CALCULATION REPORT THE OBLIGATION FOR THE FULFILLMENT OF NET STABLE FUNDING RATIO

Transcription

1 Bank Name CALCULATION REPORT THE OBLIGATION FOR THE FULFILLMENT OF NET STABLE FUNDING RATIO : PT Bank Sumitomo Mitsui Indonesia (Individual) Reporting position : September 2018 Previous Reporting Position Date (June/2018) Reporting Position Date (September/2018) ASF Component No. Ref. dari Kertas Kerja NSFR No maturity¹ No maturity¹ 1 Capital : 9,129, ,104, ,234, ,445, ,804, ,250, Regulatory Capital 9,129, ,104, ,234, ,445, ,804, ,250, Other capital instruments 4 Retail deposits and funding comes from micro business and small 72, , , , , business customers 5 Deposits / Stable funding 6 Deposits / Less Stable funding 72, , , , , The funding comes from corporate customers: 20,273, ,765, ,916, ,094, ,162, ,435, ,569, ,634, Operational Deposits 9 Other funding from corporate customers 20,273, ,765, ,916, ,094, ,162, ,435, ,569, ,634, Liabilities with matching interdependent assets 11 Other liabilities and equity: 13,074, ,041, ,256, ,318, , ,884, ,589, , , , NSFR derivative liabilities 13 All other liabilities and equity not included in the above categories 13,074, ,041, ,256, ,318, , ,884, ,589, , , , Total ASF 50,460, ,232, Previous Reporting Position Date (June/2018) Reporting Position Date (September/2018) No. Ref. dari Kertas Kerja NSFR No maturity¹ No maturity¹ 15 HQLA total on NSFR Calculation 145, , Deposits at other financial institutions for operational purposes 17 Loans classified under "Pass" and "Special Mention" categories 31,178, ,817, ,386, ,914, ,442, ,953, ,751, ,284, ,883, Performing loans to financial institutions secured by HQLA Level 1 19 Performing loans to financial institutions secured by non-hqla Level 1 and unsecured performing loans to financial institutions 4,606, ,533, ,086, ,544, ,442, ,230, ,456, ,621, ,700, Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and PSEs, of which: 25,263, ,204, ,104, ,934, ,584, , ,467, ,803, With a risk weight of less than or equal to 35% under the SE OJK ATMR for credit risk 517, ,194, ,035, ,945, ,195, ,749, Performing residential mortgages, of which: 23 With a risk weight of less than or equal to 35% under the SE OJK ATMR for credit risk 24 Securities classified under "Pass" and Special Mention" categories, 792, , , ,193, , , Non-defaulted Securities and do not classified as HQLA, including shares are traded in Stock Exchange 25 Assets which have dependency relationship of liability 26 Other assets: 15,874, , ,294, ,890, ,120, , , ,126, Physical traded commodities, including gold 28 Assets posted as initial margin for derivative contracts and contributions to default funds of Central Counter Party (CCP) 157, , NSFR derivative assets 157, , NSFR derivative liabilities before deduction of variation margin 180, , , , posted 31 All other assets not included in the above categories 15,536, , ,294, ,552, ,714, , , ,720, Off-balance sheet items 86,267,07 933, ,474, ,034, Total RSF 47,883, ,277, Net Stable Funding Ratio (%) % %

2 WORKING PAPER of NSFR Bank Name : PT Bank Sumitomo Mitsui Indonesia (Individual) Reporting position : September 2018 ASF Component <1 year 1 Capital: 9,445, ,804, ,250, Capital for Commercial Bank headquartered in Indonesia : 9,445, ,804, ,250, Primary capital (Tier 1) 9,445, % ,445, Complementary capital (Tier 2) 100% 0% 0% 5,804, % 5,804, Capital for Foreign Bank Branches 100% 0% 0% 100% 1.3 Other capital instruments 100% 0% 0% 100% 2 Deposit from retail customers: 80, , , Stable Deposit Non Maturity Deposit (example: checking account, savings) 95% Deposit with maturity (example: time deposit) - 95% 95% 100% 2.2 Less stable Deposit 80, , , Non Maturity Deposit (example: checking account, savings) 80, % , Deposit with maturity (example: time deposit) - 14, % % 100% 13, Funding from micro and small business customers: 3.1 Stable Funding Non Maturity Deposit (example: checking account, savings) 95% Funding with maturity (contoh: time deposit,securities) - 95% 95% 100% 3.2 Less Stable Funding Non Maturity Deposit (example: checking account, savings) 90% Funding with maturity (contoh: time deposit,securities) - 90% 90% 100% 4 Funding from corporate customers: 22,162, ,435, ,569, ,634, Operational Deposits 50% 50% 50% 100% 4.2 Non operational Deposits and/or other non-operational obligations: 22,162, ,435, ,569, ,634, Non financial institution 0% 12,693, % 80, % 100% 6,387, Indonesia government 0% 50% 50% 100% Governments of other countries 0% 50% 50% 100% Public Sector Entities 0% 50% 50% 100% Multilateral Development Bank 0% 50% 50% 100% Bank Indonesia 0% 0% 50% 100% Other Central Bank 0% 0% 50% 100% Financial institution 0% 9,469, % 5,354, % 28,270, % 30,947, Others 0% 0% 50% 1,299, % 1,299, Liabilities which have dependency relationship with certain assets 0% 0% 0% 0% 6 Other liabilities and equity: : 14,884, ,589, , , , NSFR derivative liabilities 0% 6.2 Deffered tax liabilities 100% 0% 133, % 100% 66, Non-controlling interests that do not meet the requirements 100% 0% 50% 100% to be taken into account as the main core capital (Tier 1) 6.4 Debt trading date (trade date payable ) 0% 7,413, % 468, % 975, % 6.5 All other liabilities and equity not included in the above categories, 14,884, % 1,175, % 390, % 100% 195, including other liabilities with non maturity*) 7 ASF Total 54,232,228.61

