PERMODALAN & MANAJEMEN RISIKO CAPITAL AND RISK … · Otoritas Jasa Keuangan (POJK), Surat Edaran Otoritas Jasa Keuangan (SEOJK), Peraturan Bank Indonesia (PBI), Surat Edaran Bank

Manajemen risiko berperan penting dalam pengelolaan risiko yang dihadapi dalam mencapai tujuan Bank. BRI Agro berupaya memitigasi risiko dari setiap lini bisnis yang berpotensi memiliki risiko. Pelaksanaan fungsi manajemen risiko meliputi hal-hal terkait dengan upaya identifikasi, pengukuran, pemantauan dan pengendalian risiko. Hal ini termasuk pengembangan teknologi dan sistem informasi manajemen yang mendukung pengelolaan setiap jenis risiko dan peningkatan kualitas sumber daya manusia dalam pengelolaan risiko untuk dapat semakin meningkatkan kualitas penerapan manajemen risiko.

BRI Agro menerapkan proses Manajemen Risiko secara konsisten pada setiap proses aktivitas bisnis maupun operasional yang menjadikan perseroan sehat dan tumbuh secara berkesinambungan.

Dasar Penerapan Manajemen Risiko

Penerapan Manajemen Risiko BRI Agro berlandaskan pada Peraturan Otoritas Jasa Keuangan (POJK), Surat Edaran Otoritas Jasa Keuangan (SEOJK), Peraturan Bank Indonesia (PBI), Surat Edaran Bank Indonesia (SEBI), di antaranya adalah sebagai berikut: 1. Penerapan Manajemen Risiko

a. POJK No. 18/POJK.03/2016 tanggal 16 Maret 2016 tentang Penerapan Manajemen Risiko bagi Bank Umum.

b. SE OJK No. 34/SEOJK.03/2016 tanggal 1 September 2016 tentang Penerapan Manajemen Risiko bagi Bank Umum.

2. Penilaian Tingkat Kesehatan Bank (TKB) a. POJK No. 4/POJK.03/2016 tanggal 26 Januari 2016 tentang

Penilaian Tingkat Kesehatan Bank Umum. b. SE BI No. 13/24/DPNP tanggal 25 Oktober 2011 perihal

Penilaian Tingkat Kesehatan Bank Umum. 3. Sistem Pengendalian Intern sebagaimana SE BI No. 5/22/ DPNP

tanggal 29 September 2003 perihal Pedoman Standar Sistem Pengendalian Intern bagi Bank Umum.

Tata Kelola Manajemen Risiko

Kerangka kerja dan tata kelola manajemen risiko di BRI Agro terdiri dari: 1. Dewan Komisaris Menjalankan fungsi pengawasan risiko melalui Komite Pemantau

Risiko dan Komite Audit.

PERMODALAN & MANAJEMEN RISIKOCAPITAL AND RISK MANAGEMENT

Risk management has become an impetus in managing the risks faced in achieving the Bank’s objectives. BRI Agro seeks to mitigate the risks of each line of business that has the potential to have risks. The implementation of risk management functions includes matters related to efforts to identify, measure, monitor, and control risks. This includes developing technology and management information systems that support the management of each type of risk and improving the quality of human resources in risk management to further improve the quality of risk management implementation.

BRI Agro implements the Risk Management process consistently in every process of business and operational activities that make the company healthy and grow sustainably.

Basis Implementation of Risk Management

The implementation of BRI Agro Risk Management is based on the Financial Services Authority Regulation (POJK), Financial Services Authority Circular Letter (SEOJK), Bank Indonesia Regulation (PBI), Bank Indonesia Circular Letter (SEBI), including the following:1. Application of Risk Management

a. POJK No. 18/POJK.03/2016 dated on March 16, 2016, concerning Application of Risk Management for Commercial Banks.

b. SE OJK No. 34/SEOJK.03/2016 dated September 1, 2016 concerning the Implementation of Risk Management for Commercial Banks.

2. Risk-Based Ratinga. POJK No. 4/POJK.03/2016 dated on January 26, 2016,

concerning Rating of Soundness of Commercial Banks.b. SE BI No. 13/24/DPNP dated on October 25, 2011 concerning

the Rating of Commercial Banks.3. Internal Control System as SE BI No. 5/22/DPNP dated on

September 29, 2003, concerning the Standard Guidelines for Internal Control Systems for Commercial Banks.

Risk Management Governance

The risk management framework and governance at BRI Agro consists of:1. Board of Commissioners Running the risk oversight function through the Risk Monitoring

Committee and Audit Committee.

PT Bank Rakyat Indonesia Agroniaga Tbk.164 2019 LAPORAN TAHUNANAnnual Report

PROFIL PERUSAHAANCompany Profile

FUNGSI PENUNJANG BISNIS & MANAJEMEN RISIKOBusiness Support Function & Risk Management

LAPORAN MANAJEMENManagement Reports

IKHTISAR DATA KEUANGAN DAN OPERASIONAL Highlights of Operational and Financial Data

2. Direksi Menjalankan fungsi kebijakan risiko melalui Komite Manajemen

Risiko, dan Asset Liability Committee (ALCO).3. Satuan Kerja Manajemen Risiko bersama unit bisnis dan unit

kerja kepatuhan Melakukan fungsi identifikasi risiko, pengukuran risiko, mitigasi

risiko, pemantauan risiko dan pengendalian risiko di tingkat operasional.

