PT Bank Central Asia Tbk : First Six Months as of 30 June 2026 - Capital and Risk Exposure Publication Report

About this update from Pt Bank Central Asia Tbk

KEY METRICS RATIO Bank Name : PT Bank Central Asia Tbk (Consolidated) Reporting Position : 30 June 2026 (in million Rupiah) No Information Period of 30 June 2026 31 March 2026 31 December 2025 30 September 2025 30 June 2025 Available Capital (amounts) 1 Common Equity Tier 1 (CET1) 262,698,408 251,871,619 273,828,527 269,050,868 254,936,797 2 Tier 1 262,698,408 251,871,619 273,828,527 269,050,868 254,936,797 3 Total Capital 273,930,400 262,668,352 284,351,775 279,161,270 265,178,159 Risk-Weighted Assets (amounts) 4 Total Risk-Weighted Assets (RWA) 1,000,105,519 954,266,364 936,368,457 911,093,791 910,809,324 Risk-based Capital Ratios as a percentage of RWA 5 CET1 Ratio (%) 26.27% 26.39% 29.24% 29.53% 27.99% 6 Tier 1 Ratio (%) 26.27% 26.39% 29.24% 29.53% 27.99% 7 Total Capital Ratio (%) 27.39% 27.52% 30.36% 30.64% 29.11% Additional CET1 buffer requirements as a percentage of RWA 8 Capital Conservation Buffer requirement (2.5% from RWA) (%) 2.500% 2.500% 2.500% 2.500% 2.500% 9 Countercyclical Buffer Requirement (0 - 2.5% dari RWA) (%) 0.000% 0.000% 0.000% 0.000% 0.000% 10 Bank G-SIB and/or D-SIB additional requirements (1% - 2.5%) (%) 2.500% 2.500% 2.500% 2.500% 2.500% 11 Total of bank CET1 specific buffer requirements (%) (Row 8 + Row 9 + Row 10) 5.000% 5.000% 5.000% 5.000% 5.000% 12 CET1 available after meeting the bank's minimum capital requirements (%) 17.40% 17.53% 20.37% 20.65% 19.12% Basel III Leverage Ratio 13 Total Basel III leverage ratio exposure measure 1,813,878,088 1,800,957,826 1,739,736,652 1,697,586,494 1,651,047,540 14 Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) 14.48% 13.99% 15.74% 15.85% 15.44% 14b Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) 14.48% 13.99% 15.74% 15.85% 15.44% 14c Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets 14.77% 14.04% 15.66% 15.87% 15.46% 14d Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets 14.77% 14.04% 15.66% 15.87% 15.46% Liquidity Coverage Ratio (LCR) 15 Total High-Quality Liquid Assets (HQLA) 475,246,759 505,104,921 498,662,391 458,495,509 437,849,905 16 Total net cash outflow 169,953,620 164,295,292 160,376,849 149,374,726 149,156,949 17 LCR Ratio (%) 279.63% 307.44% 310.93% 306.94% 293.55% Net Stable Funding Ratio (NSFR) 18 Total Available Stable Funding 1,350,309,447 1,341,689,857 1,328,381,341 1,293,639,731 1,271,279,239 19 Total Required Stable Funding 870,549,263 841,808,627 831,031,561 801,349,444 806,715,504 20 NSFR Ratio (%) 155.11% 159.38% 159.85% 161.43% 157.59% Capital - Composition of Capital (CC1) As of 30 June 2026 No. Component Amount (in million Rupiah) Reference from Consolidated Statements of Financial Position Consolidated Common Equity Tier 1 Capital: Instruments and Reserves 1. Directly issued qualifying common share (and equivalent for non-joint stock companies) capital plus related stock surplus 3,790,779 f 2. Retained earnings 254,551,859 i 3. Accumulated other comprehensive income (and other reserves) 15,399,406 h 4. Directly issued capital subject to phase out from CET1 (only applicable to non-joint stock companies) N/A 5. Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1) - 6. Common Equity Tier 1 capital before regulatory adjustments 273,742,044 Common Equity Tier 1 capital: Regulatory Adjustments 7. Prudential valuation adjustments - 8. Goodwill (net of related tax liability) (1,113,614) a 9. Other intangibles other than mortgage-servicing rights (net of related tax liability) (574,832) c 10. Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) N/A 11. Cash-flow hedge reserve N/A 12. Shortfall on provisions to expected losses N/A 13. Securitisation gain on sale (as set out in paragraph 562 of Basel II framework) - k 14. Gains and losses due to changes in own credit risk on fair valued liabilities - j 15. Defined-benefit pension fund net assets N/A 16. Investments in own shares (if not already netted off paid-in capital on reported balance sheet) N/A 17. Reciprocal cross-holdings in common equity N/A 18. Investments in the capital of Banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the Bank does not own more than 10% of the issued share capital (amount above 10% threshold) N/A 19. Significant investments in the common stock of Banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions (amount above 10% threshold) N/A 20. Mortgage servicing rights (amount above 10% threshold) - b 21. Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability) N/A 22. Amount exceeding the 15% threshold 23. Significant investments in the common stock of financials N/A 24. Mortgage servicing rights N/A 25. Deferred tax assets arising from temporary differences N/A 26. National specific regulatory adjustments a. Difference between allowance for possible losses and allowance for impairment losses on earning assets - b. Allowance for losses on non productive assets required to be provided (2,099,518) c. Deferred tax aset (6,067,454) d d. Investments in shares of stock (1,188,218) e. Shortage of capital on insurance subsidiary company - f. Securitisation Exposure - g. Other deduction factor of common equity Tier 1 - 27 Regulatory adjustments applied to Common Equity Tier 1 due to insufficient Additional Tier 1 and Tier 2 to cover deductions - 28. Total regulatory adjustments to Common equity Tier 1 (11,043,636) 29. Common Equity Tier 1 capital (CET1) 262,698,408 Additional Tier 1 capital: instruments 30. Directly issued qualifying Additional Tier 1 instruments plus related stock surplus 31. Classified as equity under applicable accounting standards - g 32. Classified as liabilities under applicable accounting standards - e 33. Directly issued capital instruments subject to phase out from Additional Tier 1 N/A 34. Additional Tier 1 instruments (and CET1 instruments not included in row 5) issued by subsidiaries and held by third parties (amount allowed in group AT1) - 35. Instruments issued by subsidiaries subject to phase out N/A 36. Additional Tier 1 capital before regulatory adjustments - Additional Tier 1 capital: regulatory adjustments 37. Investments in own Additional Tier 1 instruments N/A 38. Reciprocal cross-holdings in Additional Tier 1 instruments N/A 39. Investments in the capital of Banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the Bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) N/A 40. Significant investments in the capital of Banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) N/A 41. National specific regulatory adjustments a. Investments in Instruments issued by the other bank that meet the criteria for inclusion in additional Tier 1 - 42. Regulatory adjustments applied to Additional Tier 1 due to insufficient Tier 2 to cover deductions - 43. Total regulatory adjustments to Additional Tier 1 capital - 44. Additional Tier 1 capital (AT1) - 45. Tier 1 capital (T1 = CET 1 + AT 1) 262,698,408 Capital - Composition of Capital (CC1) As of 30 June 2026 No. Component Amount (in million Rupiah) Reference from Consolidated Statements of Financial Position Consolidated Tier 2 capital: instruments and provisions 46. Directly issued qualifying Tier 2 instruments plus related stock surplus 53,083 47. Directly issued capital instruments subject to phase out from Tier 2 N/A 48. Tier 2 instruments (and CET1 and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties (amount allowed in group Tier 2) - 49. Instruments issued by subsidiaries subject to phase out N/A 50. General allowance for losses on earning assets that must be calculated with a maximum of 1.25% of RWA for Credit Risk 11,178,909 51. Tier 2 capital before regulatory adjustments 11,231,992 Tier 2 capital: regulatory adjustments 52. Investments in own Tier 2 instruments N/A 53. Reciprocal cross-holdings in Tier 2 instruments and other TLAC liabilities N/A 54. Investments in the other TLAC liabilities of banking, financial and insurance entities that are outside the scope of regulatory consolidation and where the bank does not own more than 10% of the issued common share capital of the entity: amount previously designated for the 5% threshold but that no longer meets the conditions (for G-SIBs only) N/A 55. Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) N/A 56. National specific regulatory adjustments a. Sinking fund - b. Investments in Instruments issued by the other bank that meet the criteria for inclusion in additional tier 2 - 57. Total regulatory adjustments to Tier 2 capital - 58. Tier 2 capital (T2) 11,231,992 59. Total capital (TC = T1 + T2) 273,930,400 60. Total risk weighted assets 1,000,105,519 Capital ratios and buffers 61. Common Equity Tier 1 (as a percentage of risk weighted assets) 26.27% 62. Tier 1 (as a percentage of risk weighted assets) 26.27% 63. Total capital (as a percentage of risk weighted assets) 27.38% 64. Institution specific buffer requirement (minimum CET1 requirement plus capital conservation buffer plus countercyclical buffer requirements plus G-SIB buffer requirement, expressed as a percentage of risk weighted assets) 5.000% 65. Capital conservation buffer requirement 2.500% 66. Bank specific countercyclical buffer requirement 0.000% 67. Higher loss absorbency requirement 2.500% 68. Common Equity Tier 1 available to meet buffers (as a percentage of risk weighted assets) 17.40% National minimal (if different from Basel 3) 69. National Common Equity Tier 1 minimum ratio (if different from Basel 3 minimum) N/A 70. National Tier 1 minimum ratio (if different from Basel 3 minimum) N/A 71. National total capital minimum ratio (if different from Basel 3 minimum) N/A Amounts below the thresholds for deduction (before risk weighting) 72. Non-significant investments in the capital and other TLAC liabilities of other financial entities N/A 73. Significant investments in the common stock of financial entities N/A 74. Mortgage servicing rights (net of related tax liability) N/A 75. Deferred tax assets arising from temporary differences (net of related tax liability) N/A Applicable caps on the inclusion of provisions in Tier 2 76. Provisions eligible for inclusion in Tier 2 in respect of exposures subject to standardised approach (prior to application of cap) N/A 77. Cap on inclusion of provisions in Tier 2 under standardised approach N/A 78. Provisions eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach (prior to application of cap) N/A 79. Cap for inclusion of provisions in Tier 2 under internal ratings-based approach N/A Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2018 and 1 Jan 80. Current cap on CET1 instruments subject to phase out arrangements N/A 81. Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities) N/A 82. Current cap on AT1 instruments subject to phase out arrangements N/A 83. Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities) N/A 84. Current cap on T2 instruments subject to phase out arrangements N/A 85. Amount excluded from T2 due to cap (excess over cap after redemptions and maturities) N/A Capital - Reconciliation of Capital (CC2) (in million Rupiah) No. ACCOUNTS PUBLISHED STATEMENTS OF FINANCIAL POSITION As of 30 June 2026 CONSOLIDATED STATEMENTS OF FINANCIAL POSITION UNDER REGULATORY SCOPE OF CONSOLIDATION As of 30 June 2026 No. Reference CONSOLIDATED ASSETS 1. Cash 21,065,925 21,065,782 2. Placement to Bank Indonesia 44,073,593 44,073,593 3. Interbank placement 29,864,046 29,202,941 4. Spot and derivative/forward receivables 633,993 633,993 5 Securities 430,160,306 423,132,648 6. Securities sold under repurchase agreement (repo) 48,767,786 48,767,786 7. Claims on securities bought under reverse repo 2,016,814 2,016,814 8. Acceptance receivables 14,563,081 14,563,081 9. Loans and financing 1,022,048,832 1,022,047,714 10. Sharia financing 13,574,715 13,574,715 11. Equity investment 809,696 1,993,026 12. Other financial assets 16,893,634 16,124,626 13. Impairment on financial assets -/- (32,531,460) (32,465,382) a. Securities (519,666) (453,637) b. Loans and sharia financing (31,638,005) (31,638,005) c. Others (373,789) (373,740) 14. Intangible assets 2,949,215 2,876,831 Goodwill 1,158,201 1,157,122 a Mortgage servicing rights - - b Other intangibles (excluding mortgage servicing rights) 1,791,014 1,719,709 c Accumulated amortization on intangible asset -/- (1,233,485) (1,188,385) Goodwill (43,512) (43,508) a Mortgage servicing rights - - b Other intangibles (excluding mortgage servicing rights) (1,189,973) (1,144,877) c 15. Fixed assets and equipment 41,223,404 41,017,469 Accumulated depreciation on fixed assets and equipment -/- (12,978,954) (12,858,388) 16. Non-productive asset 2,353,130 2,353,130 a. Abandoned property 14,379 14,379 b. Foreclosed accounts 2,109,280 2,109,280 c. Suspense accounts 56,915 56,915 d. Interbranch assets 172,556 172,556 17. Other assets 16,325,065 16,107,687 Deferred tax assets 6,200,154 6,067,454 d Others 10,124,911 10,040,233 TOTAL ASSETS 1,660,579,336 1,653,039,681 Capital - Reconciliation of Capital (CC2) (in million Rupiah) No. ACCOUNTS PUBLISHED STATEMENTS OF FINANCIAL POSITION As of 30 June 2026 CONSOLIDATED STATEMENTS OF FINANCIAL POSITION UNDER REGULATORY SCOPE OF CONSOLIDATION As of 30 June 2026 No. Reference CONSOLIDATED LIABILITIES AND EQUITIES LIABILITIES 1. Current account 444,493,072 444,523,681 2. Saving account 637,779,226 637,779,226 3. Time deposit 201,780,633 201,864,122 4. Electronic money 1,569,747 1,569,747 5. Liabilities to Bank Indonesia 799,951 799,951 6. Interbank liabilities 4,097,323 4,097,323 7. Spot and derivative/forward liabilities 744,779 744,779 8. Liabilities on securities sold under repurchase agreement 48,288,845 48,288,845 9. Acceptance liabilities 7,628,599 7,628,599 10. Issued securities 906,907 906,907 11. Loans/financing received 1,072,089 1,072,089 Recognized in AT 1 - - e Not recognized in capital 1,072,089 1,072,089 12. Margin deposit 219,786 219,786 13. Interbranch liabilities 3,942 3,942 14. Other liabilities 40,526,691 34,164,345 15. Non-controlling interest 230,203 134,199 TOTAL LIABILITIES 1,390,141,793 1,383,797,541 EQUITIES 16. Paid in capital 1,535,522 1,535,522 a. Capital 5,500,000 5,500,000 a.1. amount eligible for CET 1 5,500,000 5,500,000 f a.2. amount eligible for AT 1 - - g b. Unpaid capital -/- (3,959,062) (3,959,062) b.1. amount eligible for CET 1 (3,959,062) (3,959,062) f b.2. amount eligible for AT 1 - - g c. Treasury stock -/- (5,416) (5,416) c.1. amount eligible for CET 1 (5,416) (5,416) f c.2. amount eligible for AT 1 - - g 17. Additional paid in capital 2,036,207 2,105,767 a. Agio 2,255,257 2,255,257 f b. Disagio -/- - - f c. Fund for paid up capital - - f d. Others (219,050) (149,490) 18. Other comprehensive gain/(loss) 6,760,587 6,780,089 a. Gains 11,400,480 11,367,861 a.1. Translation of financial statements in foreign currency - - h a.2. Unrealized gain on financial assets measured through other comprehensive income 6,996 6,726 h a.3. Revaluation surplus of fixed assets 11,361,378 11,361,135 h a.4. Others 32,106 - b. Losses -/- (4,639,893) (4,587,772) b.1. Actuarial Losses (4,349,285) (4,350,414) b.2. Unrealized loss on financial assets measured through other comprehensive income (290,608) (237,358) h b.3. Others - - h 19. Reserves 4,268,903 4,268,903 h a. General reserves 4,268,903 4,268,903 b. Appropriated reserves - - 20. Gain/loss 255,836,324 254,551,859 a. Previous years 263,286,937 262,048,481 a.1. Gain/Loss previous years 263,286,937 262,048,481 i a.2. Gain/Loss due to changes in own credit risk on fair valued liabilities - - j a.3. Securitisation gain on sale - - k b. Current Year 29,534,446 29,488,437 b.1. Gain/Loss previous years 29,534,446 29,488,437 i b.2. Gain/Loss due to changes in own credit risk on fair valued liabilities - - j b.3. Securitisation gain on salesekuritisasi - - k c. Dividen paid -/- (36,985,059) (36,985,059) i TOTAL EQUITIES 270,437,543 269,242,140 TOTAL LIABILITIES AND EQUITIES 1,660,579,336 1,653,039,681 Capital - Main Features of Capital and TLAC - Eligible Instruments (CCA) As of 30 June 2026 No. Question Answer Answer 1. Issuer PT Bank Central Asia Tbk PT Bank Central Asia Tbk 2. Unique identifier BBCA BBCA01ASBCN1 3. Governing law(s) of the instrument Indonesian Law Indonesian Law Instrument Treatment based on CAR requirements 4. Transitional Basel III rules N/A N/A 5. Post-transitional Basel III rules CET 1 Tier 2 6. Eligible at solo/group/ Group and Solo Solo Solo 