PENGUNGKAPAN INFORMASI KUANTITATIF EKSPOSUR RISIKO PT ... · PENGUNGKAPAN INFORMASI KUANTITATIF EKSPOSUR RISIKO PT. BANK MUAMALAT INDONESIA, Tbk. POSISI JUNI 2020 Tabel 1.1. Pengungkapan

PENGUNGKAPAN INFORMASI KUANTITATIF EKSPOSUR RISIKO

PT. BANK MUAMALAT INDONESIA, Tbk.

POSISI JUNI 2020

Tabel 1.1. Pengungkapan Tagihan Bersih Berdasarkan Wilayah/ IndividualDisclosure of Net Claims by Region

(dalam jutaan rupiah)/ (in million rupiah)

No. Kategori Portofolio/ Portfolio Categories

30-Jun-20

Tagihan Bersih Berdasarkan Wilayah/ Net Claim by Region

Jabodetabek / Jawa / Sumatera / Kalimantan / Lainnya / Total

Greater Jakarta Java Sumatra Borneo Others Total

(1) (2) (3) (4) (5) (6) (7) (9)

1 Tagihan Kepada Pemerintah/ Claim to The Government

2.363.138 - 82 - 52.864 2.416.084

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities

- 94.159 112.418 - 2.435 209.012

3

Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional/ Claim to The Multilateral Development Banks and International Institutions

- - - - - -

4 Tagihan Kepada Bank/ Claim to The Bank 250.468 65.872 13.830 - 76.475 406.645

5 Pembiayaan Beragun Rumah Tinggal/ Residential Mortgage Loans

2.739.610 1.293.058 704.356 392.567 364.621 5.494.212

6 Pembiayaan Beragun Properti Komersial/ Commercial Property Mortgage Loans

20.181 9.374 11.484 8.062 6.960 56.061

7 Pembiayaan Pegawai/Pensiunan/ Retired Employee Credit

53.540 36.121 17.247 12.008 16.183 135.099

8

Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel/ Claim to Micro, Small dan Retail Portfolio

2.597.366 1.840.376 427.451 197.620 239.586 5.302.399

9 Tagihan kepada Korporasi/ Claim to Corporate 21.838.094 3.119.563 509.421 94.886 709.041 26.271.005

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - - - - -

11 Aset Lainnya/ Others Asset 5.759.881 - - - - 5.759.881

Total 35.622.277 6.458.523 1.796.290 705.143 1.468.165 46.050.398

Tabel 1.2. Pengungkapan Tagihan Bersih Berdasarkan Sisa Jangka Waktu Kontrak / Disclosure of Net Claims Based Remaining Contract Term


No. Kategori Portofolio/ Portfolio

Categories

30-Jun-20

Tagihan bersih berdasarkan sisa jangka waktu kontrak/ Net Claims Based Remaining Contract Term

< 1 tahun/ < 1 year

>1 thn s.d. 3 thn > 1 year until 3

years

>3 thn s.d. 5 thn

> 3 year until 5 years

> 5 thn > 5 years

Non-Kontraktual

Non-Contractual

Total Total

(1) (2) (3) (4) (5) (6) (7) (8)


1.394.498 218.998 541.626 196.616 64.346 2.416.084


- 112.398 13.966 676 81.971 209.012

3


- - - - - -

4 Tagihan Kepada Bank/ Claim to The Bank 223.083 53.246 41.852 27.720 60.744 406.645


3.039 51.194 4.204.199 813.709 422.070 5.494.212


(126) 896 25.440 23.793 6.059 56.061


(38) 13.539 44.310 38.861 38.426 135.099

8


137.839 688.116 2.553.242 840.034 1.083.167 5.302.399

9 Tagihan kepada Korporasi/ Claim to Corporate 856.095 7.734.079 11.302.301 2.858.403 3.520.127 26.271.005

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - - - - -

11 Aset Lainnya/ Others Asset - - - - 5.759.881 5.759.881

Total 2.614.391 8.872.467 18.726.936 4.799.812 11.036.792 46.050.398

Tabel 1.3. Pengungkapan Tagihan Bersih Berdasarkan Sektor Ekonomi / Disclosure of Net Claims by Economic Sector


No. Sektor Ekonomi/ Economic Sectors

Tagihan Kepada

Pemerintah/ Claim to The Government

Tagihan Kepada Entitas Sektor Publik/ Claim

to Public Sector

Entities

Tagihan Kepada Bank

Pembangunan Multilateral dan

Lembaga Internasional/ Claim to The Multilateral

Development Banks and

International Institutions

Tagihan Kepada Bank/

Claim to The Bank

Pembiayaan Beragun Rumah Tinggal/

Residential Mortgage

Loans

Pembiayaan Beragun Properti

Komersial/ Commercial

Property Mortgage

Loans

Pembiayaan Pegawai/

Pensiunan/ Retired

Employee Credit

Tagihan Kepada Usaha Mikro,

Usaha Kecil dan Portofolio Ritel/ Claim to Micro,

Small dan Retail Portfolio

Tagihan kepada

Korporasi/ Claim to

Corporate

Tagihan yang Telah Jatuh

Tempo/ Claim on past due

Aset Lainnya/

Others Asset

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13)

