Risk Management Table
A. NSFR CALCULATION
ASF Component Weighted
Value Weighted
Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
1 Capital
2 Regulatory Capital as per POJK KPMM 212,144,784 - - 311,500 212,456,284 221,639,627 - - 289,750 221,929,377
3 Other capital instruments - - - -
4 Retail deposits and deposits from micro and small business customers:
5 Stable Deposits 454,322,206 112,714,592 - - 538,684,958 471,156,409 112,201,218 - - 554,189,746
6 Less Stable Deposits 180,789,822 37,106,510 - - 196,106,699 177,028,006 35,114,560 - - 190,928,309
7 Wholesale Funding
8 Operational deposits 197,049,137 - - - 98,524,568 203,607,379 - - - 101,803,689
9 Other wholesale funding 392,296 36,744,797 - - 18,005,009 346,300 32,223,659 - 417 15,795,372
10 Liabilities with matching interdependent assets - - - -
11 Other liabilities and equity:
12 NSFR derivative liabilities 420,445 - - 274,386 - -
13 All other liabilities and equity not included in the above
categories 44,463 32,702,132 497,109 54,288 302,842 42,641 37,190,174 638,076 71,381 390,419
14 TOTAL ASF 1,064,080,361 1,085,036,912
37. Net Stable Funding Ratio (NSFR) (Individu)
ASF Component
Reporting Position (September 2022)
Weighted Value
Reporting Position (December 2022)
Weighted Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
15 Total NSFR HQLA 14,276,439 14,187,350
16 Deposits held at other financial institutions for operational
purposes 7,994,958 - - - 3,997,479 4,639,740 - - - 2,319,870
17 Performing loans and securities
18 to financial institutions secured by Level 1 HQLA - 11,049,262 - - 1,104,926 - 4,384,426 - - 438,443
19 to financial institutions secured by non-Level 1
HQLA and unsecured performing loans to financial institutions
- 24,405,913 6,447,738 33,761,653 40,646,408 - 23,621,130 6,208,466 38,498,485 45,145,888
20 to non- financial corporate clients, retail
and small business customers, government of Indonesia, other sovereigns, Bank Indonesia, other central banks and pubic service entities, of which:
- 102,397,058 63,926,502 369,601,752 397,323,269 - 101,407,621 70,458,167 379,647,678 408,633,420
21 meet a risk weight of less than or equal to 35% under SE
OJK ATMR for credit risk - 908,750 639,825 8,234,028 6,126,405 - 2,434,484 317,062 10,581,109 8,253,494
22 Unpledged residential mortgages, of which: - 2,787 11,638 871,320 747,835 - 2,823 7,239 948,649 811,383
23 meet a risk weight of less than or equal to 35% under SE
OJK ATMR for credit risk - 178,859 716,785 52,773,933 34,750,879 - 274,409 541,137 55,553,060 36,517,262
24 Securities that are unpledged, not in default and do not
qualify as HQLA, including exchange-traded equities - 17,946,392 2,962,714 6,800,585 16,235,050 - 13,999,471 3,516,763 12,174,038 19,106,050
25 Assets with matching interdependent liabilities - - - - - - - - - -
26 Other assets:
27 Physical traded commodities, including gold - - - -
28 Cash, securities and other assets posted as initial margin for derivative contracts or contributions to default funds of central counterparty (CCPs)
- - - -
29 NSFR derivative assets - - - -
30 20% NSFR derivative liabilities before deduction of
variation margin posted 84,089 84,089 54,877 54,877
31 All other assets not included in the above categories 14,185 40,519,016 1,075,353 47,499,196 89,102,759 13,134 41,756,755 991,442 49,951,656 92,712,987
32 Off-balance sheet items 339,936,924 12,013,629 356,065,425 12,987,901
33 TOTAL RSF 616,409,168 641,168,925
34 Net Stable Funding Ratio (%) 172.63% 169.23%
ASF Component Weighted
Value Weighted
Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
15 Total NSFR HQLA 14,276,439 14,187,350
16 Deposits held at other financial institutions for operational
purposes 7,994,958 - - - 3,997,479 4,639,740 - - - 2,319,870
17 Performing loans and securities
18 to financial institutions secured by Level 1 HQLA - 11,049,262 - - 1,104,926 - 4,384,426 - - 438,443
19 to financial institutions secured by non-Level 1
HQLA and unsecured performing loans to financial institutions
- 24,405,913 6,447,738 33,761,653 40,646,408 - 23,621,130 6,208,466 38,498,485 45,145,888
20 to non- financial corporate clients, retail
and small business customers, government of Indonesia, other sovereigns, Bank Indonesia, other central banks and pubic service entities, of which:
