Risk Management Certific by hcr99481


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									                                                                                       Risk Management
                                                                                         Mnjemen risiko

Introduction                                                Pendahuluan

The Bord of Commissioners nd the Bord of Directors       Dewn Komisris dn DIreksi meykini hw
elieve within the overll strtegy frmework t BII        pendektn mnjemen risiko hrus dinytkn dengn
tht the Bnk’s pproch to risk mngement should          jels dlm kerngk strtegi keseluruhn BII yng
e clerly stted encompssing  vision, mission nd        menckup visi, misi dn tujun.
                                                            visi: mencpi isnis yng erkesinmungn dn
vision: we set out to chieve  sustinle nd             menguntungkn mellui penerpn fungsi mnjemen
profitle usiness, through the ppliction of roust      risiko yng independen dn kokoh.
nd independent risk mngement functions.
                                                            Misi: memksimlkn nili gi pemegng shm
Mission: to mximize shreholder vlue through the          mellui penerpn proses-proses mnjemen risiko
implementtion of modern risk mngement processes          moderen gun memperoleh keuntungn yng wjr
in the pursuit of resonle economic return on  ‘no       tnp dny ‘kejutn’.
surprises’ sis.
                                                            Tujuan: mendukung loksi modl yng efisien,
Objectives: to support efficient cpitl lloction,        pendptn yng stil dn pertumuhn isnis.
stle ernings nd usiness growth.
                                                            Risiko yang dihadapi bank
The risks faced by banks                                    Terdpt sejumlh risiko yng merupkn gin
There re  numer of risks tht BII ssesses s integrl   tidk terpishkn dri isnis nk - kesemuny dpt
to ny nk’s norml usiness opertions - these my        dikelompokkn ke dlm 4 (empt) ktegori.
e grouped under 4 (four) hedings:                         • Risiko kredit yitu risiko yng timul pil nsh
• Credit risk descries the risks incurred if customers        tidk dpt memenuhi kewjinny.
  re unle to meet their oligtions.                     • Risiko pasar erhuungn dengn peruhn hrg-
• Market risk reltes to chnges in mrket prices or           hrg psr tu suku ung.
  rtes.                                                    • Risiko likuiditas yitu peruhn set dn kewjin
• Liquidity risk refers to sudden chnges in sset             yng ti-ti kren kejdin yng tidk dihrpkn.
  or liility levels cused y unexpected events. The         Bnk perlu memelihr dn dlm jumlh yng
  nk is required to mintin sufficient funding nd          memdi dn ktiv lncr untuk mengkomodsi
  liquid ssets to ccommodte chnges nd funding             peruhn-peruhn dn permintn dn yng
  demnds s they occur from time to time.                     muncul dri wktu ke wktu.
• Operational risk is the potentil for incurring loss s   • Risiko operasional yitu potensi terjdiny kerugin
   result of humn error or filures in processes nd         kren keslhn mnusi tu keggln proses dn
  controls in dy-to-dy opertions.                           pengendlin dlm opersionl nk sehri-hri.

Progress and developments in Risk Management                Kemajuan dan Perkembangan Manajemen Risiko

risk mngement t BII is  priority re, nd ws          Mnjemen risiko di BII merupkn idng priorits
highlighted in 2007 in view of the chllenges posed         selm 2007 mengingt tntngn-tntngn yng
y  slowdown in economic growth nd dditionl             muncul kren melemhny pertumuhn ekonomi dn
regultory chnge. We comined tcticl mesures            peruhn perturn. Kmi mengkominsikn lngkh
to mnge  rise in the level of non-performing             tktis untuk mengelol peningktn jumlh kredit
lons nd strtegic mesures to uild up our current        ermslh dn lngkh strtegis untuk meningktkn
infrstructure nd cpilities.                            infrstruktur dn kemmpun yng d.

