uk memo izin penetapan bobot portfolio ATMR Kredit

No. Item
1 List all counterparty in the form of Bank in sheet "Worksheet-Claim on Bank"

2 Fulfill the KBMI, Risk Profile Rank, and CAR ratio based on counterparty financial report
in sheet "Worksheet-Claim on Bank"

3 Use data in column "Grade" for Risk Weighted for Claim on Bank in RWA Form report 2B
Matrix KPMM minimum dan tambahan modal (buffer) [Grade A] Referensi Grade B
(Minimum KPMM matrix and additional capital (buffer) [Grade A]) (Reference Grade B)
Peringkat Profil Risiko Peringkat
KBMI
1 2 3 4 5 Profil Risiko
1 10.5% 11.5% 12.5% 13.5% 13.5% 1
2 13.0% 14.0% 15.0% 16.0% 16.0% 2
3 15.5% 16.5% 17.5% 18.5% 18.5% 3
4 15.5% 16.5% 17.5% 18.5% 18.5% 4
5

Matrix KPMM minimum [Grade B] Referensi Grade A

(Minimum KPMM Matrix [Grade B]) (Reference Grade A)
Peringkat Profil Risiko
KBMI
1 2 3 4 5 KBMI
1 8.0% 9.0% 10.0% 11.0% 11.0%
2 8.0% 9.0% 10.0% 11.0% 11.0% 1
3 8.0% 9.0% 10.0% 11.0% 11.0% 2
4 8.0% 9.0% 10.0% 11.0% 11.0% 3
4
Referensi Grade B
Reference Grade B)
Kewajiban Penyediaan Modal Minimum (KPMM)
Minimum KPMM Batas Atas (kurang dari)
8% 8%
9% 10%
10% 11%
11% 14%
11% 14%

Referensi Grade A
Reference Grade A)
Tambahan Modal (Buffer)
Capital Conservation Buffer Countercyclical Buffer Capital Surcharge
Minimum Batas Bawah Batas Atas Batas Bawah Batas Atas
0.0% 0% 2.5% 0% 0%
2.5% 0% 2.5% 0% 0%
2.5% 0% 2.5% 1% 2.5%
2.5% 0% 2.5% 1% 2.5%
Kategori bobot risiko untuk tagihan kepada Bank
(Risk Weighted Category for claims to Banks)

Qualification Qualification
Counterparty KBMI Profile Risiko CAR
Grade A Grade B
Bank ABC 1 1 9% 10.50% 8%
Bank Kaltim 2 2 38% 14.00% 9%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
0.00% 0%
Grade

Grade B
Grade A
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
Grade C
 Issuer Rating

S&P Moody's Fitch Ratings Pefindo

Rating Grade LT Rating Grade LT Rating Grade LT Rating Grade LT
AAA 1 20% Aaa 1 20% AAA 1 20% idAAA 1 20%
AA+ 2 20% Aa1 2 20% AA+ 2 20% idAA+ 2 20%
AA 3 20% Aa2 3 20% AA 3 20% idAA 3 20%
AA- 4 20% Aa3 4 20% AA- 4 20% idAA- 4 20%
A+ 5 50% A1 5 50% A+ 5 50% idA+ 5 50%
A 6 50% A2 6 50% A 6 50% idA 6 50%
A- 7 50% A3 7 50% A- 7 50% idA- 7 50%
BBB+ 8 50% Baa1 8 50% BBB+ 8 50% idBBB+ 8 50%
BBB 9 50% Baa2 9 50% BBB 9 50% idBBB 9 50%
BBB- 10 50% Baa3 10 50% BBB- 10 50% idBBB- 10 50%
BB+ 11 100% Ba1 11 100% BB+ 11 100% idBB+ 11 100%
BB 12 100% Ba2 12 100% BB 12 100% idBB 12 100%
BB- 13 100% Ba3 13 100% BB- 13 100% idBB- 13 100%
B+ 14 100% B1 14 100% B+ 14 100% idB+ 14 100%
B 15 100% B2 15 100% B 15 100% idB 15 100%
B- 16 100% B3 16 100% B- 16 100% idB- 16 100%
CCC+ 17 150% Caa1 17 150% CCC 17 150% idCCC 18 150%
CCC 18 150% Caa2 18 150% CC 18 150% idSD 19 150%
CCC- 19 150% Caa3 19 150% C 19 150% idD 20 150%
CC 20 150% Ca 20 150% RD 20 150% NR - 50%
C 21 150% C 21 150% D 21 150%
D 22 150% NR - 50% NR - 50%
NR - 50%

Ketentuan
1 Perhatikan bobot masing-masing rating
2 Jika rating ada lebih dari 1 dan bobot ratingnya sama maka pilih satu pemeringkat dengan tanggal pemeringka
3 Jika rating ada 2 maka pilih rating dengan bobot terbesar.
4 Jika rating lebih dari 1 dan bobot masing-masing tidak sama, maka ambil nilai tengah.