7. Instrument type Common Stock Subordinated Loan 8. Amount recognised in regulatory capital 3,790,779 65,000 9. Par value of instrument 12.5 65,000 10. Accounting classification Equity Liability - Amortised Cost 11. Original date of issuance 31 May 2000 5 July 2018 12. Perpetual or dated Perpetual With Maturity 13. Original maturity date N/A 5 Juli 2025 14. Issuer call subject to prior supervisory approval No No 15. Optional call date, contingent call dates and redemption amount (if any) N/A N/A 16. Subsequent call option N/A N/A Coupons / dividends 17. Fixed or floating Floating Fixed 18. Coupon rate and any related index N/A N/A 19. Existence of a dividend stopper No No 20. Fully discretionary; partial or mandatory Fully discretionary partial 21. Existence of step up or other incentive to redeem No No 22. Noncumulative or cumulative Noncumulative Cumulative 23. Convertible or non-convertible Non-convertible Non-convertible 24. If convertible, conversion trigger (s) N/A N/A 25. If convertible, fully or partially N/A N/A 26. If convertible, conversion rate N/A N/A 27. If convertible, mandatory or optional conversion N/A N/A 28. If convertible, specify instrument type convertible into N/A N/A 29. If convertible, specify issuer of instrument it converts into N/A N/A 30. Write-down feature No Yes 31. If write-down, write-down trigger(s) N/A **) 32. If write-down, full or partial N/A Full or partial 33. If write-down, permanent or temporary N/A Permanent 34. If temporary write-down, description of write-up mechanism N/A N/A 35. Position in subordination hierarchy in liquidation *) ***) 36. Non-compliant transitioned features No No 37. If yes, specify non-compliant features N/A N/A *) In a liquidation, shareholders shall only receive the remaining proceeds, if any, after all existing creditors have been paid and there is still the remaining assets of the company. **) (i) Common Equity Tier 1 ratio lower or equal to 5.125% from risk weighted assets, both individually and consolidated with subsidiaries; and/or there is a plan from authorized authority to make capital investment to the Entity which is considered to have the potential disrupt the continuity of its business; and there is an order from Financial Services Authority (OJK) to write down. If in the future the write down criteria are determined otherwise based on the provisions of the laws and regulations, the write down criteria will follow these provisions. ***) At the time of Liquidation, the subordinated bond holder will only get return on investment if all preferred creditors and senior debt holders of the company have received payment and there is still the remaining assets of the company. EXPOSURE IN LEVERAGE RATIO REPORT Bank Name : PT Bank Central Asia Tbk (Bank Only) Reporting Position : 30 June 2026 (in million Rupiah) No Description As of 30 June 2026 1 Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision). 1,639,757,846 2 Adjustment for investment in Bank, Financial Institution, Insurance Company, and/or other entities that consolidated based on accounting standard yet out of scope consolidation based on Otoritas Jasa Keuangan - 3 Adjustment for portfolio of financial asset that have underlying which already transferred to without recourse securitization asset as stipulated in OJK's statutory regulations related to Prudential Principles in Securitization Asset Activity for General Bank. In the event that the underlying financial asset has been deducted from the total assets in the statement of financial position, the number on this line is 0 (zero) - 4 Adjustment to temporary exception of Placement to Bank Indonesia in accordance Statutory Reserve Requirement (if any) N/A 5 Adjustment to fiduciary asset that recognized as balance sheet based on accounting standard yet excluded from total exposure in Leverage Ratio calculation. N/A 6 Adjustment to acquisition cost or sales price of financial assets regularly using trade date accounting method - 7 Adjustment to qualified cash pooling transaction as stipulated in this OJK's regulation. - 8 Adjustment to exposure of derivative transaction. 1,640,588 9 Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction. 1,442,904 10 Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor. 168,358,501 11 Prudent valuation adjustments in form of capital deduction factor and impairment. (49,852,613) 12 Other adjustments - 13 Total Exposure in Leverage Ratio Calculation 1,761,347,226 LEVERAGE RATIO CALCULATION REPORT Bank Name : PT Bank Central Asia Tbk (Bank Only) Reporting Position : 30 June 2026 (in million Rupiah) No Description Period As of 30 June 2026 As of 30 March 2026 On-Balance Sheet Exposure 1 On-balance sheet exposure including collateral, but excluding derivatives and securities financing transaction (SFTs) (gross value before deducting impairment provisions) 1,589,066,062 1,600,291,791 2 Gross-up for derivatives collateral provided where deducted from balance sheet assets pursuant to the accounting standard - - 3 (Deductions of receivable assets for CVM provided in derivatives transactions) - - 4 (Adjustment for securities received under securities financing transactions that are recognised as an asset) - - 5 (Impairment provision those assets inline with accounting standard applied) (31,134,225) (30,948,109) 6 (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments) (15,872,204) (15,371,189) 7 Total On-Balance Sheet Exposure Sum of rows 1 to 6 1,542,059,633 1,553,972,493 Derivative Exposure 8 Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting) 887,590 150,223 9 Add on amounts for PFE associated with all derivatives transactions 1,392,567 961,029 10 (Exempted central counterparty (CCP) leg of client-cleared trade exposures) (5,576) - 11 Adjusted effective notional amount of written credit derivatives - - 12 (Adjusted effective notional offsets and add-on deductions for written credit derivatives) - - 13 Total Derivative Exposure Sum of rows 8 to 12 2,274,581 1,111,252 Securities Financing Transaction (SFT) Exposure 14 Gross SFT Assets 50,057,791 20,639,757 15 (Netted amounts of cash payables and cash receivables of gross SFT assets) - - 16 Counterparty credit risk exposure for SFT assets refers to current exposure calculation 1,442,904 3,990,996 17 Agent transaction exposures - - 18 Total SFT Exposure Sum of rows 14 to 17 51,500,695 24,630,753 Other Off-Balance Sheet Exposure 19 Off-balance sheet exposure at gross notional amount (gross value before deducting impairment provision) 493,704,931 510,312,487 20 (Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision) (325,346,430) (338,135,860) 21 (Impairment provision for off balance sheet inline with accounting standard) (2,846,184) (2,893,978) 22 Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21 165,512,317 169,282,649 Capital and Total Exposure 23 Tier 1 Capital 247,895,693 237,512,467 24 Total Exposure Sum of rows 7,13,18,22 1,761,347,226 1,748,997,147 Leverage Ratio 25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) 14.07% 13.58% 25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) 14.07% 13.58% 26 National Minimum Leverage Ratio Requirement 3.00% 3.00% 27 Applicable Leverage Buffer N/A N/A Disclosures of Mean Values 28 Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables. 15,340,215 14,035,197 29 Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables. 50,057,791 20,639,757 30 Total exposures (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets. 1,726,629,650 1,742,392,587 30a Total exposures (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT asset. 1,726,629,650 1,742,392,587 31 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets. 14.36% 13.63% 31a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets. 14.36% 13.63% EXPOSURE IN LEVERAGE RATIO REPORT Bank Name : PT Bank Central Asia Tbk (Consolidated) Reporting Position : 30 June 2026 (in million Rupiah) No Information As of 30 June 2026 1 Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision). 