1 Pertanian, perburuan dan Kehutanan/ Agriculture, Hunting and Forestry

- 70.045 - - - - - 591.676 671.353 - -

2 Perikanan/ Fisheries - - - - - - - - - - -

3 Pertambangan dan Penggalian/ Mining and Quarrying

- - - - - - - 81.453 3.099.460 - -

4 Industri pengolahan/ Manufacturing Industry - - - - - - - 286.686 5.710.342 - -

5 Listrik, Gas dan Air/ Electricity, Gas and Water - 112.418 - - - - - 17.350 3.232.837 - -

6 Konstruksi/ Construction - - - 17.188 - - - 111.892 2.412.219 - -

7 Perdagangan besar dan eceran/ Wholesale and Retail Trade

- - - 4.320 - - - 270.057 4.351.142 - -

8

Penyediaan akomodasi dan penyediaan makan minum/ Accommodation Providers and food and Beverage Providers

- - - - 1.744 - - 67.111 170.127 - -

9

Transportasi, pergudangan dan komunikasi/ Transportation, Storage and Communication

- - - - 196 - - 101.110 2.537.593 - -

10 Perantara keuangan/ Financial Brokers - - - 385.137 220.124 - - 523.990 1.114.358 - -

11

Real estate, usaha persewaan dan jasa perusahaan/ Real Estate, Rental Business, and orporate Services

- - - - 2.813 - - 824.411 2.394.421 - -

12

Administrasi Pemerintahan, pertahanan dan jaminan sosial wajib/ Public Administration, Defense nd Compulsory Social Security

- - - - - - - 66 - - -

No. Sektor Ekonomi/ Economic Sectors

Tagihan Kepada

Pemerintah/ Claim to The Government

Tagihan Kepada Entitas Sektor Publik/ Claim

to Public Sector

Entities

Tagihan Kepada Bank

Pembangunan Multilateral dan

Lembaga Internasional/ Claim to The Multilateral

Development Banks and

International Institutions

Tagihan Kepada Bank/

Claim to The Bank

Pembiayaan Beragun Rumah Tinggal/

Residential Mortgage

Loans

Pembiayaan Beragun Properti

Komersial/ Commercial

Property Mortgage

Loans

Pembiayaan Pegawai/

Pensiunan/ Retired

Employee Credit

Tagihan Kepada Usaha Mikro,

Usaha Kecil dan Portofolio Ritel/ Claim to Micro,

Small dan Retail Portfolio

Tagihan kepada

Korporasi/ Claim to

Corporate

Tagihan yang Telah Jatuh

Tempo/ Claim on past due

Aset Lainnya/

Others Asset

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13)

13 Jasa pendidikan/ Education Services - 16.259 - - - - - 516.517 187.907 - -

14

Jasa kesehatan dan kegiatan sosial/ Health Services and Social Activities

- - - - - - - 152.527 102.193 - -

15

Jasa kemasyarakatan, sosial budaya, hiburan dan perorangan lainnya/ Social Services, Socio-Cultural, Entertainment and Other Individual

- - - - - - - 961.936 287.052 - -

16

Jasa perorangan yang melayani rumah tangga/ Households Personal Services

- 1.246 - - 5.264.905 56.271 133.515 484.194 - - -

17

Badan internasional dan badan ekstra internasional lainnya/ International and Extra International Agencies

- - - - - - - - - - -

18 Kegiatan yang belum jelas batasannya/ Undefined activities

- - - - - - - - - - -

19 Bukan Lapangan Usaha/ Not a Business Field - - - - 4.429 (210) 1.584 311.422 - - -

20 Lainnya/ Others 2.416.084 9.044 - - - - - - - - 5.759.881

Total 2.416.084 209.012 - 406.645 5.494.212 56.061 135.099 5.302.399 26.271.005 - 5.759.881

Tabel 1.4. Pengungkapan Tagihan dan Pencadangan Berdasarkan Wilayah / Disclosure of Bills and Allowance By Region


No. Keterangan/ Information

30-Jun-20

Wilayah/ Region

Jabodetabek / Greater Jakarta

Jawa / Java

Sumatera / Sumatra

Kalimantan / Borneo

Lainnya / Others

Total Total

(1) (2) (3) (4) (5) (6) (7) (10)

1 Tagihan/ Claims 29.919.281 6.617.949 1.820.027 711.416 1.470.803 40.539.476

2

Tagihan yang mengalami penurunan nilai (impaired )/ Impaired Claims

a. Belum jatuh tempo/ Not Past Due Yet 31.872.472 6.346.987 1.567.574 697.282 1.459.345 41.943.659

b. Telah jatuh tempo/ Past Due 585.709 270.962 252.453 14.135 11.458 1.134.717

3 Cadangan kerugian penurunan nilai (CKPN) - Individual/ Provision for Possible Losses – Individual 74.780 105.900 5.316 - - 185.996

4 Cadangan kerugian penurunan nilai (CKPN) - Kolektif/ Provision for Possible Losses - Collective 196.753 64.958 20.848 8.861 14.150 305.569

