking sector in the face of crises while simultaneously internalizing sound risk management practices parallel with internationally-accepted standards and practices.

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Outflow) untuk setiap periode waktu yang ditetapkan. Bank juga melakukan stress test untuk mengukur ketahanan likuiditas Bank menggunakan skenario stress test yang disetujui. Analisis stress test ini akan memberikan informasi mengenai kemampuan Bank untuk bertahan dalam masa krisis likuiditas selama 30 hari kerja kedepan.

to measure resistance levels of the Bank’s liquidity position using an approved scenario. This set of analysis will provide information on the Bank’s ability to sustain over a 30-day period during a liquidity crisis.

Khusus untuk risiko likuiditas, karena risiko likuidas berhubungan erat dengan jenis-jenis risiko lainnya dan sangat sensitif terhadap tren negatif dari kondisi keuangan Bank seperti kualitas asset dan kinerja pendapatannya, Bank telah membangun suatu indikator peringatan dini (Early Warning Indicators) baik yang bersifat kuantitatif, kualitatif maupun pengaruh dari perubahan pasar yang signifikan yang dimonitor secara bulanan sebagai peringatan dini kepada manajemen mengenai potensi risiko likuiditas yang mungkin terjadi. Pemantauan terhadap risiko suku bunga dalam banking book menggunakan metode present value of one basis point (PV01) untuk mengukur sensitivitas dari nilai eksposur risiko suku bunga struktural. PV01 digunakan untuk mengukur perubahan nilai portofolio berkaitan dengan sensitivitas terhadap perubahan suku bunga pasar. Selain itu Bank juga memantau risiko suku bunga dalam banking book yang dinilai dari 2 (dua) perspektif, yaitu: perspektif pendapatan dan perspektif nilai ekonomis. Dari perspektif pendapatan, Bank melakukan simulasi dampak dari perubahan suku bunga terhadap NII (Net Interest Income) Bank dan kinerja Bank. Dari perpektif nilai ekonomis, Bank melakukan analisa dan simulasi Economic Value of Equity (EVE). Disamping itu, untuk mengukur dampak dari perubahan suku bunga yang ekstrem, Bank melakukan pula stress test analysis untuk mengukur daya tahannya terhadap perubahan suku bunga pasar, termasuk worst case scenario.

Especially liquidity risk, because liquidity risk is closely related to other types of risk and extremely sensitive to negative trend of the Bank’s financial condition such as asset quality and revenue performance, the Bank built an early warning indicators quantitatively and qualitatively as well as impact due to significant changes in the market which is monitored on monthly basis, to provide early warning to the management with regard to the potential liquidity risk that might occur. Interest rate risk in the banking book is monitored using the present value of one basis point (PV01) method, which measures sensitivity of exposure values of structural interest rate risk. PV01 is used to measure changes in portfolio values linked with sensitivity to changes in market interest rates. The Bank also monitors interest rate risk in the banking book and assesses those risks using two perspectives: income perspective and economic value perspective. From the income perspective, the bank conducted a simulation on impacts of interest rate changes on the bank’s NII (Net Interest Income) and performance. From the economic value perspective, the bank performed analysis and simulation of Economic Value of Equity (EVE). In addition, to assess impacts of extreme interest rate changes, the Bank performed a stress test analysis to measure its resilience against market interest rate changes, including a worst-case scenario.

Dalam rangka meningkatkan kemampuan manajemen risiko, beberapa pengembangan terus dilakukan di Bank OCBC NISP. Pengembangan dilakukan dalam bentuk kebijakan, prosedur dan limit, pengembangan sistem dan data serta penyempurnaan metodologi. Kebijakan, prosedur dan limit manajemen risiko likuiditas dan risiko suku bunga dalam banking book tersebut senantiasa diperbarui dan ditingkatkan. Hal ini dilakukan dalam rangka mengimplementasikan praktik pengelolaan risiko yang lebih baik. Untuk penyempurnaan metodologi khususnya dalam pengelolaan risiko likuiditas, Bank telah mengembangkan metodologi analisis behavioral untuk mendukung pelaporan MCO dan stress test. Bank meningkatkan granularity informasi dalam pelaporan risiko likuiditas yakni melalui pemantauan liquidity gap untuk 90 hari kedepan dan stress test 30 hari yang dilaksanakan secara harian. Pelaporan yang lebih granular ini untuk mendukung pelaksanaan proses manajemen risiko likuiditas Bank secara lebih efektif.

In order to enhance its risk management capacity, Bank OCBC NISP is continually develop and improve its policies, procedures, limits, system, data and methodologies. The Bank also continually update its policies, procedures and limitations for liquidity and interest rate risk management in the banking book; in order to improve its risk management practices. To perfect its methodologies, especially for liquidity risk management, the Bank has developed a behavioral analysis methodology to support MCO and stress test reports. The Bank increases information granularity in its liquidity risk reports through 90-day liquidity gap monitoring and 30-day stress test performed on daily basis. More granular reports are expected to support more effective liquidity risk management of the bank.

OCBC NISP


OCBC NISP in Brief

From Management


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Corporate Data

Untuk memitigasi risiko likuiditas dan risiko suku bunga dalam banking book, Bank OCBC NISP telah menetapkan kebijakan manajemen likuiditas dan suku bunga dalam banking book, termasuk penetapan strategi dan limit/ MAT sesuai dengan visi, misi, strategi bisnis, dan tingkat risiko yang akan diambil Bank. Untuk mengakomodasi perubahan yang terjadi, kebijakan dan limit manajemen risiko likuiditas dan risiko suku bunga dalam banking book tersebut senantiasa ditinjau dan diperbarui. Bank mempersiapkan infrastruktur dan framework risiko likuiditas guna implementasi Basel III dan standar pengelolaan risiko likuiditas dan risiko suku bunga dalam banking book sesuai best practice.

To mitigate liquidity and interest rate risk in the banking book, Bank OCBC NISP has set policies on liquidity and interest rate risk management, including determining strategies and limits/MAT in line with vision, mission, business strategies and risk levels to be considered and taken by the Bank. To policies and limits of the liquidity and interest rate risk management in the banking book is reviewed and renewed in accordance to the changes in the market and to regulation related. The Bank prepares infrastructure and liquidity risk framework to implement Basel III, management standards of liquidity and interest rate risk in the banking book, based on best practices.

Risiko likuiditas dan risiko suku bunga dalam banking book senantiasa juga dilaporkan dan dibahas didalam ALCO meeting Bank. ALCO terdiri dari seluruh Board of Director dan ALCO meeting dilakukan secara regular minimal setiap sebulan sekali. ALCO berperan untuk memastikan bahwa neraca memiliki struktur yang tepat dan konsisten dengan tujuan menyeluruh untuk memaksimalkan pendapatan bunga bersih dan modal pemegang saham sesuai dengan limit yang disahkan oleh Dewan Komisaris. ALCO bertanggung jawab untuk menetapkan kebijakankebijakan mengenai pengelolaan eksposur neraca, termasuk pengelolaan risiko suku bunga structural dan pengelolaan risiko likuiditas serta pendanaan.

Liquidity and interest rate risk in the banking book are consistently reported and discussed during the Bank’s ALCO meetings. ALCO consists of all members of the Board of Directors, and the meetings are regularly held at least once a month. ALCO is tasked with ensuring that the balance sheet has a correct structure consistent with general goals to maximize net interest income and shareholders’ equity, in line with limits endorsed by the Board of Commissioners. ALCO is responsible for issuing policies on the management of balance sheet exposures, including the management of structural interest rate and liquidity risk, as well as funding.

Dalam rangka persiapan implementasi Basel III khususnya, yang menyangkut risiko likuiditas, di pertengahan tahun 2012 BI telah merilis consultative paper tentang Basel III: Global Regulatory Framework for More Resilient Banks and Banking Systems. Tujuannya antara lain meningkatkan kemampuan sektor perbankan untuk menyerap potensi risiko kerugian akibat krisis keuangan dan ekonomi, dilengkapi dengan kerangka standar pengelolaan risiko likuiditas global berupa Liquidity Coverage Ratio (LCR) dan Net Stable Funding Ratio (NSFR).

In order to prepare for the implementation of Basel III in particular concerning liquidity risk, in 2012 BI released a consultative paper on Basel III: Global Regulatory Framework for More Resilient Banks and Banking Systems. The amongst objectives are, to increase the banking sector’s capacity to absorb loss risk potentials from financial and economic crises, using international framework for liquidity risk management and standards, namely Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).

Terkait dengan Basel III risiko likuiditas, Bank Indonesia telah meminta bank-bank untuk melakukan Quantitative Impact Study (QIS) untuk mengetahui kesiapan implementasi Basel III. Bank OCBC NISP telah menyiapkan infrastruktur untuk implementasi LCR dan NSFR sesuai kebutuhan Basel. Sejak Q2-2013, Bank secara internal melakukan pemantauan LCR dan NSFR secara bulanan dan hasil pemantauan dilaporkan secara bulanan melalui ALCO meeting. Inisiatif kedepan dalam mempersiapkan kesiapan Bank untuk Basel III standard likuiditas (target akan dilaksanakan oleh Bank Indonesia Januari 2015) adalah mengembangkan proses dan database agar dapat melakukan pemantauan LCR dan NSFR secara lebih efektif.

Referring to Basel III liquidity risk, Bank Indonesia has requested banks to conduct Quantitative Impact Study (QIS) to identify their preparedness ahead of the implementation of Basel III. Accordingly, Bank OCBC NISP has prepared infrastructure to support LCR and NSFR implementations to meet the Basel requirements. Since the second quarter of 2013, the Bank has held internal monthly monitoring of LCR and NSFR, the results of which are reported every month in ALCO meetings. The Bank’s next initiative related to Basel III liquidity standards (Bank Indonesia is targeting to start the implementation in January 2015) is developing the process and database enablers for an effective LCR and NSFR monitoring.

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Untuk memperoleh gambaran mengenai kondisi likuiditas Bank OCBC NISP yang aktual, berikut adalah laporan profil maturitas yang menyajikan informasi mengenai kondisi aset dan liabilitas dalam neraca serta tagihan dan kewajiban dalam rekening administratif, berdasarkan sisa jangka waktu sampai dengan jatuh tempo pada tanggal 31 Desember 2013:

To get the actual picture of Bank OCBC NISP liquidity conditions, following is the maturity profile report which provide information concerning the condition of assets and liabilities in the balance sheet as well as receivables and payables in administrative account, based on the remaining maturity as of December 31, 2013: IDR

MATA UANG RUPIAH

As of December 2013 (Rp Million)

Posisi di Desember 2013 (Rp Juta)

Maturity <=1M

>1 - 3M

>3 - 6M

>6 - 12M

>1 - 3Y

>3-5Y

>5Y

Total

A. Aset/Asset 1

Kas/Cash

2

Giro di Bank Indonesia/ Current Account with Central Banks

893,301

-

893,301

76,018

4,180,948

4,256,967

3

Kredit yang diberikan/ Loans to Customer

2,606,848

2,402,182

2,647,113

3,339,283

24,212,787

4,712,306

5,140,152

45,060,671

4

Penempatan pada BI / Placement with Central Bank

4,468,765

227,170

894,095

3,488,103

-

-

1,245,583

10,323,716

5

Penempatan pada Bank Lain/Interbank Placement

378,820

251,498

2,246

3,998

-

-

-

636,562

6

Efek- efek & Surat Berharga/Securities

1,314,937

353,301

-

484,295

1,746,739

88,322

432,150

4,419,745

6.1. HTM 6.2. AFS

-

-

-

-

-

-

-

-

1,213,258

116,309

-

484,295

1,746,739

88,322

432,150

4,081,074

6.3. Trading

101,679

236,992

-

-

-

-

-

338,671

Lain - Lain/Other Asset

128,365

32,310

4,836

2,952,860

149,271

20,808

1,705,196

4,993,647

Total Aset/Total Asset

9,867,055

3,266,461

3,548,291

10,268,540

26,108,797

4,821,435

12,704,029

70,584,609

785,923

239,063

59,901

43

5,647,169

-

-

6,732,099

732,313

423,804

9,414

-

7,562,245

-

-

8,727,777

2,679,754

3,213,557

489,293

-

26,256,602

-

-

32,639,205

-

-

-

-

-

-

-

-

778,184

27,207

5,000

23,000

-

-

-

833,392

-

973,000

-

-

2,927,000

880,000

-

4,780,000

57,653

-

-

-

-

-

-

57,653

1,302,174

321,685

2,545

49,628

9,025

-

1,601,300

3,286,357

6,336,002

5,198,316

566,153

72,671

42,402,041

880,000

1,601,300

57,056,482

Selisih Asset & Kewajiban Neraca/On Balance Sheet Gap

3,531,053

(1,931,855)

