94
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Tabel 1 Pengungkapan Struktur Pemodalan Kuantitatif- Bank secara Individual Table 1 Disclosure of Quantitative Capital Structure - Bank Only Commitment & Contingencies
Dalam jutaan Rupiah / in millions of Rupiah
FY2019 FY2018
I KOMPONEN MODAL / CAPITAL COMPONENT
A Modal Inti / Core Capital (Tier-1) 9.008.262 8.284.316 1 Modal disetor / Paid-up Capital 3.269.574 3.269.574 2 Cadangan Tambahan Modal / Disclosed Reserve 5.745.960 5.026.935 3 Modal Inovatif / Innovative Capital Instruments - - 4 Faktor Pengurang Modal Inti / Tier-1 Capital Deduction Factor (7.272) (12.193) 5 Kepentingan Non Pengendali / Non-controlling Interest - - B Modal Pelengkap / Complementary Capital (Tier-2) 543.527 545.638 1 Level Atas / Upper Tier-2 543.527 545.638 2 Level Bawah maksimum 50% dari Modal Inti / Lower Tier-2 (maximum 50% of Tier-1 Capital) - - 3 Faktor Pengurang Modal Pelengkap / Capital Deduction factor - - C Faktor Pengurang Modal Inti dan Modal Pelengkap / Tier-1 and Tier-2 Capital Deduction Factor - - 1 Eksposur Sekuritisasi / Securitization Exposures - - D Modal Pelengkap Tambahan Yang Memenuhi Syarat (Tier 3) / Additional Supplementary Capital (Tier-3) - -
E Modal Pelengkap Tambahan yang Dialokasikan Untuk Mengantisipasi Risiko PasarAdditional Supplementary Capital for Market Risk Anticipation - -II TOTAL MODAL INTI DAN MODAL PELENGKAP (A + B - C) TOTAL OF CORE CAPITAL AND SUPPLEMENTARY CAPITAL (A+B-C) 9.551.789 8.829.954
III
TOTAL MODAL INTI, MODAL PELENGKAP, DAN MODAL PELENGKAP TAMBAHAN YANG DIALOKASIKAN UNTUK MENGANTISIPASI RISIKO PASAR (A + B - C + E) TOTAL OF CORE CAPITAL, SUPPLEMENTARY CAPITAL, AND ADDITIONAL SUPPLEMENTARY FOR MARKET RISK ANTICIPATION (A+B-C+E)
9.551.789 8.829.954
IV ASET TERTIMBANG MENURUT RISIKO (ATMR) UNTUK RISIKO KREDIT / RISK WEIGHTED ASSET FOR CREDIT RISK 43.418.254 43.651.081
V ASET TERTIMBANG MENURUT RISIKO (ATMR) UNTUK RISIKO OPERASIONALRISK WEIGHTED ASSET FOR OPERATIONAL RISK 2.601.588 2.564.938
VI ASET TERTIMBANG MENURUT RISIKO (ATMR) UNTUK RISIKO PASARRISK WEIGHTED ASSET FOR MARKET RISK 207.004 266.448
A Model Standar / Standardized Method 207.004 266.448 B Model Internal / Internal Model - -
VII
RASIO KEWAJIBAN PENYEDIAAN MODAL MINIMUM UNTUK RISIKO KREDIT, RISIKO OPERASIONAL DAN RISIKO PASAR [ III : (IV + V + VI) ]MINIMUM CAPITAL ADEQUACY RATIO FOR CREDIT RISK, OPERATIONAL RISK AND MARKET RISK [III: (IV+V+VI)]
20,67% 19,00%
Tabel Manajemen RisikoRisk Management Table
95
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.1 Pengungkapan Tagihan Bersih Berdasarkan Wilayah - Bank secara Individual Table 2.1 Disclosure of Net Receivables by Area – Bank Only
NoKategori Porfolio
Portfolio Category
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Tagihan Bersih Berdasarkan Wilayah / Net Receivables by Area Tagihan Bersih Berdasarkan Wilayah / Net Receivables by Area
Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total
1 Tagihan Kepada PemerintahReceivables on Sovereigns 14.468.594 - - - - - - 14.468.594 10.215.002 - - - - - - 10.215.002
2
Tagihan Kepada Entitas Sektor PublikReceivables on Public Sector Entities
4.083.668 78.922 - - - - - 4.162.590 7.449.804 136.385 - - - - - 7.586.189
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga InternasionalReceivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - - - - - -
4 Tagihan Kepada BankReceivables on Banks 3.067.569 - - - - - 580.523 3.648.092 2.958.053 - - - - - 2.072.999 5.031.052
5Kredit Beragun Rumah TinggalLoans Secured by Residential Property
5.889 6.110 - - - - - 11.999 6.280 6.792 - - - - - 13.072
6
Kredit Beragun Properti KomersialLoans Secured by Commercial Real Estate
- - - - - - - - - - - - - - - -
7 Kredit Pegawai/PensiunanEmployee/Retired Loans - - - - - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio RitelReceivables on Micro, Small Business & Retail Portfolio
7.267 10.580 133 - 23 - - 18.003 8.651 15.062 194 - 1 - - 23.908
9 "Tagihan Kepada KorporasiReceivables on Corporate 24.226.459 17.650.539 193.119 2.455.735 2.837.769 408 3.266.764 50.630.793 22.452.196 15.659.622 35.575 3.040.515 2.170.103 5.755 4.098.013 47.461.779
10Tagihan Yang Telah Jatuh Tempo Past Due Receivables
- - - - - - - - - - - - - - - -
11 Aset Lainnya Other Assets 308.943 - - - - - - 308.943 319.480 - - - - - - 319.480
JumlahTotal - - - - - - - - - - - - - - - -
46.168.389 17.746.151 193.252 2.455.735 2.837.792 408 3.847.287 73.249.014 43.409.466 15.817.861 35.769 3.040.515 2.170.104 5.755 6.171.012 70.650.482
96
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
NoKategori Porfolio
Portfolio Category
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Tagihan Bersih Berdasarkan Wilayah / Net Receivables by Area Tagihan Bersih Berdasarkan Wilayah / Net Receivables by Area
Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total
1 Tagihan Kepada PemerintahReceivables on Sovereigns 14.468.594 - - - - - - 14.468.594 10.215.002 - - - - - - 10.215.002
2
Tagihan Kepada Entitas Sektor PublikReceivables on Public Sector Entities
4.083.668 78.922 - - - - - 4.162.590 7.449.804 136.385 - - - - - 7.586.189
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga InternasionalReceivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - - - - - -
4 Tagihan Kepada BankReceivables on Banks 3.067.569 - - - - - 580.523 3.648.092 2.958.053 - - - - - 2.072.999 5.031.052
5Kredit Beragun Rumah TinggalLoans Secured by Residential Property
5.889 6.110 - - - - - 11.999 6.280 6.792 - - - - - 13.072
6
Kredit Beragun Properti KomersialLoans Secured by Commercial Real Estate
- - - - - - - - - - - - - - - -
7 Kredit Pegawai/PensiunanEmployee/Retired Loans - - - - - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio RitelReceivables on Micro, Small Business & Retail Portfolio
7.267 10.580 133 - 23 - - 18.003 8.651 15.062 194 - 1 - - 23.908
9 "Tagihan Kepada KorporasiReceivables on Corporate 24.226.459 17.650.539 193.119 2.455.735 2.837.769 408 3.266.764 50.630.793 22.452.196 15.659.622 35.575 3.040.515 2.170.103 5.755 4.098.013 47.461.779
10Tagihan Yang Telah Jatuh Tempo Past Due Receivables
- - - - - - - - - - - - - - - -
11 Aset Lainnya Other Assets 308.943 - - - - - - 308.943 319.480 - - - - - - 319.480
JumlahTotal - - - - - - - - - - - - - - - -
46.168.389 17.746.151 193.252 2.455.735 2.837.792 408 3.847.287 73.249.014 43.409.466 15.817.861 35.769 3.040.515 2.170.104 5.755 6.171.012 70.650.482
Area 1: Jakarta
Area 2: Jawa Barat - West Java
Area 3: Jawa Tengah - Central Java
Area 4: Jawa Timur - East Java
Area 5: Sumatera & Kalimantan
Area 6: Indonesia Timur (Bali, Sulawesi, Nusa Tenggara, Maluku & Papua)Eastern Indonesia (Bali, Sulawesi, Nusa Tenggara, Maluku & Papua)
Area 7: Diluar Indonesia - Overseas
97
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.2 Pengungkapan Tagihan Bersih Berdasarkan Sisa Jangka Waktu Kontrak - Bank secara Individual Table 2.2 Disclosure of Net Receivables by Contractual Maturity – Bank Only
NoKategori Porfolio
Portfolio Category
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Tagihan Bersih Berdasarkan Sisa Jangka Waktu / Net Receivables by Contractual Maturity Tagihan Bersih Berdasarkan Sisa Jangka Waktu / Net Receivables by Contractual Maturity
1 tahun1 year
>1 thn s.d 3thn
>1 year - 3 year
>3 thn s.d 5thn
>3 year - 5 year
> 5 tahun> 5 year
Non-Kontraktual
Non-Contractual
JumlahTotal
1 tahun1 year
>1 thn s.d 3thn
>1 year - 3 year
>3 thn s.d 5thn
>3 year - 5 year
> 5 tahun> 5 year
Non-Kontraktual
Non-Contractual
JumlahTotal
1 Tagihan Kepada PemerintahReceivables on Sovereigns 10.602.761 139.465 139.513 - 3.586.855 14.468.594 6.020.855 145.732 145.881 - 3.902.534 10.215.002
2 Tagihan Kepada Entitas Sektor PublikReceivables on Public Sector Entities 1.038.851 1.471.998 1.651.741 - - 4.162.590 3.580.303 2.306.188 1.699.698 - - 7.586.189
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga InternasionalReceivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - -
4 Tagihan Kepada BankReceivables on Banks 3.315.575 150.234 25.539 28.228 128.516 3.648.092 3.867.605 406.622 27.831 49.215 679.779 5.031.052
5 Kredit Beragun Rumah TinggalLoans Secured by Residential Property - - 192 11.807 - 11.999 - - - 13.072 - 13.072
6Kredit Beragun Properti KomersialLoans Secured by Commercial Real Estate
- - - - - - - - - - - -
7 Kredit Pegawai/PensiunanEmployee/Retired Loans - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio RitelReceivables on Micro, Small Business & Retail Portfolio
415 3.177 2.966 11.445 - 18.003 513 3.609 6.424 13.362 - 23.908
9 "Tagihan Kepada KorporasiReceivables on Corporate 35.036.501 11.020.232 3.165.725 1.408.335 - 50.630.793 29.939.102 10.681.057 4.633.440 2.208.180 - 47.461.779
10 Tagihan Yang Telah Jatuh Tempo Past Due Receivables - - - - - - - - - - - -
11 Aset Lainnya Other Assets - - - - 308.943 308.943 - - - - 319.480 319.480
JumlahTotal 49.994.103 12.785.106 4.985.676 1.459.815 4.024.314 73.249.014 43.408.378 13.543.208 6.513.274 2.283.829 4.901.793 70.650.482
98
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
NoKategori Porfolio
Portfolio Category