- 102,397,058 63,926,502 369,601,752 397,323,269 - 101,407,621 70,458,167 379,647,678 408,633,420
21 meet a risk weight of less than or equal to 35% under SE
OJK ATMR for credit risk - 908,750 639,825 8,234,028 6,126,405 - 2,434,484 317,062 10,581,109 8,253,494
22 Unpledged residential mortgages, of which: - 2,787 11,638 871,320 747,835 - 2,823 7,239 948,649 811,383
23 meet a risk weight of less than or equal to 35% under SE
OJK ATMR for credit risk - 178,859 716,785 52,773,933 34,750,879 - 274,409 541,137 55,553,060 36,517,262
24 Securities that are unpledged, not in default and do not
qualify as HQLA, including exchange-traded equities - 17,946,392 2,962,714 6,800,585 16,235,050 - 13,999,471 3,516,763 12,174,038 19,106,050
25 Assets with matching interdependent liabilities - - - - - - - - - -
26 Other assets:
27 Physical traded commodities, including gold - - - -
28 Cash, securities and other assets posted as initial margin for derivative contracts or contributions to default funds of central counterparty (CCPs)
- - - -
29 NSFR derivative assets - - - -
30 20% NSFR derivative liabilities before deduction of
variation margin posted 84,089 84,089 54,877 54,877
31 All other assets not included in the above categories 14,185 40,519,016 1,075,353 47,499,196 89,102,759 13,134 41,756,755 991,442 49,951,656 92,712,987
32 Off-balance sheet items 339,936,924 12,013,629 356,065,425 12,987,901
33 TOTAL RSF 616,409,168 641,168,925
34 Net Stable Funding Ratio (%) 172.63% 169.23%
37. Net Stable Funding Ratio (NSFR) (Consolidated)
ASF Component
Reporting Position (September 2022)
Weighted Value
Reporting Position (December 2022)
Weighted Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
1 Capital
2 Regulatory Capital as per POJK KPMM 220,746,759 - - 311,500 221,058,259 230,131,382 - - 289,750 230,421,132
3 Other capital instruments - - - -
4 Retail deposits and deposits from small business customers:
5 Stable Deposits 455,939,457 112,773,904 - - 540,277,694 472,826,226 112,259,031 - - 555,830,995
6 Less Stable Deposits 180,940,647 39,918,804 - - 198,773,507 177,165,598 38,113,837 - - 193,751,492
7 Wholesale Funding
8 Operational deposits 200,371,614 - - - 100,185,807 205,509,587 - - - 102,754,793
9 Other wholesale funding 392,664 43,580,456 50,655 181,513 20,712,061 346,783 42,600,463 415,263 214,266 20,250,580
10 Liabilities with matching interdependent assets - - - -
11 Other liabilities and equity:
12 NSFR derivative liabilities 420,445 - - 274,386 - -
13 All other liabilities and equity not included in the above
categories 139,001 28,906,038 497,109 54,288 397,369 149,506 30,225,119 638,076 71,381 497,272
14 TOTAL ASF 1,081,404,696 1,103,506,263
ASF Component Weighted
Value Weighted
Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
1 Capital
2 Regulatory Capital as per POJK KPMM 220,746,759 - - 311,500 221,058,259 230,131,382 - - 289,750 230,421,132
3 Other capital instruments - - - -
4 Retail deposits and deposits from small business customers:
5 Stable Deposits 455,939,457 112,773,904 - - 540,277,694 472,826,226 112,259,031 - - 555,830,995
6 Less Stable Deposits 180,940,647 39,918,804 - - 198,773,507 177,165,598 38,113,837 - - 193,751,492
7 Wholesale Funding
8 Operational deposits 200,371,614 - - - 100,185,807 205,509,587 - - - 102,754,793
9 Other wholesale funding 392,664 43,580,456 50,655 181,513 20,712,061 346,783 42,600,463 415,263 214,266 20,250,580
10 Liabilities with matching interdependent assets - - - -
11 Other liabilities and equity:
12 NSFR derivative liabilities 420,445 - - 274,386 - -
13 All other liabilities and equity not included in the above
categories 139,001 28,906,038 497,109 54,288 397,369 149,506 30,225,119 638,076 71,381 497,272
14 TOTAL ASF 1,081,404,696 1,103,506,263
37. Net Stable Funding Ratio (NSFR) (Consolidated)
RSF Component
Reporting Position (September 2022)
Weighted Value
Reporting Position (December 2022)
Weighted Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
15 Total NSFR HQLA 15,012,243 15,121,021
16 Deposits held at other financial institutions for operational
purposes 8,064,983 - - - 4,032,492 4,751,674 - - - 2,375,837
17 Performing loans
18 to financial institutions secured by Level 1 HQLA - 11,049,262 - - 1,104,926 - 4,384,426 - - 438,443
19 to financial institutions secured by non-Level 1