Kerangka kerja Manajemen Risiko ini menjadi dasar untuk tata kelola kegiatan manajemen risiko di segala tingkatan organisasi. Kerangka kerja ini diyakini akan membantu perusahaan dalam mengelola risiko secara efektif melalui penerapan Manajemen Risiko dalam berbagai tingkatan, dengan memastikan tersedianya informasi risiko yang lengkap dan memadai yang diperoleh dari proses manajemen risiko akan dilaporkan serta digunakan sebagai landasan untuk pengambilan keputusan.

BRI Agro mengadopsi prinsip tata kelola risiko melalui 3 Lines of Defence: 1. First Line of Defence Semua unit kerja termasuk seluruh staf di dalamnya harus

memastikan secara langsung bahwa manajemen risiko telah dilaksanakan dengan efektif atas seluruh risiko melekat, dalam lingkup dan tanggung jawab kerjanya masing-masing, termasuk dalam pengambilan keputusan risiko, dengan menerapkan four eyes principle/ dual control mechanism dimana terdapat peranan maker dan checker di dalamnya.

2. Second Line of Defence Terdiri dari Direktur bidang yang bertanggung jawab terhadap

setiap jenis risiko pada masing-masing unit kerja di bawahnya, dengan memberikan delegasi kewenangan serta dukungan atas keputusan risiko yang diambil oleh First Line of Defence. Satuan Kerja Kepatuhan dan Satuan Kerja Manajemen Risiko mendukung terciptanya budaya kepatuhan dan kesadaran risiko pada First Line of Defence dan Second Line of Defence melalui pemberian opini/kaji ulang secara independen terkait regulasi maupun strategi pengelolaan risiko.

3. Third Line of Defence SKAI maupun eksternal auditor menjalankan fungsi assurance

dalam menilai efektivitas dari penerapan manajemen risiko baik pada First Line of Defence maupun Second Line of Defence.

Struktur Manajemen Risiko di BRI Agro sebagaimana ditetapkan dalam SK Kpts No B18/Dir.01.02/KMRH/03/2017 tanggal 27 Maret 2017 perihal Kebijakan Umum Manajemen Risiko dengan gambar sebagai berikut:

2. Directors Running the risk policy function through the Risk Management

Committee and the Asset Liability Committee (ALCO).3. Risk Management Work Unit with business units and compliance

work units Performing risk identification, risk measurement, risk mitigation,

risk monitoring and risk control functions at the operational level.

This Risk Management Framework forms the basis for governance of risk management activities at all levels of the organization. This framework is believed to assist companies in managing risks effectively through the application of Risk Management at various levels, by ensuring the availability of complete and adequate risk information obtained from the risk management process will be reported and used as a basis for decision making.

BRI Agro adopts risk management principles through 3 Lines of Defence:1. First Line of Defence All work units including all staff must ensure directly that risk

management has been carried out effectively for all inherent risks, within the scope and responsibilities of their respective work, including in making risk decisions, by applying the four eyes principle/dual control mechanism whereby there is a role of maker and checker in it.

2. Second Line of Defence Consisting of the Director of the field responsible for each type

of risk in each work unit below, by providing delegation of authority as well as support for risk decisions taken by the First Line of Defence. The Compliance Work Unit and the Risk Management Work Unit support the creation of a culture of compliance and risk awareness in the First Line of Defence and Second Line of Defence through providing opinions/reviews independently related to regulations and risk management strategies.

3. Third Line of Defence The Internal Audit Unit and external auditors carry out the

assurance function in assessing the effectiveness of the implementation of risk management in both the First Line of Defence and the Second Line of Defence.

Risk Management Structure in BRI Agro as stipulated in the Kpts Decree No. B18/ Dir.01.02/KMRH/03/2017 dated on March 27, 2017 regarding the General Risk Management Policy with the following picture:

PT Bank Rakyat Indonesia Agroniaga Tbk. 2019LAPORAN TAHUNANAnnual Report 165

ANALISIS DAN PEMBAHASAN MANAJEMENManagement Discussion and Analysis

TATA KELOLA PERUSAHAANCorporate Governance

TANGGUNG JAWAB SOSIAL PERUSAHAANCorporate Social Responsibility

LAPORAN KEUANGAN Financial Statement

Tata kelola Manajemen Risiko Bank di BRI Agro merupakan Struktur Organisasi Manajemen Risiko dan garis pelaporan pengelolaan Risiko yang mencakup hal-hal sebagai berikut: 1. Tugas dan tanggung jawab Komite Pemantau Risiko, Komite

Audit, Dewan Komisaris, Direksi; Komite Manajemen Risiko, Divisi Kepatuhan Manajemen Risiko & Hukum; Satuan Kerja (unit bisnis dan Satuan Kerja operasional);

2. Penyusunan kerangka acuan, kebijakan, metodologi, strategi implementasi dan pelatihan Bagian Manajemen Risiko oleh Divisi Kepatuhan. Manajemen Risiko & Hukum;

3. Pengelolaan Risiko oleh Satuan Kerja difasilitasi dan disupervisi oleh Bagian Manajemen Risiko; dilaporkan ke Divisi Kepatuhan. Manajemen Risiko & Hukum.

4. Bagian Manajemen Risiko melakukan agregasi analisis secara bankwide untuk dilaporkan ke Divisi Kepatuhan, Manajemen Risiko dan Hukum.