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Tagihan Bersih Berdasarkan Sisa Jangka Waktu / Net Receivables by Contractual Maturity Tagihan Bersih Berdasarkan Sisa Jangka Waktu / Net Receivables by Contractual Maturity
1 tahun1 year
>1 thn s.d 3thn
>1 year - 3 year
>3 thn s.d 5thn
>3 year - 5 year
> 5 tahun> 5 year
Non-Kontraktual
Non-Contractual
JumlahTotal
1 tahun1 year
>1 thn s.d 3thn
>1 year - 3 year
>3 thn s.d 5thn
>3 year - 5 year
> 5 tahun> 5 year
Non-Kontraktual
Non-Contractual
JumlahTotal
1 Tagihan Kepada PemerintahReceivables on Sovereigns 10.602.761 139.465 139.513 - 3.586.855 14.468.594 6.020.855 145.732 145.881 - 3.902.534 10.215.002
2 Tagihan Kepada Entitas Sektor PublikReceivables on Public Sector Entities 1.038.851 1.471.998 1.651.741 - - 4.162.590 3.580.303 2.306.188 1.699.698 - - 7.586.189
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga InternasionalReceivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - -
4 Tagihan Kepada BankReceivables on Banks 3.315.575 150.234 25.539 28.228 128.516 3.648.092 3.867.605 406.622 27.831 49.215 679.779 5.031.052
5 Kredit Beragun Rumah TinggalLoans Secured by Residential Property - - 192 11.807 - 11.999 - - - 13.072 - 13.072
6Kredit Beragun Properti KomersialLoans Secured by Commercial Real Estate
- - - - - - - - - - - -
7 Kredit Pegawai/PensiunanEmployee/Retired Loans - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio RitelReceivables on Micro, Small Business & Retail Portfolio
415 3.177 2.966 11.445 - 18.003 513 3.609 6.424 13.362 - 23.908
9 "Tagihan Kepada KorporasiReceivables on Corporate 35.036.501 11.020.232 3.165.725 1.408.335 - 50.630.793 29.939.102 10.681.057 4.633.440 2.208.180 - 47.461.779
10 Tagihan Yang Telah Jatuh Tempo Past Due Receivables - - - - - - - - - - - -
11 Aset Lainnya Other Assets - - - - 308.943 308.943 - - - - 319.480 319.480
JumlahTotal 49.994.103 12.785.106 4.985.676 1.459.815 4.024.314 73.249.014 43.408.378 13.543.208 6.513.274 2.283.829 4.901.793 70.650.482
99
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.3 Pengungkapan Tagihan Bersih Berdasarkan Sektor Ekonomi - Bank secara Individual Table 2.3 Disclosure of Net Receivables by Economic Sectors - Bank Only
No Sektor EkonomiEconomic Sectors
Tagihan Kepada
Pemerintah Receivables
on Sovereigns
Tagihan Kepada
Entitas Sektor Publik
Receivables on Public
Sector Entities
Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga InternasionalReceivables
on Multilateral Development
Banks and International Institutions
Tagihan Kepada BankReceivables
on Banks
Kredit Beragun Rumah TinggalLoans Secured by Residential
Property
Kredit Beragun Properti
KomersialLoans
Secured by Commercial Real Estate
Kredit Pegawai/PensiunanEmployee/
Retired Loans
Tagihan Kepada
Usaha Mikro, Usaha
Kecil dan Portofolio
RitelReceivables
on Micro, Small
Business & Retail Portfolio
Tagihan Kepada
KorporasiReceivables
on Corporate
Tagihan Yang Telah Jatuh
TempoPast Due
Receivables
Aset LainnyaOther Assets
Eksposur di Unit Syariah Exposures at Sharia Based
Business Activity Unit
31 Desember 2019 / December 31st, 2019
1 Pertanian, Perburuan dan KehutananAgriculture, Hunting and Forestry - - - - - - - - 4.165 - - -
2 PerikananFishery - - - - - - - - - - - -
3 Pertambangan dan PenggalianMining and Quarrying - 938.810 - - - - - - 3.250.214 - - -
4 Industri PengolahanManufacturing - - - - - - - - 22.021.070 - - -
5 Listrik, Gas dan AirElectricity, Gas and Water - 2.184.927 - - - - - - 4.195.815 - - -
6 KonstruksiConstruction - 1.038.853 - - - - - - 2.634.109 - - -
7 Perdagangan Besar dan EceranWholesale and Retail Trading - - - - - - - - 5.985.395 - - -
8 Penyediaan Akomodasi dan Penyedian Makan MinumHotel and Food & Beverage - - - - - - - - - - - -
9 Transportasi, Pergudangan dan KomunikasiTransportation, Warehousing and Communications - - - - - - - - 459.828 - - -
10 Perantara KeuanganFinancial Intermediary 14.468.594 - - 3.648.092 - - - - 10.950.423 - - -
11 Real Estate, Usaha Persewaan dan Jasa PerusahaanReal Estate, Rental and Business Services - - - - - - - - 1.107.979 - - -
12 Administrasi Pemerintah, Pertahanan dan Jaminan Sosial WajibPublic Administration, Defense and Compulsory Social Security - - - - - - - - - - - -
13 Jasa PendidikanEducation Services - - - - - - - - - - - -
14 Jasa Kesehatan dan Kegiatan SosialHuman Health and Social Work Activities - - - - - - - - - - - -
15 Jasa Kemasyarakatan, Sosial Budaya, Hiburan an Perorangan LainnyaPublic, Socio-Culture, Entertainment and Other Personal Services - - - - - - - - 21.795 - - -
16 Jasa Perorangan yang Melayani Rumah TanggaActivities of Households as Employers - - - - - - - - - - - -
17 Badan Internasional dan Badan Ekstra Internasional LainnyaInternational Institution and Other Extra International Agencies - - - - - - - - - - - -
18 Kegiatan yang Belum Jelas BatasannyaUndefined Activities - - - - - - - - - - - -
19 Bukan Lapangan UsahaNon Business Field - - - - 11.999 - - 16.855 - - - -
20 LainnyaOthers - - - - - - - 1.148 - - 308.943 -
Jumlah Total 14.468.594 4.162.590 - 3.648.092 11.999 - - 18.003 50.630.793 - 308.943 -
100
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
No Sektor EkonomiEconomic Sectors
Tagihan Kepada
Pemerintah Receivables
on Sovereigns
Tagihan Kepada
Entitas Sektor Publik
Receivables on Public
Sector Entities
Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga InternasionalReceivables
on Multilateral Development
Banks and International Institutions
Tagihan Kepada BankReceivables
on Banks
Kredit Beragun Rumah TinggalLoans Secured by Residential
Property
Kredit Beragun Properti
KomersialLoans
Secured by Commercial Real Estate
Kredit Pegawai/PensiunanEmployee/
Retired Loans
Tagihan Kepada
Usaha Mikro, Usaha
Kecil dan Portofolio
RitelReceivables
on Micro, Small
Business & Retail Portfolio
Tagihan Kepada
KorporasiReceivables
on Corporate
Tagihan Yang Telah Jatuh
TempoPast Due
Receivables
Aset LainnyaOther Assets
Eksposur di Unit Syariah Exposures at Sharia Based
Business Activity Unit
31 Desember 2019 / December 31st, 2019
1 Pertanian, Perburuan dan KehutananAgriculture, Hunting and Forestry - - - - - - - - 4.165 - - -
2 PerikananFishery - - - - - - - - - - - -
3 Pertambangan dan PenggalianMining and Quarrying - 938.810 - - - - - - 3.250.214 - - -
4 Industri PengolahanManufacturing - - - - - - - - 22.021.070 - - -
5 Listrik, Gas dan AirElectricity, Gas and Water - 2.184.927 - - - - - - 4.195.815 - - -
6 KonstruksiConstruction - 1.038.853 - - - - - - 2.634.109 - - -
7 Perdagangan Besar dan EceranWholesale and Retail Trading - - - - - - - - 5.985.395 - - -
8 Penyediaan Akomodasi dan Penyedian Makan MinumHotel and Food & Beverage - - - - - - - - - - - -
9 Transportasi, Pergudangan dan KomunikasiTransportation, Warehousing and Communications - - - - - - - - 459.828 - - -
10 Perantara KeuanganFinancial Intermediary 14.468.594 - - 3.648.092 - - - - 10.950.423 - - -
11 Real Estate, Usaha Persewaan dan Jasa PerusahaanReal Estate, Rental and Business Services - - - - - - - - 1.107.979 - - -
12 Administrasi Pemerintah, Pertahanan dan Jaminan Sosial WajibPublic Administration, Defense and Compulsory Social Security - - - - - - - - - - - -
13 Jasa PendidikanEducation Services - - - - - - - - - - - -
14 Jasa Kesehatan dan Kegiatan SosialHuman Health and Social Work Activities - - - - - - - - - - - -
15 Jasa Kemasyarakatan, Sosial Budaya, Hiburan an Perorangan LainnyaPublic, Socio-Culture, Entertainment and Other Personal Services - - - - - - - - 21.795 - - -
16 Jasa Perorangan yang Melayani Rumah TanggaActivities of Households as Employers - - - - - - - - - - - -
17 Badan Internasional dan Badan Ekstra Internasional LainnyaInternational Institution and Other Extra International Agencies - - - - - - - - - - - -
18 Kegiatan yang Belum Jelas BatasannyaUndefined Activities - - - - - - - - - - - -
19 Bukan Lapangan UsahaNon Business Field - - - - 11.999 - - 16.855 - - - -
20 LainnyaOthers - - - - - - - 1.148 - - 308.943 -
Jumlah Total 14.468.594 4.162.590 - 3.648.092 11.999 - - 18.003 50.630.793 - 308.943 -
101
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.3 (Lanjutan) Pengungkapan Tagihan Bersih Berdasarkan Sektor Ekonomi - Bank secara Individual Table 2.3 (Continuation) Disclosure of Net Receivables by Economic Sectors - Bank Only
No Sektor EkonomiEconomic Sectors
Tagihan Kepada
Pemerintah Receivables
on Sovereigns
Tagihan Kepada
Entitas Sektor Publik
Receivables on Public
Sector Entities
Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga InternasionalReceivables
on Multilateral Development
Banks and International Institutions
Tagihan Kepada BankReceivables
on Banks
Kredit Beragun Rumah TinggalLoans Secured by Residential
Property
Kredit Beragun Properti
KomersialLoans
Secured by Commercial Real Estate
Kredit Pegawai/PensiunanEmployee/
Retired Loans
Tagihan Kepada
Usaha Mikro, Usaha
Kecil dan Portofolio
RitelReceivables
on Micro, Small
Business & Retail Portfolio
Tagihan Kepada
KorporasiReceivables
on Corporate
Tagihan Yang Telah Jatuh
TempoPast Due
Receivables
Aset LainnyaOther Assets
Eksposur di Unit Syariah Exposures at Sharia Based
Business Activity Unit
31 Desember 2018 / December 31st, 2018
1 Pertanian, Perburuan dan KehutananAgriculture, Hunting and Forestry - - - - - - - - 4.317 - - -