1,693,044,717 2 Adjustment for investment in Bank, Financial Institution, Insurance Company, and/or other entities that consolidated based on accounting standard yet out of scope consolidation based on Otoritas Jasa Keuangan (7,539,655) 3 Adjustment for portfolio of financial asset that have underlying which already transferred to without recourse securitization asset as stipulated in OJK's statutory regulations related to Prudential Principles in Securitization Asset Activity for General Bank In the event that the underlying financial asset has been deducted from the total assets in the statement of financial position, the number on this line is 0 (zero) - 4 Adjustment to temporary exception of Placement to Bank Indonesia in accordance Statutory Reserve Requirement (if any) N/A 5 Adjustment to fiduciary asset that recognized as balance sheet based on accounting standard yet excluded from total exposure in Leverage Ratio calculation. N/A 6 Adjustment to acquisition cost or sales price of financial assets regularly using trade date accounting method - 7 Adjustment to qualified cash pooling transaction as stipulated in this OJK's regulation. - 8 Adjustment to exposure of derivative transaction. 1,640,588 9 Adjustment to exposure of Securities Financing Transaction (SFT) as example : reverse repo transaction. 2,022,282 10 Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor. 168,970,126 11 Prudent valuation adjustments in form of capital deduction factor and impairment. (44,259,970) 12 Other adjustments - 13 Total Exposure in Leverage Ratio Calculation 1,813,878,088 LEVERAGE RATIO CALCULATION REPORT Bank Name : PT Bank Central Asia Tbk (Consolidated) Reporting Position : 30 June 2026 (in million Rupiah) No Information Period As of 30 June 2026 As of 30 March 2026 On-Balance Sheet Exposure 1 On-balance sheet exposure including collateral, but excluding derivatives and securities financing transaction (SFTs) (gross value before deducting impairment provisions) 1,634,086,469 1,644,432,888 2 Gross-up for derivatives collateral provided where deducted from balance sheet assets pursuant to the accounting standard - - 3 (Deductions of receivable assets for CVM provided in derivatives transactions) - - 4 (Adjustment for securities received under securities financing transactions that are recognised as an asset) - - 5 (Impairment provision those assets inline with accounting standard applied) (32,464,445) (32,331,765) 6 (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments) (8,944,118) (8,387,323) 7 Total On-Balance Sheet Exposure Sum of rows 1 to 6 1,592,677,906 1,603,713,800 Derivative Exposure 8 Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting) 887,590 150,223 9 Add on amounts for PFE associated with all derivatives transactions 1,392,567 961,029 10 (Exempted central counterparty (CCP) leg of client-cleared trade exposures) (5,576) - 11 Adjusted effective notional amount of written credit derivatives - - 12 (Adjusted effective notional offsets and add-on deductions for written credit derivatives) - - 13 Total Derivative Exposure Sum of rows 8 to 12 2,274,581 1,111,252 Securities Financing Transaction (SFT) Exposure 14 Gross SFT Assets 50,783,664 21,559,336 15 (Netted amounts of cash payables and cash receivables of gross SFT assets) - - 16 Counterparty credit risk exposure for SFT assets refers to current exposure calculation 2,023,218 4,910,575 17 Agent transaction exposures - - 18 Total SFT Exposure Sum of rows 14 to 17 52,806,882 26,469,911 Other Off-Balance Sheet Exposure 19 Off-balance sheet exposure at gross notional amount (gross value before deducting impairment provision) 496,208,418 512,328,727 20 (Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision) (327,238,292) (339,770,200) 21 (Impairment provision for off balance sheet inline with accounting standard) (2,851,407) (2,895,664) 22 Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21 166,118,719 169,662,863 Capital and Total Exposure 23 Tier 1 Capital 262,698,408 251,871,619 24 Total Exposure Sum of rows 7,13,18,22 1,813,878,088 1,800,957,826 Leverage Ratio 25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) 14.48% 13.99% 25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) 14.48% 13.99% 26 National Minimum Leverage Ratio Requirement 3.00% 3.00% 27 Applicable Leverage Buffer N/A N/A Disclosures of Mean Values 28 Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables. 15,976,279 14,660,211 29 Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables. 50,783,664 21,559,336 30 Total exposures (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets. 1,779,070,703 1,794,058,701 30a Total exposures (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT asset. 1,779,070,703 1,794,058,701 31 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets. 14.77% 14.04% 31a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets. 14.77% 14.04% Disclosure of Credit Quality over Asset (CR1) - Bank only (in million Rupiah) As of 30 June 2026 Gross Carrying Value Allowance for impairment losses Allowance for impairment losses Allowance for impairment losses (IRB Approach) Net Receivables (a+b-c) Past Due Receivables Non Past Due Receivables Stage 2 and Stage 3 Stage 1 a b c d e f g 1 Credit 18,184,512 985,543,872 30,351,441 18,950,238 11,401,203 973,376,943 2 Securities 100,000 406,738,126 414,659 100,000 314,659 406,423,467 3 Other Off-Balance Sheet 58,077 394,785,441 2,846,184 174,246 2,671,938 391,997,334 4 Total 18,342,589 1,787,067,439 33,612,284 19,224,484 14,387,800 1,771,797,744 Disclosure of Credit Quality over Asset (CR1) - Consolidated (in million Rupiah) As of 30 June 2026 Gross Carrying Value Allowance for impairment losses Allowance for impairment losses Allowance for impairment losses (IRB Approach) Net Receivables (a+b-c) Past Due Receivables Non Past Due Receivables Stage 2 and Stage 3 Stage 1 a b c d e f g 1 Credit 18,697,443 1,016,924,986 31,638,005 19,567,313 12,070,692 1,003,984,424 2 Securities 100,000 423,032,648 453,637 117,840 335,797 422,679,011 3 Other Off-Balance Sheet 60,297 395,886,431 2,851,407 174,246 2,677,161 393,095,321 4 Total 18,857,740 1,835,844,065 34,943,049 19,859,399 15,083,650 1,819,758,756 Disclosures of Past Due Credit and Securities Movements (CR2) - Bank only (in million Rupiah) As of 30 June 2026 a 1 Past Due Credit and Securities in prior reporting 15,954,352 2 Past Due Credit and Securities since prior reporting 7,421,162 3 Credit and Securities Restated to Not Past Due Receivables 1,492,681 4 Written-Off 1,490,463 5 Other Changes (2,107,858) 6 Past Due Credit and Securities for end of reporting period (1+2-3-4+5) 18,284,512 Disclosures of Past Due Credit and Securities Movements (CR2) - Consolidated (in million Rupiah) As of 30 June 2026 a 1 Past Due Credit and Securities in prior reporting 16,301,866 2 Past Due Credit and Securities since prior reporting 7,994,900 3 Credit and Securities Restated to Not Past Due Receivables 1,529,286 4 Written-Off 1,937,682 5 Other Changes (2,032,355) 6 Past Due Credit and Securities for end of reporting period (1+2-3-4+5) 18,797,443 Disclosure of Quantitative Related to Credit Risk Mitigation Techniques (CR3) - Bank only (in million Rupiah) As of 30 June 2026 Unsecured Receivables Secured Receivables by Credit Risk Mitigation Techniques Secured Receivables by Collateral Secured Receivables by Warranty, Guarantee, and/or Credit Insurance Secured Receivables by Credit Derivatives a b c d e 1 Credit 931,356,264 42,020,679 41,978,749 41,930 2 Securities 406,423,467 - - - 3 Total 1,337,779,731 42,020,679 41,978,749 41,930 4 Past Due Credit and Securities 7,326,502 9,290 9,290 - Disclosure of Quantitative Related to Credit Risk Mitigation Techniques (CR3) - Consolidated (in million Rupiah) As of 30 June 2026 Unsecured Receivables Secured Receivables by Credit Risk Mitigation Techniques Secured Receivables by Collateral Secured Receivables by Warranty, Guarantee, and/or Credit Insurance Secured Receivables by Credit Derivatives a b c d e 1 Credit 960,624,729 43,359,695 43,317,765 41,930 2 Securities 422,679,011 - - - 3 Total 1,383,303,740 43,359,695 43,317,765 41,930 4 Past Due Credit and Securities 7,434,934 11,001 9,290 - Disclosure of Credit Risk Exposure and Credit Risk Mitigation Techniques Impact (CR4) - Bank only (in million Rupiah) Portfolio Category As of 30 June 2026 Net Receivable before Credit Conversion Factor and Credit Risk Net Receivable after Credit Conversion Factor and