Qulifiction under the risk Mngement Certifiction        Sertifiksi oleh Bdn Sertifiksi Mnjemen risiko
Body (BSMr) nd with Bnk Indonesi’s certifiction          (BSMr) dn Bnk Indonesi untuk seluruh krywn
for ll stff is progressing well. To dte, ll memers      erjln dengn lncr. Hingg st ini, semu nggot
of the Bord of Directors nd hve otined BSMr             Direksi dn mnjemen senior telh memperoleh
certifiction. Tilored trining progrmmes introduced       sertifiksi BSMr. Progrm peltihn khusus yng dimuli
in 2007 cover consumer nd wholesle risk, nd               thun 2007 menckup risiko menyeluruh dn risiko
our risk stff ench-strength hs een fortified y          konsumer, dn tim mnjemen risiko diperkut dengn
incresed recruitment in Consumer risk, Mrket risk,         rekrutmen krywn di idng risiko Konsumer, risiko
SMeC risk nd Anlytics.                                     Psr, risiko UKMK dn Anlisis.

                                                             Bersmn dengn pengemngn udy risiko yng
Alongside the development of  roust risk culture we        kut, kmi melkukn investsi pd sistem mnjemen
hve invested in risk mngement systems & nlytics,        risiko, yng hsilny kn dirskn di 2008. Kmi
the rewrds from which will ecome evident in 2008.          ermksud mementuk pltform terintegrsi yng
Our ojective is to estlish uniform integrted             sergm untuk seluruh produk dn isnis erdsrkn
pltforms cross products nd usinesses driven y           keutuhn nsh. Seiring dengn migrsi ke
customer needs. As we migrte to more sophisticted          prktek-prktek pengeloln risiko yng leih cnggih,
risk prctices we re improving nlyticl skills, systems   kmi meningktkn ketermpiln nlisis, sistem dn
nd cpilities. While this exercise dovetils with         kemmpun. Sementr mempersipkn penerpn
preprtions to ecome Bsel II complint, we re            Bsel II, kmi menuju kepd penerpn prktek-
pursuing modern risk mngement prctices nd               prktek pengeloln risiko yng moderen dn udy
strong risk culture throughout the nk s  point           risiko di seluruh nk segi fktor pemed dn
of difference nd  competitive dvntge: key risk          keungguln kompetitif. Indiktor-indiktor risiko utm
indictors (KrI) re eing compiled cross the nk nd      (KrI) dikumpulkn dri seluruh nk dn kmi telh
Vlue-t-risk (VAr) models nd Credit risk rtings re       menggunkn model-model Vlue-t-risk (VAr) dn
lredy in plce.                                            Credit risk rting.

responding to the previling economic nd mrket             Mennggpi kondisi ekonomi dn psr yng terjdi
conditions the nk’s pproch in 2007 ws to reduce         di 2007, pendektn BII erkonsentrsi pd eerp
diffusion nd to focus on severl risk mngement            inisitif mnjemen risiko.
                                                             Risiko Konsumer
Consumer Risk
                                                             Tntngn-tntngn pd portofolio konsumer
Chllenges in the consumer portfolio were countered          ditsi dengn meningktkn kemmpun melkukn
y enhncing credit initition nd collections               pengihn dn perikn. Bnk menemptkn sistem
cpilities. The nk is instlling the ltest lon         pengihn dn loan origination yng kn selesi
origintion nd collections systems technology, to e        dlm 2 uln. Sistem ini kn mempersingkt
completed over the next 2 months, which will yield          wktu pemrosesn sert meningktkn efisiensi dn
improved turnround time, higher operting efficiency,       pengeloln kredit ermslh.
etter delinquency mngement nd loss reductions.
                                                             Risiko Korporasi
Wholesale Risk
                                                             rngkin product programme yng ditujukn pd
A series of product progrmmes were initited                segmen-segmen tertentu telh dimuli, khususny di
trgeting specific segments, prticulrly in the SMeC        re UKM/Komersil. Penerpn sistem kredit yng
re. The instlltion of  new lon system will e          ru kn menguntungkn nsh UKM/Komersil dn
dvntgeous for SMeC customers nd will promote             meningktkn kemmpun mengelol risiko. Keijkn
risk mngement cpility. The Bnk’s lending policy        kredit Bnk tetp tegs dn Bnk menetpkn tsn
remined strict, with single oligor limits set more         per oligor yng leih konservtif dri persyrtn
conservtively thn the regultory requirements.             perturn.