Data Sandi Penerbit LBU

S&P 11
Moody 10
Fitch 12
Pefindo 13
 Issue Rating (Securities)

Fitch Rating Indonesia ICRA S&P Moody's

Rating Grade LT Rating Grade LT Rating Grade ST Rating
AAA(idn) 1 20% (idr)AAA 1 20% A-1+ 1 20% P-1
AA+(idn) 2 20% (idr)AA+ 2 20% A-1 2 20% P-2
AA(idn) 3 20% (idr)AA 3 20% A-2 3 50% P-3
AA-(idn) 4 20% (idr)AA- 4 20% A-3 4 100% NP
A+(idn) 5 50% (idr)A+ 5 50% B. 5 150%
A(idn) 6 50% (idr)A 6 50% B-1 6 150%
A-(idn) 7 50% (idr)A- 7 50% B-2 7 150%
BBB+(idn) 8 50% (idr)BBB+ 8 50% B-3 8 150%
BBB(idn) 9 50% (idr)BBB 9 50% C. 9 150%
BBB-(idn) 10 50% (idr)BBB- 10 50% D. 10 150%
BB+(idn) 11 100% (idr)BB+ 11 100%
BB(idn) 12 100% (idr)BB 12 100%
BB-(idn) 13 100% (idr)BB- 13 100% Investment Grade
B+(idn) 14 100% (idr)B+ 14 100%
B(idn) 15 100% (idr)B 15 100% Non Investment Grade
B-(idn) 16 100% (idr)B- 16 100%
CCC(idn) 17 150% (idr)C+ 17 150%
CC(idn) 18 150% (idr)C 18 150%
C(idn) 19 150% (idr)C- 19 150%
DDD(idn) 20 150% (idr)D 20 150%
DD(idn) 21 150% NR - 50%
D(idn) 22 150%
E 23 150%
NR - 50%

gkat dengan tanggal pemeringkatan terakhir.

Issue Rating (Securities) CORPORATE RATING Issuer Rating (Claims on Ba

Moody's Pefindo S&P S&P

ST Rating ST Rating W Rating Grade
1 20% idA1 1 20% AAA 20% AAA 1
2 50% idA2 2 50% AA+ 20% AA+ 2
3 100% idA3 3 100% AA 20% AA 3
5 150% idA4 4 150% AA- 20% AA- 4
idB 5 150% A+ 50% A+ 5
idC 6 150% A 50% A 6
idSD 9 150% A- 50% A- 7
idD 10 150% BBB+ 100% BBB+ 8
BBB 100% BBB 9
BBB- 100% BBB- 10
BB+ 100% BB+ 11
BB 100% BB 12
BB- 100% BB- 13
B+ 150% B+ 14
B 150% B 15
B- 150% B- 16
CCC+ 150% CCC+ 17
CCC 150% CCC 18
CCC- 150% CCC- 19
CC 150% CC 20
C 150% C 21
D 150% D 22
NR 100% NR 23
Moody's Moody's
Rating W Rating Grade
Aaa 20% Aaa 1
Aa1 20% Aa1 2
Aa2 20% Aa2 3
Aa3 20% Aa3 4
A1 50% A1 5
A2 50% A2 6