Credit Risk RWA and Risk Weight Average Balance Sheet Off-Balance Sheet Balance Sheet Off-Balance Sheet RWA Risk Weight Average (e/(c+d)) a b c d e f 1 Receivables on Sovereigns 423,429,141 6,000,000 423,429,141 900,000 - 0% 2 Receivables on Public Sector Entities 36,845,096 23,339,949 36,845,096 3,692,432 9,498,118 23% 3 Receivables on Multilateral Development Banks and International Institutions - - - - - - 4 Receivables on Banks 62,302,373 2,599,595 62,278,175 1,651,249 17,052,518 27% Receivables to Securities Companies and Other Financial Services Institutions 64,957,234 26,911,714 64,694,851 7,553,417 19,825,692 27% 5 Receivables by Covered Bond - - - - - - 6 Receivables on Corporate - General Corporate Exposure 214,686,354 179,311,763 194,469,300 57,900,193 215,507,116 85% Receivables to Securities Companies and Other Financial Services Institutions - - - - - - Special Financing Exposure 25,213,489 5,554,461 25,213,489 2,221,784 31,280,756 114% 7 Receivables in the Form of Subordinated Securities, Equity, and Other Capital Instruments 684,704 - 684,704 - 1,681,759 246% 8 Receivables on Micro, Small Business & Retail Portfolio 90,204,161 45,978,496 70,185,944 4,989,960 55,795,350 74% 9 Loans Secured by Residential Property Loans Secured by Residential Property which is Not Materially Dependent on Property Cash Flow 208,372,581 54,389,031 207,636,641 21,188,805 127,119,791 56% Loans Secured by Residential Property which is Materially Dependent on Property Cash Flow - - - - - - Loans Secured by Commercial Real Estate which is Not Materially Dependent on Property Cash Flow 335,218,557 145,864,794 334,027,336 56,304,274 337,541,853 86% Loans Secured by Commercial Real Estate which is Materially Dependent on Property Cash Flow 21,466,504 3,554,260 21,419,661 1,421,595 25,152,110 110% Credit for Land Acquisition, Soil Processing, and Construction - - - - - - 10 Past Due Receivables 7,359,301 26,622 7,339,375 11,512 6,611,023 90% 11 Other Assets 66,989,302 - 66,989,302 - 46,805,580 70% 12 Employee/Retired Loans - - - - - - Total 1,557,728,797 493,530,685 1,515,213,015 157,835,221 893,871,666 53% Disclosure of Credit Risk Exposure and Credit Risk Mitigation Techniques Impact (CR4) - Consolidated (in million Rupiah) Portfolio Category / Transaction Type As of 30 June 2026 Net Receivable before Credit Net Receivable after Credit RWA and Risk Weight Average Balance Sheet Off-Balance Sheet Balance Sheet Off-Balance Sheet RWA Risk Weight Average (e/(c+d)) a b c d e f 1 Receivables on Sovereigns 430,113,092 6,000,000 429,109,371 900,000 - 0% 2 Receivables on Public Sector Entities 36,845,096 23,339,949 36,845,096 3,692,432 9,498,118 23% 3 Receivables on Multilateral Development Banks and International Institutions - - - - - - 4 Receivables on Banks 64,083,668 2,599,571 64,059,469 1,651,247 17,408,787 26% Receivables to Securities Companies and Other Financial Services Institutions 64,942,083 26,024,093 64,679,700 7,318,616 19,759,179 27% 5 Receivables by Covered Bond - - - - - - 6 Receivables on Corporate - General Corporate Exposure 225,447,255 180,980,053 205,230,201 58,432,509 224,141,744 85% Receivables to Securities Companies and Other Financial Services Institutions - - - - - - Special Financing Exposure 25,213,489 5,554,461 25,213,489 2,221,784 31,280,756 114% 7 Receivables in the Form of Subordinated Securities, Equity, and Other Capital Instruments 795,538 - 795,538 - 1,848,011 232% 8 Receivables on Micro, Small Business & Retail Portfolio 101,807,869 45,978,496 81,789,651 4,989,960 67,328,972 78% 9 Loans Secured by Residential Property Loans Secured by Residential Property which is Not Materially Dependent on Property Cash Flow 208,372,852 54,389,031 207,636,912 21,188,805 127,119,994 56% Loans Secured by Residential Property which is Materially Dependent on Property Cash Flow - - - - - - Loans Secured by Commercial Real Estate which is Not Materially Dependent on Property Cash Flow 335,218,557 145,864,794 334,027,336 56,304,274 337,541,853 86% Loans Secured by Commercial Real Estate which is Materially Dependent on Property Cash Flow 21,466,504 3,554,260 21,419,661 1,421,595 25,152,110 110% Credit for Land Acquisition, Soil Processing, and Construction - - - - - - 10 Past Due Receivables 7,443,722 26,622 7,423,796 11,512 6,731,005 91% 11 Other Assets 66,372,952 - 66,372,952 - 46,197,750 70% 12 Employee/Retired Loans 5,776 - 5,776 - 2,888 0.50 Subtotal 1,588,128,453 494,311,330 1,544,608,948 158,132,734 914,011,167 54% 12 Exposures in Subsidiary Company That Carry Out Business Activities Based on Sharia Principles (if any) 20,544,870 1,722,842 19,205,854 100,348 11,481,309 59% Total 1,608,673,323 496,034,172 1,563,814,802 158,233,082 925,492,476 54% Disclosure of Exposure Based On Asset Class and Weight Risk (CR5) - Bank only As of 30 June 2026 (in million Rupiah) Portfolio Category 0% 20% 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 1 Receivables on Sovereigns 424,329,141 - - - - - 424,329,141 Portfolio Category 20% 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 2 Receivables on Public Sector Entities 35,902,152 4,635,376 - - - 40,537,528 Portfolio Category 0% 20% 30% 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 3 Receivables on Multilateral Development Banks and International Institutions - - - - - - - - Portfolio Category 20% 30% 40% 50% 75% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 4 Receivables on Banks 47,819,692 501,297 9,951,708 3,749,662 1,701,609 203,428 2,028 - 63,929,424 Receivables to Securities Companies and Other Financial Services Institutions 61,206,356 1,882,622 - 91,105 8,453,995 579,241 34,949 - 72,248,268 Portfolio Category 10% 15% 20% 25% 35% 50% 100% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 5 Receivables by Covered Bond - - - - - - - - - Portfolio Category 20% 50% 65% 75% 80% 85% 100% 130% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 6 Receivables on Corporate - General Corporate Exposure 24,069,643 20,629,353 - 2,089,002 - 45,132,032 160,449,463 - - - 252,369,493 Receivables to Securities Companies and Other Financial Services Institutions - - - - - - - - - Special Financing Exposure - - - - 14,616,997 12,818,276 - - 27,435,273 Portfolio Category 100% 150% 250% 400% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 7 Receivables in the Form of Subordinated Securities, Equity, and Other Capital Instruments 20,000 - 664,704 - - 684,704 Portfolio Category 45% 75% 85% 100% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 8 Receivables on Micro, Small Business & Retail Portfolio 9,104,115 56,570,399 1,642,834 7,850,376 8,180 75,175,904 Portfolio Category 0% 20% 25% 30% 35% 40% 45% 50% 60% 65% 70% 75% 85% 90% 100% 105% 110% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 9 Loans Secured by Residential Property Loans Secured by Residential Property which is Not Materially Dependent on Property Cash Flow - 15,870,936 12,892,026 53,352,061 15,474,498 4,167,116 - 60,594,116 38,215,446 19,573,283 8,672,296 - 13,668 228,825,446 Without Credit Allocation Approach - - - - - - - - - - - - - - With Credit Allocation Approach (Secured) - - - With Credit Allocation Approach (Secured) - - - - - - - - - - - - Loans Secured by Residential Property which is Materially Dependent on Property Cash Flow - - - - - - - - - Loans Secured by Commercial Real Estate which is Not Materially Dependent on Property Cash Flow - 4,831,611 - - 24,877,044 15,836,114 - 39,225,109 135,729,347 169,832,385 - - 390,331,610 Without Credit Allocation Approach - - - - - - - - With Credit Allocation Approach (Secured) - - - With Credit Allocation Approach (Secured) - - - - - - - - - - - - Loans Secured by Commercial Real Estate which is Materially Dependent on Property Cash Flow 1,545,166 5,765,210 11,036,289 4,494,591 - 22,841,256 Credit for Land Acquisition, Soil Processing, and Construction - - - - Portfolio Category 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 10 Past Due Receivables 1,666,321 5,496,956 187,610 - 7,350,887 Portfolio Category 0% 20% 100% 150% 1250% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 11 Other Assets 21,220,123 - 43,696,377 2,072,802 - - 66,989,302 Portfolio Category 0% 20% 25% 30% 35% 40% 45% 50% 60% 65% 70% 75% 85% 90% 