Struktur Organisasi Manajemen Risiko

Adapun di tingkat operasional, Satuan Kerja Manajemen Risiko ditangani oleh Divisi Kepatuhan, Manajemen Risiko & Hukum di bawah Direktur Kepatuhan, yang di dalamnya terdapat Bagian Manajemen Risiko sebagaimana SK Kpts No B.65/Dir.04.05/ DCM/03/2018 yang strukturnya dapat digambarkan sebagai berikut:

The Bank’s Risk Management governance at BRI Agro is the Risk Management Organization Structure and Risk management reporting lines that cover the following matters:1. Duties and responsibilities of the Risk Monitoring Committee,

Audit Committee, Board of Commissioners, Directors; Risk Management Committee, Compliance Division Risk & Legal Management; Work Unit (business unit and operational Work Unit);

2. Compilation of terms of reference, policies, methodologies, implementation strategies and training of the Risk Management Section by the Compliance Division. Risk & Legal Management;

3. Risk Management by the Work Unit is facilitated and supervised by the Risk Management Section; reported to the Compliance Division. Risk & Legal Management.

4. The Risk Management Division carries out bank-wide analysis aggregation for reporting to the Compliance, Risk Management and Legal Division.

Risk Management Organisational Structure

As for the operational level, the Risk Management Work Unit is handled by the Compliance, Risk Management & Legal Division under the Compliance Director, in which there is a Risk Management Section as SK Kpts No. B.65/Dir.04.05/DCM/03/2018 whose structure can be imparted as follows:

Satuan KerjaWork Unit




Direktur UtamaPresident Director

Satuan Kerja Internal AuditIAU Internal Audit Unit

Komite Manajemen RisikoRisk Management Committee

Komite AuditAudit Committee

Komite Pemantau RisikoRisk Oversight Committee

Direktur BisnisDirector of Business

Direktur Operasional &Keuangan

Director of Operasional &Finance

Direktur KepatuhanDirector of Compliance

Direktur PengendalianRisiko Kredit dan

PendanaanFunding & Credit Risk

Managerial LineReporting LineMembership Line






Profil Pejabat Manajemen Risiko

Vivery Ujiastuti

Kepala Divisi Kepatuhan, Manajemen Risiko dan HukumHead of Compliance, Risk Management and Legal Division

UsiaAge

55 tahun55 years of age

KewarganegaraanNationality

Indonesia

DomisiliDomicile

Jakarta

Riwayat PendidikanEducation Background

· S1 Jurusan Ekonomi Universitas Kristen Satya Wacana, Salatiga (1989)· Bachelor Degree of Economic Department, Satya Wacana Christian University, Salatiga (1989)

Riwayat PekerjaanWork Experiences

· Kepala Divisi Kepatuhan, Manajemen Risiko dan Hukum (2013 - sekarang)· Wakil Kepala Divisi Bisnis Umum (2013)

· Head of Compliance, Risk Management and Legal Division (2013-present)· Deputy Head of General Business Division (2013)

Jabatan LainnyaOther Positions

Tidak AdaNone

Dasar Hukum Pengangkatan Legal basis of Appointment

• No.Kpts.R. 17/Dir.01.02/MSDM/09/2015 tanggal 16 September 2015• No.Kpts.R. 17/Dir.01.02/MSDM/09/2015 dated September 16, 2015

Direktur KepatuhanDirector of Compliance

Kepala DivisiHead of Division

Wakil Kepala DivisiDeputy Head of Division

Bagian KepatuhanCompliance Section

Staf/PelaksanaStaff/Executive

Bagian Manajemen RisikoRisk Management Section


Bagian HukumLaw Section


Bagian Anti Money Laundering & Pengenalan Nasabah

Anti Money Laundering & Customer Introduction Section


Profile of Risk Management Executive






Tugas dan Tanggung Jawab

1. Memberikan masukan kepada Direksi dalam penyusunan kebijakan, strategi, dan kerangka Manajemen Risiko.

2. Mengembangkan prosedur dan alat untuk identifikasi, pengukuran, pemantauan, dan pengendalian Risiko.

3. Mendesain dan menerapkan perangkat yang dibutuhkan dalam penerapan Manajemen Risiko.

4. Memantau implementasi kebijakan, strategi, dan kerangka Manajemen Risiko yang direkomendasikan oleh Komite Manajemen Risiko dan yang telah disetujui oleh Direksi.

5. Memantau posisi/eksposur Risiko secara keseluruhan, maupun per Risiko termasuk pemantauan kepatuhan terhadap toleransi Risiko dan limit yang ditetapkan.

6. Melakukan stress testing guna mengetahui dampak dari implementasi kebijakan dan strategi Manajemen Risiko terhadap portofolio atau kinerja Bank secara keseluruhan.

7. Mengkaji usulan aktivitas dan/atau produk baru yang dikembangkan oleh suatu unit tertentu Bank. Pengkajian difokuskan terutama pada aspek kemampuan Bank untuk mengelola aktivitas dan atau produk baru termasuk kelengkapan sistem dan prosedur yang digunakan serta dampaknya terhadap eksposur Risiko Bank secara keseluruhan.

8. Memberikan rekomendasi kepada Unit Kerja bisnis dan/atau kepada Komite Manajemen Risiko terkait penerapan Manajemen Risiko antara lain mengenai besaran atau maksimum eksposur Risiko yang dapat dipelihara Bank.

9. Menyusun dan menyampaikan laporan profil Risiko kepada Direktur Utama, Direktur Kepatuhan, dan Komite Manajemen Risiko secara berkala atau paling kurang secara triwulanan. Frekuensi laporan harus ditingkatkan apabila kondisi pasar berubah dengan cepat.