2 PerikananFishery - - - - - - - - - - - -
3 Pertambangan dan PenggalianMining and Quarrying - 4.255.674 - - - - - - 3.839.218 - - -
4 Industri PengolahanManufacturing - - - - - - - - 21.382.489 - - -
5 Listrik, Gas dan AirElectricity, Gas and Water - 2.303.754 - - - - - - 3.985.999 - - -
6 KonstruksiConstruction - 1.026.761 - - - - - - 2.699.805 - - -
7 Perdagangan Besar dan EceranWholesale and Retail Trading - - - - - - - - 5.680.433 - - -
8 Penyediaan Akomodasi dan Penyedian Makan MinumHotel and Food & Beverage - - - - - - - - - - - -
9 Transportasi, Pergudangan dan KomunikasiTransportation, Warehousing and Communications - - - - - - - - 303.940 - - -
10 Perantara KeuanganFinancial Intermediary 10.065.707 - - 5.031.052 - - - - 8.470.991 - - -
11 Real Estate, Usaha Persewaan dan Jasa PerusahaanReal Estate, Rental and Business Services - - - - - - - - 1.055.840 - - -
12 Administrasi Pemerintah, Pertahanan dan Jaminan Sosial WajibPublic Administration, Defense and Compulsory Social Security 149.295 - - - - - - - - - - -
13 Jasa PendidikanEducation Services - - - - - - - - - - - -
14 Jasa Kesehatan dan Kegiatan SosialHuman Health and Social Work Activities - - - - - - - - - - - -
15 Jasa Kemasyarakatan, Sosial Budaya, Hiburan an Perorangan LainnyaPublic, Socio-Culture, Entertainment and Other Personal Services - - - - - - - - 38.747 - - -
16 Jasa Perorangan yang Melayani Rumah TanggaActivities of Households as Employers - - - - - - - - - - - -
17 Badan Internasional dan Badan Ekstra Internasional LainnyaInternational Institution and Other Extra International Agencies - - - - - - - - - - - -
18 Kegiatan yang Belum Jelas BatasannyaUndefined Activities - - - - - - - - - - - -
19 Bukan Lapangan UsahaNon Business Field - - - - 13.072 - - 22.945 - - - -
20 LainnyaOthers - - - - - - - 963 - - 319.480 -
Jumlah Total 10.215.002 7.586.189 - 5.031.052 13.072 - - 23.908 47.461.779 - 319.480 -
102
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
No Sektor EkonomiEconomic Sectors
Tagihan Kepada
Pemerintah Receivables
on Sovereigns
Tagihan Kepada
Entitas Sektor Publik
Receivables on Public
Sector Entities
Tagihan Kepada Bank Pembangunan
Multilateral dan Lembaga InternasionalReceivables
on Multilateral Development
Banks and International Institutions
Tagihan Kepada BankReceivables
on Banks
Kredit Beragun Rumah TinggalLoans Secured by Residential
Property
Kredit Beragun Properti
KomersialLoans
Secured by Commercial Real Estate
Kredit Pegawai/PensiunanEmployee/
Retired Loans
Tagihan Kepada
Usaha Mikro, Usaha
Kecil dan Portofolio
RitelReceivables
on Micro, Small
Business & Retail Portfolio
Tagihan Kepada
KorporasiReceivables
on Corporate
Tagihan Yang Telah Jatuh
TempoPast Due
Receivables
Aset LainnyaOther Assets
Eksposur di Unit Syariah Exposures at Sharia Based
Business Activity Unit
31 Desember 2018 / December 31st, 2018
1 Pertanian, Perburuan dan KehutananAgriculture, Hunting and Forestry - - - - - - - - 4.317 - - -
2 PerikananFishery - - - - - - - - - - - -
3 Pertambangan dan PenggalianMining and Quarrying - 4.255.674 - - - - - - 3.839.218 - - -
4 Industri PengolahanManufacturing - - - - - - - - 21.382.489 - - -
5 Listrik, Gas dan AirElectricity, Gas and Water - 2.303.754 - - - - - - 3.985.999 - - -
6 KonstruksiConstruction - 1.026.761 - - - - - - 2.699.805 - - -
7 Perdagangan Besar dan EceranWholesale and Retail Trading - - - - - - - - 5.680.433 - - -
8 Penyediaan Akomodasi dan Penyedian Makan MinumHotel and Food & Beverage - - - - - - - - - - - -
9 Transportasi, Pergudangan dan KomunikasiTransportation, Warehousing and Communications - - - - - - - - 303.940 - - -
10 Perantara KeuanganFinancial Intermediary 10.065.707 - - 5.031.052 - - - - 8.470.991 - - -
11 Real Estate, Usaha Persewaan dan Jasa PerusahaanReal Estate, Rental and Business Services - - - - - - - - 1.055.840 - - -
12 Administrasi Pemerintah, Pertahanan dan Jaminan Sosial WajibPublic Administration, Defense and Compulsory Social Security 149.295 - - - - - - - - - - -
13 Jasa PendidikanEducation Services - - - - - - - - - - - -
14 Jasa Kesehatan dan Kegiatan SosialHuman Health and Social Work Activities - - - - - - - - - - - -
15 Jasa Kemasyarakatan, Sosial Budaya, Hiburan an Perorangan LainnyaPublic, Socio-Culture, Entertainment and Other Personal Services - - - - - - - - 38.747 - - -
16 Jasa Perorangan yang Melayani Rumah TanggaActivities of Households as Employers - - - - - - - - - - - -
17 Badan Internasional dan Badan Ekstra Internasional LainnyaInternational Institution and Other Extra International Agencies - - - - - - - - - - - -
18 Kegiatan yang Belum Jelas BatasannyaUndefined Activities - - - - - - - - - - - -
19 Bukan Lapangan UsahaNon Business Field - - - - 13.072 - - 22.945 - - - -
20 LainnyaOthers - - - - - - - 963 - - 319.480 -
Jumlah Total 10.215.002 7.586.189 - 5.031.052 13.072 - - 23.908 47.461.779 - 319.480 -
103
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.4 Pengungkapan Tagihan dan Pencadangan Berdasarkan Wilayah - Bank secara Individual Table 2.4 Disclosure of Receivables and Provisioning based on Area - Bank Only
NoKeterangan
Description
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Tagihan Berdasarkan Wilayah / Receivables by Area Tagihan Berdasarkan Wilayah / Receivables by Area
Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total
1 TagihanReceivables 42.731.905 16.585.654 185.063 2.087.175 2.778.944 - 490.795 64.859.536 39.881.213 14.296.285 29.473 2.904.053 2.139.459 5.755 1.983.301 61.239.539
2Tagihan yang mengalami penurunan nilai (impaired) Impaired Receivables
a Belum Jatuh TempoNon Past Due - - - - - - - - 10.777 - - - - - - 10.777
b Telah jatuh tempoPast Due - - - - - - - - - - - - - - - -
3
Cadangan kerugian penurunan nilai (CKPN) - IndividualAllowance for Impairment Losses - Individual
- - - - - - - - 10.777 - - - - - - 10.777
4
Cadangan kerugian penurunan nilai (CKPN) - KolektifAllowance for Impairment Losses - Collective
10.578 11.014 25 179 224 - - 22.020 23.270 38.675 29 969 1.155 16 - 64.114
5 Tagihan yang dihapus bukuWritten-Off Receivables - - - - - - - - - - - - - - - -
104
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
NoKeterangan
Description
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Tagihan Berdasarkan Wilayah / Receivables by Area Tagihan Berdasarkan Wilayah / Receivables by Area
Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total Area 1 Area 2 Area 3 Area 4 Area 5 Area 6 Area 7 Total
1 TagihanReceivables 42.731.905 16.585.654 185.063 2.087.175 2.778.944 - 490.795 64.859.536 39.881.213 14.296.285 29.473 2.904.053 2.139.459 5.755 1.983.301 61.239.539
2Tagihan yang mengalami penurunan nilai (impaired) Impaired Receivables
a Belum Jatuh TempoNon Past Due - - - - - - - - 10.777 - - - - - - 10.777
b Telah jatuh tempoPast Due - - - - - - - - - - - - - - - -
3
Cadangan kerugian penurunan nilai (CKPN) - IndividualAllowance for Impairment Losses - Individual
- - - - - - - - 10.777 - - - - - - 10.777
4
Cadangan kerugian penurunan nilai (CKPN) - KolektifAllowance for Impairment Losses - Collective
10.578 11.014 25 179 224 - - 22.020 23.270 38.675 29 969 1.155 16 - 64.114
5 Tagihan yang dihapus bukuWritten-Off Receivables - - - - - - - - - - - - - - - -
Area 1: Jakarta
Area 2: Jawa Barat - West Java
Area 3: Jawa Tengah - Central Java
Area 4: Jawa Timur - East Java
Area 5: Sumatera & Kalimantan
Area 6: Indonesia Timur (Bali, Sulawesi, Nusa Tenggara, Maluku & Papua)Eastern Indonesia (Bali, Sulawesi, Nusa Tenggara, Maluku & Papua)
Area 7: Diluar Indonesia - Overseas
105
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.5 Pengungkapan Tagihan dan Pencadangan Berdasarkan Sektor Ekonomi - Bank secara Individual Table 2.5 Disclosure of Receivables and Provisioning based on Economic Sectors - Bank Only
NoSektor Ekonomi
Economic Sectors
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
TagihanReceivables
Tagihanyang MengalamiPenurunan Nilai
Impaired Receivables
Cadangan kerugian
Penurunan nilai (CKPN)-
IndividualAllowance
for Impairment
Losses - Individual
Cadangan kerugian
Penurunan nilai (CKPN)-
KolektiifAllowance
for Impairment
Losses - Collective
Tagihan yangyang
dihapus buku
Written-OffReceivables
TagihanReceivables
Tagihanyang Mengalami Penurunan
NilaiImpaired Receivables
Cadangan kerugian
Penurunan nilai (CKPN)-
IndividualAllowance for Impairment
Losses - Individual
Cadangan kerugian
Penurunan nilai (CKPN)-
KolektiifAllowance for Impairment
Losses - Collective
Tagihan yangyang
dihapus buku
Written-OffReceivables
Belum Jatuh Tempo
Non Past Due
Telah Jatuh Tempo
Past Due
Belum Jatuh Tempo
Non Past Due
Telah Jatuh Tempo
Past Due
1 Pertanian, Perburuan dan Kehutanan Agriculture, Hunting and Forestry 4.165 - - - 1 - 4.317 - - - 12 -
2 Perikanan / Fishery - - - - - - - - - - - -
3 Pertambangan dan PenggalianMining and Quarrying 2.312.773 - - - 32 - 6.398.004 - - - 756 -
4 Industri Pengolahan / Manufacturing 19.906.213 - - - 11.582 - 19.114.805 - - - 37.930 -
5 Listrik, Gas dan AirElectricity, Gas and Water 6.290.177 - - - 101 - 5.975.284 - - - 1.766 -
6 Konstruksi / Construction 2.250.962 - - - 893 - 2.024.641 - - 10.777 1.118 -