2,982,138

10,195,870

(16,293,243)

3,941,435

11,102,729

Kumulatif Selisih Asset & Kewajiban Neraca/On Balance Sheet Cummulative Gap

3,531,053

1,599,198

4,581,336

14,777,206

(1,516,037)

2,425,398

13,528,127

7

B.Kewajiban / Liabilities 1

Giro/Current Accounts

2

Tabungan/Saving Accounts

3

Deposito/Time Deposit

4

Kewajiban pada BI/ Borrowing from Central Bank

5

Kewajiban pada Bank Lain/Interbank Borrowing

6

Efek- efek & Surat Berharga yg diterbitkan/Sub Debt

7

Pinjaman yang diterima/Borrowing

8

Lain - Lain/Other Liabilities Total Kewajiban/Total Liabilities

268

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Maturity <=1M

>1 - 3M

>3 - 6M

>6 - 12M

>1 - 3Y

>3-5Y

>5Y

Total

C. Rekening Administratif/Off Balance Sheet Tagihan Rekening Administratif/Derivative Inflows

3,818,706

3,361,445

1,967,654

2,275,256

2,371,675

242,000

-

Kewajiban Rekening Administratif /Derivative Outflows

18,843,286

3,451,012

2,245,213

4,531,043

1,438,505

324,607

-

Selisih Tagihan & Kewajiban Rekening Administratif/ Off Balance Sheet Gap

(15,024,580)

(89,566)

(277,559)

(2,255,788)

933,170

(82,607)

-

Selisih (A+B+C)/Gap (A+B+C)

(11,493,527)

(2,021,422)

2,704,579

7,940,082

(15,360,073)

3,858,828

11,102,729

Kumulatif Selisih (A+B+C)/ Cummulative Gap (A+B+C)

(11,493,527)

(13,514,949)

(10,810,370)

(2,870,287)

(18,230,360)

(14,371,532)

(3,268,803)

MATA UANG ASING

FOREIGN CURRENCY

Posisi di Desember 2013 (Rp Juta)


Maturity <=1M

>1 - 3M

>3 - 6M

>6 - 12M

>1 - 3Y

>3-5Y

>5Y

Total

A. Aset/Asset 1

Kas/Cash

190,545

-

190,545

2


115,398

2,092,373

2,207,772

3


4


5 6

1,176,359

828,788

947,672

1,744,716

11,364,154

2,035,919

800,346

18,897,954

3,480,620

-

-

-

-

-

-

3,480,620


1,157,905

-

-

-

-

-

-

1,157,905


394,529

77,007

134,193

-

233,089

314,342

149,700

1,302,860

6.1. HTM 6.2. AFS 6.3. Trading 7

-

-

-

-

-

-

-

-

392,799

73,547

134,193

-

233,089

314,342

149,700

1,297,669

1,730

3,460

-

-

-

-

-

5,190


285,054

1,995,707

845,669

(2,645,137)

8,144

(20,808)

(768,314)

(299,685)


6,800,411

2,901,502

1,927,534

(900,420)

11,605,386

2,329,453

2,274,106

26,937,972

1,936,926

614,665

-

683,091

6,003,555

-

-

9,238,237

218,226

127,156

108,724

40,288

1,616,838

-

-

2,111,232

B.Kewajiban / Liabilities 1


2


3


1,489,782

818,448

694,376

-

6,427,435

-

-

9,430,042

4


-

-

-

-

-

-

-

-

5


39,750

328,590

-

-

-

-

-

368,340

6


-

-

-

-

-

-

-

-

7


13,567

-

-

2,434,909

-

-

-

2,448,476

8

Lain - Lain/Other Liabilities

476,422

1,811,894

789,881

31,763

18,555

-

244,704

3,373,219

4,174,674

3,700,753

1,592,981

3,190,050

14,066,384

-

244,704

26,969,546

Total Kewajiban/Total Liabilities

2013 Annual Report

OCBC NISP

269


Maturity <=1M

>1 - 3M

>3 - 6M

>6 - 12M

>1 - 3Y

>3-5Y

>5Y

Total


2,625,737

(799,251)

334,552

(4,090,471)

(2,460,998)

2,329,453

2,029,402


2,625,737

1,826,486

2,161,039

(1,929,432)

(4,390,429)

(2,060,976)

(31,575)


4,456,548

3,770,298

2,131,964

4,025,518

1,416,560

243,400

485,400


18,035,772

4,905,816

3,590,178

2,973,548

3,204,322

251,170

279

(13,579,224)

(1,135,517)

(1,458,214)

1,051,970

(1,787,761)

(7,770)

485,121

Selisih Tagihan & Kewajiban Rekening Administratif/ Off Balance Sheet Gap Selisih (A+B+C)/Gap (A+B+C)

(10,953,487)

(1,934,768)

(1,123,662)

(3,038,501)

(4,248,759)

2,321,683

2,514,523


(10,953,487)

(12,888,255)

(14,011,917)

(17,050,418)

(21,299,177)

(18,977,494)

(16,462,971)

ALL CURRENCIES

SELURUH MATA UANG Posisi di Desember 2013 (Rp Juta)


Maturity <=1M

>1 - 3M

>3 - 6M

>6 - 12M

>1 - 3Y

>3-5Y

>5Y

Total

A. Aset/Asset 1

Kas/Cash

2


1,083,846

-

1,083,846

191,417

6,273,322

6,464,738

3


3,783,207

3,230,970

3,594,786

5,084,000

35,576,941

6,748,225

5,940,498

63,958,625

4


7,949,385

227,170

894,095

3,488,103

-

-

1,245,583

13,804,336

5


1,536,725

251,498

2,246

3,998

-

-

-

1,794,467

6


1,709,466

430,308

134,193

484,295

1,979,828

402,663

581,850

5,722,604

-

-

-

-

-

-

-

5,378,743

6.1. HTM 6.2. AFS 7

1,606,057

189,856

134,193

484,295

1,979,828

402,663

581,850

6.3. Trading

103,409

240,452

-

-

-

-

-

343,861


413,420

2,028,017

850,505

307,724

157,415

0

936,882

4,693,962


16,667,466

6,167,963

5,475,824

9,368,120

37,714,184

7,150,888

14,978,135

97,522,581

2,722,850

853,728

59,901

683,134

11,650,724

-

-

15,970,336

950,540

550,960

118,138

40,288

9,179,084

-

-

10,839,009

4,169,536

4,032,006

1,183,669

-

32,684,037

-

-

42,069,247

-

-

-

-

-

-

-

-

817,934

355,797

5,000

23,000

-

-

-

1,201,732

B.Kewajiban / Liabilities

270

1


2


3


4


5


OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Maturity <=1M 6


7


8

Lain - Lain/Other Liabilities

>1 - 3M

>3 - 6M

>6 - 12M

>1 - 3Y

>3-5Y

>5Y

Total

-

973,000

-

-

2,927,000

880,000

-

4,780,000

71,220

-

-

2,434,909

-

-

-

2,506,129

1,778,596

2,133,579

792,427

81,391

27,580

-

1,846,004

6,659,575

10,510,676

8,899,069

2,159,134

3,262,721

56,468,425

880,000

1,846,004

84,026,028


6,156,791

(2,731,106)

3,316,690

6,105,399

(18,754,241)

6,270,888

13,132,131


6,156,791

3,425,685

6,742,375

12,847,774

(5,906,467)

364,422

13,496,553

Total Kewajiban/Total Liabilities


8,275,254

7,131,743

4,099,618

6,300,773

3,788,235

485,400

485,400


36,879,058

8,356,827

5,835,391

7,504,591

4,642,826

575,777

279

(28,603,805)

(1,225,084)

(1,735,773)

(1,203,818)

(854,591)

(90,377)

485,121

Selisih Tagihan & Kewajiban Rekening Administratif/ Off Balance Sheet Gap Selisih (A+B+C)/Gap (A+B+C)

(22,447,014)

(3,956,190)

1,580,917

4,901,581

(19,608,832)

6,180,511

13,617,253


(22,447,014)

(26,403,204)

(24,822,287)

(19,920,705)

(39,529,537)

(33,349,026)

(19,731,774)

Berikut ini adalah laporan Liquidity Coverage Ratio (LCR) dan Net Stable Funding Ratio (NSFR) yang dipantau oleh Bank dalam rangka persiapan implementasi Basel III.

Following is a report on LCR and NSFR monitored by the bank to prepare for Basel III implementations.

LCR dan NSFR BASEL Based on Bank Indonesia

LCR and NSFR Minimum Standard

Jul-13

Aug-13

Sep-13

Oct-13

Nov-13

Dec-13

Liquidity Coverage Ratio-LCR

100%

113%

117%

160%

112%

147%

206%

Net Stable Funding Ratio-NSFR

100%

210%

108%

109%

110%

114%

118%

Diluar laporan-laporan tersebut, juga dilaporkan profil risiko likuiditas dan suku bunga dalam kerangka pengukuran tingkat kesehatan bank yang diwajibkan Bank Indonesia.

In addition to these reports, the Bank also issued a report on liquidity and interest rate risk profiles to measure its health status as required by Bank Indonesia.

Berbagai inisiatif yang dilakukan Bank OCBC NISP terkait pengembangan manajemen risiko di sepanjang tahun 2013 yang berdampak secara langsung adalah memungkinkan Treasury untuk melakukan operasional manajemen risiko likuiditas Bank secara lebih efektif.

Among the initiatives taken by Bank OCBC NISP in 2013 with immediate effect was the risk management related development which has enabled Treasury to operate a more effective liquidity risk management for the Bank.

Ada beberapa tantangan yang dihadapi Bank dalam mengembangkan dan melaksanakan manajemen risiko di tahun 2013. Untuk mendukung implementasi manajemen risiko likuiditas secara efektif, Bank juga mengembangkan dan menyempurnakan kebutuhan database untuk keperluan proses manajemen risiko yang lebih akurat dan efektif.

The Bank faced several challenges in its development and implementation of risk management in 2013. To support a more effective implementation of liquidity risk management, the Bank also developed and improved its database to enable more accurate and effective risk management process.

2013 Annual Report

OCBC NISP

271


272

Bank juga melakukan upaya peningkatan kompetensi karyawan dan pejabat terkait melalui penerapan training roadmap baik untuk soft skill maupun hard skill baik secara secara inhouse maupun eksternal. Selain itu, Bank juga mendapat support dari OCBC Group untuk menyediakan pelatihan dan pengembangan sumber daya manusia yang dapat meningkatkan kemampuan karyawan secara penuh.

The Bank also worked on improving the competence of its employees and relevant officials through roadmap training for both soft and hard skills, in-house and external. The Bank also received support from OCBC Group to organize human resources training and development which had boosted its employees’ capacity significantly.

Diperkirakan, di tahun 2014 industri perbankan akan mengalami penyempurnaan kualitas manajemen risiko sejalan dengan fokus BI untuk terus meningkatkan kualitas perbankan nasional. Transparansi proses merupakan inisiatif yang penting yang dapat meningkatkan transparansi informasi serta penyempurnaan regulasi yang dapat meningkatkan inovasi dan pertumbuhan industri perbankan.

In 2014, the quality of the banking industry’s risk management is expected to rise aligned with the focus of Bank Indonesia to maintain a healthy and quality national banking industry. Transparency is key and has become a norm not only in disseminating information, but also innovating and ensuring growth of the banking industry.

PENGELOLAAN RISIKO OPERASIONAL Risiko Operasional adalah risiko timbulnya kerugian yang disebabkan oleh ketidakcukupan atau kegagalan proses internal, kesalahan manusia, kegagalan sistem, atau kejadian eksternal. Senior Management Bank memberi perhatian serius dalam mengembangan pengelolaan risiko operasional yang lebih komprehensif dan lebih efektif untuk dapat mendukung pencapaian tujuan bisnis Bank serta menjaga stabilitas keuntungan Bank dari kerugian yang mungkin timbul akibat kejadian risiko operasional.