3 <1 year Asset on balance sheet 1 Total HQLA in order to calculate NSFR 4,903, ,654, , , HQLA Level 1 4,903, ,654, , , Coins and banknotes 17, % Placement to Bank Indonesia 4,886, % 4,564, % 0% 0% HQLA Level 1 excluding assets that get an RSF factor of 0% 4,089, , , Free from any claims (unencumbered ) - 4,089, % 576, % 5% 233, % 50% 100% HQLA Level 2A Free from any claims (unencumbered ) - 15% 15% 15% - 15% 50% 100% HQLA Level 2B Free from any claims (unencumbered ) - 50% 50% 50% - 50% 50% 100% Deposits or placement of funds in other financial institutions for operational 2 activities 2.1 Free from any claims (unencumbered ) 50% 50% 50% 100% 2.2 Not free of any claims (encumbered) Remaining maturities asset 50% 50% 50% 100% Remaining maturities asset 6 months 50% 50% 50% 100% Remaining maturities asset 100% 100% 100% 100% Loans classified under "Current" and "Special Mention" categories and Nondefaulted Securities 1,442, ,953, ,751, ,284, ,883, Loans classified under "Current" and "Special Mention" categories that are 1,442, ,759, ,684, ,284, ,253, provided to: Financial institutions guaranteed by HQLA Level 1 that meet requirements Free from any claims (unencumbered ) - 10% 50% 100% Not free of any claims (encumbered) Remaining maturities asset - 10% 50% 100% Remaining maturities asset 6 months - 50% 50% 100% Remaining maturities asset - 100% 100% 100% Financial institutions that are guaranteed with non-hqla Level 1, 4,230, ,456, ,621, ,483, or not meet certain requirements or without collateral Free from any claims (unencumbered ) - 4,230, % 2,456, % 9,621, % 11,483, Not free of any claims (encumbered) Remaining maturities asset - 15% 50% 100% Remaining maturities asset 6 months - 50% 50% 100% Remaining maturities asset - 100% 100% 100% Financial institutions and without collateral, including placement of 1,442, , funds (no maturity or with maturity) of other financial institution and not for operational activities Free from any claims (unencumbered ) 1,442, % 15% 50% 100% 216, Not free of any claims (encumbered) Remaining maturities asset - 15% 50% 100% Remaining maturities asset 6 months - 50% 50% 100% Remaining maturities asset - 100% 100% 100% Non-financial institution, retail customers and micro and small 30,529, , ,663, ,553, businesses customers, the Government of Indonesia, the governments of other countries, Public Sector Entities and other Weighted 35% in the calculation of RWA for credit risk with a 3,945, ,195, ,749, Free from any claims (unencumbered ) - 3,945, % 50% 1,195, % 2,749, Not free of any claims (encumbered) Remaining maturities asset - 50% 50% 65% Remaining maturities asset 6 months - 50% 50% 65% Remaining maturities asset - 100% 100% 100% Weighted > 35% in the calculation of ATMR for credit risk with a 26,584, , ,467, ,803, Free from any claims (unencumbered ) - 26,584, % 227, % 20,467, % 30,803, Not free of any claims (encumbered) Remaining maturities asset - 50% 50% 85% Remaining maturities asset 6 months - 50% 50% 85% Remaining maturities asset - 100% 100% 100% Claims (including loans) to Bank Indonesia and the central bank other countries with a remaining period of other than securities issued or guaranteed by Bank Indonesia and the central bank of other countries Free from any claims (unencumbered ) - 0% 50% Not free of any claims (encumbered) Remaining maturities asset - 0% 50% Remaining maturities asset 6 months - 50% 50% Remaining maturities asset - 100% 100%