100% 105% 110% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 12 Employee/Retired Loans - - - No Weight Risk On Balance Sheet Net Receivable Off Balance Sheet Net Receivable (before Credit Conversion Factor) Credit Conversion Factor Average Net Receivable (after Credit Conversion Factor and Credit Risk Mitigation Techniques) 1 < 40% 690,113,923 54,306,902 26% 703,877,660 2 40% -70% 154,258,339 66,848,367 28% 172,326,804 3 75% 140,182,919 54,683,473 23% 146,255,560 4 80% - - - - 5 85% 179,110,249 100,982,838 39% 202,077,496 6 90% - 100% 361,679,348 207,996,162 33% 417,182,729 7 105% - 130% 20,900,327 7,653,605 40% 23,871,123 8 150% 10,818,988 1,059,338 36% 6,792,160 9 250% 664,704 - - 664,704 10 400% - - - - 11 1250% - - - - 12 Total Net Receivable 1,557,728,797 493,530,685 32% 1,673,048,236 Disclosure of Exposure Based On Asset Class and Weight Risk (CR5) - Consolidated As of 30 June 2026 (in million Rupiah) Portfolio Category 0% 20% 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 1 Receivables on Sovereigns 430,009,371 - - - - - 430,009,371 Portfolio Category 20% 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 2 Receivables on Public Sector Entities 35,902,152 4,635,376 - - - 40,537,528 Portfolio Category 0% 20% 30% 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 3 Receivables on Multilateral Development Banks and International Institutions - - - - - - - - Portfolio Category 20% 30% 40% 50% 75% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 4 Receivables on Banks 49,600,928 501,297 9,951,766 3,749,662 1,701,607 203,428 2,028 - 65,710,716 Receivables to Securities Companies and Other Financial Services Institutions 60,986,446 1,882,622 - 91,105 8,423,953 579,241 34,949 - 71,998,316 Portfolio Category 10% 15% 20% 25% 35% 50% 100% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 5 Receivables by Covered Bond - - - - - - - - - Portfolio Category 20% 50% 65% 75% 80% 85% 100% 130% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 6 Receivables on Corporate - General Corporate Exposure 26,815,800 21,330,593 - 2,089,002 - 45,872,322 167,554,993 - - - 263,662,710 Receivables to Securities Companies and Other Financial Services Institutions - - - - - - - - - Special Financing Exposure - - - - 14,616,997 12,818,276 - - 27,435,273 Portfolio Category 100% 150% 250% 400% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 7 Receivables in the Form of Subordinated Securities, Equity, and Other Capital Instruments 20,000 110,834 664,704 - - 795,538 Portfolio Category 45% 75% 85% 100% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 8 Receivables on Micro, Small Business & Retail Portfolio 9,104,115 56,570,399 2,110,068 18,986,849 8,180 86,779,611 Portfolio Category 0% 20% 25% 30% 35% 40% 45% 50% 60% 65% 70% 75% 85% 90% 100% 105% 110% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 9 Loans Secured by Residential Property Loans Secured by Residential Property which is Not Materially Dependent on Property Cash Flow - 15,870,936 12,892,026 53,352,061 15,474,498 4,167,116 - 60,594,116 38,215,717 19,573,283 8,672,296 - 13,668 228,825,717 Without Credit Allocation Approach - - - - - - - - - - - - - - With Credit Allocation Approach (Secured) - - - With Credit Allocation Approach (Secured) - - - - - - - - - - - - Loans Secured by Residential Property which is Materially Dependent on Property Cash Flow - - - - - - - - - Loans Secured by Commercial Real Estate which is Not Materially Dependent on Property Cash Flow - 4,831,611 - - 24,877,044 15,836,114 - 39,225,109 135,729,347 169,832,385 - - 390,331,610 Without Credit Allocation Approach - - - - - - - - With Credit Allocation Approach (Secured) - - - With Credit Allocation Approach (Secured) - - - - - - - - - - - - Loans Secured by Commercial Real Estate which is Materially Dependent on Property Cash Flow 1,545,166 5,765,210 11,036,289 4,494,591 - 22,841,256 Credit for Land Acquisition, Soil Processing, and Construction - - - - Portfolio Category 50% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 10 Past Due Receivables 1,666,321 5,510,255 258,732 - 7,435,308.00 Portfolio Category 0% 20% 100% 150% 1250% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 11 Other Assets 21,221,023 - 43,060,288 2,091,641 - - 66,372,952.00 Portfolio Category 0% 20% 25% 30% 35% 40% 45% 50% 60% 65% 70% 75% 85% 90% 100% 105% 110% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 12 Employee/Retired Loans 5,776.00 - - Transaction Type 0% 20% 25% 35% 50% 75% 100% 150% Others Net Receivable after Credit Conversion Factor and Credit Risk Mitigation Techniques 13 Exposures in Subsidiary Company That Carry Out Business Activities Based on Sharia Principles (if any) 4,961,439.00 1,432,698.00 605,755.00 774,142.00 1,364,407.00 310,330.00 9,857,431.00 - - 19,306,202.00 No Weight Risk On Balance Sheet Net Receivable Off Balance Sheet Net Receivable (before Credit Conversion Factor) Credit Conversion Factor Average Net Receivable (after Credit Conversion Factor and Credit Risk Mitigation Techniques) 1 < 40% 709,085,721 53,844,472 25% 721,640,307 2 40% -70% 156,339,320 66,860,722 28% 174,398,285 3 75% 141,176,426 54,311,663 24% 146,536,117 4 80% - - - - 5 85% 180,317,774 100,982,838 39% 203,285,020 6 90% - 100% 389,169,268 211,321,534 33% 444,659,373 7 105% - 130% 20,900,327 7,653,605 40% 23,871,123 8 150% 11,019,783 1,059,338 36% 6,992,955 9 250% 664,704 - - 664,704 10 400% - - - - 11 1250% - - - - 12 Total Net Receivable 1,608,673,323 496,034,172 32% 1,722,047,884 Credit Risk - Counterpary Credit Risk (CCR1) Exposure Analysis - Consolidated (in million Rupiah) No Description a b c d e f Replacement Cost (RC) Potential Future Exposure (SFT) EEPE Alpha used to calculate regulatory EAD Net Receivables RWA 1 SA-CCR (for derivative) 630,011 784,039 1.4 1,979,670 1,088,812 2 Internal model method (for derivative and SFTs) N/A N/A 3 Simple approach for credit risk mitigation (for SFTs) N/A N/A 4 Comprehensive approach for credit risk mitigation (for SFTs) N/A N/A 5 VaR for SFTs N/A N/A Total 630,011 784,039 1,979,670 1,088,812 Credit Risk - CCR Exposure based on Portfolio Category and Risk Weighting (CCR3) - Consolidated (in million Rupiah) No Weighted Risk a Portfolio Category 0% b c d e f g h i j k l 20% 30% 40% 45% 50% 75% 85% 100% 150% Others Total Net receivables 1 Receivables on sovereigns 1,891,395 - - - - - - - - - - 1,891,395 2 Receivables on public sector entities - - - - - - - - - - - - 3 Receivables on multilateral development banks and international institutions - - - - - - - - - - - - 4 Receivables on banks - 519,272 - - - 184,357 - - - - - 703,629 5 Receivables to Securities Companies and Other Financial Services Institutions - - - - - - - - - - - - 6 Receivables on Micro, Small Business & Retail Portfolio - - - - - - - - - - - - 7 Receivables on Corporate - - - - - - - 581,251 - - - 581,251 Total 1,891,395 519,272 - - - 184,357 - 581,251 - - - 3,176,275 Credit Risk - Exposure Report Related to Transaction with CCP - Bank only (in million Rupiah) a b Net Receivable (after Credit Conversion Factor and Credit Risk Mitigation Techniques) RWA 1 Total Exposure to QCCP 131,653 1,700 2 Transaction involving exposure with QCCP (excluding initial margin and default fund contribution) 27,122 542 (i) OTC derivative 27,122 542 (ii) Derivative transactions through market (iii) securities financing transactions (iv) netting set (regarding netting of cross-product is allowed) 3 Segregated initial margin 46,630 4 Nonsegregated initial margin 5 Prefunded default fund contribution 57,901 1,158 6 Unfunded default fund contribution 7 Total Exposure to Non-QCCP - - 8 Transaction involving exposure through nonQCCP (excluding initial margin and default fund contribution) (i) OTC derivatif (ii) Derivative transactions through market (iii) securities financing transactions (iv) netting set (regarding netting of cross-product is allowed) 9 Segregated initial margin 10 Nonsegregated initial margin 11 Prefunded default fund contribution 12 Unfunded default fund contribution 13 Total Exposure to QCCP and Non-QCCP 131,653 1,700 Credit Risk - Exposure Report Related to Transaction with CCP - Consolidated (in million Rupiah) a b Net Receivable (after Credit Conversion Factor and