- Melakukan review dan
penyempurnaan terhadap Pedoman/ Prosedur Manajemen Risiko Pasar yang telah ditetapkan secara periodik.
• Melaksanakan proses identiikasi,
pengukuran, pemantauan dan pengendalian risiko pasar dengan mengikuti ketentuan Bank Indonesia dan
best practices terkini, termasuk stress testing terhadap kemungkinan kondisi yang terburuk (worst case scenario)
terhadap eksposur yang terkena risiko suku bunga dan risiko nilai tukar.
c. Risiko Operasional
Penerapan Manajemen Risiko untuk Risiko Operasional
1) Organisasi Manajemen Risiko Operasional
Organisasi manajemen risiko operasional Bank berada dalam struktur organisasi Divisi Kepatuhan & Manajemen Risiko dan di bawah Bagian Manajemen Risiko terdiri dari staf fungsional yang secara khusus bertanggungjawab melakukan pengelolaan risiko operasional dan bersifat independen dari unit kerja operasional.
2) Mekanisme yang digunakan untuk mengidentiikasi dan mengukur Risiko Operasional
• Bank melakukan proses identiikasi risiko operasional melalui pengelolaan pencatatan data kerugian dan potensi kerugian yang terjadi pada Satuan Kerja Operasional (Risk Taking Unit) secara periodik dengan perangkat aplikasi Tools Loss Event (TLE) dan Potential Loss Event (PLE) yang telah diimplementasikan secara online di seluruh cabang.
• Berdasarkan pengumpulan data kerugian
tersebut, Bank melakukan risk mapping
dengan menggunakan parameter dampak dan frekuensi kerugian secara bankwide.
• Pengukuran risiko operasional Bank
menggunakan metode pengukuran Pendekatan Indikator Dasar (Basic Indicator Approach) dengan berpedoman kepada Peraturan Bank Indonesia No. 10/15/PBI/2008 tanggal 24 September 2008 tentang Kewajiban Penyediaan Modal Bank Umum dan Surat Edaran Bank Indonesia No. 11/3/DPNP tanggal 29 Januari 2009 tentang Perhitungan Aset Tertimbang Menurut Risiko (ATMR) untuk Risiko Operasional dengan menggunakan Pendekatan Indikator Dasar (PID)
3) Mekanisme yang digunakan untuk memitigasi Risiko Operasional
1) Proses mitigasi dilakukan terhadap risiko operasional yang telah diidentiikasi dengan
- Conducting review and improvement of the Guidelines/ Procedure on Market Risk Management that have been established periodically
• Conducting the process of identiication,
measurement, monitoring and control of market risk by following the provision of Bank Indonesia and the latest best practices, including stress testing on any possible worst condition (worst case scenario) against the exposure affected by interest rate risk and exchange rate risk.
c. Operational Risk
Application of Risk Management for Operational Risk
1) Operational Risk Management Organization The Bank’s operational risk management
organization is provided in the organization structure of Compliance & Risk Management Division and under Risk Management Section consisting of functional staff particularly responsible to manage operational risk who is independent from operational unit.
2) The mechanism used to identify and measure Operational Risk
• The Bank performs operational risk
identiication process through the management of data recording of loss and potential loss occuring in Operational Unit (Risk Taking Unit) on periodic basis with the application of Tools Loss Event (TLE) and Potential Loss Event (PLE) that have been implemented online in all branches.
• Based on such loss data recording, the
Bank conducts risk mapping by using the parameter of impact and frequency of loss bankwide.
• Measurement of the Bank’s operational risk
uses the method of Basic Indicator Approach as guided by Bank Indonesia’s regulation No. 10/15/PBI/2008 dated 24 September 2008 regarding Capital Requirement for Commercial Bank and Bank Indonesia’s Circular No. 11/3/DPNP dated 29 January 2009 regarding Calculation of Risk Weighted Assets (ATMR) for Operational Risk using Basic Indicator Approach (PID).