10. Menerima atau meminta laporan atau informasi mengenai eksposur Risiko yang dikelola Unit Kerja Operasional secara berkala.

11. Melaksanakan kaji ulang secara berkala dengan frekuensi yang disesuaikan kebutuhan Bank, untuk memastikan:i. Kecukupan kerangka Manajemen Risiko; ii. Keakuratan metodologi penilaian Risiko; dan Kecukupan

sistem informasi Manajemen Risiko.

Fokus Manajemen Risiko Tahun 2019

Dalam melaksanakan kegiatannya, BRI Agro menyadari bahwa situasi lingkungan eksternal dan internal perbankan mengalami banyak perubahan yang diikuti dengan semakin kompleksnya risiko kegiatan usaha perbankan. Agar mampu beradaptasi dengan perubahan-perubahan yang terjadi dalam lingkungan bisnis perbankan, BRI Agro dituntut untuk menerapkan praktik manajemen risiko sesuai dengan kompleksitas usahanya.

Pengelolaan risiko yang dilakukan secara proaktif oleh BRI Agro ditujukan untuk mendukung Bank dalam mencapai pertumbuhan yang sehat dan berkelanjutan serta memelihara tingkat risk-adjusted

Duties and Responsibilities

1. Providing input to the Board of Directors in the preparation of policies, strategies and risk management framework.

2. Developing procedures and tools for risk identification, measurement, monitoring and control.

3. Designing and implementing the tools needed in implementing Risk Management.

4. Monitoring the implementation of policies, strategies and framework of Risk Management recommended by the Risk Management Committee and approved by the Board of Directors.

5. Monitoring the position/risk exposure as a whole, as well as per Risk, including monitoring compliance with risk tolerance and established limits.

6. Conducting stress testing to determine the impact of the implementation of Risk Management policies and strategies on the Bank’s portfolio or overall performance.

7. Reviewing proposed activities and/or new products developed by a particular unit of the Bank. The study focused primarily on aspects of the Bank’s ability to manage new activities and or products, including the completeness of the systems and procedures used and their impact on overall Bank Risk exposure.

8. Providing recommendations to the Business Work Unit and/or to the Risk Management Committee related to the application of Risk Management, among others, regarding the magnitude or maximum risk exposure that the Bank can maintain.

9. Preparing and submitting a Risk profile report to the President Director, Compliance Director, and Risk Management Committee on a regular basis or at least quarterly. Report frequency must be increased if market conditions change, quickly.

10. Receiving or requesting reports or information regarding Risk exposures that are managed by the Operational Work Unit on a regular basis.

11. Conducting periodic reviews with a frequency that is adjusted to the needs of the Bank, to ensure:i. Adequacy of the Risk Management framework;ii. The accuracy of the Risk assessment methodology; andiii. Adequacy of the Risk Management information system.

Focus on Risk Management in 2019

In carrying out its activities, BRI Agro realizes that the external and internal environment of the banking system has experienced many changes which are followed by increasingly complex risks in banking business activities. In order to be able to adapt to changes in the banking business environment, BRI Agro is required to apply risk management practices in accordance with the complexity of its business.

Risk management carried out proactively by BRI Agro is aimed at supporting the Bank in achieving healthy and sustainable growth and maintaining optimal levels of risk-adjusted return and






return yang optimal dan shareholder value. Karena itu BRI Agro telah menyusun kebijakan, proses, kompetensi, akuntabilitas, pelaporan dan sistem informasi pendukung, serta mengimplementasikan pendekatan komprehensif untuk mengidentifikasi, mengukur, memprioritaskan, memantau dan mengendalikan risiko-risiko yang berdampak terhadap bisnis, operasional dan organisasi, dengan tujuan agar implementasi manajemen risiko berjalan efektif dan efisien.

Salah satu rencana bisnis BRI Agro adalah memfokuskan upaya pada pertumbuhan kredit di segmen kredit usaha kecil dan menengah, serta kredit ritel dan kredit konsumer. Untuk itu diperlukan suatu pengelolaan risiko yang andal.

Fokus menajemen risiko yang dilakukan pada tahun 2019 adalah melalui :

Pengelolaan Risiko Melalui PermodalanPengelolaan risiko melalui permodalan dilakukan melalui diversifikasi sumber permodalan yang sejalan dengan rencana strategis jangka panjang dan kebijakan alokasi modal secara efisien pada segmen bisnis yang memiliki profil risk-return yang optimal. Hal ini bertujuan untuk memenuhi ekspektasi para pemangku kepentingan termasuk investor dan regulator.

BRI Agro telah memiliki kecukupan modal terhadap potensi kerugian risiko kredit, risiko pasar dan risiko operasional, baik berdasarkan ketentuan dan peraturan yang berlaku (regulatory capital) maupun kebutuhan internal (economic capital). Penilaian kecukupan permodalan bank dilakukan melalui Internal Capital Adequacy Assessment Process yang didasarkan pada profil Risiko Bank.

Untuk pengukuran risiko kredit, Bank menggunakan Pendekatan Standar (Standardized Approach). Untuk Risiko Pasar, Bank menggunakan Pendekatan Standar (Standardized Approach). Pengukuran risiko operasional Bank menggunakan Basic Indicator Approach (BIA).