5 Tagihan yang dihapus buku/ Written-Off Claims 1.201.645 157.910 171.040 25.769 49.028 1.605.392

Tabel 1.5. Pengungkapan Tagihan dan Pencadangan Berdasarkan Sektor Ekonomi / Disclosure of Claims and Allowance by Economic Sector


No. Sektor Ekonomi/ Economic Sector Tagihan/ Claim

Tagihan yang Mengalami Penurunan Nilai/ Impaired Claims

Cadangan kerugian penurunan nilai

(CKPN) - Individual/ Provision for Possible

Losses – Individual


(CKPN) - Kolektif/ Provision for Possible

Losses - Collective

Tagihan yang hapus buku/ Written-Off

Claims Belum Jatuh

Tempo/ Not Past Due Yet

Telah Jatuh Tempo/ Past Due

(1) (2) (3) (4) (5) (6) (7) (8)

1 Pertanian, perburuan dan Kehutanan/ Agriculture, Hunting and Forestry 1.128.714,3 887.117 241.598 4.234 13.672 -

2 Perikanan/ Fisheries 334.552,7 334.553 - - 2.851 -

3 Pertambangan dan Penggalian/ Mining and Quarrying 2.200.168,2 2.200.168 - 12.464 20.603 -

4 Industri pengolahan/ Manufacturing Industry 4.261.991,3 4.095.381 166.610 87.780 39.006 192

5 Listrik, Gas dan Air/ Electricity, Gas and Water 2.332.815,6 2.332.816 - - 21.326 -

6 Konstruksi/ Construction 1.783.598,2 1.705.863 77.735 697 22.448 5.978

7 Perdagangan besar dan eceran/ Wholesale and Retail Trade 3.294.834,7 2.957.831 337.003 56.615 27.290 -

8 Penyediaan akomodasi dan penyediaan makan minum/ Accommodation Providers and food and Beverage Providers

184.093,5 184.093 - 1.082 1.129 -

9 Transportasi, pergudangan dan komunikasi/ Transportation, Storage and Communication 1.848.491,7 1.739.938 108.553 22.569 18.119 -

10 Perantara keuangan/ Financial Brokers 1.933.449,4 1.919.844 13.606 - 19.397 322.733

11 Real estate, usaha persewaan dan jasa perusahaan/ Real Estate, Rental Business, and Corporate Services 2.450.211,1 2.449.907 304 - 18.521 36.037

12 Administrasi Pemerintahan, pertahanan dan jaminan sosial wajib/ Public Administration, Defense nd Compulsory Social Security 65,3 65 - - 1 -

13 Jasa pendidikan/ Education Services 658.926,0 657.555 1.371 - 5.002 1.389

14 Jasa kesehatan dan kegiatan sosial/ Health Services and Social Activities 221.229,3 220.326 903 - 2.086 -

15 Jasa kemasyarakatan, sosial budaya, hiburan dan perorangan lainnya/ Social Services, Socio-Cultural, Entertainment and Other Individual 1.156.923,2 1.129.837 27.086 - 12.744 -

16 Jasa perorangan yang melayani rumah tangga/ Households Personal Services 5.956.649,1 5.829.527 127.122 556 62.159 -

No. Sektor Ekonomi/ Economic Sector Tagihan/ Claim

Tagihan yang Mengalami Penurunan Nilai/ Impaired Claims


(CKPN) - Individual/ Provision for Possible

Losses – Individual


(CKPN) - Kolektif/ Provision for Possible

Losses - Collective

Tagihan yang hapus buku/ Written-Off

Claims Belum Jatuh

Tempo/ Not Past Due Yet

Telah Jatuh Tempo/ Past Due

(1) (2) (3) (4) (5) (6) (7) (8)

17 Badan internasional dan badan ekstra internasional lainnya/ International and Extra International Agencies

- - - - - -

18 Kegiatan yang belum jelas batasannya/ Undefined activities 21.774,7 21.775 - - 208 -

19 Bukan Lapangan Usaha/ Not a Business Field 318.371,0 285.545 32.826 - 5.629 389.548

20 Lainnya/ Others 10.452.616,5 12.991.517 - - 13.379 849.516

Total 40.539.475,6 41.943.659 1.134.717 185.996 305.569 1.605.392

Tabel 1.6. Pengungkapan Rincian Mutasi Cadangan Kerugian Penurunan Nilai / Disclosure of Provision of Possible Losses Mutation Details


No. Keterangan/ Information

30-Jun-20

CKPN Individual/ Provision of Possible Losses - Individual

CKPN Kolektif/ Provision of Possible

Losses - Collective

(1) (2) (3) (4)

1 Saldo awal CKPN/ Provision of Possible Losses Beginning Balance 338.333 295.493

2 Pembentukan (pemulihan) CKPN pada periode berjalan (Net)/ Provisions (Reversal of Provisions) of Possible Losses in Current Year

2.a Pembentukan CKPN pada periode berjalan/ Provisions of Possible Losses in Current Year

2.b Pemulihan CKPN pada periode berjalan/ Reversal of Provisions of Possible Losses in Current Year (23.759) (50.200)

3 CKPN yang digunakan untuk melakukan hapus buku atas tagihan pada periode berjalan/ Provisions of Possible Losses that used for Write-off in Current Year