Credit Risk Mitigation Techniques) RWA 1 Total Exposure to QCCP 131,653 1,700 2 Transaction involving exposure with QCCP (excluding initial margin and default fund contribution) 27,122 542 (i) OTC derivative 27,122 542 (ii) Derivative transactions through market (iii) securities financing transactions (iv) netting set (regarding netting of cross-product is allowed) 3 Segregated initial margin 46,630 4 Nonsegregated initial margin 5 Prefunded default fund contribution 57,901 1,158 6 Unfunded default fund contribution 7 Total Exposure to Non-QCCP - - 8 Transaction involving exposure through nonQCCP (excluding initial margin and default fund contribution) (i) OTC derivatif (ii) Derivative transactions through market (iii) securities financing transactions (iv) netting set (regarding netting of cross-product is allowed) 9 Segregated initial margin 10 Nonsegregated initial margin 11 Prefunded default fund contribution 12 Unfunded default fund contribution 13 Total Exposure to QCCP and Non-QCCP 131,653 1,700 Credit Risk - Net Credit Derivative Claims (CCR6) BCA as a bank and consolidated have no exposure to net credit derivative receivables Credit Risk - Securitisation Exposure Components in the Trading Book (SEC2) - Consolidated (in million Rupiah) a b c d e f g h i Bank as Originator Bank as Sponsor Bank as Investor Traditional Synthetic Sub-Total Traditional Synthetic Sub-Total Traditional Synthetic Sub-Total 1 Retail (total) - among other 2 Housing loans 3 Credit cards 4 Other retail exposures 5 Re-securitisation 6 Non - Retail (total) - among other 52,048 52,048 7 Corporate loans 52,048 52,048 8 Commercial credit 9 Rent and accounts receivable 10 Other non-retail 11 Re-securitisation Credit Risk - Securitisation Exposure Components in the Trading Book (SEC2) - Consolidated (in million Rupiah) a b c d e f g h i Bank as Originator Bank as Sponsor Bank as Investor Traditional Synthetic Sub-Total Traditional Synthetic Sub-Total Traditional Synthetic Sub-Total 1 Retail (total) - among other 2 Housing loans 3 Credit cards 4 Other retail exposures 5 Re-securitisation 6 Non - Retail (total) - among other 755,618 755,618 7 Corporate loans 755,618 755,618 8 Commercial credit 9 Rent and accounts receivable 10 Other non-retail 11 Re-securitisation Credit Risk - Securitisation Exposure in the Banking Book and related to its Capital Requirements - Bank Acting as Originator or Sponsor (SEC3) BCA does not act as the originator or sponsor of securitisation exposure Credit Risk - Securitization Exposure in the Banking Book and related to its Capital Requirements - Bank Acting as Investor (SEC4) (in million Rupiah) a b c d e f g h i j k l m n o p q Exposure Value (based on Risk Weighted) Exposure Value (Based on Regulatory Approach) RWA (Based on Regulatory Approach) Capital Charge After Cap ≤20% Risk Weighted >20% to 50% Risk Weighted >50% to 100% Risk Weighted >100% to <1250% Risk Weighted 1250% Risk Weighted IRB RBA IRB SFA SA/ SSFA 1250% IRB RBA IRB SFA SA/ SSFA 1250% IRB RBA IRB SFA SA/ SSFA 1250% 1 Total exposure 52,048 10,410 2 Traditional securitisation 52,048 10,410 3 In which the underlying securitisation 52,048 10,410 4 Ritel 5 Non-Ritel 52,048 10,410 6 In which re-securitisation 7 Senior 8 Non-Senior 9 Synthetic securitisation 10 In which the underlying securitisation 11 Ritel 12 Non-Ritel 13 In which re-securitisation 14 Senior 15 Non-Senior Disclosure RWA of Market Risk Using Standard Method (MR1) - Bank only (in million Rupiah) Risk Capital charge standard method Capital charge standard method As of 30 June 2026 As of 30 June 2025 General Interest Rate Risk 497,617 278,272 Credit spread risk nonsecuritisation 261,938 145,292 Credit spread risk securitisation noncorrelation trading portfolio 66,472 - Credit spread risk securitisation correlation trading portfolio - - Equity Risk - - Commodity Risk - - Foreign exchange risk 162,619 81,357 Default Risk Capital - nonsecuritisation 839 4,918 Default Risk Capital - securitisation noncorrelation trading portfolio 83,119 - Default Risk Capital - securitisation correlation trading portfolio - - Residual Risk Add On - - Total 1,072,604 509,839 Disclosure RWA of Market Risk Using Standard Method (MR1) - Consolidated (in million Rupiah) Risk Capital charge standard method Capital charge standard method As of 30 June 2026 As of 30 June 2025 General Interest Rate Risk 504,179 278,574 Credit spread risk nonsecuritisation 264,981 145,561 Credit spread risk securitisation noncorrelation trading portfolio 90,643 - Credit spread risk securitisation correlation trading portfolio - - Equity Risk 116,273 83,164 Commodity Risk - - Foreign exchange risk 240,193 198,950 Default Risk Capital - nonsecuritisation 25,924 19,255 Default Risk Capital - securitisation noncorrelation trading portfolio 113,343 - Default Risk Capital - securitisation correlation trading portfolio - - Residual Risk Add On - - Total 1,355,536 725,504 Qualitative Analysis As of June 30, 2026 BCA made placements in the form of securitization through Asset-Backed Securities Collective Investment Contracts (KIK EBA) as an effort to diversify risk and maximize returns. BCA calculates the Credit Spread Risk (CSR) non-CTP securitization for KIK EBA placements in the Trading Book Portfolio in accordance with capital charge calculation requirements. Disclosure RWA of Market Risk Using Simplified Standardised Approach (MR1) - Bank only BCA as a bank and consolidated do not calculate simplified standardised approch to calculate RWA for market risk Standardized of BA-CVA (CVA1) - Consolidated BCA as a bank and consolidated do not use standardised of BA-CVA, Credit Valuation Adjustment (CVA) is calculated using Standardized Approach or SA-CCR (Standard Approach for Credit Counterparty Risk) with the below value as of 30 June 2026 : Bank only amounting to Rp 63.81 Billion Consolidated amounting to Rp 74.47 Billion Disclosure of Interest Rate Risk in The Banking Book (IRRBB) Exposure - Bank Individual RISK MANAGEMENT IMPLEMENTATION REPORT FOR INTEREST RATE RISK IN THE BANKING BOOK Bank: PT Bank Central Asia (Individual) Statement Position: June 30, 2026 Qualitative Disclosure 1. Interest rate risk in the banking book (IRRBB) refers to the current or prospective risk to the bank's capital and earnings arising from interest rates movements in the market as opposed to the banking book positions. The IRRBB calculation uses two perspectives, namely the economic value perspective and earnings-based perspective. The intention is to identify risks more accurately and to carry out appropriate corrective actions. 2. Presently, Bank does not have sufficient long-term financial resources to fund fixed-rate loans and banking book securities. Regarding these conditions, funding sources of fixed-rate loans and banking book securities is calculated from the Core Deposit. To mitigate risks, Bank has set nominal limits on fixed-rate loans and banking book securities, limits on IRRBB and pricing strategies. 3. Measurements of IRRBB individual are carried out on a monthly basis by using two (2) methods as follows: measurement based on changes in economic value of equity, which measures the impact of changes in interest rates on the economic value of the Bank's equity (economic value perspective), and measurement based on changes in net interest income, which measures the impact of interest rate changes on earnings of the Bank (earnings-based perspective). 