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Tbk. Pengungkapan Leverage Ratio Posisi Maret 2016

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Tbk. Pengungkapan Leverage Ratio Posisi Maret 2016
PT Bank Tabungan Negara (Persero), Tbk.
Pengungkapan Leverage Ratio
Posisi Maret 2016
(Dasar : Surat OJK No. S-196/PB-11/2014)
I. Informasi Leverage Ratio Utama
a. Modal Inti
Modal Inti (Tier I) Bank posisi 31 Maret 2016 sebesar Rp 12,46 Triliun (atau 14,47% dari ATMR), telah
sesuai dengan Peraturan Otoritas Jasa Keuangan yang tertuang dalam POJK No.11/POJK.03/2016
tanggal 29 Januari 2016 tentang Kewajiban Penyediaan Modal Minimum Bank Umum, yang
mensyaratkan modal inti paling rendah sebesar 6%.
b. Exposure Measure
Jumlah Exposure Measure Bank posisi 31 Maret 2016 sebesar Rp.180,18 Triliun yang terdiri dari
eksposur aset di neraca, transaksi derivatif, SFT dan eksposur transaksi rekening administratif.
c. Leverage Ratio
Leverage Ratio posisi 31 Maret 2016 dibandingkan dengan angka 3 (tiga) triwulan terakhir,
sebagaimana Tabel 1 berikut ini :
Tabel 1
Leverage Ratio
Keterangan
Leverage Ratio
31 Maret 2016
6,92%
31 Desember 2015
6,88%
30 September 2015
6,58%
30 Juni 2015
6,87%
II. Summary Information Table
Tabel Perbandingan antara total aset di neraca (accounting asset) dengan perhitungan eksposur Leverage
Ratio (leverage ratio exposure measure) sebagaimanaTabel 2 berikut ini :
Tabel 2
Summary Comparison Of Accounting Assets Vs Leverage Ratio Exposure Measure
Posisi Maret 2016
Jenis Akun
(Rp Juta)
1 Total consolidated assets as per published financial statements
178,419,306
2 Adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory concolidation
3 Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting
framework but excluded from the leverage ratio exposure measure
4 Adjustment for derivative financial instruments
5 Adjustments for securities financing transactions (ie repos and similar secured lending)
2,741,605
6 Adjustments for off-balance sheet items (ie conversion to credit equivalent amounts of off balance
2,421,297
sheet exposures)
7 Other adjustments
(3,397,120)
8 Leverage Ratio Exposure
180,185,089
1
III. Common Disclosure Template
Tabel 3 berikut ini adalah template Leverage Ratio Common Disclosure Bank posisi 31 Maret 2016.
Tabel 3
Leverage Ratio Common Disclosure
Jenis Akun
On-balance sheet exposures
1 On-balance sheet items (excluding derivatives and SFTs, but including collateral)
2 (Assets amounts deducted in determining Basel III Tier 1 capital)
3 Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1-2)
Derivatives Eksposures
4 Replacement cost associated with all derivatives transactions (ie net of eligible cash variation margin)
Posisi Maret 2016
(Rp Juta)
176,212,075
(1,189,889)
175,022,186
5 Add-on amounts for PFE associated with all derivatives transactions
6 Gross-up for derivatives collateral provided where deducted from the balance sheets assets pursuant
to the operative accounting framework
7 (Deductions of recievables assets for cash variation margin provided in derivatives transactions)
8 (Exempted CCP leg of client-cleared trade exposures)
9 Adjusted effective notional amount of written credit derivatives
10 (Adjusted effective notional offsets and add-on deductions for written credit derivatives)
11 Total derivatives exposures (sum of lines 4-10)
Securities financing transaction exposures
12 Gross SFT assets (with no recognition of netting) after adjusting for sales accounting transactions
13 (Netted amounts of cash payables and cash recieveables of gross SFT assets)
14 CCR exposure for SFT assets
15 Agent transaction exposures
16 Total securities financing transaction exposures (sum of lines 12-15)
Other off-balance sheet exposures
17 Off-balance sheet exposure at gross notional amount
18 (Adjustments for conversion to credit equivalent amount)
19 Off-balance sheets item (sum 17-18)
Capital and total exposures
20 Tier 1 capital
21 Total exposures (sum 3,11,16,19)
Leverage ratio
22 Basel III Leverage Ratio
2,448,463
293,142
2,741,605
14,515,800
(12,094,503)
2,421,297
12,464,535
180,185,089
6.92%
IV. Informasi Kualitatif Pendukung
Mengacu pada POJK No.11/POJK.03/2016 tanggal 29 Januari 2016 tentang Kewajiban Penyediaan Modal
Minimum Bank Umum, Bank telah melakukan penyesuaian terhadap perhitungan Modal Inti (Tier 1) yang
digunakan dalam perhitungan Leverage Ratio posisi 31 Maret 2016.
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