HQLA and unsecured performing loans to financial institutions
105 25,994,769 6,447,747 34,332,578 41,455,683 109 25,339,663 6,208,717 39,133,497 46,038,822
20 to non- financial corporate clients, retail
and small business customers, government of Indonesia, other sovereigns, Bank Indonesia, other central banks and pubic service entities, of which:
- 103,310,214 65,800,904 383,512,157 410,540,893 - 102,373,339 72,164,319 394,257,690 422,387,865
21 meet a risk weight of less than or equal to 35% under SE
OJK RWA for credit risk - 908,750 639,825 8,234,028 6,126,405 - 2,434,484 317,062 10,581,109 8,253,494
22 Unpledged residential mortgages, of which: - 11,263 38,242 1,336,552 1,160,822 - 11,414 36,135 1,480,444 1,282,152
23 meet a risk weight of less than or equal to 35% under SE
OJK RWA for credit risk - 178,859 716,785 52,773,933 34,750,879 - 274,409 541,137 55,553,060 36,517,262
24 Securities that are unpledged, not in default and do not
qualify as HQLA, including exchange-traded equities - 18,779,314 2,985,930 7,115,403 16,930,714 - 14,992,325 3,539,874 12,492,448 19,884,680
25 Assets with matching interdependent liabilities - - - -
26 Other assets:
27 Physical traded commodities, including gold - - - -
28 Cash, securities and other assets posted as initial margin for derivative contracts or contributions to default funds of central counterparty (CCPs)
- - - -
29 NSFR derivative assets - - - -
30 20% NSFR derivative liabilities before deduction of
variation margin posted 84,089 84,089 54,877 54,877
31 All other assets not included in the above categories 14,191 36,011,865 1,086,028 41,535,283 78,642,378 13,140 34,413,399 999,410 44,089,029 79,514,978
32 Off-balance sheet items 340,774,366 12,023,543 357,348,310 13,006,430
33 TOTAL RSF 621,865,066 644,875,861
34 Net Stable Funding Ratio (%) 173.90% 171.12%
RSF Component Weighted
Value Weighted
Value Carrying Value by Residual Maturity
(in million Rupiah) Carrying Value by Residual Maturity
(in million Rupiah) No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year No Specified Maturity < 6 Months ≥ 6 Months -
< 1 Year ≥ 1 Year
15 Total NSFR HQLA 15,012,243 15,121,021
16 Deposits held at other financial institutions for operational
purposes 8,064,983 - - - 4,032,492 4,751,674 - - - 2,375,837
17 Performing loans
18 to financial institutions secured by Level 1 HQLA - 11,049,262 - - 1,104,926 - 4,384,426 - - 438,443
19 to financial institutions secured by non-Level 1
HQLA and unsecured performing loans to financial institutions
105 25,994,769 6,447,747 34,332,578 41,455,683 109 25,339,663 6,208,717 39,133,497 46,038,822
20 to non- financial corporate clients, retail
and small business customers, government of Indonesia, other sovereigns, Bank Indonesia, other central banks and pubic service entities, of which:
- 103,310,214 65,800,904 383,512,157 410,540,893 - 102,373,339 72,164,319 394,257,690 422,387,865
21 meet a risk weight of less than or equal to 35% under SE
OJK RWA for credit risk - 908,750 639,825 8,234,028 6,126,405 - 2,434,484 317,062 10,581,109 8,253,494
22 Unpledged residential mortgages, of which: - 11,263 38,242 1,336,552 1,160,822 - 11,414 36,135 1,480,444 1,282,152
23 meet a risk weight of less than or equal to 35% under SE
OJK RWA for credit risk - 178,859 716,785 52,773,933 34,750,879 - 274,409 541,137 55,553,060 36,517,262
24 Securities that are unpledged, not in default and do not
qualify as HQLA, including exchange-traded equities - 18,779,314 2,985,930 7,115,403 16,930,714 - 14,992,325 3,539,874 12,492,448 19,884,680
25 Assets with matching interdependent liabilities - - - -
26 Other assets:
27 Physical traded commodities, including gold - - - -
28 Cash, securities and other assets posted as initial margin for derivative contracts or contributions to default funds of central counterparty (CCPs)
- - - -
29 NSFR derivative assets - - - -
30 20% NSFR derivative liabilities before deduction of
variation margin posted 84,089 84,089 54,877 54,877
31 All other assets not included in the above categories 14,191 36,011,865 1,086,028 41,535,283 78,642,378 13,140 34,413,399 999,410 44,089,029 79,514,978
32 Off-balance sheet items 340,774,366 12,023,543 357,348,310 13,006,430
33 TOTAL RSF 621,865,066 644,875,861
34 Net Stable Funding Ratio (%) 173.90% 171.12%