7 Perdagangan Besar dan EceranWholesale and Retail Trading 5.092.411 - - - 5.229 - 4.139.479 - - - 12.869 -
8Penyediaan Akomodasi dan Penyedian Makan MinumHotel and Food & Beverage
- - - - - - - - - - - -
9
Transportasi, Pergudangan dan KomunikasiTransportation, Warehousing and Communications
441.194 - - - 26 - 285.684 - - - 116 -
10 Perantara KeuanganFinancial Intermediary 27.427.622 - - - 1.765 - 22.015.536 - - - 6.071 -
11Real Estate, Usaha Persewaan dan Jasa Perusahaan / Real Estate, Rental and Business Services
773.279 - - - 2.388 - 737.287 - - - 3.449 -
12
Administrasi Pemerintah, Pertahanan dan Jaminan Sosial Wajib / Public Administration, Defense and Compulsory Social Security
- - - - - - 149.295 - - - - -
13 Jasa Pendidikan / Education Services - - - - - - - - - - - -
14 Jasa Kesehatan dan Kegiatan SosialHealth Services and Social Activity - - - - - - - - - - - -
15
Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan Perorangan LainnyaPublic, Socio-Culture, Entertainment and Other Personal Services
21.795 - - - 3 - 38.747 - - - 27 -
16Jasa Perorangan yang Melayani Rumah TanggaPersonal Services Serving Households
- - - - - - - - - - - -
17
Badan Internasional dan Badan Ekstra Internasional LainnyaInternational Institution and Other Extra International Agencies
- - - - - - - - - - - -
18 Kegiatan yang Belum Jelas Batasannya Undefined Activities - - - - - - - - - - - -
19 Bukan Lapangan UsahaNon Business Field 28.854 - - - - - 36.017 - - - - -
20 Lainnya / Others 310.091 - - - - - 320.443 - - - - -
Jumlah / Total 64.859.536 - - - 22.020 - 61.239.539 - - 10.777 64.114 -
106
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
NoSektor Ekonomi
Economic Sectors
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
TagihanReceivables
Tagihanyang MengalamiPenurunan Nilai
Impaired Receivables
Cadangan kerugian
Penurunan nilai (CKPN)-
IndividualAllowance
for Impairment
Losses - Individual
Cadangan kerugian
Penurunan nilai (CKPN)-
KolektiifAllowance
for Impairment
Losses - Collective
Tagihan yangyang
dihapus buku
Written-OffReceivables
TagihanReceivables
Tagihanyang Mengalami Penurunan
NilaiImpaired Receivables
Cadangan kerugian
Penurunan nilai (CKPN)-
IndividualAllowance for Impairment
Losses - Individual
Cadangan kerugian
Penurunan nilai (CKPN)-
KolektiifAllowance for Impairment
Losses - Collective
Tagihan yangyang
dihapus buku
Written-OffReceivables
Belum Jatuh Tempo
Non Past Due
Telah Jatuh Tempo
Past Due
Belum Jatuh Tempo
Non Past Due
Telah Jatuh Tempo
Past Due
1 Pertanian, Perburuan dan Kehutanan Agriculture, Hunting and Forestry 4.165 - - - 1 - 4.317 - - - 12 -
2 Perikanan / Fishery - - - - - - - - - - - -
3 Pertambangan dan PenggalianMining and Quarrying 2.312.773 - - - 32 - 6.398.004 - - - 756 -
4 Industri Pengolahan / Manufacturing 19.906.213 - - - 11.582 - 19.114.805 - - - 37.930 -
5 Listrik, Gas dan AirElectricity, Gas and Water 6.290.177 - - - 101 - 5.975.284 - - - 1.766 -
6 Konstruksi / Construction 2.250.962 - - - 893 - 2.024.641 - - 10.777 1.118 -
7 Perdagangan Besar dan EceranWholesale and Retail Trading 5.092.411 - - - 5.229 - 4.139.479 - - - 12.869 -
8Penyediaan Akomodasi dan Penyedian Makan MinumHotel and Food & Beverage
- - - - - - - - - - - -
9
Transportasi, Pergudangan dan KomunikasiTransportation, Warehousing and Communications
441.194 - - - 26 - 285.684 - - - 116 -
10 Perantara KeuanganFinancial Intermediary 27.427.622 - - - 1.765 - 22.015.536 - - - 6.071 -
11Real Estate, Usaha Persewaan dan Jasa Perusahaan / Real Estate, Rental and Business Services
773.279 - - - 2.388 - 737.287 - - - 3.449 -
12
Administrasi Pemerintah, Pertahanan dan Jaminan Sosial Wajib / Public Administration, Defense and Compulsory Social Security
- - - - - - 149.295 - - - - -
13 Jasa Pendidikan / Education Services - - - - - - - - - - - -
14 Jasa Kesehatan dan Kegiatan SosialHealth Services and Social Activity - - - - - - - - - - - -
15
Jasa Kemasyarakatan, Sosial Budaya, Hiburan dan Perorangan LainnyaPublic, Socio-Culture, Entertainment and Other Personal Services
21.795 - - - 3 - 38.747 - - - 27 -
16Jasa Perorangan yang Melayani Rumah TanggaPersonal Services Serving Households
- - - - - - - - - - - -
17
Badan Internasional dan Badan Ekstra Internasional LainnyaInternational Institution and Other Extra International Agencies
- - - - - - - - - - - -
18 Kegiatan yang Belum Jelas Batasannya Undefined Activities - - - - - - - - - - - -
19 Bukan Lapangan UsahaNon Business Field 28.854 - - - - - 36.017 - - - - -
20 Lainnya / Others 310.091 - - - - - 320.443 - - - - -
Jumlah / Total 64.859.536 - - - 22.020 - 61.239.539 - - 10.777 64.114 -
107
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 2.6 Pengungkapan Rincian Mutasi Cadangan Kerugian Penurunan Nilai - Bank Individual Table 2.6 Movement of Allowance for Impairment Losses Disclosure - Bank Only
Dalam jutaan Rupiah / in millions of Rupiah
NoKeterangan
Description
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
CKPN IndividualAllowance for Impairment
Losses - Individual
CKPN Kolektif Allowance for Impairment
Losses - Collective
CKPN Individual Allowance for Impairment
Losses - Individual
CKPN Kolektif Allowance for Impairment
Losses - Collective
1 Saldo awal CKPNBeginning Balance – Allowance for Impairment Losses 10.777 64.114 126.449 71.509
2
Pembentukan (pemulihan) CKPN pada periode berjalan (Net)Additional (reversal) allowance for impairment losses during the year (Net)
(10.396) (41.391) (116.375) (9.838)
2.aPembentukan CKPN pada periode berjalanAdditional allowance for impairment losses during the year
11.711 10.408 17.138 13.495
2.bPemulihan CKPN pada periode berjalanReversal allowance for impairment losses during the year
(22.107) (51.799) (133.513) (23.333)
3
CKPN yang digunakan untuk melakukan hapus buku atas tagihan pada peride berjalanAllowance for impairment losses used for written off receivables during the year
- - - -
4Pembentukan (pemulihan) lainnya pada periode berjalanOther additional (reversal) of allowance during the year
(381) (702) 703 2.443
Saldo akhir CKPN / Ending Balance - 22.021 10.777 64.114
108
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Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
109
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 3.1 Pengungkapan Tagihan Bersih Berdasarkan Kategori Porfolio dan Skala Peringkat - Bank secara Individual Table 3.1 Disclosure of Net Receivables by Portfolio and Rating Category - Bank Only
No Kategori PorfolioPortfolio Category
31 Desember 2019 / December 31st, 2019 ...
Tagihan Bersih / Net Receivables ...
Lembaga Peringkat
Rating Company
Peringkat Jangka PanjangLong Term Rating ...
Peringkat Jangka PendekShort Term Rating
Tanpa PeringkatUnrated
JumlahTotal
Standard and Poor's AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- A-1 A-2 A-3 Less than A-3
Fitch Rating AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- F1+ to F1 F2 F3 Less than F3
Moody's Aaa Aa1 to Aa3 A1 to A3 Baa1to Baa3 Ba1 to Ba3 B1 to B3 Less than B3 P-1 P-2 P-3 Less than P-3
PT. Fitch Ratings Indonosia AAA (idn)
AA+(idn) to AA-(idn)
A+(idn) to A- (idn)
BBB+(idn) to BBB-(idn)
BB+(idn) to BB-(idn)
B+(idn) to B-(idn)
Less than B-(idn)
F1+(idn) to F1(idn) F2(idn) F3(idn)
Less than F3(idn)
PT. ICRA Indonesia [Idr]AAA
[Idr]AA+ to [Idr]AA-
[Idr]A+ to [Idr]A-
[Idr]BBB+ to [Idr]BBB-
[Idr]BB+ to [Idr]BB-
[Idr]B+ to [Idr]B-
Less than [Idr]B-
[Idr]A1+ to [Idr]A1
[Idr]A2+ to [Idr]A2
[Idr]A3+ to [Idr] A3
Less than [Idr]A3
PT. PEFINDO idAAA idAA+ to idAA- idA to id A-idBBB+ to
idBBB- idBB to idBB- idB+ to B-Less than
id B- idA1 idA2 idA3 to idA4Less than
idA4
1 Tagihan Kepada Pemerintah Receivables on Sovereigns - - - 12.709.342 - - - - - - - 1.759.252 14.468.594
2Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities
- - 851.352 3.123.738 - 187.500 - - - - - - 4.162.590
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Receivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - - -
4 Tagihan Kepada Bank Receivables on Banks 51.299 46.582 655.791 406.938 131.324 - - - - - - 2.356.158 3.648.092
5Kredit Beragun Rumah Tinggal Loans Secured by Residential Property
- - - - - - - - - - - 11.999 11.999
6Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate
- - - - - - - - - - - - -
7 Kredit Pegawai/Pensiunan Employee/Retired Loans - - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Receivables on Micro, Small Business & Retail Portfolio
- - - - - - - - - - - 18.003 18.003
9 Tagihan kepada Korporasi Receivables on Corporate 415.315 5.656.890 4.349.054 734.292 268.342 228.694 - - - - - 38.978.206 50.630.793
10 Tagihan yang Telah Jatuh Tempo / Past Due Receivables - - - - - - - - - - - - -
11 Aset Lainnya / Other Assets - - - - - - - - - - - 308.943 308.943
12
Eksposur di Unit Usaha Syariah (apabila ada)Exposures at Sharia Based Business Activity Unit
- - - - - - - - - - - - -
Jumlah / Total 466.614 5.703.472 5.856.197 16.974.310 399.666 416.194 - - - - - 43.432.561 73.249.014
110
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
No Kategori PorfolioPortfolio Category
31 Desember 2019 / December 31st, 2019 ...
Tagihan Bersih / Net Receivables ...
Lembaga Peringkat
Rating Company
Peringkat Jangka PanjangLong Term Rating ...