OPERATIONAL RISK MANAGEMENT Operational risk is the risk of loss resulting from inadequate or failed internal processes, people and systems, or due to external events. The Bank’s Senior Management is seriously attending the development for a comprehensive and effective operational risk management, to enable the Bank meets its business goals and ensures stability of its profit stream from losses that may arise from operational risk incidents.

Pengelolaan risiko operasional dilakukan berlandaskan kerangka pengelolaan risiko operasional yang ditetapkan oleh Senior Management. Untuk memastikan pengelolaan risiko yang memadai, Bank menggunakan konsep pendekatan 3 lini pertahanan yaitu unit kerja Bisnis dan unit kerja operation atau support sebagai lini pertahanan pertama, unit kerja Operational Risk Management sebagai lini pertahanan kedua, serta Internal Audit sebagai lini pertahanan ketiga.

Operational risk management is based on a relevant framework set by the Senior Management. To ensure adequate risk management, the Bank applies Three Line of Defense approaches, namely the business line and operational or supporting unit as the First Line of Defense, the Operational Risk Management work unit as the Second Line of Defense, and the Internal Audit as the Third Line of Defense.

Lini pertahanan pertama berperan untuk memastikan seluruh proses operasional yang dilakukan telah sesuai dengan kebijakan dan prosedur yang berlaku, melakukan eskalasi atas kejadian risiko operasional serta mengelola proses mitigasi atas kejadian risiko operasional sampai pada tingkat yang tidak membahayakan bisnis Bank. Lini pertahanan kedua merupakan lini independen untuk mendukung dan memastikan unit kerja pada lini pertahanan pertama telah melakukan pengelolaan risiko secara efektif. Lini pertahanan ketiga juga merupakan lini independen memiliki peran untuk memastikan proses pengelolaan risiko operasional yang dilakukan oleh lini pertahanan pertama dan kedua telah dilakukan secara efektif dalam memitigasi risiko yang sudah terjadi maupun yang potensial agar tidak membahayakan kelangsungan bisnis Bank.

The role of First Line of Defense include ensuring that the entire operational processes comply with existing policies and procedures, escalating operational risk incidents and managing processes to mitigate operational risk incidents to a safe level posing minimal to no danger to the Bank’s businesses. The Second Line of Defense is an independent line expected to support and ensure that work units in the First Line of Defense perform risk management effectively. The Third Line of Defense is another independent line whose role is to ensure that operational risk managements by the First and Second Line of Defenses are carried out effectively to mitigate risk already taking place, as well as risk considered potential, so not to endanger the livelihood of the Bank.

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

Standar proses pengelolaan risiko operasional dilakukan melalui tahapan:

Standard process of operational risk management is performed through the following stages:

Risk Identification Setiap unit kerja mengidentifikasi kejadian yang telah terjadi maupun yang berpotensi dapat terjadi dikemudian hari, yang menimbulkan ekposur kerugian terhadap Bank baik yang bersifat finansial maupun non finansial.

Risk Identification Each work unit identifies incidents that have occurred and those with the potential to occur in the future, which may expose financial and non-financial losses to the Bank.

Risk Assessment Setiap kejadian yang telah diidentifikasi dilakukan assessment untuk mengetahui apakah dampak yang ditimbulkannya tinggi, sedang atau rendah. Standard tabel/matrik penilaian digunakan sebagai panduan dalam menentukan tingkat risiko yang muncul.

Risk Assessment Each identified incident is assessed to determine the impact or possible impact, whether they are severe, moderate or low. Standard assessment table/matrix is used as a guideline to determine the extent of risk.

Risk Evaluation Rencana perbaikan atau mitigasi dibuat berdasarkan analisa penyebab masalah. Rencana perbaikan dibuat untuk memperbaiki kelemahan pada penyebab masalah agar kejadian yang sama tidak terulang kembali.

Risk Evaluation Improvement or mitigation plans are made based on analysis of the causes of the problems. Improvement plans are made to address weaknesses from which problems arise to prevent recurrence of similar incidents.

Risk Management Memonitor perkembangan dari pelaksanaan rencana perbaikan yang sudah ditentukan dalam memitigasi kejadian risiko sekaligus memonitor hambatan-hambatan yang mungkin terjadi.

Risk Management Monitoring the implementation of improvement plans agreed to mitigate risk incidents, and monitoring obstacles that may emerge.

Perangkat-perangkat yang digunakan dalam mengelola risiko operasional, antara lain: a. New Product Assessment Template(NPAT) Alat yang digunakan dalam proses identifikasi risikorisiko yang melekat pada produk atau aktivitas baru. Seluruh risiko yang melekat dalam suatu produk atau aktivitas harus dapat dimitigasi terlebih dahulu sebelum produk dipasarkan atau proses baru diimplementasikan. b. Risk and Control Self Assessment (RCSA) RCSA digunakan untuk mengidentifikasi lebih dini kelemahan pelaksanaan proses operasional pada suatu unit kerja berdasarkan analisa kualitatif. Kelemahan yang teridentifikasi dibuatkan rencana perbaikan agar potensi kerugian yang mungkin timbul dapat dihindarkan. c. Key Risk Indicator (KRI) KRI memiliki fungsi dan kegunaan yang hampir mirip dengan RCSA hanya pendekatan identifikasi kelemahan berdasarkan analisa kuantitatif atas indikator/parameter yang mempengaruhi eksposur risiko operasional. d. Pencatatan Kejadian dan Kerugian Risiko Operasional Pencatatan kejadian dan kerugian risiko operasional untuk mengukur eksposur risiko yang sedang terjadi. Untuk mendukung pencatatan, Bank telah memiliki

Tools used to manage operational risk, among others: a. New Product Assessment Template (NPAT) A tool used in risk identification process on new products or activities. All risks associated to product or activity must be mitigated before the product enters the market or before a new process is being applied. b. Risk and Control Self Assessment (RCSA) RCSA is used for early identification of weaknesses in a work unit’s operations, based on qualitative analysis and followed by the improvement plans to avoid potential losses. c. Key Risk Indicator (KRI) KRI has almost similar functions and uses to RCSA, only identifying weakness is carried out using qualitative analysis approach on indicators/parameters influencing operational risk exposures. d. Recording of Operational Risk Incidents and Losses Operational risk incidents and losses are recorded in order to measure the occurrence of risk exposures. To support recording, the Bank uses an application available

2013 Annual Report

OCBC NISP

273


aplikasi yang dapat digunakan oleh seluruh unit kerja agar seluruh data kejadian yang terjadi dapat dikonsolidasikan dalam satu database. Database kejadian dianalisa untuk mengidentifikasi secara menyeluruh pola dan trend kelemahan atau eksposur risiko yang dihadapi Bank supaya dapat ditentukan rencana perbaikan yang komprehensif dan efektif.

by the entire work units, allowing data on incidents to be consolidated under a single database. The database of incidents is analyzed to identify patterns and trends of weaknesses or risk exposures to the Bank, hence enables the Bank to set a comprehensive and effective improvement plans.

e. Business Continuity Management (BCM) BCM digunakan untuk memitigasi kondisi kejadian yang bersifat kritis atau darurat yang dihadapi Bank seperti kejadian bencana alam, demonstrasi, untuk memastikan kelangsungan operasi dan bisnis Bank dapat tetap berjalan. Kaji ulang kebijakan dan prosedur BCM, kaji ulang kecukupan infrastruktur BCM, pengkinian anggota tim Crisis Management, pelaksanaan uji coba prosedur penanganan keadaan darurat, uji coba kesiapan lokasi alternatif, call tree test, dan berbagai inisiatif lain untuk menjaga kesiapan infrastuktur BCM yang telah dimiliki Bank, dilakukan secara berkala untuk memastikan efektivitas penerapannya pada saat dibutuhkan.

e. Business Continuity Management (BCM) BCM is used to mitigate critical or emergency incidents such as natural disaster and demonstration, ensuring that the Bank remain operating in times of emergency. To ensure BCM’s infrastructure readiness and effective implementation during such times, periodic reviews of BCM policies are carried out covering the adequacy of procedures, infrastructure and the Crisis Management team responsible, the emergency handling procedure test, the alternative location preparation test, the call tree test and other emergency readiness related initiatives.

Komite Risiko Operasional Bank memiliki Operational Risk Committee (ORC) dan Board Risk Committee (BRC) yang membahas serta memonitor perkembangan pengelolaan risiko operasional. Hasil identifikasi kejadian risiko operasional beserta analisa dan perkembangan tindak lanjut, profil risiko Operasional serta emerging risk yang dapat mengancam Bank, dikaji dalam meeting Operational Risk Committee yang diketuai oleh Direktur Risk Management dengan anggota para Direktur yang membidangi Operasional & Teknologi, Bisnis, Finance, Human Capital dan Compliance. Untuk kejadian yang berpotensi menimbulkan dampak significant terhadap Bank, akan dikaji lebih lanjut dalam meeting Board Risk Committee yang diketuai oleh Presiden Direktur dengan anggota seluruh Direktur.

Operational Risk Committee The Bank formed Operational Risk Committee (ORC) and Board Risk Committee (BRC), which discuss and monitor the development of operational risk management. Results of identifying operational risk incidents identification, analyzing and developing follow-ups, profiling the operational risk and emerging risk that posing threats to the Bank are discussed in ORC meetings headed by the Risk Management Director, with members comprising of Directors for Operational & Technology, Businesses, Finance, Human Capital and Compliance. Incidents posing potential to significantly impact to the Bank shall be further studied in meeting of the BRC, headed by the President Director with members comprising of all Directors.

Pengelolaan Risiko Fraud Fraud merupakan salah satu jenis kejadian risiko operasional yang memiliki dampak sangat merusak terhadap kelangsungan bisnis Bank. Senior Management beserta seluruh staff Bank sangat serius dalam mengelola dan mengendalikan potensi terjadinya fraud.

Fraud Risk Management Fraud is an operational risk incident that could be destructive to the bank’s businesses. The Bank’s senior management and the entire staff provide serious attention in managing and controlling the potentials of frauds.

Pelaksanaan pengelolaan risiko fraud bersinergi dengan pengelolaan risiko operasional. Perangkat serta program yang telah dilakukan Bank untuk meningkatkan pengelolaan risiko operasional dan risiko fraud selama tahun 2013 antara lain:

Fraud risk management should be synergized with operational risk management. In 2013 the Bank’s tools and programs are aimed at improving operational and fraud risk management include:

1.

274

Review secara berkala terhadap Kerangka Kerja Pengelolaan Risiko Fraud, Kebijakan dan Prosedur Penanganan Fraud.

OCBC NISP


1.

Periodic reviews of Fraud Risk Management Framework, Policies and Fraud Handling Procedures.

OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

2.

Mereview dan memperbaharui template Risk Control Self Assessment (RCSA) beserta content yang perlu diperiksa, untuk meningkatkan sensitifitas RCSA dalam mendeteksi kelemahan secara lebih dini.

2.

Review and renewal of Risk Control Self Assessment (RCSA) template, including the content requiring checking, to raise RCSA sensitivity in early detection of weaknesses.

3.

Program sosialisasi Operational Risk Awareness dan Fraud Risk Awareness yang berkesinambungan kepada karyawan Bank melalui mekanisme workshop dan email blast. Program ini bertujuan untuk meningkatkan kesadaran dan pengetahuan karyawan dalam mengelola risiko, mendorong karyawan Bank untuk melakukan eskalasi/melaporkan kejadian risiko operasional yang diketahui termasuk kecurigaan terjadinya fraud serta meningkatkan kesadaran karyawan tentang pentingnya menjaga keamanan data dan informasi.

3.

Program comprising of workshops and e-mail blasts to educate Bank employees of Operational Risk Awareness and Fraud Risk Awareness. The program is aimed at improving employees’ awareness and knowledge of risk management, encouraging the staff to report operational risk incidents to their awareness, including suspicion of fraud, and improving their awareness of the importance of maintaining data and information security.

4.

Telah diimplementasikan Data Exchange dan Email Encryption untuk mencegah kebocoran data kepada pihak eksternal.

4.

Data Exchange and Email Encryption are implemented to prevent data leaks to external parties.

5.

Proses assessment terhadap vendor yang memproses data Bank yang bersifat confidential untuk memastikan kebocoran data melalui vendor telah dimitigasi secara memadai.