Pengelolaan Risiko Melalui Aktivitas OperasionalPengelolaan risiko melalui aktivitas operasional lebih ditujukan terhadap risiko operasional pada aktivitas perkreditan, pasar dan operasional pada level yang dapat diterima. BRI Agro juga menerapkan risk appetite dan risk tolerance dalam bentuk kebijakan limit dan sistem limit. Penetapan limit didasarkan atas limit secara keseluruhan, limit per jenis risiko maupun limit per aktivitas fungsional tertentu yang memiliki eksposur risiko. Kebijakan limit ini tidak saja berfungsi dalam proses pengendalian risiko namun juga mendorong strategi bisnis dan ekspansi bisnis ke dalam koridor pertumbuhan dengan profil risk return yang optimal.

Pengelolaan risiko kredit dilakukan melalui front end, middle end dan back end. Pengelolaan risiko pasar dan likuiditas dilakukan melalui sistem limit. Pengelolaan risiko operasional pada produk dan aktivitas Bank dilakukan oleh seluruh unit kerja dan dikaji ulang secara menyeluruh oleh Bagian Manajemen Risiko, serta diukur keefektifan pelaksanaannya (assurance) oleh Satuan Kerja Internal Audit (SKAI).

shareholder value. Because of this, BRI Agro has compiled policies, processes, competencies, accountability, reporting and supporting information systems, and implemented a comprehensive approach to identifying, measuring, prioritizing, monitoring and controlling risks that have an impact on business, operations and organizations, with the aim of implementing risk management works effectively and efficiently.

One of BRI Agro’s business plans is to focus its efforts on credit growth in the small and medium business loan segment, as well as retail and consumer Loan. For this reason, a reliable risk management is needed.

The focus of risk management carried out in 2019 is through:

Risk Management by CapitalRisk management through capital is carried out through diversification of capital sources in line with long-term strategic plans and efficient capital allocation policies in business segments that have an optimal risk-return profile. It aims to meet the expectations of stakeholders including investors and regulators.

BRI Agro has sufficient capital for potential credit risk losses, market risks and operational risks, both based on applicable rules and regulations (regulatory capital) and internal needs (economic capital). The assessment of bank capital adequacy is carried out through the Internal Capital Adequacy Assessment Process based on the Bank’s Risk profile.

To measure credit risk, the Bank uses the Standardised Approach. For market risk, the Bank uses the Standardised Approach. Bank operational risk measurement uses the Basic Indicator Approach (BIA).

Risk Management by Operational ActivitiesRisk management through operational activities is aimed more at operational risk in credit, market and operational activities at an acceptable level. BRI Agro also implements risk appetite and risk tolerance in the form of a limit policy and a limit system. Limiting is based on the overall limit, the limit per type of risk and the limit per certain functional activities that have risk exposures. This limit policy not only functions in the risk control process but also pushes business strategies and business expansion into the growth corridor with an optimal risk return profile.

Credit risk management is carried out through the front end, middle end and back end. Market and liquidity risk management is done through a limit system. Management of operational risk in the Bank’s products and activities is carried out by all work units and thoroughly reviewed by the Risk Management Section, and the effectiveness of its assurance (assurance) is measured by the Internal Audit Work Unit (SKAI).






Sistem Manajemen Risiko

Sistem manajemen risiko dilaksanakan secara terintegrasi melalui 3 (tiga) pilar yaitu:

Pengawasan Aktif Direksi dan Dewan Komisaris

Pengawasan aktif Dewan Komisaris dilakukan antara lain melalui persetujuan dan evaluasi atas kebijakan manajemen risiko yang disusun oleh Direksi. Secara berkala Dewan Komisaris melakukan evaluasi pelaksanaan kebijakan manajemen risiko melalui forum Rapat Direksi dan Komisaris maupun dalam rapat Komite Pemantau Risiko (KPR).

Pengawasan aktif Direksi dilaksanakan antara lain dengan penyusunan, persetujuan, dan implementasi serta evaluasi atas kebijakan dan prosedur manajemen risiko, baik yang dilakukan melalui forum Rapat Direksi maupun Rapat Komite Manajemen Risiko.

Kecukupan Kebijakan dan Prosedur Manajemen Risiko Serta Penetapan Limit RisikoKebijakan manajemen risiko merupakan acuan dasar yang bersifat strategis tentang penerapan manajemen risiko di BRI Agro, sedangkan prosedur manajemen risiko merupakan tata cara yang menjadi panduan dalam melaksanakan fungsi manajemen risiko. Ketentuan secara detail dari masing-masing prosedur diatur dalam petunjuk teknis. Sepanjang tahun 2019, kebijakan internal yang terkait dengan Manajemen Risiko di BRI Agro antara lain:

No

Kebijakan & Ketentuan Terkait Penerapan Manajemen Risiko

Policy & Regulation Related to RiskManagement Implementation

Nomor dan Tanggal Ketetapan Kebijakan Internal BRI AgroNumber and Stipulated Date of BRI Agro Internal Policy

1 Pedoman Manajemen Risiko

Risk Management Guidelines

Surat Keputusan SK Kpts No. Kpts: B.10/DIR.01.02/KRH/11/2019 tanggal 19 November 2019 tentang Kebijakan Umum Manajemen Risiko sebagai pengkinian Surat Keputusan No.Kpts.18/Dir.01.02/KMRH/03/2017 tanggal 27 Maret 2017 dan Surat Keputusan No.Kpts.14/Dir.01.02/KRH/XII/2013 tanggal 10 Desember 2013 tentang Revisi Kebijakan Umum Manajemen Risiko

Decree Number Kpts.Kpts: B.10/DIR.01.02/KRH/11/2019 dated November 19, 2019 on Risk Management General Policy as Revision to Decree No.Kpts.18/Dir.01.02/KMRH/03/2017 dated March 27, 2017 on Revision to Risk Management General Policy and Decree No.Kpts.14/Dir.01.02/KRH/XII/2013 dated December 10, 2013 on Risk Management General Policy.