Peringkat Jangka PendekShort Term Rating
Tanpa PeringkatUnrated
JumlahTotal
Standard and Poor's AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- A-1 A-2 A-3 Less than A-3
Fitch Rating AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- F1+ to F1 F2 F3 Less than F3
Moody's Aaa Aa1 to Aa3 A1 to A3 Baa1to Baa3 Ba1 to Ba3 B1 to B3 Less than B3 P-1 P-2 P-3 Less than P-3
PT. Fitch Ratings Indonosia AAA (idn)
AA+(idn) to AA-(idn)
A+(idn) to A- (idn)
BBB+(idn) to BBB-(idn)
BB+(idn) to BB-(idn)
B+(idn) to B-(idn)
Less than B-(idn)
F1+(idn) to F1(idn) F2(idn) F3(idn)
Less than F3(idn)
PT. ICRA Indonesia [Idr]AAA
[Idr]AA+ to [Idr]AA-
[Idr]A+ to [Idr]A-
[Idr]BBB+ to [Idr]BBB-
[Idr]BB+ to [Idr]BB-
[Idr]B+ to [Idr]B-
Less than [Idr]B-
[Idr]A1+ to [Idr]A1
[Idr]A2+ to [Idr]A2
[Idr]A3+ to [Idr] A3
Less than [Idr]A3
PT. PEFINDO idAAA idAA+ to idAA- idA to id A-idBBB+ to
idBBB- idBB to idBB- idB+ to B-Less than
id B- idA1 idA2 idA3 to idA4Less than
idA4
1 Tagihan Kepada Pemerintah Receivables on Sovereigns - - - 12.709.342 - - - - - - - 1.759.252 14.468.594
2Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities
- - 851.352 3.123.738 - 187.500 - - - - - - 4.162.590
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Receivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - - -
4 Tagihan Kepada Bank Receivables on Banks 51.299 46.582 655.791 406.938 131.324 - - - - - - 2.356.158 3.648.092
5Kredit Beragun Rumah Tinggal Loans Secured by Residential Property
- - - - - - - - - - - 11.999 11.999
6Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate
- - - - - - - - - - - - -
7 Kredit Pegawai/Pensiunan Employee/Retired Loans - - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Receivables on Micro, Small Business & Retail Portfolio
- - - - - - - - - - - 18.003 18.003
9 Tagihan kepada Korporasi Receivables on Corporate 415.315 5.656.890 4.349.054 734.292 268.342 228.694 - - - - - 38.978.206 50.630.793
10 Tagihan yang Telah Jatuh Tempo / Past Due Receivables - - - - - - - - - - - - -
11 Aset Lainnya / Other Assets - - - - - - - - - - - 308.943 308.943
12
Eksposur di Unit Usaha Syariah (apabila ada)Exposures at Sharia Based Business Activity Unit
- - - - - - - - - - - - -
Jumlah / Total 466.614 5.703.472 5.856.197 16.974.310 399.666 416.194 - - - - - 43.432.561 73.249.014
111
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 3.1 (Lanjutan) Pengungkapan Tagihan Bersih Berdasarkan Kategori Porfolio dan Skala Peringkat - Bank secara Individual Table 3.1 (Continuation) Disclosure of Net Receivables by Portfolio and Rating Category - Bank Only
No Kategori PorfolioPortfolio Category
31 Desember 2018 / December 31st, 2018 ...
Tagihan Bersih / Net Receivables ...
Lembaga Peringkat
Rating Company
Peringkat Jangka PanjangLong Term Rating ...
Peringkat Jangka PendekShort Term Rating
Tanpa PeringkatUnrated
JumlahTotal
Standard and Poor's AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- A-1 A-2 A-3 Less than A-3
Fitch Rating AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- F1+ to F1 F2 F3 Less than F3
Moody's Aaa Aa1 to Aa3 A1 to A3 Baa1to Baa3 Ba1 to Ba3 B1 to B3 Less than B3 P-1 P-2 P-3 Less than P-3
PT. Fitch Ratings Indonosia AAA (idn)
AA+(idn) to AA-(idn)
A+(idn) to A- (idn)
BBB+(idn) to BBB-(idn)
BB+(idn) to BB-(idn)
B+(idn) to B-(idn)
Less than B-(idn)
F1+(idn) to F1(idn) F2(idn) F3(idn)
Less than F3(idn)
PT. ICRA Indonesia [Idr]AAA
[Idr]AA+ to [Idr]AA-
[Idr]A+ to [Idr]A-
[Idr]BBB+ to [Idr]BBB-
[Idr]BB+ to [Idr]BB-
[Idr]B+ to [Idr]B-
Less than [Idr]B-
[Idr]A1+ to [Idr]A1
[Idr]A2+ to [Idr]A2
[Idr]A3+ to [Idr] A3
Less than [Idr]A3
PT. PEFINDO idAAA idAA+ to idAA- idA to id A-idBBB+ to
idBBB- idBB to idBB- idB+ to B-Less than
id B- idA1 idA2 idA3 to idA4Less than
idA4
1 Tagihan Kepada Pemerintah Receivables on Sovereigns - - - 8.175.052 - - - - - - - 2.039.950 10.215.002
2Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities
- - - 6.559.428 132.513 121.261 - - - - - 772.987 7.586.189
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Receivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - - -
4 Tagihan Kepada Bank Receivables on Banks 483.853 111.301 1.923.462 165.967 20.588 - - - - - - 2.325.881 5.031.052
5Kredit Beragun Rumah Tinggal Loans Secured by Residential Property
- - - - - - - - - - - 13.072 13.072
6Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate
- - - - - - - - - - - - -
7 Kredit Pegawai/Pensiunan Employee/Retired Loans - - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Receivables on Micro, Small Business & Retail Portfolio
- - - - - - - - - - - 23.908 23.908
9 Tagihan kepada Korporasi Receivables on Corporate 70.016 4.877.851 2.221.503 2.057.569 190.246 342.720 - - - - - 37.701.874 47.461.779
10 Tagihan yang Telah Jatuh Tempo / Past Due Receivables - - - - - - - - - - - - -
11 Aset Lainnya / Other Assets - - - - - - - - - - - 319.480 319.480
12
Eksposur di Unit Usaha Syariah (apabila ada)Exposures at Sharia Based Business Activity Unit
- - - - - - - - - - - - -
Jumlah / Total 553.869 4.989.152 4.144.965 16.958.016 343.347 463.981 - - - - - 43.197.152 70.650.482
112
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
No Kategori PorfolioPortfolio Category
31 Desember 2018 / December 31st, 2018 ...
Tagihan Bersih / Net Receivables ...
Lembaga Peringkat
Rating Company
Peringkat Jangka PanjangLong Term Rating ...
Peringkat Jangka PendekShort Term Rating
Tanpa PeringkatUnrated
JumlahTotal
Standard and Poor's AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- A-1 A-2 A-3 Less than A-3
Fitch Rating AAA AA+ to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ to B- Less than B- F1+ to F1 F2 F3 Less than F3
Moody's Aaa Aa1 to Aa3 A1 to A3 Baa1to Baa3 Ba1 to Ba3 B1 to B3 Less than B3 P-1 P-2 P-3 Less than P-3
PT. Fitch Ratings Indonosia AAA (idn)
AA+(idn) to AA-(idn)
A+(idn) to A- (idn)
BBB+(idn) to BBB-(idn)
BB+(idn) to BB-(idn)
B+(idn) to B-(idn)
Less than B-(idn)
F1+(idn) to F1(idn) F2(idn) F3(idn)
Less than F3(idn)
PT. ICRA Indonesia [Idr]AAA
[Idr]AA+ to [Idr]AA-
[Idr]A+ to [Idr]A-
[Idr]BBB+ to [Idr]BBB-
[Idr]BB+ to [Idr]BB-
[Idr]B+ to [Idr]B-
Less than [Idr]B-
[Idr]A1+ to [Idr]A1
[Idr]A2+ to [Idr]A2
[Idr]A3+ to [Idr] A3
Less than [Idr]A3
PT. PEFINDO idAAA idAA+ to idAA- idA to id A-idBBB+ to
idBBB- idBB to idBB- idB+ to B-Less than
id B- idA1 idA2 idA3 to idA4Less than
idA4
1 Tagihan Kepada Pemerintah Receivables on Sovereigns - - - 8.175.052 - - - - - - - 2.039.950 10.215.002
2Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities
- - - 6.559.428 132.513 121.261 - - - - - 772.987 7.586.189
3
Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional Receivables on Multilateral Development Banks and International Institutions
- - - - - - - - - - - - -
4 Tagihan Kepada Bank Receivables on Banks 483.853 111.301 1.923.462 165.967 20.588 - - - - - - 2.325.881 5.031.052
5Kredit Beragun Rumah Tinggal Loans Secured by Residential Property
- - - - - - - - - - - 13.072 13.072
6Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate
- - - - - - - - - - - - -
7 Kredit Pegawai/Pensiunan Employee/Retired Loans - - - - - - - - - - - - -
8
Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel Receivables on Micro, Small Business & Retail Portfolio
- - - - - - - - - - - 23.908 23.908
9 Tagihan kepada Korporasi Receivables on Corporate 70.016 4.877.851 2.221.503 2.057.569 190.246 342.720 - - - - - 37.701.874 47.461.779
10 Tagihan yang Telah Jatuh Tempo / Past Due Receivables - - - - - - - - - - - - -
11 Aset Lainnya / Other Assets - - - - - - - - - - - 319.480 319.480
12
Eksposur di Unit Usaha Syariah (apabila ada)Exposures at Sharia Based Business Activity Unit
- - - - - - - - - - - - -
Jumlah / Total 553.869 4.989.152 4.144.965 16.958.016 343.347 463.981 - - - - - 43.197.152 70.650.482
113
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 3.2 Pengungkapan Risiko Kredit Pihak Lawan : Transaksi Derivatif Table 3.2 Disclosure of Counterparty Credit Risk : Derivative Transaction
a. Transaksi Derivatif / Over the Counter
NoVariabel yang Mendasari
Underlying Variables
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
National AmountTagihan Derivatif
Derivative Receivables
Kewajiban Derivatif
Derivative Liabilities
Tagihan Bersih
sebelum MRKNet
Receivables before CRM
MRKCRM
Tagihan Bersih
setelah MRKNet
Receivable after CRM
National AmountTagihan Derivatif
Derivative Receivables
Kewajiban Derivatif
Derivative Liabilities
Tagihan Bersih
sebelum MRKNet
Receivables before CRM
MRKCRM
Tagihan Bersih
setelah MRKNet
Receivable after CRM
≤ 1 Tahun ≤ 1 Year
> 1 Tahun - ≤ 5
Tahun> 1 Year - ≤ Years
> 5 Tahun > 5 Years
≤ 1 Tahun
≤ 1 Year
> 1 Tahun - ≤ 5 Tahun
> 1 Year - ≤ Years
> 5 Tahun
> 5 Years
1 Suku Bunga / Interest Rate 656.476 1.585.447 241.556 11.740 15.077 43.003 - 43.003 331.004 2.564.119 46.016 33.883 15.228 87.325 - 87.325
2 Nilai Tukar / Foreign Exchange 19.778.249 7.254.376 382.349 430.885 436.324 1.333.012 - 1.333.012 15.489.190 5.936.631 394.772 423.717 458.085 1.269.451 - 1.269.451
3 Lainnya / Others - - - - - - - - - - - - - - - -
Total / Jumlah 20.434.725 8.839.823 623.905 442.625 451.401 1.376.015 - 1.376.015 15.820.194 8.500.750 440.788 457.600 473.313 1.356.776 - 1.356.776
b. Transaksi Repo / RepoBank tidak memiliki eksposur pada pengungkapan ini /Bank has no exposure to this disclosure
c. Transaksi Reverse Repo Reverse Repo