4 <1 year A Charges b l to Bank h Indonesia and central banks of other countries (example: securities issued by Bank Ind`onesia and the central bank of other countries) Free from any claims (unencumbered ) - 0% 5% 5% Not free of any claims (encumbered) Remaining maturities asset - 0% 5% 5% Remaining maturities asset 6 months - 50% 50% 50% Remaining maturities asset - 100% 100% 100% Residential mortgages, of which: Weighted 35% in the calculation of RWA for credit risk with a Free from any claims (unencumbered ) - 50% 50% 65% Not free of any claims (encumbered) Remaining maturities asset - 50% 50% 65% Remaining maturities asset 6 months - 50% 50% 65% Remaining maturities asset - 100% 100% 100% Weighted > 35% in the calculation of RWA for credit risk with a Free from any claims (unencumbered ) - 50% 50% 85% Not free of any claims (encumbered) Remaining maturities asset - 50% 50% 85% Remaining maturities asset 6 months - 50% 50% 85% Remaining maturities asset - 100% 100% 100% Securities that are not in default and do not qualify as HQLA, including 1,193, , , exchange-traded equities, with certain conditions: Free from any claims (unencumbered ) - 1,193, % 67, % 85% 630, Not free of any claims (encumbered) Remaining maturities asset - 50% 50% 85% Remaining maturities asset 6 months - 50% 50% 85% Remaining maturities asset - 100% 100% 100% 4 Assets with matching interdependent liabilities 0% 0% 0% 0% 5 Other assets 7,889, , ,169, ,126, Physical traded commodities, including gold 85% Cash, securities or other assets posted as initial margin for derivative contracts and contributions to default funds of Central Counter Party 5.2 (CCP) 5.3 NSFR derivative assets 151, % 100% 100% 151, % of the derivative liabilities before deducting the variation 22, % 52, % 178, % 253, margin 5.5 Accounts receivable date 0% 4,008, % 424, % 975, % 5.6 Non Performing Loan 100% 89, % 100% 14, % 104, Shares not traded in Stocks Exchange - 22,50 100% 100% 100% 22, Fixed assets - 140, % 100% 100% 140, Capital Deduction Factor - 1,076, % 100% 100% 1,076, Defaulted securities - 100% 100% 100% 100% 5.11 Other assets that are not free from any claims (encumbered ) 5.12 Other assets not included in the above categories**) 100% 2,376, % 100% 100% 2,376, Total Asset 6,346, ,497, ,804, ,453, ,243, Off balance sheet transactions 7 Commitment obligations in the form of irrevocable credit facilities and liquidity 10,915, % 5% 5% 545, facilities or conditionally revocable 8 71,363, % 0% 0% Unconditionally revocable credit facilities and liquidity facilities 9 1,056, % 3% 3% 31, Trade finance-related obligations (including guarantees and letters of credit) 10 Guarantees and letters of credit unrelated to trade finance obligations 9,138, % 5% 5% 456, Non contractual obligations 5% 5% 5% 12 Total off balance sheet transactions 92,474, ,034, RSF Total 51,277, Net Stable Funding Ratio (%) %

5 Bank Name : PT Bank Sumitomo Mitsui Indonesia Reporting Month : September 2018 ANALYSIS OF NFSR GROWTH INDIVIDUAL ANALYSIS The Net Stable Funding Ratio (NSFR) of PT Bank Sumitomo Mitsui Indonesia in the 3rd quarter of 2018 was %, it increases if compared to the 2nd quarter of 2018 position of %. The increment in the NSFR ratio in this quarter was caused by the increment in Total Available Stable Funding (ASF), which was higher than the increment of Total Stable Funding Required (RSF). At the end of the 3rd quarter of 2018, the ASF value was Rp trillion or increase by IDR 3.8 trillion from the previous quarter (2nd quarter of 2018: IDR trillion). This ASF increment was mainly came from the increment of corporate customer funding to become IDR 38.6 trillion (weighted). In RSF component, RSF also increase by IDR 3.4 trillion from IDR trillion at the end of 2nd quarter 2018 to IDR trillion at the end of 3rd quarter This RSF increment was driven by the increasing in fully performing loans of non-financial companies. In risk governance, the board of commissioners and the board of directors have awareness of liquidity risk management through the ALCO (Asset and Liability Committee) and the RMC (Risk Monitoring Committee) with independent duties and responsibilities. The Bank has implemented a liquidity risk management process, independent human resources and a liquidity management information system. The Bank has an adequate risk control system through the risk management unit, compliance work unit and independent internal audit.