A3 50% A3 7
Baa1 100% Baa1 8
Baa2 100% Baa2 9
Baa3 100% Baa3 10
Ba1 100% Ba1 11
Ba2 100% Ba2 12
Ba3 100% Ba3 13
B1 150% B1 14
B2 150% B2 15
B3 150% B3 16
Caa1 150% Caa1 17
Caa2 150% Caa2 18
Caa3 150% Caa3 19
Ca 150% Ca 20
C 150% C 21
NR 100% NR 22
Fitch Ratings Fitch Ratings
Rating W Rating Grade
AAA 20% AAA 1
AA+ 20% AA+ 2
AA 20% AA 3
AA- 20% AA- 4
A+ 50% A+ 5
A 50% A 6
A- 50% A- 7
BBB+ 100% BBB+ 8
BBB 100% BBB 9
BBB- 100% BBB- 10
BB+ 100% BB+ 11
BB 100% BB 12
BB- 100% BB- 13
B+ 150% B+ 14
B 150% B 15
B- 150% B- 16
CCC 150% CCC 17
CC 150% CC 18
C 150% C 19
RD 150% RD 20
D 150% D 21
NR 100% NR 22
Pefindo Pefindo
Rating W Rating Grade
idAAA 20% idAAA 1
idAA+ 20% idAA+ 2
idAA 20% idAA 3
idAA- 20% idAA- 4
idA+ 50% idA+ 5
idA 50% idA 6
idA- 50% idA- 7
idBBB+ 100% idBBB+ 8
idBBB 100% idBBB 9
idBBB- 100% idBBB- 10
idBB+ 100% idBB+ 11
idBB 100% idBB 12
idBB- 100% idBB- 13
idB+ 150% idB+ 14
idB 150% idB 15
idB- 150% idB- 16
idCCC 150% idCCC 18
idSD 150% idSD 19
idD 150% idD 20
NR 100% NR 21
Fitch Rating Indonesia Fitch Rating Indonesia
Rating W Rating Grade
AAA(idn) 20% AAA(idn) 1
AA+(idn) 20% AA+(idn) 2
AA(idn) 20% AA(idn) 3
AA-(idn) 20% AA-(idn) 4
A+(idn) 50% A+(idn) 5
A(idn) 50% A(idn) 6
A-(idn) 50% A-(idn) 7
BBB+(idn)) 100% BBB+(idn)) 8
BBB(idn) 100% BBB(idn) 9
BBB-(idn) 100% BBB-(idn) 10
BB+(idn) 100% BB+(idn) 11
BB(idn) 100% BB(idn) 12
BB-(idn) 100% BB-(idn) 13
B+(idn) 150% B+(idn) 14
B(idn) 150% B(idn) 15
B-(idn) 150% B-(idn) 16
CCC(idn) 150% CCC(idn) 17
CC(idn) 150% CC(idn) 18
C(idn) 150% C(idn) 19
DDD(idn) 150% DDD(idn) 20
DD(idn) 150% DD(idn) 21
D(idn) 150% D(idn) 22
E 150% E 23
NR 100% NR 24
ICRA ICRA
Rating W Rating Grade
(idr)AAA 20% (idr)AAA 1
(idr)AA+ 20% (idr)AA+ 2
(idr)AA 20% (idr)AA 3
(idr)AA- 20% (idr)AA- 4
(idr)A+ 50% (idr)A+ 5
(idr)A 50% (idr)A 6
(idr)A- 50% (idr)A- 7
(idr)BBB+ 100% (idr)BBB+ 8
(idr)BBB 100% (idr)BBB 9
(idr)BBB- 100% (idr)BBB- 10
(idr)BB+ 100% (idr)BB+ 11
(idr)BB 100% (idr)BB 12
(idr)BB- 100% (idr)BB- 13
(idr)B+ 150% (idr)B+ 14
(idr)B 150% (idr)B 15
(idr)B- 150% (idr)B- 16
(idr)C+ 150% (idr)C+ 17
(idr)C 150% (idr)C 18
(idr)C- 150% (idr)C- 19
(idr)D 150% (idr)D 20
NR 100% NR -
S&P
Rating ST Issue Rating (Securities)
A-1+ 20%
A-1 20% S&P
A-2 50% Rating Grade
A-3 100% A-1+ 1
B 150% A-1 2
B-1 150% A-2 3
B-2 150% A-3 4
B-3 150% B 5
C 150% B-1 6
D 150% B-2 7
Moody's B-3 8
Rating ST C 9
P-1 20% D 10
P-2 50% Moody's
P-3 100% Rating
NP 150% P-1 1
Moody's P-2 2
Rating ST P-3 3
idA1 20% NP 5
idA2 50% Pefindo
idA3 100% Rating
idA4 100% idA1 1
idB 150% idA2 2
idC 150% idA3 3
idSD 150% idA4 4
idD 150% idB 5
idC 6
idSD 9
idD 10
r Rating (Claims on Banks)