Credit Risk                                                Risiko Kredit

Credit risk rting models for SMe/C nd Corporte          Model Pemeringktn risiko Kredit UKM/Komersil
lons hve een consistently nd widely used. We           dn Korporsi digunkn secr lus dn konsisten.
continuously vlidte nd clirte existing rting        Secr tertur kmi melkukn vlidsi dn klirsi
models regulrly nd develop new rting models             model pemeringktn yng d dn mengemngkn
for specific portfolios enling the nk to ssess        model pemeringktn ru untuk portofolio tertentu
nd mnge risk dequtely nd improve credit risk         hingg nk mmpu menili dn mengelol risiko secr
ssessment cpility s usiness grows.                   memdi dn kemmpun Bnk menili risiko kredit
                                                           meningkt seiring dengn pertumuhn isnis.
Market Risk
                                                           Risiko Pasar
Sustntil investments were mde in mrket risk
mngement systems: Fund Trnsfer Pricing (FTP) ws        Kmi melkukn investsi yng cukup esr pd sistem
implemented, n index which clcultes interest rte       pengeloln risiko psr. Fund Transfer Pricing (FTP),
levels for funding nd lending; guidelines nd policies    yitu indeks untuk menghitung tingkt suku ung
governing price; interest rtes nd the FX rte risks      pendnn dn perkreditn, telh diimplementsikn,
were pulished; nd processes were stremlined to          pndun dn keijkn penetpn suku ung
shrpen middle office nd ck office performnce.         dn nili tukr vls disosilissikn, dn proses-
emphsis ws plced on the mngement of the               proses disederhnkn untuk mempertjm kinerj
liquidity mismtch in  mrket dominted y short          grd tengh dn elkng. Peneknn dierikn
tenor deposits nd long term IFC funding hs een          pd pengeloln mismatch likuidits di psr yng
otined to fund longer term ssets.                       didominsi oleh simpnn jngk pendek. Bnk
                                                           menerim pendnn jngk pnjng dri IFC untuk
Liquidity Risk                                             mendni set yng erjngk wktu leih pnjng.

A revised nk-wide Liquidity risk nd Liquidity           Risiko Likuiditas
Contingency Pln ws pulished. In order to monitor
liquidity risk closely,  Mximum Csh Outflow ws         revisi ts risiko Likuidits dn rencn Drurt
set. A new Asset-Liility Mngement (ALM) tool is        Likuidits yng menckup seluruh nk telh
currently eing implemented to upgrde interest rte       disosilissikn. Jumlh mksimum penrikn tuni
nd liquidity risk mngement.                             ditetpkn gun memonitor likuidits secr seksm.
                                                           Perngkt Asset Liability Management (ALM) yng ru
Operational Risk                                           diterpkn untuk memperiki pengeloln risiko suku
                                                           ung dn likuidits.
An independent Opertionl risk Mngement
function now ers responsiility for the design, policy   Risiko Operasional
development, nd implementtion of opertionl
risk mngement tools. The Bnk’s opertionl risk         Fungsi Pengeloln risiko Opersionl yng
mngement policy hs een reviewed nd rolled out         independen mengemn tnggung jw merncng,
in its new form, long with new frud nd security         mengemngkn keijkn dn mengimplementsikn
policies. Strengthening of the Qulity Assurnce           perngkt mnjemen risiko opersionl. Keijkn
process nd extensive trining led y experienced          mnjemen risiko opersionl nk sedng dievlusi
specilists hs contriuted to diminishing opertionl     dn disosilissikn dlm entuk yng ru, ersm
risks issues.                                              dengn keijkn ru penngnn kemnn dn
                                                           pelnggrn. Pengutn proses Quality Assurance
Business Ethics                                            dn peltihn intensif yng dierikn oleh spesilis
                                                           erpenglmn erpengruh terhdp erkurngny
The code of conduct hs een distriuted to ll            mslh-mslh risiko opersionl.
employees, nd employees re periodiclly reminded of
the code to ensure tht it is dhered to.                  Etika Bisnis

                                                           Kode etik dn pedomn tingkh lku telh
                                                           didistriusikn kepd semu krywn dn secr
                                                           periodik krywn diingtkn untuk melksnknny.


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