5.

Assessment on vendors processing the bank’s confidential data to ensure adequate mitigation of data leaks via vendors.

6.

Sistem aplikasi whistleblowing dalam bentuk web internet yang dapat diakses oleh seluruh karyawan Bank setiap saat dan dari setiap tempat untuk melaporkan setiap kecurigaan terjadinya fraud. Seluruh laporan kecurigaan kejadian fraud dikelola oleh Internal Audit Division Head. Laporan yang diterima oleh Internal Audit Division Head akan disampaikan secara langsung kepada Presiden Direktur.

6.

Whistleblowing application system in the form of a website accessible to all Bank employees, allowing them to report suspicions on fraud anytime and anywhere. All reports on fraud suspicion are managed by the Internal Audit Division Head who subsequently, reports all allegations made to the President Director.

7.

Tim Penanganan Fraud (TPF) yang memiliki peran untuk melakukan investigasi serta menindaklanjuti setiap kejadian fraud yang terjadi.

7.

The Fraud Handling Team is tasked to investigate and follow up on fraud reports.

8.

Komite Fraud yang diketuai oleh Presiden Direktur, melakukan pengawasan serta memonitor perkembangan tindak lanjut dari penanganan setiap kejadian fraud yang telah terjadi. Komite Fraud memastikan setiap pelaku maupun pihak-pihak lain yang terlibat mendapatkan hukuman yang setimpal dan juga proses perbaikan proses telah dilakukan sesuai target waktu yang ditentukan. Laporan kejadian fraud beserta perkembangan tindak lanjut penanganannya didistribusikan kepada seluruh anggota Komite Fraud setiap kuartal. Dalam tahun 2013 Komite Fraud telah melakukan rapat sebanyak 2 kali.

8.

The Fraud Committee, chaired by the President Director, oversees and monitors follow-ups on fraud cases reported. The Fraud Committee ensure that every perpetrator and others involved are held responsible and that recovery progresses as scheduled. Fraud incident reports and the follow-ups are prepared on quarterly basis to all Fraud Committee members. In 2013, the Fraud Committee held two meetings.

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Pengembangan existing sistem aplikasi Operational Risk Management dengan menambahkan parameter serta fungsi yang dapat meningkatkan kualitas pengelolaan risiko operasional dan risiko fraud secara komprehensif dan efektif.

9.

10. Pembuatan laporan hasil internal control assurance pada tingkat Bank, melakukan quality assurance atas pernyataan kecukupan pengendalian internal yang disampaikan oleh divisi terkait, melakukan follow up rencana tindak lanjut perbaikan, serta menyusun Key Control Indicator yang digunakan sebagai acuan evaluasi kecukupan pengendalian internal. Pembentukan departemen Information Technology Risk Management (IT RM) yang fokus mengelola risiko yang terkait dengan penggunaan teknologi informasi.

11.

9.

The development of existing application system for Operational Risk Management which include adding parameters and functions to support a more comprehensive and effective management of operational and fraud risk.

10. Completing a report on the result of the Bank’s internal control assurance, performing quality assurance on statements of internal control adequacy from relevant divisions, following up on improvement plans, completing the Key Control Indicator used as a reference in the evaluation of internal control adequacy. 11.

The establishment of the Information Technology Risk Management (IT RM) department, which focuses on managing risk related to IT utilization.

Pelaksanaan Basel

Basel Implementation

Untuk menghitung kebutuhan modal dalam mengelola risiko operasional, Bank saat ini menggunakan pendekatan Basic Indicator Approach. Berikut tabel beban modal dan ATMR risiko operasional dengan Pendekatan Basic Indicator Approach.

To calculate capital needs in operational risk management, the Bank is currently using the Basic Indicator Approach. The following is a matrix of capital burden and operation risk ATMR (risk-weighted assets) using the Basic Indicator Approach for the year

Bank OCBC NISP memiliki komitmen tinggi untuk menerapkan pengelolaan risiko operasional dengan kualitas yang tinggi. Pelaksanaan pengelolaan risiko sesuai dengan Framework Pengelolaan Risiko Operasional yang saat ini dilakukan oleh Bank dengan tujuan untuk memenuhi ketentuan/persyaratan sebagaimana tertera pada Basel 2.

Bank OCBC NISP is highly committed to adopting highquality operational risk management. The risk management is operating in accordance with the Operational Risk Management Framework in order to meet Basel 2 requirements.

Bank No.

1

Pendekatan Yang Digunakan Approach Used

Pendapatan Bruto (Rata-rata 3 tahun terakhir) Gross Income (Average, in the past 3 years)

Pendekatan Indikator Dasar Basic Indicator Approach

2,916,282

437,442

5,468,029

2,916,282

437,442

5,468,029

Total

Untuk mempersiapkan penghitungan kebutuhan modal dengan pendekatan Standard pada tahun 2013, Bank telah melakukan mapping aktivitas bisnis Bank ke dalam 8 lini bisnis sebagaimana tertera pada Basel 2 beserta dengan simulasi perhitungan kebutuhan modalnya. Selain itu Bank telah melakukan proses assessment atas kecukupan modal risiko operasional (ICAAP), dengan melakukan simulasi stress test terhadap berbagai skenario yang mungkin dapat terjadi dan berimplikasi significant terhadap modal Bank. Hasil proses assessment menunjukkan bahwa modal bank yang dicadangkan untuk mengelola risiko operasional, masih cukup untuk menanggung kerugian akibat kejadian yang bersifat significant (unexpected loss).

276

OCBC NISP


Beban Modal Capital Burden

ATMR RWA

To prepare for the calculation of capital needs of 2013 using Standard approach, the Bank divides its activities into eight lines of business, as required by Basel 2 and simulate the capital need calculation. The Bank also performed an assessment process on operational risk capital adequacy (ICAAP) with stress test simulations for various scenarios that may occur and have significant impact on the Bank’s capital. The assessment result indicates that the Bank’s capital reserved for operational risk management is adequate to absorb unexpected losses from significant incidents (unexpected loss).

OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

PENGELOLAAN RISIKO HUKUM Penerapan manajemen risiko di tahun 2013 telah dilakukan secara komprehensif dengan melakukan penilaian risiko inheren dan analisis kualitas penerapan manajemen risiko atas risiko-risiko yang melekat pada aktivitas bisnis perbankan Bank OCBC NISP. Dalam menjalankan aktivitas perbankan, Bank OCBC NISP juga telah mengembangkan strategi penerapan manajemen risiko secara periodik dalam mendukung aktivitasnya seiring dengan dinamika bisnis di bidang perbankan.

LEGAL RISK MANAGEMENT In 2013 the scope of Bank OCBC NISP Risk Management was comprehensive covering inherent risk assessment and quality analysis on the management of risk due to the Banks’s business activities. To support the Bank’s activities, periodically strategies related to the implementation of risk management were aligned in accordance to the business dynamics of the banking sector.

Pengelolaan risiko hukum di Bank OCBC NISP dilaksanakan dibawah koordinasi unit kerja yang menjalankan fungsi hukum atau corporate legal. Corporate Legal bertindak sebagai “internal legal advisor” yang bertanggungjawab memberikan pendapat hukum (legal advise) sesuai dengan kebutuhan dan permintaan dari unit-unit kerja baik pendapat hukum (legal advise) terkait dengan korporasi maupun litigasi (beracara), berdasarkan ketentuan hukum dan peraturan yang berlaku, yang dinilai akan memiliki legal impact berdasarkan hasil analisa dari unit kerja yang mengajukan. Selain memberikan pendapat hukum (legal advise) kepada unit-unit terkait, Corporate Legal juga membantu mempersiapkan dokumen-dokumen yang berkaitan dengan transaksi-transaksi antara Bank OCBC NISP dan nasabahnya dan memastikan agar dokumendokumen tersebut mengikat dengan sempurna serta melakukan pendampingan dalam perkara litigasi.

Legal risk management at Bank OCBC NISP is under the coordination of the work unit running the function of legal including corporate legal. Corporate Legal acts as an “internal legal advisor”, responsible for providing legal advice according to needs and as requested by other work units. These include legal advisory concerning the corporation and litigations, based on existing regulations. It is tasked with giving advice on matters that may have legal impact, based on analysis of the material made available by the requesting work units. In addition to providing legal counseling, Corporate Legal also assist the Bank in preparing documents required for transacting with clients, ensuring that the documents are legally binding, and provide accompaniment to the Bank in litigation cases.

Risiko hukum dapat timbul dalam berbagai bentuk, antara lain berupa tuntutan hukum kepada Bank OCBC NISP dan/atau adanya kelemahan aspek yuridis yang berkaitan dengan kegiatan operasional Bank OCBC NISP. Untuk memitigasi risiko hukum tersebut selama tahun 2013, Corporate Legal telah melakukan pengkajian atas dokumen-dokumen atau perjanjian-perjanjian yang akan ditandatangani, membuat atau memperbaharui standar dokumen/perjanjian, meningkatkan kemampuan dan pengetahuan sumber daya manusia serta pengkajian atas perkara litigasi yang telah terjadi. Dalam fungsinya sebagai “internal legal advisor” Corporate Legal juga memberikan mitigasi risiko hukum terhadap permasalahanpermasalahan yang disampaikan oleh unit-unit terkait sehubungan dengan transaksi yang sedang atau akan dijalankan.

Legal risk may arise in various forms, including a lawsuit filed against Bank OCBC NISP due to defects in the Bank’s operations. To mitigate such risk during 2013, Corporate Legal studied documents and agreements to be signed, drafted and renewed documentary/agreement standards, enhanced the capacity and knowledge of its human resources, as well as studied previous litigation cases. As an “internal legal advisor”, Corporate Legal also mitigated legal risk in cases reported by other work units of completed or in-progress transactions.

Di dalam mendukung aktivitas perbankan di Bank OCBC NISP, sepanjang tahun 2013 telah dilakukan peningkatan kemampuan dan pengetahuan sumber daya manusia melalui berbagai pelatihan eksternal maupun internal. Bank OCBC NISP juga telah menyempurnakan standar perjanjian-perjanjian dengan pihak ketiga, termasuk didalamnya syarat dan ketentuan serta dokumendokumen yang terkait dengan produk Bank OCBC NISP maupun memperbaharui ketentuan standar prosedur

To support Bank OCBC NISP’s activities, a number of external and internal training sessions were organized during 2013 to improve the capacity and knowledge of its human resources. The Bank also improved standards of agreements used with third parties, including conditions, requirements and documentations of Bank products, while standard procedure of the Corporate Legal Division was updated to improve efficiency and productivity. Furthermore, for educating purposes, the Bank prepared

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Divisi Corporate Legal, guna meningkatkan efisiensi dan produktivitas kerja, dan telah dilakukan juga studi kasus dan mitigasi terhadap perkara-perkara litigasi yang pernah ditangani serta melakukan sosialisasi kepada divisi-divisi terkait.

case studies on litigation served as discussion material in discussion with relevant divisions.

Sebagai bagian dari pelaksanaan pengelolaan risiko hukum, Bank OCBC NISP melakukan pengukuran dan pemantauan secara berkala terhadap sengketa hukum yang terjadi antara Bank OCBC NISP dengan nasabah, baik secara kuantitatif maupun kualitatif dari laporan sengketa hukum yang dibuat. Hal tersebut dituangkan ke dalam laporan-laporan terkait dengan pengelolaan manajemen risiko hukum dan risiko-risiko yang melekat pada aktivitas bisnis perbankan lainnya setiap 3 (tiga) bulan sekali.

As part of its legal risk management, Bank OCBC NISP performed periodic quantitative and qualitative assessment and monitoring over legal disputes between the Bank and clients, customers and other third party in dispute. These were included in quarterly reports on the management of legal risk and other risk associated with the bank’s business activities.

Pengembangan pengelolaan manajemen risiko hukum dimaksudkan untuk memberikan dukungan terhadap bisnis dalam mencapai target, dengan tidak menyimpang dari ketentuan dan peraturan perundang-undangan yang berlaku.

The management and development of activities related to legal risk is aimed at supporting the Bank’s businesses in meeting targets, while complying with the existing and applicable law and regulation.