Bank tidak memiliki eksposur pada pengungkapan ini /Bank has no exposure to this disclosure
114
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
NoVariabel yang Mendasari
Underlying Variables
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
National AmountTagihan Derivatif
Derivative Receivables
Kewajiban Derivatif
Derivative Liabilities
Tagihan Bersih
sebelum MRKNet
Receivables before CRM
MRKCRM
Tagihan Bersih
setelah MRKNet
Receivable after CRM
National AmountTagihan Derivatif
Derivative Receivables
Kewajiban Derivatif
Derivative Liabilities
Tagihan Bersih
sebelum MRKNet
Receivables before CRM
MRKCRM
Tagihan Bersih
setelah MRKNet
Receivable after CRM
≤ 1 Tahun ≤ 1 Year
> 1 Tahun - ≤ 5
Tahun> 1 Year - ≤ Years
> 5 Tahun > 5 Years
≤ 1 Tahun
≤ 1 Year
> 1 Tahun - ≤ 5 Tahun
> 1 Year - ≤ Years
> 5 Tahun
> 5 Years
1 Suku Bunga / Interest Rate 656.476 1.585.447 241.556 11.740 15.077 43.003 - 43.003 331.004 2.564.119 46.016 33.883 15.228 87.325 - 87.325
2 Nilai Tukar / Foreign Exchange 19.778.249 7.254.376 382.349 430.885 436.324 1.333.012 - 1.333.012 15.489.190 5.936.631 394.772 423.717 458.085 1.269.451 - 1.269.451
3 Lainnya / Others - - - - - - - - - - - - - - - -
Total / Jumlah 20.434.725 8.839.823 623.905 442.625 451.401 1.376.015 - 1.376.015 15.820.194 8.500.750 440.788 457.600 473.313 1.356.776 - 1.356.776
115
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 4.1 Pengungkapan Tagihan Bersih Berdasarkan Bobot Risiko Setelah Memperhitungankan Dampak Mitigasi Risiko Kredit - Bank secara Individual Table 4.1 Disclosure of Net Receivables by Risk Weight after Credit Risk Mitigation - Bank Only
No Kategori Portofolio / Portfolio Category
31 Desember 2019 / December 31st, 2019
ATMR /RWA
Beban Modal/CapitalCharge
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit /Net Receivables by Risk Weight after Credit Risk Mitigation
0% 20% 35% 40% 45% 50% 75% 100% 150% Lain/Other
A Eksposur Neraca / Balance Sheet Exposures
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 14.252.999 - - - - - - - - - - -
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities - - - - - 3.975.090 - 1 - - 1.987.546 178.879
3Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International
- - - - - - - - - - - -
4 Tagihan Kepada Bank / Receivables on Banks - 838.890 - - - 2.400.514 - - - - 1.368.035 123.123
5 Kredit Beragun Rumah Tinggal / Loans Secured by Residential Property - - 11.999 - - - - - - - 4.200 378
6 Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate - - - - - - - - - - - -
7 Kredit Pegawai/Pensiunan / Employee/Retired Loans - - - - - - - - - - - -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - - - - - 18.003 - - - 13.502 1.215
9 Tagihan Kepada Korporasi / Receivables on Corporate 7.269 5.317.912 - - - 9.922.591 - 27.577.715 227.611 - 33.944.009 3.054.961
10 Tagihan Yang Telah Jatuh Tempo / Past Due Receivables - - - - - - - - - - - -
11 Aset Lainnya / Other Assets 4.986 - - - - - - 303.957 - - 303.957 27.356
12 Eksposur di Unit Syariah / Exposures at Sharia Based Business Activity Unit - - - - - - - - - - -
Total Exposur Neraca 14.265.254 6.156.802 11.999 - - 16.298.195 18.003 27.881.673 227.611 - 37.621.249 3.385.912
B Eksposur Kewajban Komitmen/Kontinjensi pd Transaksi Rekening Administratif / Off Balance Sheet Commitment/Contigency Receivables
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 208.238 - - - - - - - - - - -
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities - - - - - - - 187.500 - - 187.500 16.875
3Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International
- - - - - - - - - - - -
4 Tagihan Kepada Bank / Receivables on Banks - - - - - - - - - - - -
5 Kredit Beragun Rumah Tinggal / Loans Secured by Residential Property - - - - - - - - - - - -
6 Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate - - - - - - - - - - - -
7 Kredit Pegawai/Pensiunan / Employee/Retired Loans - - - - - - - - - - - -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - - - - - - - - - - -
9 Tagihan Kepada Korporasi / Receivables on Corporate 6.364 552.815 - - - 3.857.224 - 2.200.241 1.083 - 4.241.040 381.694
10 Tagihan Yang Telah Jatuh Tempo / Past Due Receivables - - - - - - - - - - - -
11 Eksposur di Unit Syariah / Exposures at Sharia Based Business Activity Unit - - - - - - - - - - - -
Total Exposur TRA 214.602 552.815 - - - 3.857.224 - 2.387.741 1.083 - 4.428.540 398.569
C Eksposur akibat Kegagalan Pihak Lawan / Counterparty Credit Risk
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 7.356 - - - - - - - - - 395 36
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities - - - - - - - - - - - -
3Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International
- - - - - - - - - - - -
4 Tagihan Kepada Bank / Receivables on Banks - 143.685 - - - 265.004 - - - - 318.549 28.669
5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - - - - - - - - - - -
6 Tagihan Kepada Korporasi / Receivables on Corporate - 201.477 - - - 134.382 - 624.108 - - 1.113.462 100.212
7 Eksposur di Unit Syariah / Exposures at Sharia Based Business Activity Unit - - - - - - - - - - - -
Total Eksposur Counterparty Credit Risk 7.356 345.162 - - - 399.386 - 624.108 - - 1.432.406 128.917
116
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
31 Desember 2018 / December 31st, 2018
ATMR /RWA
Beban Modal/CapitalCharge
Tagihan Bersih Setelah Memperhitungkan Dampak Mitigasi Risiko Kredit /Net Receivables by Risk Weight after Credit Risk Mitigation
0% 20% 35% 40% 45% 50% 75% 100% 150% Lain/Other
10.144.903 - - - - - - - - - - -
- - - - - 7.332.415 - 132.513 - - 3.798.721 341.885
- - - - - - - - - - - -
- 2.075.406 - - - 2.180.215 - - - - 1.505.189 135.467
- - 13.072 - - - - - - - 4.575 412
- - - - - - - - - - - -
- - - - - - - - - - - -
- - - - - - 23.908 - - - 17.931 1.614
7.413 4.266.865 - - - 8.508.765 - 26.223.807 - - 31.331.562 2.819.841
- - - - - - - - - - - -
5.587 - - - - - - 313.893 - - 313.893 28.250
- - - - - - - - - - -
10.157.903 6.342.271 13.072 - - 18.021.395 23.908 26.670.213 - - 36.971.871 3.327.468
- - - - - - - - - - - -
- - - - - - - 121.261 - - 121.261 10.913
- - - - - - - - - - - -
- - - - - - - - - - - -
- - - - - - - - - - - -
- - - - - - - - - - - -
- - - - - - - - - - - -
- - - - - - - - - - - -
2.102 639.666 - - - 4.979.048 - 1.980.148 342.720 - 5.111.685 460.052
- - - - - - - - - - - -
- - - - - - - - - - - -
2.102 639.666 - - - 4.979.048 - 2.101.409 342.720 - 5.232.946 470.965
70.099 - - - - - - - - - 9.371 843
- - - - - - - - - - - -
- - - - - - - - - - - -
- 233.494 - - - 540.239 - 1.698 - - 741.377 66.724
- - - - - - - - - - - -
- 41.337 - - - 89.318 - 380.590 - - 695.516 62.596
- - - - - - - - - - - -
70.099 274.831 - - - 629.557 - 382.288 - - 1.446.264 130.164
117
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 4.2 Pengungkapan Tagihan Bersih dan Teknik Mitigasi Risiko Kredit - Bank secara IndividualTable 4.2 Disclosure of Net Receivables and Credit Risk Mitigation Techniques - Bank Only
No Kategori Portofolio / Portfolio Category Tagihan Bersih /Net Receivable
31 Desember 2019 / December 31st, 2019
Bagian yang Dijamin Dengan / Portion CoveredBagian Yang Tidak
Dijamin /Portion uncovered
Agunan /Collateral
Garansi /Guarantee
Asuransi Kredit /Insurance
Lainnya /Others
A Eksposur Neraca / Balance Sheet Exposures
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 14.252.999 - - - - 14.252.999
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities 3.975.090 196.251 - - - 3.778.839
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International - - - - - -
4 Tagihan Kepada Bank / Receivables on Banks 3.239.404 - - - - 3.239.404
5 Kredit Beragun Rumah Tinggal / Loans Secured by Residential Property 11.999 - - - - 11.999
6 Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate - - - - - -
7 Kredit Pegawai/Pensiunan / Employee/Retired Loans - - - - - -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio 18.003 - - - - 18.003
9 Tagihan Kepada Korporasi / Receivables on Corporate 43.053.099 7.151.035 474.672 - - 35.427.392
10 Tagihan Yang Telah Jatuh Tempo / Past Due Receivables - - - - - -
11 Aset Lainnya / Other Assets 308.942 - - - - 308.942
Total Exposur Neraca 64.859.536 7.347.286 474.672 - - 57.037.578
B Eksposur Kewajban Komitmen/Kontinjensi pd Transaksi Rekening Administratif / Off Balance Sheet Commitment/Contigency Receivables
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 208.238 - - - - 208.238
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities 187.500 - - - - 187.500
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International - - - - - -
4 Tagihan Kepada Bank / Receivables on Banks - - - - - -
5 Kredit Beragun Rumah Tinggal / Loans Secured by Residential Property - - - - - -
6 Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate - - - - - -
7 Kredit Pegawai/Pensiunan / Employee/Retired Loans - - - - - -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - - - - -
9 Tagihan Kepada Korporasi / Receivables on Corporate 6.617.725 3.157.165 705.860 - - 2.754.700
10 Tagihan Yang Telah Jatuh Tempo / Past Due Receivables - - - - - -
11 Eksposur di Unit Syariah / Exposures at Sharia Based Business Activity Unit - - - - - -
Total Exposur TRA 7.013.463 3.157.165 705.860 - - 3.150.438
C Eksposur akibat Kegagalan Pihak Lawan / Counterparty Credit Risk
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 7.357 - - - - 7.357