3) The mechanism used to mitigate Operational Risk
1) Mitigation process is performed to operational risk already identiied by using
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menggunakan prosedur kontrol dan/atau mitigasi risiko yang sesuai.
2) Proses mitigasi risiko operasional yang diterapkan oleh Bank antara lain :
• Meningkatkan budaya kontrol internal
dan memastikan aktivitas kontrol sebagai bagian tak terpisahkan dalam pelaksanaan transaksi atau aktivitas reguler Bank melalui penerapan front end control dan back end control oleh unit kerja terkait sehingga mampu merespon dengan cepat dan tepat setiap penyimpangan yang terjadi.
• Penilaian proil risiko operasional dan
perkembangannya setiap bulan yang dituangkan dalam laporan Proil Risiko Bank.
• Menetapkan kebijakan dan pedoman business continuity management dalam hal rencana antisipasi kondisi darurat.
• Melakukan review kebijakan, pedoman dan prosedur Bank terkait penerapan manajemen risiko operasional secara periodik sesuai perkembangan usaha dan kebutuhan Bank.
• Pelaksanaan fungsi, tugas, dan tanggung
jawab setiap satuan pengendalian intern Bank secara efektif sesuai ketentuan yang berlaku mencakup Divisi Kepatuhan & Manajemen Risiko, Satuan Kerja Audit Intern, dan Divisi Kontrol.
d. Risiko Likuiditas
Penerapan Manajemen Risiko untuk Risiko Likuiditas 1) Organisasi Manajemen Risiko Likuiditas
Organisasi manajemen risiko likuiditas Bank berada dalam struktur organisasi Divisi Kepatuhan & Manajemen Risiko dan di bawah Bagian Manajemen Risiko terdiri dari staf fungsional yang secara khusus bertanggung jawab melakukan pengelolaan risiko likuiditas dan bersifat independen dari unit kerja operasional. 2) Indikator peringatan dini permasalahan likuiditas
• Dalam mengantisipasi timbulnya risiko
likuiditas, Bank melakukan penilaian proil risiko likuiditas setiap bulan yang menggambarkan tren kondisi likuiditas Bank secara berkesinambungan sehingga dapat menjadi salah satu indikator peringatan dini jika Bank mulai mengalami permasalahan likuiditas.
• Proses pemantauan risiko likuiditas
dilakukan berdasarkan hasil pengukuran dan pelaksanaan pemenuhan kebutuhan likuiditas harian Bank baik dalam bentuk
control and/or the appropriate risk mitigation procedure.
2) Operational risk mitigation process applied by the Bank is, among others:
• Increasing internal control culture and
ensuring that control activity is an integral part in carrying out transaction or regular activities of the Bank by applying front end control and back end control by the related unit so that it can give quick and correct response in case of deviation.
• Monthly assessment of operational risk
proile and its development is included in the Bank’s Risk Proile Report.
• Setting the policy and guidelines on
business continuity management in anticipation of emergency condition.
• Reviewing the Bank’s policy, guidelines
and procedure related to operational risk management application periodically according to the business development and requirement of the Bank.
• Implementation of function, duty, and
responsibility of each of the Bank’s internal control unit pursuant to the applicable provision including Compliance & Risk Management Division, Internal Audit Unit, and Control Division.
d. Liquidity Risk
Risk Management Application for Liquidity Risk 1) Liquidity Risk Management Organization
The Bank’s liquidity risk management organization is provided in the organization structure of Compliance & Risk management Division and under Risk Management Section consisting of functional staff particularly responsible for liquidity risk management who is independent from operational unit.
2) Early warning indicator of liquidity problem
• In anticipation of liquidity risk, the Bank
performs monthly liquidity risk proile relecting the trend of liquidity condition of the Bank on continuous basis, so that it can be one of early warning indicators if the Bank starts having liquidity problem.
• Monitoring liquidity risk is conducted under
measurement result and fulillment of the Bank’s daily liquidity need either in form of primary reserve or secondary reserve. Lack