Pengelolaan manajemen risiko di tahun 2014 akan dijalankan dan dikembangkan sesuai dengan peraturan yang berlaku serta menyesuaikan dengan perkembangan bisnis dan peraturan-peraturan yang akan diterbitkan oleh regulator dari waktu ke waktu.

In 2014, the Bank’s risk management is to be developed and implemented in line with existing regulations, adaptable to business development and new regulations issued from time to time.

PENGELOLAAN RISIKO STRATEJIK Risiko stratejik merupakan risiko yang timbul dari ketidakmampuan institusi atau organisasi untuk mengimplementasikan dengan tepat strategi, rencana bisnis, pengambilan keputusan, alokasi sumber daya, serta ketidakmampuan untuk beradaptasi dengan perubahan lingkungan bisnis.

STRATEGIC RISK MANAGEMENT Strategic risk is risk arising from institutional or organizational inability in implementing the Bank’s strategy as as planned, the business plan, decision making, human resources allocation, as well as the inability to adapt to changes in the business environment.

Rencana strategis Bank disusun dalam bentuk Rencana Korporasi (Corporate Plan) dan Rencana Bisnis Bank (RBB) sesuai dengan visi dan misi Bank. Untuk mengelola risiko stratejik tersebut, Bank OCBC NISP telah melakukan tinjauan secara periodik terhadap tingkat pencapaian target keuangan dan realisasi strategi serta action plan dalam kerangka Corporate Plan dan Rencana Bisnis Bank.

The Bank’s strategic plan is formulated in the form of a Corporate Plan and Bank Business Plan (RBB) in line with the Bank’s vision and mission. To manage strategic risk, Bank OCBC NISP has conducted periodic review of the achievement level of financial targets and realization of strategy as well as action plan within the framework of the Corporate Plan and Bank Business Plan.

Rencana strategis disusun oleh Direksi dan mendapatkan persetujuan Dewan Komisaris, serta dikomunikasikan kepada pemegang saham bank dan kepada pejabat dan atau pegawai Bank pada setiap jenjang organisasi melalui serangkaian forum dan meeting koordinasi.

The strategic plan is formulated by the Board of Directors and approved by the Board of Commissioners, as well as communicated to the Bank’s shareholders and Officers and or Bank’s staff of every organizational level through series of forum and coordination meetings.

Rencana strategis Bank disusun secara realistis, komprehensif, terukur (achievable) dengan memperhatikan prinsip kehati-hatian dan responsif terhadap perubahan

The Bank’s strategic plan is prepared as realistic, comprehensive, achievable attending to prudential principles and responsive to internal and external changes.

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

Financial Review

Corporate Data

internal dan eksternal. Bank telah menyusun rencana strategis secara realistis dimana Bank melakukan analisa SWOT untuk mengidentifikasi aspek internal dan eksternal yang mempengaruhi kegiatan bisnis bank. Secara komprehensif, cakupan dalam rencana strategis yang disusun telah sesuai dengan Peraturan Bank Indonesia No. 12/21/PBI/2010, serta telah terukur dengan proyeksiproyeksi laporan keuangan, proyeksi rasio-rasio dan pospos tertentu sesuai dengan SE BI No 12/7/DPNP. Selain itu, rencana strategis disusun dengan memperhatikan prinsip kehati-hatian yang mencakup penerapan manajemen risiko dan penerapan fungsi kepatuhan serta penerapan tata kelola yang baik.

The Bank has compiled a strategic plan that is realistic based on SWOT analysis to identify internal and external aspects which impact banks’ business activities. Comprehensive where the coverage of the strategic plan is compiled in accordance to the BI Regulation No. 12/21/PBI/2010, and is measurable against the financial projection reports, ratio projections and specific items consistent with the BI circular SE BI No 12/7/DPNP. In addition, the strategic plan is made and attend to prudential principles covering the risk management practices, compliance practices and good corporate governance.

Tinjauan terhadap tingkat pencapaian target keuangan dan realisasi strategi serta action plan dilakukan melalui berbagai forum dan rapat koordinasi agar dapat dipastikan bahwa target dan tujuan Bank dipahami secara baik dan selaras dengan aktivitas seluruh komponen di tingkat regional dan kantor pusat, serta antar unit bisnis dan unit pendukung. Berbagai sarana pertemuan dan diskusi, seperti Rapat Direksi, Rapat Komisaris, Forum OCBC NISP One dan Annual Meetings serta rapat lainnya merupakan media yang sangat efektif dalam mengkoordinasikan pelaksanaan strategi dan memutuskan langkah strategis lainnya sebagai alternatif apabila terjadi perubahan lingkungan bisnis yang mempengaruhi strategi usaha Bank.

The review of achievement levels against the financial target and realization of the strategy and action plan is conducted through various forum and coordination meeting to ensure that the Bank’s target and objective is well understoond and the activities are alined with all components at the regional and head office levels, between business line and business supporting units. Various forum of meetings and discussions such as Board of Directors meetings, Board of Commissioners meetings, Forum OCBC NISP One and Annual Meetings, as well other forms of meetings which deem as very effective medium in coordinating the strategy implementation and deciding on the strategic steps needed, as alternative in case of changes in the business environment that impact the Bank’s strategic business direction.

Pada tahun 2013, langkah-langkah strategis yang ditempuh Bank untuk mencapai visi dan misi Bank OCBC NISP sesuai dengan arah kebijakan ke depan, yaitu:

In 2013, the Bank initiated the following strategic steps to achieve Bank OCBC NISP vision and mission, in line with the set directives going forward:

1. Fokus pada peningkatan pendapatan portfolio bisnis segmen Business Banking, Consumer Banking dan Treasury. 2. Strategi pendanaan yang fokus pada peningkatan CASA secara berkesinambungan. 3. Meningkatkan produktivitas untuk memperbaiki rasio Cost to Income dan BOPO. 4. Meningkatkan efektivitas dan efisiensi jaringan kantor dan E-Channel khususnya ATM. 5. Secara berkelanjutan mengembangkan dan meningkatkan 4 pilar utama kerangka manajemen risiko. 6. Meningkatkan upaya-upaya perbaikan operasional untuk mencapai operational excellence. 7. Memperkuat budaya korporasi Bank OCBC NISP (ONe PIC). 8. Menyelaraskan organisasi untuk menjadi lebih fokus kepada kebutuhan nasabah (customer focus organization).

1. Focus on increasing income due to business segment portfolio of Business Banking, Consumer Banking and Treasury. 2. Strategic funding focuses on continuous improvement of CASA 3. Increase productivity and improve Cost to Income Ratio and BOPO. 4. Improve effectiveness and efficiency of office network and E-Channel, especially ATM. 5. Sustainable development and enforcement of 4 pillar as the main risk management framework 6. Step up improvement efforts of the operations to reach operations excellence. 7. Strengthen corporate culture Bank OCBC NISP (ONe PIC). 8. Align and enable the organization to focus on customers need, hence become a customer focus organization

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Kedepannya, di tahun 2014, dengan mempertimbangkan perkembangan kondisi, Bank OCBC NISP akan tetap menjalankan strategi yang sudah berjalan baik di tahun sebelumnya serta akan: 1. Meningkatkan produktivitas jaringan kantor cabang sebagai saluran penjualan dan pelayanan. 2. Meningkatkan sinergi yang harmonis melalui peningkatan kerangka manajemen risiko. 3. Terus mendorong inisiatif perbaikan operasional untuk mencapai operational excellence. 4. Memperkuat budaya korporasi Bank OCBC NISP dan mengembangkan organisasi untuk menjadi “employer of choice”.

Going forward in 2014, considering the condition as it develops, Bank OCBC NISP will be consistent to continuie implementing the on-going strategy which has progressed well in the previous year, as well as: 1. Increase productivity due to the branch network as the distribution channel and service. 2. Improve harmonious synergy through increased risk management framework. 3. Continue to drive operation improvement initiative to achieve operational excellence. 4. Strengthen corporate culture of Bank OCBC NISP and organizational development to be the “employer of choice”.

PENGELOLAAN RISIKO KEPATUHAN Risiko kepatuhan adalah risiko yang timbul akibat bank tidak mematuhi dan/atau tidak melaksanakan peraturan perundang-undangan dan ketentuan yang berlaku. Definisi lain dari risiko kepatuhan adalah risiko hukum atau regulatory sanctions, kerugian finansial yang material, atau kehilangan reputasi bank sebagai akibat dari kegagalan bank mematuhi hukum, pengaturan, aturan, standar operasional atau kode etik.

COMPLIANCE RISK MANAGEMENT Compliance risk is a risk that may arise due to a bank’s failure to comply with and/or to implement existing laws and regulations. Another definition of compliance risk is legal risk or regulatory sanctions, material financial loss, or a bank is losing its reputation caused by its failure to abide with the laws, regulations, rules, standard of operations or code of conduct.

Pada prakteknya risiko kepatuhan melekat pada risiko bank yang terkait peraturan perundang-undangan dan ketentuan lain yang berlaku, seperti risiko kredit (KPMM, Kualitas Aktiva Produktif, PPAP, BMPK) dan risiko lain yang terkait. Untuk memitigasi risiko kepatuhan, Bank terus melanjutkan upaya untuk senantiasa melaksanakan budaya kepatuhan dan memastikan terlaksananya fungsi kepatuhan bank, yang meliputi tindakan sebagai berikut: • Mewujudkan terlaksananya budaya kepatuhan pada semua tingkatan organisasi dan kegiatan usaha Bank. • Mengelola risiko kepatuhan yang dihadapi oleh Bank. • Memastikan agar kebijakan, ketentuan, prosedur serta kegiatan usaha yang dilakukan oleh Bank telah sesuai dengan ketentuan Bank Indonesia dan peraturan perundang-undangan yang berlaku. • Memastikan kepatuhan Bank terhadap komitmen yang dibuat oleh Bank kepada Bank Indonesia dan/atau otoritas pengawas lain yang berwenang.

In practice, compliance risk should adhere to banking risk related to existing laws and regulations such as credit risk (KPMM, Productive Assets Quality, PPAP, BMPK) and other related risk. To mitigate compliance risk, the Bank continues to abide by compliance culture while ensuring the bank’s compliance function is well implemented, to cover the following: • Implementing compliance culture at every level of organization and in every business activities of the Bank. • Managing compliance risk faced by the Bank. • Ensuring that the Bank’s policies, requirements, procedures and business activities comply with Bank Indonesia requirements and other relevant regulations. • Ensuring the Bank complies with the commitment it made to Bank Indonesia and/or other supervisory authorities.

Bank memiliki Satuan Kerja Kepatuhan yang independen untuk melaksanakan fungsi kepatuhan tersebut. Upayaupaya yang telah dilakukan diantaranya: a. Melaksanakan sosialisasi pentingnya fungsi dan peranan kepatuhan dalam aktivitas bank yang didasarkan atas prinsip kehati-hatian dan menempatkan fungsi kepatuhan sebagai bagian integral dari aktivitas Bank OCBC NISP guna mendorong terciptanya Budaya Kepatuhan Bank. b. Menetapkan langkah-langkah yang diperlukan dalam rangka kepatuhan. Dengan demikian dapat dipastikan

The Bank formed the Compliance Division to carry out compliance function which include: a. Socializing on the importance of compliance role and function in banking activities based on prudential principles and place compliance functions as an integral part of Bank OCBC NISP’s activities to support the existence of Bank’s Compliance Culture.