- -

4 Pembentukan (pemulihan) lainnya pada periode berjalan/ Other Provisions (Other Reversal of Provisions) in Current Year - -

Saldo akhir CKPN/ Provision of Possible Losses Ending Balance 338.333 295.493

Tabel 1.7. Pengungkapan Tagihan Bersih Berdasarkan Kategori Portofolio dan Skala Peringkat / Disclosure of Net Claims by Portfolio Category and Rating Scale (dalam jutaan rupiah)/ (in million rupiah)


Categories

Lembaga Pemeringkat/

Rating Agencies Peringkat Jangka panjang/ Long Term Rating Peringkat Jangka Pendek/ Long Term Rating

Standard and Poor's

AAA AA+ s.d AA-

A+ s.d A- BBB+ s.d BBB-

BB+ s.d BB- B+ s.d B- Kurang dari B-

A-1 A-2 A-3 Kurang dari A-3

Tanpa Peringkat/ Non rated

Total

Fitch Rating AAA AA+ s.d

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

BBB- BB+ s.d BB- B+ s.d B- Kurang dari

B- F1+ s.d F1 F2 F3 Kurang dari F3

Moody's Aaa Aa1 s.d

Aa3 A1 s.d A3

Baa1 s.d Baa3

Ba1 s.d Ba3 B1 s.d B3 Kurang dari

B3 P-1 P-2 P-3

Kurang dari P-3

PT. Fitch Ratings Indonesia

AAA (idn)

AA+(idn) s.d AA-

(idn)

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

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

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

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

Kurang dari B-(idn)

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

F2(idn) F3(idn) Kurang

dari F3(idn)

PT ICRA Indonesia [Idr]AAA

[Idr]AA+ s.d

[Idr]AA-

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

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

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

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

Kurang dari [Idr]B-

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

[Idr]A2+ s.d [Idr]A2

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

Kurang dari

[Idr]A3 PT Pemeringkat Efek Indonesia idAAA

idAA+ s.d idAA-

idA+ s.d id A-

id BBB+ s.d id BBB-

id BB+ s.d id BB-

id B+ s.d id B-

Kurang dari idB- idA1 idA2

idA3 s.d id A4

Kurang dari idA4

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16)


- - - - - - - - - - - 2.416.084 2.416.084


- - - 8.320 - - - - - - - 200.692 209.012

3


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

4 Tagihan Kepada Bank/ Claim to The Bank 47.528 4.849 5.095 - - - - - - - - 349.173 406.645

5 Pembiayaan Beragun Rumah Tinggal/ Residential Mortgage Loans (9) - - - - - - - - - - 5.494.221 5.494.212


- - - - - - - - - - - 56.061 56.061


- - - - - - - - - - - 135.099 135.099

8


- - - 284.447 - - - - - - - 5.017.952 5.302.399

9 Tagihan kepada Korporasi/ Claim to Corporate

- - 643.009 554.367 - - - - - - - 25.073.629 26.271.005

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - - - - - - - - - - - -

11 Aset Lainnya/ Others Asset - - - - - - - - - - - 5.759.881 5.759.881

TOTAL 47.519 4.849 648.103 847.133 - - - - - - - 44.502.793 46.050.397

Tabel 1.8.a. Pengungkapan Risiko Kredit Pihak Lawan: Transaksi Lindung Nilai Syariah Over the Counter/ Disclosure of Counterparty Credit Risk: Sharia Hedging Transactions Over the Counter


No Variabel yang Mendasari/ Underlying Variables

30-Jun-20

Notional Amount Tagihan Derivatif/ Derivative

Claim

Kewajiban Derivatif/ Derivative Liabilties

Tagihan Bersih sebelum MRK/

Net Claim before CRM

MRK/ CRM

Tagihan Bersih setelah MRK/ Net

Claim after CRM

< 1 Tahun < 1 Year

> 1 Tahun - < 5 Tahun

> 1 Year - < 5 Years

> 5 Tahun > 5 Years

1 Shariah Compliant Profit Rate Swap -

2 Shariah Compliant Foreign Currency Swap 961.829

50.651 54.166 2.599.169 - 2.599.169

3 Lainnya -

TOTAL 961.829 - - 50.651 54.166 2.599.169 - 2.599.169

Tabel 1.8.b. Pengungkapan Risiko Kredit Pihak Lawan: Transaksi Repo / Disclosure of Counterparty Credit Risk


No Kategori Portofolio

30-Jun-20

Nilai Wajar SSB Repo Kewajiban Repo Tagihan Bersih ATMR

1 Tagihan Kepada Pemerintah 2.538.900 2.538.900 2.538.900 -

2 Tagihan Kepada Entitas Publik - - - -

3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional - - - -

4 Tagihan kepada Bank - - - -

5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel - - - -

6 Tagihan Kepada Korporasi - - - -

TOTAL 2.538.900 2.538.900 2.538.900 -

Tabel 1.8.c. Pengungkapan Risiko Kredit Pihak Lawan: Transaksi Reverse Repo / Disclosure of Counterparty Credit Risk: Reverse Repo Transactions