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities - - - - - -
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International - - - - - -
4 Tagihan Kepada Bank / Receivables on Banks 408.689 - - - - 408.689
5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - - - - -
6 Tagihan Kepada Korporasi / Receivables on Corporate 959.969 - - - - 959.969
7 Eksposur di Unit Syariah / Exposures at Sharia Based Business Activity Unit - - - - - -
Total Eksposur Counterparty Credit Risk 1.376.015 - - - - 1.376.015
Total (A+B+C) 73.249.014 10.504.451 1.180.532 - - 61.564.031
Dalam jutaan Rupiah / in millions of Rupiah
118
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah Dalam jutaan Rupiah / in millions of Rupiah
Tagihan Bersih /Net Receivable
31 Desember 2018 / December 31st, 2018
Bagian yang Dijamin Dengan / Portion CoveredBagian Yang Tidak
Dijamin /Portion uncovered
Agunan /Collateral
Garansi /Guarantee
Asuransi Kredit /Insurance
Lainnya /Others
10.144.903 - - - - 10.144.903
7.464.928 2.306.926 - - - 5.158.002
- - - - - -
4.255.621 - - - - 4.255.621
13.072 - - - - 13.072
- - - - - -
- - - - - -
23.908 - - - - 23.908
39.006.850 6.362.043 683.006 - - 31.961.801
- - - - - -
319.480 - - - - 319.480
61.228.762 8.668.969 683.006 - - 51.876.787
- - - - - -
121.261 - - - - 121.261
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
7.943.684 4.206.040 774.790 - - 2.962.854
- - - - - -
- - - - - -
8.064.945 4.206.040 774.790 - - 3.084.115
70.099 - - - - 70.099
- - - - - -
- - - - - -
775.431 - - - - 775.431
- - - - - -
511.245 - - - - 511.245
- - - - - -
1.356.775 - - - - 1.356.775
70.650.482 12.875.009 1.457.796 - - 56.317.677
119
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 5.1 Pengungkapan Transaksi Sekuritisasi AsetTable 5.1 Disclosure of Asset Securities Transaction - Bank Only
Bank tidak memiliki eksposur pada pengungkapan ini /Bank has no exposure to this disclosure
120
Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Bank tidak memiliki eksposur pada pengungkapan ini /Bank has no exposure to this disclosure
Tabel 5.2 Pengungkapan Ringkasan Aktivitas Transaksi Sekuritisasi Aset dalam hal Bank Bertindak sebagai Kreditur AsalTabel 5.2 Disclosure of Activity Transaction Summary of Asset Securities in terms of Bank as Origin Creditor - Bank Only
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Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 6.1 Perhitungan ATMR Risiko Kredit Pendekatan Standar: Eksposur Aset di NeracaTable 6.1 Calculation of Risk Weighted Assets for Credit Risk under Standardized Method
Tabel 6.2 Perhitungan ATMR Risiko Kredit Pendekatan Standar: Eksposur Kewajiban Komitmen/Kontinjensi pada Transaksi Rekening AdministratifTable 6.2 Calculation of Risk Weighted Assets for Credit Risk under Standardized Approach: Off Balance Sheet Commitment/Contingency Exposures
Tabel 6.3 Perhitungan ATMR Risiko Kredit Pendekatan Standar: Eksposur yang Menimbulkan Risiko Kredit akibat Kegagalan Pihak Lawan (Counterparty Credit)Table 6.3 Calculation of Risk Weighted Assets for Credit Risk under Standardized Method: Counterparty Credit Risk Exposure
No Kategori Portofolio / Portfolio Category
31 Desember 2019 / December 31st, 2019
Tagihan Bersih /Net Receivables
ATMR Sebelum MRK /RWA Before CRM
ATMR Setelah MRK /RWA After CRM
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 14.252.999 - -
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities 3.975.090 1.987.546 1.987.546
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International - - -
4 Tagihan Kepada Bank / Receivables on Banks 3.239.403 1.368.035 1.368.035
5 Kredit Beragun Rumah Tinggal / Loans Secured by Residential Property 11.999 4.200 4.200
6 Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate - - -
7 Kredit Pegawai/Pensiunan / Employee/Retired Loans - - -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio 18.003 13.502 13.502
9 Tagihan Kepada Korporasi / Receivables on Corporate 43.053.099 37.085.497 33.944.009
10 Tagihan Yang Telah Jatuh Tempo / Past Due Receivables - - -
11 Aset Lainnya / Other Assets 308.943 - 303.957
TOTAL 64.859.536 40.458.780 37.621.249
No Kategori Portofolio / Portfolio Category
31 Desember 2019 / December 31st, 2019
Tagihan Bersih /Net Receivables
ATMR Sebelum MRK /RWA Before CRM
ATMR Setelah MRK /RWA After CRM
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 208.238 - -
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities 187.500 187.500 187.500
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International - - -
4 Tagihan Kepada Bank / Receivables on Banks - - -
5 Kredit Beragun Rumah Tinggal / Loans Secured by Residential Property - - -
6 Kredit Beragun Properti Komersial / Loans Secured by Commercial Real Estate - - -
7 Kredit Pegawai/Pensiunan / Employee/Retired Loans - - -
8 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - -
9 Tagihan Kepada Korporasi / Receivables on Corporate 6.617.725 5.895.758 4.241.040
10 Tagihan Yang Telah Jatuh Tempo / Past Due Receivables - - -
TOTAL 7.013.463 6.083.258 4.428.540
No Kategori Portofolio / Portfolio Category
31 Desember 2019 / December 31st, 2019
Tagihan Bersih /Net Receivables
ATMR Sebelum MRK /RWA Before CRM
ATMR Setelah MRK /RWA After CRM
1 Tagihan Kepada Pemerintah / Receivables on Sovereigns 7.356 - -
2 Tagihan Kepada Entitas Sektor Publik / Receivables on Public Sector Entities - - -
3 Tagihan Kepada Bank Pembangunan Multilateral dan Lembaga Internasional / Receivables on Multilateral Development Banks and International - - -
4 Tagihan Kepada Bank / Receivables on Banks 408.689 161.239 161.239
5 Tagihan Kepada Usaha Mikro, Usaha Kecil dan Portofolio Ritel / Receivables on Micro, Small Business & Retail Portfolio - - -
6 Tagihan Kepada Korporasi / Receivables on Corporate 959.967 731.594 731.594
7 Eksposur Tertimbang dari Credit Valuation Adjustment (CVA) / Credit Value Adjustment Exposure 539.574
TOTAL 1.376.012 892.833 1.432.407
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Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
31 Desember 2018 / December 31st, 2018
Tagihan Bersih /Net Receivables
ATMR Sebelum MRK /RWA Before CRM
ATMR Setelah MRK /RWA After CRM
- - -
121.261 121.261 121.261
- - -
- - -
- - -
- - -
- - -
- - -
7.943.684 7.275.274 5.111.685
- - -
8.064.945 7.396.535 5.232.946
31 Desember 2018 / December 31st, 2018
Tagihan Bersih /Net Receivables
ATMR Sebelum MRK /RWA Before CRM
ATMR Setelah MRK /RWA After CRM
70.099 - -
- - -
- - -
775.431 318.517 318.517
- - -
511.245 433.516 433.516
694.231
1.356.775 752.033 1.446.264
31 Desember 2018 / December 31st, 2018
Tagihan Bersih /Net Receivables
ATMR Sebelum MRK /RWA Before CRM
ATMR Setelah MRK /RWA After CRM
10.144.903 - -
7.464.928 3.798.721 3.798.721
- - -
4.255.621 1.505.189 1.505.189
13.072 4.575 4.575
- - -
- - -
23.908 17.931 17.931
39.006.850 34.855.303 31.331.562
- - -
319.480 - 313.893
61.228.762 40.181.719 36.971.871
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Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 6.4 Perhitungan ATMR Risiko Kredit Pendekatan Standar: Eksposur yang Menimbulkan Risiko Kredit akibat Kegagalan Setelmen (Settlement Risk)Table 6.4 Calculation of Risk Weighted Assets for Credit Risk under Standardized Method: Settlement Risk Exposure
Tabel 6.6 Pengungkapan Total Pengukuran Risiko KreditTable 6.6 Disclosure of Total Credit Risk Measurement
Tabel 6.5 Perhitungan ATMR Risiko Kredit Pendekatan Standar: Eksposur SekuritisasiTable 6.5 Calculation of Risk Weighted Assets for Credit Risk under Standardized Method: Securities Exposure
No Jenis Transaksi / Transaction Type
31 Desember 2019 / December 31, 2019
Nilai Eksposur /Amount Exposure
Faktor Pengurang Modal /
Deduction Capital
ATMR Setelah MRK /RWA After CRM
1 Delivery versus payment - -
a. Beban Modal 8% (5-15 hari) - -
b. Beban Modal 50% (16-30 hari) - -
c. Beban Modal 75% (31-45 hari) - -
d. Beban Modal 100% (lebih dari 45 hari) - -
2 Non-delivery versus payment - -
TOTAL - - -
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
TOTAL ATMR RISIKO KREDIT / TOTAL RWA - CREDIT RISK 43.482.196 43.651.081
TOTAL FAKTOR PENGURANG MODAL / TOTAL CAPITAL DEDUCTION FACTOR 63.942 -
TOTAL ATMR RISIKO KREDIT / TOTAL RWA - CREDIT RISK (A-B) 43.418.254 43.651.081
No Jenis Transaksi / Transaction Type
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Nilai Eksposur /Amount Exposure
Faktor Pengurang Modal /Deduction Capital
Nilai Eksposur /Amount Exposure
Faktor Pengurang Modal /Deduction Capital
1 Fasilitas Kredit Pendukung yang memenuhi persyaratan - - - -
a. First Loss Facility - -
b. Second Loss Facility - -
2 Fasilitas Kredit Pendukung yang tidak memenuhi persyaratan - - - -
a. Bank merupakan Kreditur Asal - - - -
b. Bank bukan merupakan Kreditur Asal - -
3 Fasilitas Likuiditas yang memenuhi persyaratan - -
4 Fasilitas Likuiditas yang tidak memenuhi persyaratan - - - -
a. Bank merupakan Kreditur Asal - - - -
b. Bank bukan merupakan Kreditur Asal - -
5 Pembelian Efek Beragun Aset yang memenuhi persyaratan - - - -
a. Senior Trance - -
b. Junior Tranche - - - -
6 Pembelian Efek Beragun Aset yang tidak memenuhi persyaratan - - - -
7Eksposur Sekuritisasi yang tidak tercakup dalam ketentuan Bank Indonesia mengenai prinsip-prinsip kehati-hatian dalam aktivitas sekuritisasi aset bagi bank umum.