OCBC NISP


b. Setting necessary steps in compliance function to ensure that all policies, requirements, system and

OCBC NISP in Brief

From Management


bahwa seluruh kebijakan, ketentuan, sistem dan prosedur serta kegiatan usaha yang dilakukan Bank telah sesuai dengan ketentuan Bank Indonesia, Otoritas Jasa Keuangan (OJK) dan peraturan perundangundangan yang berlaku, termasuk Prinsip Syariah bagi Unit Usaha Syariah. c. Memantau dan menjaga agar kegiatan usaha bank tidak menyimpang dari ketentuan yang berlaku, sehingga demikian dapat meminimalkan risiko kepatuhan bank. d. Melakukan tindakan pencegahan bilamana diperlukan, agar kebijakan dan/atau keputusan yang diambil Direksi Bank tidak menyimpang dari ketentuan Bank Indonesia dan peraturan perundang-undangan yang berlaku, termasuk Prinsip Syariah bagi Unit Usaha Syariah. e. Memantau dan menjaga kepatuhan bank terhadap seluruh perjanjian dan komitmen yang dibuat oleh Bank kepada Bank Indonesia dan otoritas pengawas lain yang berwenang. f. Mendistribusikan surat masuk dari Bank Indonesia kepada Divisi/Fungsi yang terkait agar dapat ditindaklanjuti. g. Membuat ringkasan peraturan, menganalisa dampaknya bagi bank dan menyelenggarakan sosialisasi peraturan perbankan yang dikeluarkan oleh Bank Indonesia kepada seluruh jajaran Direksi dan Kepala Divisi/Fungsi yang berkepentingan sehingga memudahkan pelaksanaan fungsi kepatuhan. h. Bertindak sebagai liaison officer dalam hubungannya dengan BI. i. Melaksanakan sosialisasi dan training bagi seluruh staff bank mengenai pelaksanaan Kebijakan dan Prosedur Penerapan Program Anti Pencucian Uang dan Pencegahan Pendanaan Terorisme (APU-PPT). Bank OCBC NISP mempunyai kebijakan internal bahwa setiap karyawan baru dalam jangka waktu 3 bulan sejak bergabung diwajibkan mengikuti training dasar/ primary mengenai APU-PPT dan penyegaran kembali kepada seluruh karyawan dalam jangka waktu 2 tahun. Kebijakan ini diambil untuk memastikan tanggung jawab dan kesadaran akan pentingnya APU-PPT dan agar tetap dapat mengikuti setiap perkembangan mengenai APU-PPT. j. Memantau pelaksanaan tugas UKK APU PPT Cabang (Unit Kerja Khusus). k. Memantau pelaporan Transaksi Keuangan Mencurigakan dari cabang dan melaporkannya kepada PPATK (Pusat Pelaporan dan Analisis Transaksi Keuangan) apabila ada. l. Melakukan evaluasi atas Kebijakan Penerapan Program APU-PPT dalam rangka peningkatan pelaksanaan program APU-PPT. m. Melakukan evaluasi atas pelaksanaan ketentuan kehati-hatian yang dilakukan oleh Bank OCBC NISP yang meliputi:

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procedures as well as business activities performed by the Bank are in line with regulations by Bank Indonesia, the Financial Services Authority (OJK) and other existing laws, including the Sharia Principles for the Sharia Business Unit. c. Monitoring and maintaining the bank’s business activities so they do not deviate from existing regulations, therefore minimizing bank’s compliance risk. d. Making preventive actions where necessary so that the policies and/or decisions made by the Bank’s Directors will not deviate from Bank Indonesia regulations and existing laws, including the Sharia Principles for the Sharia Business unit. e. Monitoring and maintaining the bank’s compliance to all agreements and commitments made to Bank Indonesia and other relevant authorities. f. Distributing incoming letter from Bank Indonesia to related Division/Function so it can be followed up. g. Summarizing regulations and analyzing the impact to the bank and socializing banking regulations issued by Bank Indonesia to all level of Directors and Head of Division/Function concerned to ease compliance function implementation. h. Acting as a liaison officer while engaging with Bank Indonesia. i. Conducting socialization and training to all bank staff on the implementation of Anti-Money Laundering and Terrorism Funding Prevention (APU-PPT) Policy and Procedures. Bank OCBC NISP has an internal policy that every new employee within 3 months since joining is obliged to follow primary/basic training on APU-PPT and refreshment for all employees within 2 years. This policy is taken to ensure the responsibility and awareness of the importance of APU-PPT and to be able to follow every development of APU-PPT. j. Monitoring the performance of Special Working Unit (UKK) APU PPT in branches. k. Monitoring Suspicious Financial Transaction reports from branches and report them to the Financial Transactions Report and Analysis Center (PPATK) if any. l. Evaluating the APU-PPT Program Implementation Policy in the aim to increase APU-PPT program implementation. m. Evaluating the implementation of prudential requirements conducted by Bank OCBC NISP that cover:

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1. Modal Minimum (CAR). 2. Batas Maksimum Pemberian Kredit (BMPK) dan Batas Maksimum Pembiayaan (BMP). 3. Posisi Devisa Neto (PDN). 4. Giro Wajib Minimum (GWM). 5. Posisi Non Performing Loan (NPL) dan Non Performing Financing (NPF). 6. Pemberian kredit untuk pemilikan saham. 7. Pemberian kredit untuk pengadaan lahan tanah. 8. Good Corporate Governance. 9. Kepatuhan terhadap ketentuan/peraturan lainnya.

1. Minimum Capital (CAR). 2. Credit Disbursement Maximum Limit (BMPK) and Financing Maximum Limit (BMP). 3. Net Open Position (NOP). 4. Minimum Reserve Requirement (GWM). 5. Non-Performing Loan (NPL) Position and NonPerforming Financing (NPF). 6. Credit disbursement for share ownership. 7. Credit disbursement for land procurement. 8. Good Corporate Governance 9. Compliance to other requirements/regulations.

PENGELOLAAN RISIKO REPUTASI Bisnis Bank adalah bisnis kepercayaan yang memiliki kaitan erat dengan reputasi. Reputasi sendiri adalah aset yang sangat berharga serta dapat berdampak pada performa keuangan dan memberikan sumber keunggulan dalam berkompetisi. Oleh sebab itu pemeliharaan dan peningkatan sebuah reputasi yang baik adalah kunci tujuan utama perusahaan.

REPUTATION RISK MANAGEMENT Banking is a business based on trust but glued with reputation. Reputation is a precious asset, which impact financial performance and provide company with certain competitive advantage in competing for business in the industry. Hence, maintaining and enhancing good reputation is one the Bank’s key objective.

Pengelolaan Risiko Reputasi menjadi bagian yang sangat penting dari proses bisnis, keputusan dan budaya di Bank OCBC NISP. Hal ini sejalan dengan visi, misi dan tujuan Bank untuk menjadi “Your Partner for Life” bagi nasabah serta berlandaskan prinsip-prinsip GCG (Good Corporate Governance) dan semangat inovasi untuk meningkatkan nilai Bank secara berkelanjutan.

Reputational risk management has become a key and important part in Bank OCBC NISP business processes, decision-making and culture aligned with the Bank’s vision, mission and goals of becoming “Your Partner for Life” to the customers, and based on the principles of GCG (Good Corporate Governance) and spirit of innovations to sustainably enhance the values of the Bank.

Untuk terus meningkatkan reputasinya, Bank OCBC NISP senantiasa menjaga kepercayaan publik melalui pengelolaan risiko reputasi sebaik mungkin, hal itu mencakup pemantauan isu-isu yang beredar terkait informasi perusahan, persepsi stakeholders, serta melakukan monitoring terhadap seluruh publikasi dan artikel di media cetak, elektronik, social media, website termasuk penanganan keluhan nasabah mengenai produk dan layanan Bank yang dapat memberikan pengaruh yang signifikan terhadap reputasi dan citra perusahaan.

To continually strengthen its reputation, Bank OCBC NISP, applying the best practices of reputational risk management, closely monitors all events, which could impact the institution image and public trust. This is carried out by anticipating and monitoring issues and perceptions related to the Bank as they occurred and throughout their development until closure, via publications and printed articles, social media,and web, including all customers’ complaints on the Bank’s products and services that may have significant impacts to the Bank’s reputation and image.

Untuk mendukung penerapan manajemen risiko reputasi yang efektif, telah tersedia kebijakan pengelolaan manajemen risiko reputasi yang menjadi acuan, mencakup identifikasi, pengukuran, mitigasi, dan pemantauan dan pengawasan manajemen risiko reputasi disertai penetapan tugas dan tanggung jawab yang jelas , untuk pelaksanaan manajemen risiko reputasi oleh divisi terkait seperti: Corporate Legal, Human Capital, Compliance, Customer Experience, Corporate Planning and Development, serta Corporate Communication Division yang ditunjuk sebagai stakeholder management dalam pengelolaan risiko reputasi.

To ensure effective reputation risk management, the Bank has issued a series of policies to be used as reference covering identification, assessment, mitigation, monitoring and supervision of reputation risk management, complete with clear duties and responsibilities of the relevant divisions, such as Corporate Legal, Human Capital, Compliance, Customer Experience, Corporate Planning and Development, and Corporate Communication Division, all of which have been appointed and assigned as the stakeholders of reputation risk management.

OCBC NISP


OCBC NISP in Brief

From Management


Proses dan pengelolaan serta penerapan manajemen risiko terkait dengan risiko reputasi yang telah dilakukan antara lain: 1. Mengantisipasi publikasi dan persepsi yang dapat menimbulkan risiko terhadap reputasi Bank OCBC NISP, dengan cara menjaga hubungan yang baik dengan para stakeholders seperti: • Menyampaikan seluruh informasi mengenai perusahaan, karyawan dan kegiatan-kegiatan internal yang mencerminkan budaya perusahaan, produk dan layanan secara transparan, lengkap, terkini, dan menarik kepada setiap pihak, baik nasabah, investor, vendor, media, dan publik. Perusahaan juga menerbitkan press release untuk penyampaian informasi tersebut. • Menyalurkan informasi melalui channel komunikasi seperti web external Bank OCBC NISP, yaitu www. ocbcnisp.com dalam Bahasa Indonesia & Bahasa Inggris yang dapat diakses dengan mudah dan tanpa batasan waktu. • Mempublikasikan laporan keuangan dan kinerja Bank setiap kwartal dengan tepat waktu , transparan dan akuntabel melalui media dan website external. • Memperluas serta melengkapi pilihan channel komunikasi yang dapat menjangkau kalangan usia produktif, yaitu melalui jaringan social media (Facebook dan Twitter). Meningkatnya fans di Facebook OCBC NISP dan jumlah followers di jaringan Twitter OCBC NISP menunjukan perhatian dan ketertarikan publik dalam hal ini virtual community untuk mengetahui semua hal yang terkait Bank OCBC NISP. • Dalam hal tanggung jawab sosial kepada masyarakat, Bank OCBC NISP secara konsisten melakukan kegiatan CSR di bidang pendidikan berupa workshop dan sharing knowledge untuk berbagai kalangan termasuk kegiatan CSR lainnya di bidang lingkungan hidup (Go Green), social community dan kesehatan. • Membina dan menjalin hubungan yang baik dan harmonis dengan media lokal dan nasional baik cetak maupun digital untuk memberikan sumber berita yang independen, tranparant dan akuntabel. • Bekerja sama dengan Customer Experience Division, melakukan survei-survei terukur mengenai harapan dan ekspektasi nasabah agar memperoleh berbagai masukan sebagai wujud dari implementasi budaya kerja Bank OCBC NISP untuk selalu Focus to Customer.

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The process and implementation of risk management related to reputation risk include: 1. Anticipating publications and perceptions that may induce risk to Bank OCBC NISP’s reputation by maintaining good relationships with stakeholders such as by: • Disseminating all information concerning the company, employees, internal activities that reflect the Bank’s culture, as well as products and services, and ensuring that the information provided is transparent, complete, up-to-date and interesting to all stakeholders, including customers, investors, vendors, media and the public. The company also releases press statements to disseminate those information. • Spreading the information through communication channels such as Bank OCBC NISP’s external website, namely www.ocbcnisp.com in Indonesian and English, which can be accessed easily with no time limits. • Publishing the Bank’s financial and performance reports quarterly in the most transparent, accountable and timely manner via media and external website. • Expanding and adding selected communication channels that may be used to reach out to the productive age group, namely via social networking sites (Facebook and Twitter). The increasing numbers of OCBC NISP’s Facebook fans and Twitter followers indicate the public’s -- in this case the virtual community’s -- attention on and interest in matters concerning Bank OCBC NISP. • In the case of corporate social responsibility, Bank OCBC NISP has consistently carried out Corporate Social Responsibilities (CSR) activities in the education sector, via workshops and knowledge sharing activities for various groups in the society, in the environment sector through Go Green campaign, social community and health sector. • Leading and establishing good and harmonious relationships with both local and national media, print and digital, to provide them with independent, transparent and accountable news material. • In partnership with the Customer Experience Division, the Bank conducts surveys to measure customer expectations and hopes to obtain their input as part of the implementation of Bank OCBC NISP’s working culture to always Focus to Customer.