Bank tidak memiliki eksposur Transaksi Reverse Repo

Tabel 1.9. Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit / Disclosure of Net Claims Based on Risk Weighted After Impact Calculation of Credit Risk Mitigation



Categories

30-Jun-20

ATMR/ RWA Beban Modal/ Capital Charge Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit/ Net Claims Based on Risk Weighted After Impact Calculation of Credit Risk Mitigation

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

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14)

A Eksposur Neraca/ Exposure on Balance Sheet

1 Tagihan Kepada Pemerintah/ Claim to The Government 2.416.084 - - - - - - - - - - -

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities 8.892 - - - - 200.120 - - - - 100.060 9.686

3


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

4 Tagihan Kepada Bank/ Claim to The Bank 29.370 243.637 - - - 133.639 - - - - 115.547 11.185

5 Pembiayaan Beragun Rumah Tinggal/ Residential Mortgage Loans - 1.123.394 4.370.818 - - - - - - - 1.754.465 169.832


348 - - - - - - 55.713 - - 55.713 5.393


61.637 - - - - 73.462 - - - - 36.731 3.556

8


500.186 42.049 - - - - 4.760.164 - - - 3.578.533 346.402

9 Tagihan kepada Korporasi/ Claim to Corporate 6.444.377 159.345 - - - 482.204 - 19.185.078 - - 19.458.050 1.883.539

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - - - - - - - - - - -

11 Aset Lainnya/ Others Asset - - - - - - - - - - - -

Total Eksposur Neraca/ Total Exposure on Balance Sheet 9.460.894 1.568.425 4.370.818 - - 889.425 4.760.164 19.240.792 - - 25.099.098 2.429.593

B

Eksposur Kewajiban Komitmen/Kontinjensi pd Transaksi Rekening Administratif/ Exposure on Commitments/ Contingencies for off Balance Sheet Transactions


- -

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities 7.404 1.481 143

No. Kategori Portofolio/ Portfolio Categories

30-Jun-20

ATMR/ RWA Beban Modal/ Capital Charge Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit/ Net Claims Based on Risk Weighted After Impact Calculation of Credit Risk Mitigation

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

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14)

3


2.138 1.069 103

4 Tagihan Kepada Bank/ Claim to The Bank - -


- -


- -


- -

8


1.024 768 74

9 Tagihan kepada Korporasi/ Claim to Corporate 44.814 44.814 4.338

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - -

Total Eksposur TRA/ Total Exposure on Off Balance Transactions - 7.404 - - - 2.138 1.024 44.814 - - 48.131 4.659

C Eksposur akibat Kegagalan Pihak Lawan (Counterparty Credit Risk)/ Exposure on Counterparty Credit Risk

1 Tagihan Kepada Pemerintah/ Claim to The Government 2.538.900

- -

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities - -

3


- -

4 Tagihan Kepada Bank/ Claim to The Bank 3.351 56.918 29.129 2.820

5


- -

6 Tagihan kepada Korporasi/ Claim to Corporate - -

Total Eksposur Counterparty Credit Risk/ Total Exposure on Counterparty Credit Risk

2.538.900 3.351 - - - 56.918 - - - - 29.129 2.820

Tabel 1.10. Pengungkapan Tagihan Bersih dan Teknik Mitigasi Risiko Kredit / Disclosure of Net Claims and Credit Risk Mitigation Techniques

(dalam jutaan rupiah)/ (in million rupiah) 30-Jun-20

No. Kategori Portofolio/ Portfolio Categories Tagihan

Bersih/ Net Claims

Bagian Yang Dijamin Dengan/ Portion which Secured by

Bagian Yang Tidak Dijamin/

Portion which not Secured

Agunan/ Collateral

Garansi/ Guarantee

Asuransi Kredit/ Credit

Insurance

Lainnya/ Others

(1) (2) (3) (4) (5) (6) (7) (8)=(3)-[(4)+(5)+(6)+(7)]

A Eksposur Neraca/ Exposure on Balance Sheet

1 Tagihan Kepada Pemerintah/ Claim to The Government 2.416.084 - - - 2.416.084

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities 209.012 9.287 - - 199.725

3


- - - - -

4 Tagihan Kepada Bank/ Claim to The Bank 406.645 31.656 - - 374.989

5 Pembiayaan Beragun Rumah Tinggal/ Residential Mortgage Loans 5.494.212 25.936 - - 5.468.276

6 Pembiayaan Beragun Properti Komersial/ Commercial Property Mortgage Loans 56.061 350 - -

55.711


135.099 113.353 - - 21.746

8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel/ Claim to Micro, Small dan Retail Portfolio

5.302.399 557.163 - - 4.745.236

9 Tagihan kepada Korporasi/ Claim to Corporate 26.271.005 8.608.218 - - 17.662.787

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - - - -

11 Aset Lainnya/ Others Asset 5.759.881 5.759.881

Total Eksposur Neraca/ Total Exposure on Balance Sheet 46.050.398 9.345.963 - - - 36.704.435

B

Eksposur Kewajiban Komitmen/Kontinjensi pd Transaksi Rekening Administratif/ Exposure on Commitments/ Contingencies for off Balance Sheet Transactions