2 Pedoman Komite Manajemen Risiko

Risk Management Committee Charter

Surat Keputusan Direksi No. Kpts B. 14A/Dir.01.02/KMRH/09/2016 tanggal 09 September 2016 tentang Komite Manajemen Risiko (Risk Management Committee)

Board of Directors Decree No. Kpts B. 14A/Dir.01.02/KMRH/09/2016 dated September 09, 2016 on Risk Management Committee

3 Pedoman Penerapan Manajemen Risiko untuk Risiko Likuiditas

Risk Management Implementation Guidelines for Risk Liquidity

Surat Keputusan No.Kpts.B19/Dir.01.02/KMRH/03/2017 tanggal 27 Maret 2017 tentang Pedoman Penerapan Manajemen Risiko untuk Risiko Likuiditas

Decree No.Kpts.B19/Dir.01.02/KMRH/03/2017 dated March 27, 2017 on risk management for risk liquidity

Risk Management System

The risk management system is implemented in an integrated manner through 3 (three) pillars, namely:

Active Supervision of the Directors and Board of CommissionersActive supervision by the Board of Commissioners is carried out among others through the approval and evaluation of risk management policies prepared by the Directors. The Board of Commissioners periodically evaluates the implementation of risk management policies through the Board of Directors and Commissioners meetings as well as in Risk Monitoring Committee (KPR) meetings.

Active supervision by the Board of Directors is carried out among others by drafting, approving, and implementing and evaluating risk management policies and procedures, both conducted through the Board of Directors’ Meetings and Risk Management Committee Meetings.

Adequacy of Risk Management Policies and Procedures and Determination of Risk LimitsThe risk management policy is a strategic basic reference regarding the application of risk management in BRI Agro, while the risk management procedure is a procedure that guides the risk management function. The detailed provisions of each procedure are regulated in the technical instructions. Throughout 2019, internal policies related to Risk Management at BRI Agro include:






No




4 Pedoman Penerapan Manajemen Risiko dalam Penggunaan Teknologi Informasi

Risk Management Implementation Guidelines for Information Technology

Surat Keputusan No.Kpts.18/Dir.01.02/KMRH/03/2017 tanggal 27 Maret 2017 tentang Kebijakan Umum Manajemen Risiko Bab XIII

Decree No..Kpts.18/Dir.01.02/KMRH/03/2017 dated March 27, 2017 on General Policy of Risk Management Chapter XIII

5 Pedoman Penerapan Strategi Anti Fraud.

Implementation Guideline for Anti Fraud Strategy

Surat Keputusan NOKEP : B.40/DIR.01.02/KRH/07/2019 tanggal 31 Juli 2019 tentang Strategi Anti Fraud

Decree No..Kpts. NOKEP : B.40/DIR.01.02/KRH/07/2019 dated July 31, 2019 on Anti Fraud Strategy

6 Pedoman Pelaksanaan Risk and Control Self Assessment (RCSA).

Risk and Control Self Assessment(RCSA) Implementation Guideline

Surat Keputusan No.Kpts.11A/Dir.01.02/KMRH/03/2017 tanggal 31Maret 2017 tentang Pedoman Pelaksanaan Risk and Control Self Assessment (RCSA).

Decree Number No.Kpts.11A/Dir.01.02/KMRH/03/2017 dated March 31, 2017 on Risk and Control Self Assessment (RCSA) Implementation Guideline.

7 Pedoman Pelaksanaan Rencana Pendanaan Darurat (Contingency Funding Plan)

Contingency Funding PlanImplementation Guideline

Surat Keputusan No.Kpts.B19/Dir.01.02/KMRH/03/2017 tanggal 27 Maret 2017 tentang Pedoman Penerapan Manajemen Risiko untuk Risiko Likuiditas Bab VII

Decree Number No.Kpts.B19/Dir.01.02/KMRH/03/2017 dated March 27, 2017 in Risk Management Implementation Guidelines for Liquidity Risk Chapter VII

8 Pedoman Credit Risk Rating Bisnis Ritel

Credit Risk Rating Guideline forRetail Business

Surat Keputusan No.Kpts.B38/Dir.01.05/DCM/08/2017 tanggal 31Agustus 2017 tentang Credit Risk Rating Bisnis Ritel

Decree Number No.Kpts.B38/Dir.01.05/DCM/08/2017 dated August 31, 2017 on Credit Risk Rating for Retail Business

9 Penetapan Transaksi Limit Dealer

Decision on Dealer Transaction Limit

Surat Keputusan No.Kpts. B.79/DIR.01.02/KRH/08/2019 tanggal 30 Agustus 2019 tentang Revisi Limit Transaksi Dealer

Decree Number No.Kpts. B.79/DIR.01.02/KRH/08/2019 dated August 30, 2019 on Revision to Dealer Transaction Limit

10 Pedoman Penilaian Tingkat Kesehatan Bank Berbasis Risiko

Risk-Based Bank RatingAssessment Guideline

Surat Keputusan No.Kpts.B29/Dir.01.02/KMRH/11/2017 tanggal 22 November 2017 tentang Pedoman Penilaian Tingkat Kesehatan Bank Berbasis Risiko

Decree Number No.Kpts.B29/Dir.01.02/KMRH/11/2017 dated November 22, 2017 in Risk-Based Bank Rating Assessment Guideline

11 Pedoman Pengelolaan Risiko Pada Produk dan atau Aktivitas Baru

Guideline of Risk Management inNew Product and Activity

Surat Edaran No.Kpts.B01/Dir.01.02/KMRH/10/2014 tanggal 09 Oktober 2014 tentang Pedoman Pengelolaan Risiko Pada Produk dan atau Aktivitas Baru

Circular Letter Number No.Kpts.B01/Dir.01.02/KMRH/10/2014 dated October 09, 2014 on Risk Management Guideline in new Product and Activity.