S&P LBU Sandi

ST LT AAA 01
20% 20% AAA AAA AA+ 02
20% 20% AA+ AA+ AA 03
20% 20% AA AA AA- 04
20% 20% AA- AA- A+ 05
20% 50% A+ A+ A 06
20% 50% A A A- 07
20% 50% A- A- BBB+ 08
20% 50% BBB+ BBB+ BBB 09
20% 50% BBB BBB BBB- 10
20% 50% BBB- BBB- BB+ 11
50% 100% BB+ BB+ BB 12
50% 100% BB BB BB- 13
50% 100% BB- BB- B+ 14
50% 100% B+ B+ B 15
50% 100% B B B- 16
50% 100% B- B- CCC+ 17
150% 150% CCC+ CCC+ CCC 18
150% 150% CCC CCC CCC- 19
150% 150% CCC- CCC- CC 20
150% 150% CC CC C 21
150% 150% C C D 22
150% 150% D D A-1 62
20% 50% Aaa AAA A-2 63
Moody's Aa1 AA+ A-3 64
ST LT Aa2 AA A-3 64
20% 20% Aa3 AA- B-1 65
20% 20% A1 A+ B-1 65
20% 20% A2 A B-2 66
20% 20% A3 A- B-2 66
20% 50% Baa1 BBB+ B-3 67
20% 50% Baa2 BBB B-3 67
C 68
20% 50% Baa3 BBB- C 68
20% 50% Ba1 BB+ D 69
20% 50% Ba2 BB
20% 50% Ba3 BB-
50% 100% B1 B+
50% 100% B2 B
50% 100% B3 B-
50% 100% Caa1 CCC+
50% 100% Caa2 CCC
 50% 100% Caa3 CCC-
150% 150% Ca CC
150% 150% C C
150% 150% AAA AAA
150% 150% AA+ AA+
150% 150% AA AA
20% 50% AA- AA-
Fitch Ratings A+ A+
ST LT A A
20% 20% A- A-
20% 20% BBB+ BBB+
20% 20% BBB BBB
20% 20% BBB- BBB-
20% 50% BB+ BB+
20% 50% BB BB
20% 50% BB- BB-
20% 50% B+ B+
20% 50% B B
20% 50% B- B-
50% 100% CCC CCC+
50% 100% CC CCC
50% 100% C CCC-
50% 100% RD CC
50% 100% D C
50% 100% idAAA AAA
150% 150% idAA+ AA+
150% 150% idAA AA
150% 150% idAA- AA-
150% 150% idA+ A+
150% 150% idA A
20% 50% idA- A-
Pefindo idBBB+ BBB+
ST LT idBBB BBB
20% 20% idBBB- BBB-
20% 20% idBB+ BB+
20% 20% idBB BB
20% 20% idBB- BB-
20% 50% idB+ B+
20% 50% idB B
20% 50% idB- B-
20% 50% idCCC CCC+
20% 50% idSD CCC
20% 50% idD CCC-
50% 100% AAA(idn) AAA
50% 100% AA+(idn) AA+
 50% 100% AA(idn) AA
50% 100% AA-(idn) AA-
50% 100% A+(idn) A+
50% 100% A(idn) A
150% 150% A-(idn) A-
150% 150% BBB+(idn)) BBB+
150% 150% BBB(idn) BBB
20% 50% BBB-(idn) BBB-
Fitch Rating Indonesia BB+(idn) BB+
ST LT BB(idn) BB
20% 20% BB-(idn) BB-
20% 20% B+(idn) B+
20% 20% B(idn) B
20% 20% B-(idn) B-
20% 50% CCC(idn) CCC+
20% 50% CC(idn) CCC
20% 50% C(idn) CCC-
20% 50% DDD(idn) CC
20% 50% DD(idn) C
20% 50% D(idn) D
50% 100% NR NR
50% 100% (idr)AAA AAA
50% 100% (idr)AA+ AA+
50% 100% (idr)AA AA
50% 100% (idr)AA- AA-
50% 100% (idr)A+ A+
150% 150% (idr)A A
150% 150% (idr)A- A-
150% 150% (idr)BBB+ BBB+
150% 150% (idr)BBB BBB
150% 150% (idr)BBB- BBB-
150% 150% (idr)BB+ BB+
150% 150% (idr)BB BB
20% 50% (idr)BB- BB-
ICRA (idr)B+ B+
ST LT (idr)B B
20% 20% (idr)B- B-
20% 20% (idr)C+ CCC+
20% 20% (idr)C CCC
20% 20% (idr)C- CCC-
20% 50% (idr)D CC
20% 50% NR NR
20% 50% P-1 A-1
20% 50% P-2 A-2
20% 50% P-3 A-3
 20% 50% NP C
50% 100% idA1 A-1+
50% 100% idA2 A-1
50% 100% idA3 A-2
50% 100% idA4 A-3
50% 100% idB B
50% 100% idC C
150% 150% idSD C
150% 150% idD D
150% 150% A-1+ A-1
150% 150% A-1 A-1
20% 50% A-2 A-2
A-3 A-3
ng (Securities) B. B.
B-1 B-1
S&P B-2 B-2
ST B-3 B-3
20% C. C
20% D. D
50%
100%
150%
150%
150%
150%
150%
150%
Moody's
ST
20%
50%
100%
150%
Pefindo
ST
20%
50%
100%
100%
150%
150%
150%
150%