1 Tagihan Kepada Pemerintah/ Claim to The Government - - - - -

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities 13.663 - - - 13.663

3


- - - - -

4 Tagihan Kepada Bank/ Claim to The Bank 2.138 - - - 2.138


- - - - -

6 Pembiayaan Beragun Properti Komersial/ Commercial Property Mortgage Loans - - - -

-


- - - - -


1.438 - - - 1.438

9 Tagihan kepada Korporasi/ Claim to Corporate 81.842 - - - 81.842

30-Jun-20

No. Kategori Portofolio/ Portfolio Categories Tagihan

Bersih/ Net Claims

Bagian Yang Dijamin Dengan/ Portion which Secured by

Bagian Yang Tidak Dijamin/

Portion which not Secured

Agunan/ Collateral

Garansi/ Guarantee

Asuransi Kredit/ Credit

Insurance

Lainnya/ Others

(1) (2) (3) (4) (5) (6) (7) (8)=(3)-

[(4)+(5)+(6)+(7)]

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - - -

-

Total Eksposur TRA/ Total Exposure on Off Balance Transactions 99.081 - - - - 99.081

C Eksposur akibat Kegagalan Pihak Lawan (Counterparty Credit Risk)/ Exposure on Counterparty Credit Risk

1 Tagihan Kepada Pemerintah/ Claim to The Government 2.538.900 - - -

2.538.900

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities - - - -

-

3


- - - - -

4 Tagihan Kepada Bank/ Claim to The Bank 60.269 - - - 60.269


- - - - -

6 Tagihan kepada Korporasi/ Claim to Corporate - - - - -

Total Eksposur Counterparty Credit Risk/ Total Exposure on Counterparty Credit Risk 2.599.169 - - - - 2.599.169

Tabel 1.11. Pengungkapan Transaksi Sekuritisasi Aset/ Disclosure of Securitization Transactions

Bank tidak memiliki eksposur Transaksi Sekuritisasi

Tabel 1.12. Pengungkapan Ringkasan Aktivitas Transaksi Sekuritisasi Bank Bertindak Sebagai Kreditur Asal / Disclosure of Summary Securitization Transaction Activity Bank as Creditor

Bank tidak memiliki eksposur Transaksi Sekuritisasi Bank bertindak sebagai Kreditur Asal

Tabel 1.13.a. Pengungkapan Eksposur Aset di Neraca/ Disclosure of Assets Exposures in Balance Sheet


No Kategori Portofolio/ Portfolio Categories

30-Jun-20

Tagihan Bersih/ Claim Net

ATMR Sebelum MRK/ RWA before

CRM

ATMR Setelah MRK/ RWA after CRM

(1) (2) (3) (4) (5)

1 Tagihan Kepada Pemerintah/ Claim to The Government 2.416.084 - -

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities 209.012 104.506 99.863

3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional/ Claim to The Multilateral Development Banks and International Institutions

- - -

4 Tagihan Kepada Bank/ Claim to The Bank 406.645 124.542 109.704

5 Pembiayaan Beragun Rumah Tinggal/ Residential Mortgage Loans 5.494.212 1.509.597 1.501.421


56.061 56.061 55.711

7 Pembiayaan Pegawai/Pensiunan/ Retired Employee Credit 135.099 67.550 10.873

8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel/ Claim to Micro, Small and Retail Portfolio 5.302.399 3.976.799 3.533.166

9 Tagihan kepada Korporasi/ Claim to Corporate 26.271.005 25.948.948 17.170.450

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - -

11 Aset Lainnya/ Others Asset 5.759.881 - 5.099.775

TOTAL 46.050.398 31.788.002 27.580.962

Tabel 1.13.b. Pengungkapan Eksposur Kewajiban Komitmen/Kontinjensi pada Transaksi Rekening Administratif/ Disclosure of Commitments / Contingent Exposure on Balance Sheet



30-Jun-20



CRM


(1) (2) (3) (4) (5)


2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities 7.404 3.702 3.702






8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel/ Claim to Micro, Small and Retail Portfolio 1.024 768 768

9 Tagihan kepada Korporasi/ Claim to Corporate 44.814 44.814 44.814

10 Tagihan yang Telah Jatuh Tempo/ Claim on past due - - -

TOTAL 55.379 50.352 50.352

Tabel 1.13.c. Pengungkapan Eksposur yang Menimbulkan Risiko Kredit akibat Kegagalan Pihak Lawan (Counterparty Credit Risk)/ Disclosure of Potential credit risk exposure due to failure of competitor (Counterparty Credit Risk)



30-Jun-20



CRM


(1) (2) (3) (4) (5)

1 Tagihan Kepada Pemerintah/ Claim to The Government 2.538.900 - 2.538.900,00

2 Tagihan Kepada Entitas Sektor Publik/ Claim to Public Sector Entities - - -


- - -


5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel/ Claim to Micro, Small and Retail Portfolio - - -

6 Tagihan kepada Korporasi/ Claim to Corporate - - -

TOTAL 2.599.169 29.129 2.568.029

Tabel 1.13.d. Pengungkapan Eksposur yang Menimbulkan Risiko Kredit akibat Kegagalan Setelmen (settlement risk)/ Disclosure of Potential Credit Risk exposure due to failure of settlement (settlement risk)