12 Pedoman Pelaksanaan Stress Testing

Stress Testing Implementation Guidelines

Surat Edaran No.Kpts.08/Dir.01.02/KMRH/03/2017 tanggal 27 Maret 2017 tentang Kebijakan dan Prosedur Pelaksanaan Stress Test

Circular Letter Number No.Kpts.08/Dir.01.02/KMRH/03/2017 dated March 27, 2017 on Stress Test Implementation Policy and Procedure

13 Pedoman Manajemen Insiden

Incident Management(MI) Guideline

Surat Edaran No. 60/DIR.01.02/KRH/11/2019 tanggal 28 November 2019 tentang Manajemen Insiden

Circular Letter Number No. 60/DIR.01.02/KRH/11/2019 dated November 28, 2019 on Incident Management (MI) Guideline






No




14 Bancassurance

Bancassurance

Surat Edaran No. 22/SE/Dir.01.03/KMRH/12/2018 tanggal 07 Desember 2018 tentang Revisi Ketentuan Penerapan Manajemen Risiko Untuk Aktivitas Kerjasama Pemasaran Dengan Perusahaan Asuransi (Bancassurance)

Circular Letter Number No. 22/SE/Dir.01.03/KMRH/12/2018 tanggal December 27, 2018 Revised Provisions on Application of Risk Management for Marketing Cooperation Activities with Insurance Companies (Bancassurance)

Sebagai salah satu metode pengendalian risiko, BRI Agro telah menetapkan beberapa limit terkait risiko kredit, risiko pasar, risiko likuiditas dan risiko operasional. Untuk memastikan limit-limit tersebut masih sesuai dengan perkembangan jaman, BRI Agro melakukan review secara berkala dengan persetujuan sampai dengan tingkat Direksi melalui rapat komite ataupun melalui sirkulasi kepada Direksi sesuai dengan tingkat kewenangan.

Penetapan limit risiko untuk setiap jenis risiko dilakukan oleh satuan kerja terkait, yang selanjutnya direkomendasikan kepada Satuan Kerja Manajemen Risiko untuk mendapat persetujuan Direksi melalui Komite Manajemen Risiko sesuai dengan kewenangannya masing-masing.

Kecukupan Proses Identifikasi, Pengukuran, Pemantauan, dan Pengendalian Risiko, Serta Sistem Informasi Manajemen RisikoProses Manajemen Risiko di BRI Agro meliputi tahapan identifikasi, pengukuran, pemantauan dan pengendalian risiko terhadap 8 (delapan) jenis risiko dengan didukung oleh Sistem Informasi Manajemen Risiko.

Pengukuran risiko dilakukan baik secara kuantitatif dan/atau kualitatif sesuai metode pengukuran yang telah ditetapkan oleh regulator atau dengan menggunakan metode internal yang dikembangkan sendiri oleh BRI Agro berdasarkan best practise dalam pengukuran risiko.

Untuk mengantisipasi kondisi yang bersifat ekstrem, pengukuran risiko di BRI Agro juga dilengkapi dengan stress testing untuk risiko kredit, risiko pasar dan risiko likuiditas.

Pemantauan risiko dilakukan baik oleh Satuan Kerja Operasional (risk taking unit) sebagai pemilik risiko (risk owner) maupun oleh risk control unit, dan hasil pemantauan disajikan dalam laporan secara berkala antara lain Laporan Portofolio Pinjaman, Laporan Pemantauan Risiko Pasar dan Risiko Likuiditas, Laporan Beban Risiko Operasional, Internal Risk Report, Laporan Profil Risiko, Laporan Tingkat Kesehatan Bank, dan Laporan Kewajiban Penyediaan Modal Minimum (KPMM).

Identifikasi RisikoProses identifikasi risiko dilakukan secara proaktif terhadap seluruh aktivitas bisnis dalam rangka menganalisis sumber, tingkat kemungkinan timbulnya risiko dan dampaknya.

As one of the risk control methods, BRI Agro has set a number of limits related to credit risk, market risk, liquidity risk and operational risk. To ensure these limits are still in line with the changing times, BRI Agro conducts periodic reviews with approval up to the Board of Directors level through committee meetings or through circulation to the Directors in accordance with the level of authority.

The determination of risk limits for each type of risk is carried out by the relevant work units, which are then recommended to the Risk Management Work Unit to obtain approval from the Directors through the Risk Management Committee in accordance with their respective authorities.

Adequacy of the Risk Identification, Measurement, Monitoring and Control Process, and Risk Management Information SystemThe Risk Management Process at BRI Agro includes the stages of identifying, measuring, monitoring and controlling risks to 8 (eight) types of risk supported by a Risk Management Information System.

Risk measurement is carried out both quantitatively and / or qualitatively according to the measurement method determined by the regulator or by using an internal method developed by BRI Agro based on best practice in risk measurement.