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2. Mengelola proses penanganan keluhan dan pengaduan nasabah , meliputi antara lain: • Penerimaan keluhan nasabah yang masuk baik melalui cabang, website Bank OCBC NISP melalui menu Contact Us, Call Center ataupun media (surat kabar & media online), tercatat dan disentralisasikan ke dalam sistem Complaint Handling Management (CHM) untuk ditindaklanjuti oleh divisi / unit kerja terkait. • Sistem CHM secara otomatis akan membuat email notifikasi kepada unit kerja terkait yang harus segera menyelesaikan keluhan tersebut. Unit Customer Experience akan melakukan monitoring serta tindak lanjutnya dan memantau penyelesaiannya sesuai SLA (Service Level Agreement) yang berlaku. • Melakukan analisa seluruh keluhan nasabah secara berkala, mengadakan pertemuan dengan unit-unit kerja untuk mencari akar permasalahannya agar dapat dilakukan tindakan antisipatif untuk masa mendatang. • Meningkatkan kualitas SDM (sumber daya manusia), melalui pelatihan dan workshop yang diselenggarakan guna membangun SDM yang memiliki keterampilan serta integritas yang tinggi untuk mendukung aktivitas bisnis dan pelayanan terbaik kepada nasabah. • Melalui forum NPAP (New Product Approval Process), melakukan kajian setiap produk dan layanan bank yang akan ditawarkan kepada nasabah, terutama produk kompleks agar bisa sesuai dengan profile risiko nasabah disertai informasi terkait aspek risiko yang melekat pada produk tersebut secara transparan. Termasuk didalamnya mengkaji dan melakukan review setiap kerjasama bisnis yang dilakukan dengan para mitra bisnis baik secara aspek legal serta aspek bisnisnya.

2. Managing process to handle customer complaints, including: • Receiving customer complaints submitted via branch offices, the Bank’s website - via menu Contact Us, Call Center, and through the media (newspapers and online media). The complaints are recorded and centrally processed through Complaint Handling Management (CHM) system for follow ups by related divisions/work units. • The CHM System automatically send notification e-mails to relevant work unit for an immediate complain settlement. Customer Experience unit monitors the follow-ups and settlements in accordance to SLA (Service Level Agreement). • Performing periodic comprehensive analysis of customers’ complaints, organizing meetings with other related work units to find root causes of the problems so to enable future anticipative actions. • Improving human resources’ quality via training and workshops aimed at creating skillful, high-integrity human resources supporting business activities and providing best services to customers. • Reviewing every bank product and service that to be offered to customers through the NPAP (New Product Approval Process) forum, especially the more sophisticated products, so to match with customers‘ risk profile. The product or service offered to be accompanied by clear and transparent information covering risk aspects attached to the product. This also includes reviewing and assessing every partnership with business customers covering legal and business aspects.

3. Pengawasan aktif Dewan Komisaris & Direksi

3. Active Supervision by the Boards of Commissioners and Board of Directors • The ultimate responsibility of supervision of reputational risk of Bank OCBC NISP rests with the Board of Commissioners • The Board of Directors through the Board Risk Committee actively manage reputational risk and conduct identification/assessment, supervision and mitigation efforts in stakeholder management.

• Pengawasan secara menyeluruh terhadap risiko reputasi pada Bank OCBC NISP terletak pada Dewan Komisaris (Board of Commissioners). • Direksi melalui Board Risk Committee melakukan manajemen risiko reputasi secara aktif dan melakukan identifikasi / penilaian, pengawasan, dan mitigasi terhadap stakeholder management. 4. Kebijakan, Prosedur, Proses Identifikasi serta pengukuran dan Pemantauan Manajemen Risiko Reputasi • Kebijakan, prosedur termasuk identifikasi dan pengukuran serta pemantauan manajemen risiko reputasi dilakukan sesuai dengan policy manajemen risiko reputasi.

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4. Policies, Procedures, Identification Process, Assessment and Monitoring of Reputational Risk Management • Policy, procedures including identification, assessment and monitoring of reputation risk management are carried out in line with reputation risk management policies.

OCBC NISP in Brief

From Management


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• Corporate Communication Division ditunjuk sebagai koordinator Stakeholder Management yang bertugas dan bertanggung jawab untuk: - Menerapkan kebijakan dan metodologi risiko reputasi secara bank-wide. - Melakukan konsolidasi masukan-masukan penting atas permasalahan yang terkait atas risiko reputasi dari Stakeholder Management Function dan membuat laporan bulanan kepada Operational Risk Management Division untuk dikonsolidasikan. - Menjalankan fungsi kehumasan dan memberikan tanggapan terhadap pemberitaan negatif yang dapat mempengaruhi reputasi Bank dan dapat menyebabkan kerugian Bank. - Mengkomunikasikan informasi yang diperlukan stakeholders: investor, nasabah, kreditur, asosiasi dan masyarakat. - Melakukan pemantauan dan memberikan pelaporan terkait pengukuran risiko reputasi yang diakukan.

• Corporate Communication Division is the appointed coordinator of the stakeholder management tasked and responsible for: - Applying reputation risk policies and methodologies bank wide. - Consolidating important inputs based on problems related to reputation risk and preparing monthly reports to be consolidated by Operational Risk Management Division. - Operating public relations functions and responding to negative news reports that may impact the Bank’s reputation, consequently harm its business. - Disseminating information needed by stakeholders: investors, customers, creditors, associations and the public. - Performing supervision and providing reports on reputation risk assessments.

Secara keseluruhan, Bank OCBC NISP terus membangun kesadaran (awareness) akan pentingnya manajemen risiko reputasi di seluruh lapisan karyawan, sesuai dengan visi, misi, nilai-nilai perusahaan dan budaya kerja ONe PIC, sehingga dapat membangun reputasi perusahaan secara berkelanjutan.

Overall, Bank OCBC NISP continually building awareness on the importance of reputational risk management across all levels of employees, in line with the company’s vision, mission and values, as well as ONe PIC work culture, in order to ensure the company’s good reputation is sustainable.

EVALUASI MANAJEMEN RISIKO Evaluasi manajemen risiko pada Bank OCBC NISP telah dijalankan secara rutin karena Bank telah memiliki sistem dan prosedur pemantauan yang baik, sehingga proses evaluasi bisa dilaksanakan secara mendalam dan menyeluruh. Dengan pelaksanaan evaluasi yang telah dilakukan secara rutin, Bank akan mampu mengidentifikasi setiap risiko yang berpotensi muncul dan memberikan dampak signifikan pada Bank, memahami setiap risiko yang diambil serta menyiapkan strategi yang tepat untuk melakukan mitigasi pada setiap risiko.

RISK MANAGEMENT EVALUATION Evaluation related to risk management at Bank OCBC NISP has become a routine activity, because the Bank has operated effective systems and procedures for monitoring, hence allowing in-depth and thorough evaluation process. By implementing routine evaluation, the Bank will be able to identify any potential risk that could emerge and make a significant impact on the Bank, to understand every risk taken and to prepare the appropriate strategies to mitigate each risk.

Pelaksanaan evaluasi manajemen risiko dilakukan tidak hanya oleh unit kerja pada Risk Management Group dan unit kerja audit internal sebagai pengawas independen, melainkan juga dilakukan secara aktif oleh Dewan Komisaris dan Direksi. Pada tingkat Dewan Komisaris dan Direksi, mekanisme pengawasan secara aktif dilakukan melalui komite-komite yang dibentuk khusus terkait ruang lingkup dari masing-masing jenis risiko yang dikelola. Pada Risk Management Group, evaluasi manajemen risiko dilakukan oleh masing-masing unit kerja terkait sesuai dengan jenis risiko yang dikelola. Untuk mengidentifikasi, mengukur, memantau, dan mengevaluasi setiap potensi risiko yang bisa berdampak signifikan pada Bank, baik global maupun regional, unit kerja manajemen risiko telah melaksanakan Emerging Risk Focus Group secara berkala.

Evaluation on risk management is not only undertaken by work units within the Risk Management Group and internal audit unit as independent supervisors, but is also actively handled by the Board of Commissioners and Board of Directors. At the Board of Commissioners’ level, an active oversight mechanism is done through committees that are specially formed related to the scope of each type of risk being managed. Within Risk Management Group, risk management evaluation is performed by respective risk unit in accordance with the type of risk being managed. To identify, measure, monitor, and evaluate any potential global or regional risk that could have a significant impact on the Bank, the risk management unit implements the Emerging Risk Focus Group on a regular basis.

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Proses evaluasi yang lebih mendalam dilakukan oleh unit kerja manajemen risiko maupun unit kerja pendukung terkait lainnya dengan menggunakan pendekatan berbasis risiko, Risk-Based Bank Rating (RBBR), sesuai dengan arahan Bank Indonesia mengenai tingkat kesehatan bank. RBBR dilaksanakan setiap triwulanan dengan proses evaluasi yang dimulai dari delapan jenis risiko inheren hingga evaluasi mengenai kualitas penerapan manajemen risiko Bank dalam mengelola kedelapan jenis risiko tersebut. Yang termasuk dalam delapan risiko inheren adalah: risiko kredit, risiko pasar, risiko likuiditas, risiko operasional, risiko hukum, risiko strategis, risiko kepatuhan, dan risiko reputasi. Sedangkan proses evaluasi kualitas penerapan manajemen risiko untuk masing-masing risiko mencakup: risk governance, risk management framework, risk management process, information system, human resources dan control system. Output dari penilaian serta evaluasi risiko inheren dan kualitas penerapan manajemen risiko ini disimpulkan dalam bentuk profil risiko Bank secara keseluruhan untuk kemudian disampaikan dan dievaluasi oleh Dewan Komisaris dan Direksi melalui komite manajemen risiko terkait.

A more in-depth evaluation is carried out by the risk management unit and other related supporting units using the Bank Risk-Based Rating (RBBR) approach in accordance with Bank Indonesia guidelines on banks’ financial soundness. RBBR is performed regularly on a quarterly basis through an evaluation process, commencing with eight types of inherent risk up to evaluation on the quality of Bank’s risk management application in managing the eight types of risk. The eight inherent risk are: credit risk, market risk, liquidity risk, operational risk, legal risk, strategic risk, compliance risk, and reputational risk. Whereas, evaluation on the quality of risk management application on these risks include: risk governance, risk management framework, risk management processes, information systems, human resources and control system. The output of the assessment and evaluation of inherent risk and quality of risk management application is summarized as the Bank’s overall risk profile, subsequently submitted and evaluated by the Board of Commissioners and Board of Directors through related risk management committees.

Pada tingkat Dewan Komisaris, Komite Pemantau Risiko memiliki kewenangan tertinggi. Tugas utamanya adalah menetapkan dan mengevaluasi risk appetite, mengevaluasi profil risiko, menyetujui kerangka kerja (framework) dan kebijakan manajemen risiko Bank, serta memantau dan mengevaluasi kinerja Komite Manajemen Risiko dan unit kerja manajemen risiko. Komite mengadakan pertemuan minimal setiap triwulan untuk melakukan evaluasi, memberikan persetujuan, dan mendiskusikan masalah yang terkait dengan risiko, potensi kerugian yang mungkin timbul dan mitigasinya.

At the level of the Board of Commissioners, the Risk Monitoring Committee holds the ultimate authority on risk. Its main task is to set and to evaluate the Bank’s risk appetite, to evaluate the Bank’s risk profile, to approve the Bank’s risk management framework and policies, and to monitor and to evaluate the performance of the Risk Management Committee and risk management unit. The Committee meets at least once in every three months to make evaluation, to provide approval, and to discuss issues associated with risk, potential losses and mitigation measures.

Pada tingkat Direksi, terdapat beberapa komite terkait manajemen risiko yang bertugas sesuai dengan lingkup masing-masing. Komite Manajemen Risiko (Board Risk Committee/BRC) merupakan fungsi manajemen risiko yang integratif diketuai oleh Presiden Direktur dengan Direktur Manajemen Risiko sebagai wakil ketua. Tugas dan tanggung jawab BRC antara lain: bertugas mengevaluasi pengelolaan risiko dan menetapkan strategi risk-response yang sesuai; memantau dan menetapkan pelaksanaan pedoman, kerangka kerja, kebijakan, dan metodologi manajemen risiko secara keseluruhan; mengevaluasi profil risiko serta parameter-parameter yang digunakan; memastikan portofolio Bank masih sesuai dengan risk appetite yang telah ditentukan; mendukung strategi dan pengembangan manajemen risiko. Komite mengkaji cakupan, efektivitas dan obyektivitas laporan pemantauan dan pengendalian eksposur risiko. Komite ini juga melakukan pengawasan atas pembentukan dan pelaksanaan sistem manajemen risiko yang independen dalam mengidentifikasi, mengukur, memantau, mengendalikan dan melaporkan risiko secara bank-wide.