Bank tidak memiliki eksposur yang menimbulkan Risiko Kredit akibat kegagalan setelmen

Tabel 1.13.e. Pengungkapan Eksposur Sekuritisasi/ Disclosure of Securitization Exposures

Bank tidak memiliki eksposur yang sekuritisasi

Tabel 1.13.f. Pengungkapan Total Pengukuran Risiko Kredit/ Disclosure of Total Credit Risk Measurement

(dalam jutaan rupiah)/ (in million rupiah) 30-Jun-20

TOTAL ATMR RISIKO KREDIT/ TOTAL OF RISK WEIGHTED ASSETS CREDIT RISK 27.660.444

TOTAL FAKTOR PENGURANG MODAL/ TOTAL OF DEDUCTION FROM CAPITAL FACTOR -

Tabel 2. Pengungkapan Risiko Pasar Dengan Menggunakan Metode Standar/ Market Risk Disclosure Based on Standards Method


No. Jenis Risiko

30-Jun-20

Beban Modal/ Capital Charge ATMR/ RWA

(1) (2) (3) (4)

1 Risiko Benchmark Suku Bunga a. Risiko Spesifik - - b. Risiko Umum 103 1.288

2 Risiko Nilai Tukar 585 7.313

3 Risiko Ekuitas *)

4 Risiko Komoditas *)

Total 688 8.600 *) Untuk bank yang memiliki perusahaan anak yang memiliki eksposur risiko dimaksud

Tabel 3.1. Pengungkapan Profil Maturitas Rupiah - Bank secara Individual/ Disclosure of Maturity Profile for Rupiah


30-Jun-20

No. Pos-pos/ Posts Saldo/ Balance

Jatuh Tempo/ Due Date

< 1 bulan < 1 Month

> 1 bln s.d. 3 bln

> 1 Month till 3 Months

> 3 bln s.d. 6 bln


> 6 bln s.d. 12 bln

> 6 Month till 12 Month

> 12 bulan > 12

Months

(1) (2) (3) (4) (5) (6) (7) (8)

I NERACA/ ON BALANCE

A Aset/ Asset 41.631.902 6.155.523 1.344.683 1.155.225 3.772.482 29.203.989

1 Kas/ Cash 624.135 624.135 - - - -

2 Penempatan pada Bank Indonesia/ Placement on Bank of Indonesia

1.312.378 1.287.378 - 25.000 - -

3 Penempatan pada bank lain/ Placements on Other Banks 64.013 64.013 - - - -

4 Surat Berharga/ Securities 11.473.651 5.000 - - 11.621 11.457.030

5 Kredit yang diberikan/ Loan 26.434.895 2.452.167 1.344.683 1.130.225 3.760.861 17.746.959

6 Tagihan lainnya/ Others Bills - - - - - -

7 Lain-lain/ Others 1.722.830 1.722.830 - - - -

Total Aset/ Total Assets 41.631.902 6.155.523 1.344.683 1.155.225 3.772.482 29.203.989

B. Kewajiban/ Liabilities 40.974.149 31.475.372 4.455.552 2.125.981 1.170.364 1.746.880

1 Dana Pihak Ketiga/ Third Party Funds 35.340.254 29.216.627 3.288.350 1.785.550 1.049.727 -

2 Kewajiban pada Bank Indonesia/ Liabilities on Bank of Indonesia

2.275.181 924.661 1.069.444 281.076 - -

3 Kewajiban pada bank lain/ Liabilities on Other Banks 904.760 727.010 97.758 59.355 20.637 -

4 Surat Berharga yang Diterbitkan/ Securities Issued 1.746.880 - - - - 1.746.880

5 Pinjaman yang Diterima/ Borrowing 100.000 - - - 100.000 -

6 Kewajiban lainnya/ Other Liabilities 607.074 607.074 - - - -

7 Lain-lain/ Others

Total Kewajiban/ Total Liabillities 40.974.149 31.475.372 4.455.552 2.125.981 1.170.364 1.746.880

Selisih Aset dengan Kewajiban dalam Neraca/ Difference Between Assets with Liabilities in the Balance Sheet

657.753 (25.319.849) (3.110.869) (970.756) 2.602.118 27.457.109

30-Jun-20



< 1 bulan < 1 Month

> 1 bln s.d. 3 bln


> 3 bln s.d. 6 bln


> 6 bln s.d. 12 bln


> 12 bulan > 12

Months

(1) (2) (3) (4) (5) (6) (7) (8)

II REKENING ADMINISTRATIF/ ADMINISTRATIVE ACCOUNT

A. Tagihan Rekening Administratif/ Administrative Account

1 Komitmen/ Commitment

2 Kontijensi/ Contingency

Total Tagihan Rekening Administratif/ Total Administrative Account Claims - - - - - -

B. Kewajiban Rekening Administratif/ Administrative Account Liabilities

1 Komitmen/ Commitment 10.433 195 5.817 4.421 - -

2 Kontijensi/ Contingency 64.204 5.788 16.695 14.868 2.231 24.622

Total Kewajiban Rekening Administratif/ Total Administrative Account Liabilities 74.637 5.983 22.512 19.289 2.231 24.622