- -
TOTAL - - - -
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
31 Desember 2018 / December 31st, 2018
Nilai Eksposur /Amount Exposure
Faktor Pengurang Modal /
Deduction Capital
ATMR Setelah MRK /RWA After CRM
- -
- -
- -
- -
- -
- -
- - -
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Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
Tabel 7.1 Pengungkapan Risiko Pasar dengan Menggunakan Metode Standar - Bank Secara IndividualTable 7.1 Disclosure of Market Risk Using Standardized Method - Bank Only
Tabel 7.2 Pengungkapan Eksposur Interest Rate Risk in Banking Book (IRRBB) - Bank Secara IndividualTable 7.2 Disclosure of Interest Rate Risk in Banking Book (IRRBB) Exposure - Bank Only
No Jenis Risiko / Type of Risk
31 Desember 2019 / December 31st, 2019 31 Desember 2018 / December 31st, 2018
Bank Bank
Beban Modal /Capital Charge
ATMR /RWA
Beban Modal /Capital Charge
ATMR /RWA
1 Risiko Suku Bunga / Interest Rate Risk
a. Risiko Spesifik / Specific Risk - - - -
b. Risiko Umum / General Risk 14.851 185.635 16.074 200.922
2 Risiko Nilai Tukar / Foreign Exchange Risk 1.710 21.369 5.242 65.526
3 Risiko Ekuitas / Equity Risk - -
4 Risiko Komoditas / Commodity Risk - -
5 Risiko Option / Option Risk - - - -
TOTAL 16.560 207.004 21.316 266.448
Keterangan / Description31 Desember 2019 / December 31st, 2019
IDR VALAS
Scenario (shock suku bunga) ∆NII IDR ∆NII VALAS
Parallel Up -282.479 -95.653
Parallel Down 328.071 174.735
Projected Income (untuk ΔNII) 2.394.932
Nilai Maksimum Negatif (absolut) 328.071 174.735
Nilai Maksimum dibagi Projected Income (untuk ΔNII) 13,70% 7,30%
Scenario (shock suku bunga) ∆EVE IDR ∆EVE VALAS
Parallel Up 202.970 -284.765
Parallel Down 22.968 376.391
Steepener -50.336 195.378
Flattener 251.141 -177.691
Short Rates Up 306.249 -274.976
Short Rates Down -25.997 408.110
Tier-1 Capital 9.048.205
Nilai Maksimum Negatif (absolut) 306.249 408.110
Nilai Maksimum dibagi Modal Tier 1 (untuk ΔEVE) 3,38% 4,51%
Dalam jutaan Rupiah / in millions of Rupiah
Dalam jutaan Rupiah / in millions of Rupiah
Mata Uang/Ccy : Rupiah (IDR), Dolar Amerika Serikat (USD)
Dalam juta Rupiah / In million Rupiah31 Desember 2019 / December 31st, 2019
ΔEVE ΔNII
Periode / Period T T-1 T T-1
Parallel up 202.970 230.469 (378.132) -323.623
Parallel down 376.391 503.210 502.806 497.108
Steepener 195.378 236.763
Flattener 251.141 218.064
Short rate up 306.249 293.724
Short rate down 408.110 525.634
Nilai Maksimum Negatif (absolut) 408.110 525.634 502.806 497.108
Modal Tier 1 (untuk ΔEVE) atau Projected Income (untuk ΔNII) 9.048.205 9.447.492 2.394.932 2.480.653
Nilai Maksimum dibagi Modal Tier 1 (untuk ΔEVE) atau Projected Income (untuk ΔNII) 4,51% 5,56% 20,99% 20,04%
Tabel 7.3 Laporan Perhitungan Interest Rate Risk in Banking Book (IRRBB) - Bank Secara IndividualTable 7.3 Calculation of Interest Rate Risk in Banking Book (IRRBB) Report - Bank Only
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Analisa & Pembahasan Manajemen | Management Discussion & Analysis
PT. Bank Mizuho Indonesia
Tabel 7.4 Laporan Penerapan Manajemen Risiko untuk Risiko Suku Bunga Dalam Banking BookTable 7.4 Interest Rate Risk in the Banking Book
31 Desember 2019 / December 31, 2019Analisis Kualitatif / Qualitative Analysis
1 Penjelasan mengenai bagaimana Bank mendefinisikan IRRBB untuk pengukuran dan pengendalian Risiko.
Interest Rate Risk in the Banking Book (IRRBB) mengacu pada risiko aktual maupun prospektif yang timbul akibat pergerakan suku bunga yang berlawanan dengan posisi Banking Book. Perubahan tingkat suku bunga tersebut dapat berdampak pada perubahan nilai ekonomis dari aset dan kewajiban pada Banking Book serta dapat memengaruhi tingkat rentabilitas dengan mengubah pendapatan dan pengeluaran yang sensitif terhadap suku bunga.
Bank Mizuho Indonesia (BMI) mengkategorikan IRRBB ke dalam tiga jenis sub-risiko, yaitu:
a) Gap RiskMerupakan risiko yang muncul akibat perbedaan waktu jatuh tempo maupun perbedaan waktu perubahan tingkat suku bunga. Sejauh mana tingkat risiko yang ditimbulkan oleh gap risk sangat bergantung pada timing perubahan tingkat suku bunga di sepanjang kurva imbal hasil (yield curve).
b) Basis RiskMerupakan risiko yang muncul akibat perbedaan jenis suku bunga acuan (basis) yang digunakan untuk menilai dua instrumen keuangan yang memiliki tenor yang sama.
c) Option RiskMerupakan risiko yang muncul dari posisi instrumen derivatif berupa opsi maupun sifat opsional yang terdapat pada aset, kewajiban, dan/atau rekening adminsitratif yang dimiliki BMI, di mana BMI maupun nasabah dapat mengubah besaran serta timing dari arus kas di dalamnya.
Dalam melakukan pengukuran IRRBB, BMI menggunakan 2 (dua) metode yaitu EVE dan NII yang mencakup skenario shock suku bunga dan skenario stress dengan rentang yang luas dan tepat.
2 Penjelasan mengenai strategi Manajemen Risiko dan mitigasi Risiko untuk IRRBB.
Bank menerapkan beberapa strategi manajemen risiko suku bunga pada Banking Book sebagai berikut:
a) Manajemen Gap RiskBMI secara aktif menjaga keseimbangan maturitas (maturity gap) serta menyeimbangkan komposisi suku bunga yang dikenakan terhadap aset dan kewajiban dalam Banking Book. Ketika tingkat suku bunga diproyeksikan naik, BMI memperbanyak komposisi aset dengan suku bunga mengambang (floating) dan memperbanyak funding dengan suku bunga tetap (fixed). Begitu pula sebaliknya, ketika tingkat suku bunga diproyeksikan turun, BMI memperbanyak komposisi aset dengan suku bunga tetap dan memperbanyak funding dengan suku bunga mengambang. BMI juga mengonversi tingkat suku bunga pada posisi dalam Banking Book menggunakan instrumen swap.
Selain itu, jika dikaitkan dengan kondisi portfolio Banking Book BMI dan dampak perubahan suku bunga pasar terhadap profitabilitas (NII), maka strategi manajemen risiko dalam menjaga keseimbangan adalah sebagai berikut:
Kondisi
Strategi terhadap GapSuku Bunga Gap
Meningkat Positif Perlebar Gap
Menurun Positif Persempit Gap
Meningkat Negatif Persempit Gap
Menurun Negatif Perlebar Gap
b) Manajemen Basis RiskBMI memitigasi basis risk dengan menggunakan suku bunga acuan yang sama antara aset dan kewajiban dalam Banking Book. Penggunaan basis yang sama juga dilakukan saat BMI melakukan back-to-back transaction atas transaksi swap.
c) Manajemen Option RiskBMI memitigasi basis risk dengan memberlakukan denda terhadap penarikan deposito lebih awal maupun pelunasan kredit lebih cepat dari waktu yang dijadwalkan.
3 Periodisasi perhitungan IRRBB Bank dan penjelasan mengenai pengukuran spesifik yang digunakan Bank untuk mengukur sensitivitas terhadap IRRBB.
a) HarianBMI melakukan monitoring IRRBB melalui indikator 10BPV (ten basis point value) secara harian. 10BPV menggambarkan tingkat sensitivitas laba/rugi kotor pada BMIing Book apabila terjadi peningkatan suku bunga relatif sebesar 10 basis point. Limit 10BPV ditinjau ulang secara berkala dan dilaporkan kepada manajemen BMI.
b) BulananBMI melakukan interest rate stress testing setiap satu bulan sekali sebagai bagian dari market risk stress testing framework. Tujuan dari stress test tersebut adalah untuk menguji tingkat sensitivitas laba/rugi kotor pada BMIing Book dalam skenario stress yang berbeda. Hasil dari interest rate stress testing akan dibahas pada rapat bulanan Asset & Liability Management Committee (ALCO).
c) Triwulanan dan SemesteranBMI melakukan pengukuran IRRBB menggunakan indikator ΔEVE dan ΔNII sesuai dengan SEOJK No. 12/SEOJK.03/2018. Selain itu, BMI juga melakukan outlier test terhadap kedua indikator tersebut untuk disertakan ke dalam laporan Profil Risiko BMI dan laporan Kecukupan Penyediaan Modal Minimum (KPMM/ICAAP).
4 Penjelasan mengenai skenario shock suku bunga dan skenario stress yang digunakan Bank dalam perhitungan IRRBB dengan menggunakan metode EVE dan NII.
Dalam perhitungan IRRBB, BMI menggunakan enam skenario shock suku bunga standar untuk EVE dan dua skenario parallel shock (up dan down) sesuai dengan yang ditetapkan oleh OJK. Ukuran skenario parallel shock yang digunakan oleh BMI untuk metode NII yaitu ± 200 basis point untuk rupiah dan ± 100 basis point untuk dolar Amerika Serikat.
BMI tidak memberlakukan tingkat suku bunga negatif terhadap instrumen-instrumen dalam Banking Book. Oleh karenanya, BMI menetapkan batas bawah (floor) sebesar 0% atas dampak dari skenario-skenario penurunan tingkat suku bunga (parallel shock down, short rates shock down, steepener shock, dan flattener shock).
Dalam melakukan interest rate stress testing, BMI menggunakan skenario historis sesuai timeline dari fenomena subprime mortgage crisis di Amerika Serikat tahun 2007-2008.
5 Apabila terdapat asumsi pemodelan yang digunakan secara signifikan dalam IMS Bank (contoh: hasil pengukuran EVE yang dilakukan oleh Bank untuk tujuan selain pengungkapan, asesmen internal terhadap kecukupan permodalan) berbeda dari asumsi pemodelan yang digunakan dalam laporan perhitungan IRRBB dengan pendekatan standar, Bank harus memberikan penjelasan terhadap asumsi tersebut termasuk dampaknya serta alasan penggunaan asumsi tersebut (contoh: data historis, pertimbangan dan analisis manajemen).
Dalam mengukur IRRBB, BMI menggunakan asumsi permodelan dengan pendekatan standar sesuai dengan SEOJK No. 12/SEOJK.03/2018. BMI tidak memiliki asumsi lain di luar pendekatan tersebut.
6 Penjelasan mengenai bagaimana Bank melakukan lindung nilai (hedging) terhadap IRRBB (apabila ada) dan perlakuan akuntansi terkait.
BMI melakukan lindung nilai terhadap IRRBB melalui penggunaan instrumen derivatif berupa swap (swap hedging) baik interest rate swap (IRS), cross-currency swap (CCS), maupun lindung nilai secara alamiah. Perlakuan akuntansi untuk swap hedging mengacu pada Pernyataan Standar Akuntansi Keuangan (PSAK) No. 55 tentang Akuntansi Instrumen Derivatif dan Aktivitas Lindung Nilai, di mana setiap instrumen derivatif dibukukan dalam neraca sebagai aset atau kewajiban sebesar nilai wajarnya. PSAK No. 55 mengatur bahwa perubahan terhadap nilai wajar harus diakui sebagai laba/rugi kecuali kegiatan lindung nilai tertentu yang mengizinkan terjadinya saling hapus (offset) antara laba atau rugi derivatif terhadap hasil dari aset dan kewajiban yang dilindung nilai pada laporan laba/rugi.
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Analisa & Pembahasan Manajemen | Management Discussion & Analysis
Laporan Tahunan 2019 Annual Report
7 Penjelasan komprehensif mengenai asumsi utama pemodelan dan parametrik yang digunakan dalam mengh