At the Board of Directors’ level, there are several committees related to the risk management function in charge of different scopes. The Board Risk Committee (BRC) is an integrated risk management function headed by the President Director and the Director of Risk Management as vice chairman. BRC’s duties and responsibilities include: evaluating risk management and establishing appropriate risk-response strategies; monitoring and establishing the implementation of guidelines, frameworks, policies, and overall risk management methodologies; evaluating the risk profile and the parameters used; ensuring the Bank’s portfolio remains consistent with the risk appetite; supporting strategies and developing risk management system. The Committee reviews the scope, effectiveness and objectivity of reports on monitoring and risk control. The Committee also exercises supervision over the establishment and implementation of independent risk management systems to identify, measure, monitor, control and report risk through a bank-wide approach.

OCBC NISP


OCBC NISP in Brief

From Management


Business Review

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Corporate Data

Selain Komite Manajemen Risiko, terdapat juga Komite Manajemen Risiko Kredit, Komite Manajemen Risiko Pasar, Asset and Liability Committee, Specific Provision Committee, Komite Risiko Operasional serta Fraud Committee. Komitekomite ini dibentuk dalam rangka pengelolaan risiko yang lebih spesifik dari jenis risiko tertentu sesuai kebutuhan kegiatan usaha Bank dan sekaligus sebagai perwujudan komitmen Bank untuk menjalankan tata kelola manajemen risiko yang komprehensif dan akuntabel. Setiap komite ini memiliki frekuensi pertemuan rutin yang wajib dilakukan dengan tugas utama melakukan evaluasi atas pelaksanaan framework, kebijakan, limit, metodologi yang telah ditetapkan dalam rangka pengelolaan risiko sesuai masing-masing ruang lingkupnya. Apabila terdapat halhal yang melewati ketentuan yang telah ditetapkan, maka komite akan mengambil langkah-langkah mitigasi dan penyelesaian yang efektif demi menjaga risiko Bank secara keseluruhan.

In addition to BRC, there is also the Credit Risk Management Committee, Market Risk Management Committee, Asset and Liability Committee, Specific Provision Committee, Operational Risk Committee, and Fraud Committee. These committees are established for handling the management of more specific types of risk in accordance with the needs of the Bank’s activities as well as realizing the Bank’s commitment to carry out comprehensive and accountable risk management governance. Each committee observes a particular frequency of periodic meetings with the primary duty of evaluating the implementation of framework, policies, limits, methodologies that have been determined in order to manage risk according to their respective scope. In the event of conditions over and above the specified limits, the Committees will take mitigation measures and effective solutions to safeguard the Bank’s overall risk exposure.

Selain melalui berbagai Komite, fungsi pengawasan dan evaluasi manajemen risiko juga dilaksanakan oleh unit kerja Audit Internal. Sebagai pelaksana pengendalian internal dan risk assurance, Audit Internal akan secara aktif melakukan evaluasi dan rekomendasi terhadap kualitas dan proses tata kelola risiko di Bank OCBC NISP secara keseluruhan. Disamping evaluasi secara internal, evaluasi manajemen risiko secara independen juga diperoleh dari audit eksternal maupun pihak-pihak eksternal lainnya, selaras dengan New Horizons Strategy Risk Management Group khususnya yang terkait dengan sinergi dan kolaborasi internal dan eksternal untuk terus meningkatkan kualitas tata kelola risiko.

Besides through the various Committees, risk management monitoring and evaluation functions are also carried out by the Internal Audit unit. As the executor of internal control and risk assurance, the internal audit will actively carry out a thorough evaluation and give recommendations with regard to the quality and process of risk governance at Bank OCBC NISP. In addition, independent risk management evaluation is also done by an external audit or external parties, in line with the New Horizons Strategy Risk Management Group, particularly that related to internal and external synergy and collaboration built to continuously improve the quality of risk governance.

Sebagai bukti nyata bahwa tata kelola dan penerapan manajemen risiko pada Bank OCBC NISP telah dilakukan secara baik dan dapat memberikan nilai tambah bagi perusahaan, pada tahun 2013 Bank mendapatkan penghargaan dan pengakuan dari pihak eskternal terkait manajemen risiko yaitu the Best GCG Implementation dari Anugerah Business Review Award.

As testimony that governance and risk management application at Bank OCBC NISP has operated well and provided added value, in 2013 the Bank received numerous awards and recognition from external parties related to its risk management system, among others the Best GCG Implementation from Anugerah Business Review Award.

Review atas Efektivitas Sistem Manajemen Risiko

Review of the Effectiveness of the Risk Management System Oversight and evaluation of risk management is performed by the committees related to risk management and the Internal Audit unit. As executor of internal control and risk assurance, Internal Audit will actively make evaluation and recommendations on the quality and processes of risk governance at Bank OCBC NISP as a whole. In addition to internal evaluation, the Bank also obtains independent risk management evaluation from the external auditor and other external parties, in line with Risk Management Group’s New Horizons Strategy, particularly with regard to internal and external collaboration and synergy to continually improve the quality of risk governance. Based

Fungsi pengawasan dan evaluasi manajemen risiko dilaksanakan melalui adanya berbagai komite terkait risiko dan unit kerja Audit Internal. Sebagai pelaksana pengendalian internal dan risk assurance, Audit Internal akan secara aktif melakukan evaluasi dan rekomendasi terhadap kualitas dan proses tata kelola risiko di Bank OCBC NISP secara keseluruhan. Disamping evaluasi secara internal, evaluasi manajemen risiko secara independen juga diperoleh dari audit eksternal maupun pihak-pihak eksternal lainnya, selaras dengan strategi New Horizons Risk Management Group khususnya yang terkait dengan sinergi dan kolaborasi internal dan eksternal untuk terus

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meningkatkan kualitas tata kelola risiko. Berdasarkan hasil penilaian yang dilakukan selama tahun 2013, Internal Audit berpendapat bahwa secara umum sistem pengendalian risiko yang diterapkan Bank telah memadai.

on assessment completed in 2013, Internal Audit considers that the overall risk management system is adequate.

Pengelolaan Risiko Ke Depan Dengan perkembangan akivitas perbankan yang semakin beragam dan kompleks serta diiringi oleh potensi risiko yang semakin meningkat, Bank senantiasa menyempurnakan pengelolaan risiko baik dari segi struktur organisasi dan sumber daya manusia, kebijakan dan prosedur, sistem pendukung, hingga metodologi.

Risk Management Going Forward Considering developments in banking activities that have become increasingly diverse and complex and accompanied by rising potential risk, the Bank will continually refine risk management system, in terms of organizational structure and human resources, policies and procedures, support systems, to methodologies.

Risk Management Group telah memiliki perencanaan pengelolaan risiko ke depan yang berfokus kepada: 1. Membangun arsitektur risiko yang kuat untuk pertumbuhan berkelanjutan. 2. Menjaga kewaspadaan portfolio. 3. Mengembangkan sinergi secara geografis. 4. Memenuhi persyaratan Basel. 5. Meningkatkan kerja sama dengan bisnis unit untuk mengembangkan jaringan.

Risk Management Group has risk management plans that focuses on: 1. Building a robust risk architecture for sustainable growth. 2. Maintaining portfolio vigilance 3. Developing synergies across geographies entities. 4. Fulfilling basel requirements. 5. Working with business partners to grow the franchise.

Fokus-fokus ini dimaksudkan untuk mempertajam strategi yang dicanangkan pada fase 3 dari New Horizons Strategy, yaitu Crafting Synergies for the Future. Diharapkan dari fase ketiga ini fokus kepada sinergi harmonis antara unit bisnis sebagai unit yang mengambil risiko (risk taking units) dengan unit pendukung, dan unit manajemen risiko sebagai unit pemantau dan pengelola risiko dapat terwujud dengan baik. Selain itu sinergi dan kolaborasi dalam rangka peningkatan tata kelola risiko ditujukan pula kepada pihak-pihak ketiga, antara lain dalam bentuk pertemuan Direktur Manajemen Risiko dengan Bank Indonesia untuk melakukan prudential meeting dan sosialisasi Group Risk Management serta melakukan pembahasan dengan lembaga-lembaga pemeringkat (rating agencies), auditor eksternal, maupun lembaga-lembaga konsultan.

These focuses are intended to sharpen the strategy laid down in the phase 3 of the New Horizons Strategy, which is Crafting Synergies for the Future. Expected from this third phase is a more harmonious synergy between business line as risk takers and supporting units, and risk management unit as the overseeing and risk management unit can be achieved. In addition, synergy and collaboration established in order to improve risk governance are also aimed at third parties including through meetings held between Risk Management Director and Bank Indonesia to conduct prudential meetings and disseminate Group Risk Management as well as through discussions held with rating agencies, external auditors, and consulting agencies.

Dengan adanya perencanaan pengelolaan risiko yang baik Bank akan mampu mengantisipasi berbagai tantangan dan hambatan dalam menjalani usaha, sehingga dapat memberikan pelayanan yang terbaik kepada seluruh nasabah. Selain itu Bank juga akan dapat mengantisipasi berbagai regulasi yang akan diterbitkan, baik oleh Bank Indonesia khususnya yang terkait dengan implementasi ketentuan Pilar 2 Basel seperti ICAAP (Internal Capital Adequacy Assessment Process), risiko suku bunga pada banking book, dan risiko konsentrasi, maupun persiapan implementasi ketentuan Basel III, salah satunya adalah manajemen risiko likuiditas (Liquidity Coverage Ratio / LCR dan Net Stable Funding Ratio / NSFR).

With effective risk management planning, the Bank will be able to anticipate the challenges and constraints in running the business, in order to be able to provide the best service to all customers. In addition, the Bank will also be able to anticipate regulatory changes made by Bank Indonesia, particularly related to the implementation of Basel’s Pillar 2 provision, such as Internal Capital Adequacy Assessment Process (ICAAP), interest rate risk in the banking book, and concentration risk; as well as preparation for the implementation of Basel III requirements, including liquidity risk management (Liquidity Coverage Ratio/LCR and Net Stable Funding Ratio/NSFR).

OCBC NISP


OCBC NISP in Brief

From Management


Profil Risiko berdasarkan RBBR (Risk Based Bank Rating) PT Bank OCBC NISP Tbk Posisi Per 31 Desember 2013 Peringkat Risiko Inheren Inherent Risk Rating

Business Review

Financial Review

Corporate Data

The RBBR-based Risk Profile of PT Bank OCBC NISP Tbk As of December 31, 2013

Peringkat Kualitas Penerapan Manajemen Risiko Risk Management Implementation Quality Rating

Peringkat Tingkat Risiko Risk Rating Q4-2013

Peringkat Tingkat Risiko Tahun Sebelumnya Previous Year Risk Rating Q4-2012

Risiko Kredit Credit Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Risiko Pasar Market Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Risiko Likuiditas Liquidity Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Moderate

Satisfactory

Low to Moderate

Low to Moderate

Risiko Hukum Legal Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Risiko Strategis Strategic Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Risiko Kepatuhan Compliance Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Risiko Reputasi Reputation Risk

Low to Moderate

Satisfactory

Low to Moderate

Low to Moderate

Low to Moderate

Low to Moderate

Risiko Operasional Operational Risk

PERINGKAT RISIKO KOMPOSIT | COMPOSITE RISK RATING

Profil risiko Bank secara keseluruhan untuk Triwulan IV 2013 berada pada peringkat risiko komposit yang sama dengan periode sebumnya, “Low to Moderate”. Hal ini menunjukkan pengelolaan risiko yang relatif stabil secara keseluruhan, yang akan terus dipertahankan dan diperbaiki ke depannya demi peningkatan kinerja Perusahaan yang berkesinambungan.

The overall risk profile for the Fourth Quarter of 2013 was the same as the composite risk in the comparable period of the previous year, “Low to Moderate”. This rating suggests a relatively stable risk management, which will continue to be maintained and or even improved in the future in order to secure a sustainable performance.

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Manajemen Risiko Risk Management

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