Selisih Tagihan dan Kewajiban dalam Rekening Administratif/ Difference Between Charges with Liabilities in the Balance Sheet

(74.637) (5.983) (22.512) (19.289) (2.231) (24.622)

Selisih [(IA-IB)+(IIA-IIB)]/ Difference [(IA-IB)+(IIA-IIB)] 583.116 (25.325.832) (3.133.381) (990.045) 2.599.887 27.432.487

Selisih Kumulatif/ Cummulative Difference

(25.325.832) (28.459.213) (29.449.258) (26.849.371) 583.116

Tabel 3.2. Pengungkapan Profil Maturitas Valas / Disclosure of Maturity Profile for Foreign Currency


30-Jun-20



< 1 bulan < 1 Month

> 1 bln s.d. 3 bln


> 3 bln s.d. 6 bln


> 6 bln s.d. 12 bln


> 12 bulan > 12 Months

(1) (2) (3) (4) (5) (6) (7) (8)

I NERACA/ ON BALANCE

A Aset/ Asset 3.056.115 385.070 104.076 622.473 565.082 1.379.414

1 Kas/ Cash 35.965 35.965 - - - -

2 Penempatan pada Bank Indonesia/ Placement on Bank of Indonesia

180.254 180.254 - - - -

3 Penempatan pada bank lain/ Placements on Other Banks 173.412 - - 173.412 - -

4 Surat Berharga/ Securities

5 Kredit yang diberikan/ Loan 2.632.670 135.038 104.076 449.061 565.082 1.379.414

6 Tagihan lainnya/ Others Bills

7 Lain-lain/ Others 33.813 33.813 - - - -

Total Aset/ Total Assets 3.056.115 385.070 104.076 622.473 565.082 1.379.414

30-Jun-20



< 1 bulan < 1 Month

> 1 bln s.d. 3 bln


> 3 bln s.d. 6 bln


> 6 bln s.d. 12 bln


> 12 bulan > 12 Months

(1) (2) (3) (4) (5) (6) (7) (8)

B. Kewajiban/ Liabilities 3.609.038 2.817.458 596.942 114.596 80.042 -

1 Dana Pihak Ketiga/ Third Party Funds 3.257.396 2.494.326 568.432 114.596 80.042 -

2 Kewajiban pada Bank Indonesia/ Liabilities on Bank of Indonesia

- - - - - -

3 Kewajiban pada bank lain/ Liabilities on Other Banks 342.248 313.738 28.510 - - -

4 Surat Berharga yang Diterbitkan/ Securities Issued

5 Pinjaman yang Diterima/ Borrowing

6 Kewajiban lainnya/ Other Liabilities

7 Lain-lain/ Others 9.394 9.394 - - - -

Total Kewajiban/ Total Liabillities 3.609.038 2.817.458 596.942 114.596 80.042 -

Selisih Aset dengan Kewajiban dalam Neraca/ Difference Between Assets with Liabilities in the Balance Sheet

(552.923) (2.432.388) (492.867) 507.877 485.041 1.379.414

II REKENING ADMINISTRATIF/ ADMINISTRATIVE ACCOUNT

A. Tagihan Rekening Administratif/ Administrative Account

1 Komitmen/ Commitment

2 Kontijensi/ Contingency

Total Tagihan Rekening Administratif/ Total Administrative Account Claims - - - - - -

B. Kewajiban Rekening Administratif/ Administrative Account Liabilities

1 Komitmen/ Commitment 513 - 257 257 - -

2 Kontijensi/ Contingency 14.654 - 4.619 6.058 1.397 2.580

Total Kewajiban Rekening Administratif/ Total Administrative Account Liabilities 15.167 - 4.875 6.315 1.397 2.580

Selisih Tagihan dan Kewajiban dalam Rekening Administratif/ Difference Between Charges with Liabilities in the Balance Sheet

(15.167) - (4.875) (6.315) (1.397) (2.580)

Selisih [(IA-IB)+(IIA-IIB)]/ Difference [(IA-IB)+(IIA-IIB)]

(568.090) (2.432.388) (497.742) 501.562 483.644 1.376.833

Selisih Kumulatif/ Cummulative Difference (2.432.388) (2.930.130) (2.428.567) (1.944.924) (568.090)

Tabel 4. Pengungkapan Kuantitatif Risiko Operasional / Quantitative Disclosures of Operational Risk


No. Pendekatan Yang Digunakan/ Approach Method

30-Jun-20

Pendapatan Bruto (Rata-rata 3 tahun terakhir)/ Gross Income

(Average Last 3 years)

Beban Modal/ Capital Charge ATMR/ RWA

(1) (2) (3) (4) (5)

1 Pendekatan Indikator Dasar/ Basic Indicator Approach 1.338.192 200.729 2.509.110

Total 1.338.192 200.729 2.509.110

PENGUNGKAPAN INFORMASI KUANTITATIF EKSPOSUR RISIKO PT ... · PENGUNGKAPAN INFORMASI KUANTITATIF EKSPOSUR RISIKO PT. BANK MUAMALAT INDONESIA, Tbk. POSISI JUNI 2020 Tabel 1.1. Pengungkapan

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