Covered Bond Investor Report KB EUR HZL 0001 - March 31, 2026

Komerční_banka_EUR_HZL_0001

International Cover Pool means a part of the assets of the Issuer, which is recorded separately and which is composed of assets satisfying the relevant contractual and statutory eligibility criteria set out in the Trust Deed to cover the obligations of the Issuer arising from the Mortgage Covered Bonds (including, among other things, their aggregate nominal value and proportionate yield) with a cover pool identifier: Komerční_banka_HZL_EUR_0001.

The Issuer operates two Cover Pools. The first is the International Cover Pool, which covers the Mortgage Covered Bonds issued under the €5,000,000,000 Mortgage Covered Bond Programme dated 4 January 2021 (and certain other Accessory Debts).

The second is the Local Cover Pool, which covers the covered bonds issued under the Local Covered Bond Programme (and certain other debts).

All figures are current as of 31 March 2026.

The amount of Mortgage Loans is calculated as total of balance of loans adjusted for the 80% LTV cap.

Debts denominated in EUR are expressed in CZK based on the Exchange Rate as of reporting date (31 March 2026).

The reported figures may differ from reporting in the industry standard Covered Bond Label HTT (Harmonised Transparency Template) due to methodological differences.

For the purpose of the calculations in respect to the Statutory Minimum OC Level Test and the Statutory 85% Test the Nominal Value of the Mortgage Loan which exceeds 80% of the Mortgaged Property Value is disregarded to such extent (i.e. issuer applies stricter treatment than the law requirement to disregard only the Nominal Value of the Mortgage Loan which exceeds 100% of the Mortgaged Property Value). Such stricter treatment leads to consistency among calculations of statutory and contractual tests while respecting contractual eligibility criterion that the Mortgage Loan receivables amount included in the International Cover Pool is capped at a maximum LTV Ratio of 80%.

Maturity extension trigger: If the Issuer fails to redeem all Mortgage Covered Bonds of a Series (the Relevant Series) in full on the Maturity Date or within 14 Business Days thereafter, the maturity of the principal amount outstanding of the Mortgage Covered Bonds of the Relevant Series will be automatically extended up to the Extended Maturity Date.

Averages of remaining term, interest rate reset and LTV are weighted by the Adjusted Value of Mortgage Loans (LTV 80% cap) adjusted for the 80% LTV test.

For loans where future interest rate has been formally agreed (with bank customer forfeiting the option of early repayment) the interest reset date reflects the term of this forward rate agreement.

All loans meet the Statutory and Contractual Eligibility Criteria:

• There is a first ranking mortgage in favor of the Issuer securing repayment of the relevant Mortgage Loan, which is also not subject to any other security interest of the same or prior ranking or any prior restrictions on disposals unless they cease to exist as a result of repayment of the obligations secured by them from the proceeds of the relevant mortgage loan

• The mortgage loans are governed by Czech law

• The mortgaged property is real property

• The mortgaged property is located in the Czech Republic

• The mortgaged property is residential property

• The mortgage loans are not in default (90+ days in arrears or defaulted under Art. 178 CRR)

• Under each mortgage loan, the maximum amount of secured receivables of the issuer is at least equal to the amount of receivables from that mortgage loan included in the cover pool

• The mortgage loan receivables amount included in the cover pool is capped at a maximum LTV ratio of 80%

• The mortgage loans are all denominated and payable by the relevant borrower in Czech Koruna

• The cover pool does not contain any asset-backed securities

• The relevant borrower has paid at least one installment

• The mortgage loans are fully disbursed

• The mortgage loans are not subject to any state subsidy

• The mortgage loans have been granted to one or more individuals

• There are no employee mortgage loans

  Liquidity Buffer Overview

  ISIN	Maturity	Currency	Volume Outstanding	Volume Outstanding in CZK
  CZ0001004469	06/2026	CZK	1 250 000 000	1 250 000 000
  Grand Total		CZK	1 250 000 000	1 250 000 000

  Cover Pool Swaps Overview

  Counterparty	CCY	Amount	Rate	CCY	Amount	Rate	Market Value
  SOCIETE GENERALE (SGIB)	EUR	750 000 000	2.75%	CZK	18 266 000 000	4.16%	51 917 590
  Grand Total	EUR	750 000 000		CZK	18 266 000 000		51 917 590

  Covered Block Cashflow Forecast (next 180 days)

  Month	Mortgage Loans	Liquidity Buffer	Derivatives	Bonds Issued	Total
  2026-04	131 245 546	0	0	0	131 245 546
  2026-05	131 228 255	0	0	0	131 228 255
  2026-06	131 215 626	1 262 500 000	0	0	1 393 715 626
  2026-07	131 215 626	0	0	0	131 215 626
  2026-08	131 224 167	0	0	0	131 224 167
  2026-09	131 224 167	0	0	0	131 224 167
  Grand Total	787 353 387	1 262 500 000	0	0	2 049 853 387

  The projection is based on the following assumptions:

• projection of Mortgage Loans cashflow is done on the basis of contractual cashflows (annuity payments)

• projection of Bond issued cashflow is done on the basis of Extended Maturity (i.e. not contractual maturity) and takes into account cashflows from hedging derivative included in the covered block

• cashflow from liquidity buffer (coupon and principal) is included

Loans in COVID-19 moratorium per Adjusted loan balance in CZK 0

Loans in COVID-19 moratorium as % of total 0.00%

Loan Assets only; overview of Liquid Assets is given separately.

2026-04-07