To anticipate extreme conditions, risk measurement at BRI Agro is also equipped with stress testing for credit risk, market risk and liquidity risk.

Risk monitoring is carried out both by the Operational Work Unit (risk taking unit) as the risk owner (risk owner) and by the risk control unit, and the results of monitoring are presented regularly in reports including the Loan Portfolio Report, Market Risk Monitoring and Liquidity Risk Reports, Expense Reports Operational Risk, Internal Risk Report, Risk Profile Report, Bank Soundness Report, and Minimum Capital Requirement (KPMM) Report.

Risk IdentificationsThe process of risk identification is carried out proactively on all business activities in order to analyse the source, the likelihood of risks and their impacts.






Hal-hal yang diperhatikan dalam proses identifikasi risiko adalah:1. Melakukan identifikasi seluruh risiko secara berkala.2. Memiliki metode atau sistem untuk melakukan identifikasi

risiko pada seluruh produk dan aktivitas bisnis BRI Agro.3. Secara khusus melakukan identifikasi risiko terhadap produk

dan aktivitas baru, sebelum produk/ aktivitas baru diperkenalkan atau dijalankan.

Pengukuran RisikoProses pengukuran risiko dilakukan dalam rangka mengetahui besarnya eksposur risiko yang dihadapi Bank untuk dijadikan sebagai acuan pengendalian risiko serta untuk keperluan perhitungan Kewajiban Penyediaan Modal Minimum. Pengukuran risiko dilakukan secara berkala baik untuk produk dan portofolio maupun seluruh aktivitas bisnis Perseroan.

Pengukuran risiko untuk risiko kredit telah menggunakan sistem scoring dan rating, risiko likuiditas menggunakan metodologi Liquidity Gap, risiko pasar (Interest Rate Risk on Banking Book) menggunakan Repricing Gap dan risiko operasional menggunakan RCSA (Risk Control Self Asessment).

Pemantauan RisikoPemantauan risiko dilakukan terhadap besarnya eksposur risiko, kepatuhan limit internal dan konsistensi pelaksanaan dengan kebijakan dan prosedur yang ditetapkan. Pemantauan dilakukan baik oleh unit pelaksana maupun Satuan Kerja Manajemen Risiko. Hasil pemantauan disajikan dalam bentuk laporan berkala yang disampaikan kepada Manajemen dalam rangka mitigasi risiko dan tindakan yang diperlukan.

Pengendalian RisikoPengendalian risiko dilakukan antara lain dengan memberikan tindak lanjut atas risiko yang bersifat moderate to high dan high yang melebihi limit, peningkatan kontrol (pengawasan melekat), penambahan modal untuk menyerap potensi kerugian, dan audit internal secara periodik. Di samping itu, juga dilakukan analisis terhadap Produk dan/atau Aktivitas Baru (PAB).

Sistem Informasi Manajemen Risiko

Sebagai bagian dari proses manajemen risiko, sistem Informasi Manajemen Risiko diterapkan untuk mengukur eksposur risiko secara keseluruhan/komposit dan untuk mematuhi penerapan kebijakan, prosedur dan limit risiko.

Sistem informasi manajemen risiko yang diaplikasikan antara lain adalah Sistem Scoring, CRR (Credit Risk Rating) Ritel dan Menengah. Sistem pengukuran risiko operasional menggunakan RCSA (Risk Control Self Assessment) dan LDM (Loss Database Management) yang berjalan secara secara online.

Matters considered in the risk identification process are:1. Periodically identify all risks.2. Having a method or system for identifying risks on all BRI Agro

products and business activities.3. Specifically identifying risks to new products and activities,

before new products/activities are introduced or run.

Risk MeasurementsThe risk measurement process is carried out in order to find out the amount of risk exposure faced by the Bank to be used as a reference for risk control and for the purposes of calculating the Minimum Capital Requirement. Risk measurement is carried out regularly for products and portfolios as well as all the Company’s business activities.

Risk measurement for credit risk has used a scoring and rating system, liquidity risk using the Liquidity Gap methodology, market risk (Interest Rate Risk on Banking Book) using Repricing Gap and operational risk using RCSA (Risk Control Self-Assessment)

Risk MonitoringRisk monitoring is carried out on the magnitude of risk exposures, compliance with internal limits and consistency in implementation with established policies and procedures. Monitoring is carried out both by the implementing unit and the Risk Management Work Unit. Monitoring results are presented in the form of periodic reports that are submitted to Management in the context of risk mitigation and necessary actions.

Risk ControllingRisk control is carried out among others by providing follow-up to risks that are moderate to high and high that exceeds the limit, increased control (inherent supervision), additional capital to absorb potential losses, and periodic internal audits. In addition, an analysis of New Products and/or Activities (PAB) is also carried out.

Risk Management Information System

As part of the risk management process, a Risk Management Information system is implemented to measure overall/composite risk exposures and to adhere to the application of policies, procedures and risk limits.

The risk management information system applied includes the Scoring System, Retail and Intermediate Credit Risk Rating (CRR). The operational risk measurement system uses RCSA (Risk Control Self-Assessment) and LDM (Loss Database Management) that runs online.






Documents

PERMODALAN & MANAJEMEN RISIKO CAPITAL AND RISK … · Otoritas Jasa Keuangan (POJK), Surat Edaran Otoritas Jasa Keuangan (SEOJK), Peraturan Bank Indonesia (PBI), Surat Edaran Bank