4. Interest rate shock scenarios used by Bank in measuring IRRBB is in accordance with the standard interest rate shock scenarios, which is stated in the Financial Services Authority Circular Letter No.12 /SEOJK.03/2018 concerning the Implementation of Risk Management and Risk Measurement Standard Approach for Interest Rate Risk in the Banking Book for Commercial Banks. Economic Value of Equity (EVE) Methods use six (6) interest rate shock scenarios, as follows: parallel shock up, parallel shock down, steepener shock (short rates down and long rates up), flattener shock (short rates up and long rates down), short rates shock up, short rates shock down. Net Interest Income (NII) Methods use two (2) interest rate shock scenarios, as follows: parallel shock up, parallel shock down. 5. EVE method calculates the cash flows of the principal amount and interest payments on the balance sheet positions that are sensitive to interest rates, which then discounted at the relevant interest rates. The Bank does not calculate a commercial margin and spread components in the cash flows. EVE calculation uses notional cash flows multiplied by the reference rate (base rate) on the transaction date and then discounted by the risk-free rate at the reporting date. The IRRBB calculation uses a Core deposit, which is part of a stable Non Maturity Deposit with a very small change in interest rates despite significant changes in interest rates in the market. Bank identifies core deposit and non-core deposits from stable funds (retail transactional, retail non-transactional and wholesale). Placement of core deposit cash flows carried out using uniform slotting on time-bucket over 1 (one) year with the length of period for each category refers to FSA Circular Letter No. 12 / SEOJK.03 / 2018 concerning the Implementation of Risk Management and Risk Measurement Standard Approach for Interest Rate Risk in the Banking Book (Interest Rate Risk in the Banking Book) for Commercial Banks. The methodology to estimate prepayment rate for loans and early withdrawal rate for time deposits uses historical data within a year. Bank performs add-on calculations for automatic interest rate options on a floating rate mortgage loan with embedded caps and a fixed rate loan commitment by using Black model. Bank measures IRRBB for significant currencies, IDR and USD. Bank uses the aggregation method by adding the potential loss values of each currencies for each identical shock scenario. 6. As of Jun 30 2026, IRRBB (EVE method) for BCA as individual decreased by 2.04% compared to Dec 31 2025, from 6.17% to 4.13%. And for NII Method decreased by 3.81%, from 5.67% to 1.86%. This was caused by the decrease of Repriced Assets over 1 year by 8.96%, and the increase in Core Deposits over 1 year by 7.91%. Meanwhile, Tier 1 Capital decreased by 3.94%. Quantitative Disclosure 1. Average repricing maturity applied for Non Maturity Deposit (NMD) is 4 years. 2. The longest repricing maturity applied for Non Maturity Deposit (NMD) is 7 Years. Disclosure of Interest Rate Risk in the Banking Book (IRRBB) Exposure - Bank Individual IRRBB REPORT Bank : PT Bank Central Asia (individual) Statement Position: June 30, 2026 Currency : Rupiah In Million Rupiah ΔEVE ΔNII Period June 30, 2026 Dec 31, 2025 June 30, 2026 Dec 31, 2025 Parallel up 10,230,774 15,910,789 1,600,154 4,713,779 Parallel down (12,037,075) (18,815,506) (1,433,636) (4,544,476) Steepener (4,840,088) (4,859,647) Flattener 5,633,131 6,862,544 Short rate up 9,905,795 13,480,564 Short rate down (9,612,059) (13,521,159) Maximum Negative Value (absolute) * 10,230,774 15,910,789 1,600,154 4,713,779 Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 247,895,693 258,057,396 85,957,427 83,090,928 Maximum value divided by Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 4.13% 6.17% 1.86% 5.67% Bank : PT Bank Central Asia (individual) Statement Position: June 30, 2026 Currency : USD In Million Rupiah ΔEVE ΔNII Period June 30, 2026 Dec 31, 2025 June 30, 2026 Dec 31, 2025 Parallel up (2,667,089) (2,040,776) (704,837) (605,243) Parallel down 2,893,292 2,211,028 704,860 605,270 Steepener (234,974) (190,553) Flattener (387,949) (288,099) Short rate up (1,458,602) (1,106,772) Short rate down 1,522,917 1,156,214 Maximum Negative Value (absolute) * 2,893,292 2,211,028 704,860 605,270 Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 247,895,693 258,057,396 85,957,427 83,090,928 Maximum value divided by Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 1.17% 0.86% 0.82% 0.73% Bank : PT Bank Central Asia (individual) Statement Position: June 30, 2026 Currency : Rupiah & USD In Million Rupiah ΔEVE ΔNII Period June 30, 2026 Dec 31, 2025 June 30, 2026 Dec 31, 2025 Parallel up 10,230,774 15,910,789 1,600,154 4,713,779 Parallel down 2,893,292 2,211,028 704,860 605,270 Steepener - - Flattener 5,633,131 6,862,544 Short rate up 9,905,795 13,480,564 Short rate down 1,522,917 1,156,214 Maximum Negative Value (absolute) * 10,230,774 15,910,789 1,600,154 4,713,779 Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 247,895,693 258,057,396 85,957,427 83,090,928 Maximum value divided by Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 4.13% 6.17% 1.86% 5.67% Notes: Potential loss shown in positive values for each shock scenario. * Maximum negative value is the maximum value of potential losses from all shock scenarios. Disclosure of Interest Rate Risk in The Banking Book (IRRBB) Exposure - Bank Consolidated RISK MANAGEMENT IMPLEMENTATION REPORT FOR INTEREST RATE RISK IN THE BANKING BOOK Bank : PT Bank Central Asia (Consolidated) Statement Position: June 30, 2026 Qualitative Disclosure 1. Interest rate risk in the banking book (IRRBB) refers to the current or prospective risk to the bank's capital and earnings arising from interest rates movements in the market as opposed to the banking book positions. The IRRBB calculation uses two perspectives, namely the economic value perspective and earnings-based perspective. The intention is to identify risks more accurately and to carry out appropriate corrective actions. 2. Presently, Bank does not have sufficient long-term financial resources to fund fixed-rate loans and banking book securities. Regarding these conditions, funding sources of fixed-rate loans and banking book securities is calculated from the Core Deposit. To mitigate risks, Bank has set nominal limits on fixed-rate loans and banking book securities, limits on IRRBB and pricing strategies. 3. Measurements of IRRBB consolidated are carried out on a semiannually basis by using two (2) methods as follows: measurement based on changes in economic value of equity, which measures the impact of changes in interest rates on the economic value of the Bank's equity (economic value perspective), and measurement based on changes in net interest income, which measures the impact of interest rate changes on earnings of the Bank (earnings-based perspective). 4. Interest rate shock scenarios used by Bank in measuring IRRBB is in accordance with the standard interest rate shock scenarios, which is stated in the Financial Services Authority Circular Letter No.12 /SEOJK.03/2018 concerning the Implementation of Risk Management and Risk Measurement Standard Approach for Interest Rate Risk in the Banking Book for Commercial Banks. Economic Value of Equity (EVE) Methods use six (6) interest rate shock scenarios, as follows: parallel shock up, parallel shock down, steepener shock (short rates down and long rates up), flattener shock (short rates up and long rates down), short rates shock up, short rates shock down. Net Interest Income (NII) Methods use two (2) interest rate shock scenarios, as follows: parallel shock up, parallel shock down. 5. EVE method calculates the cash flows of the principal amount and interest payments on the balance sheet positions that are sensitive to interest rates, which then discounted at the relevant interest rates. The Bank does not calculate a commercial margin and spread components in the cash flows. EVE calculation uses notional cash flows multiplied by the reference rate (base rate) on the transaction date and then discounted by the risk-free rate at the reporting date. The IRRBB calculation uses a Core deposit, which is part of a stable Non Maturity Deposit with a very small change in interest rates despite significant changes in interest rates in the market. Bank identifies core deposit and non-core deposits from stable funds (retail transactional, retail non-transactional and wholesale). Placement of core deposit cash flows carried out using uniform slotting on time-bucket over 1 (one) year with the length of period for each category refers to FSA Circular Letter No. 12 / SEOJK.03 / 2018 concerning the Implementation of Risk Management and Risk Measurement Standard Approach for Interest Rate Risk in the Banking Book (Interest Rate Risk in the Banking Book) for Commercial Banks. The methodology to estimate prepayment rate for loans and early withdrawal rate for time deposits uses historical data within a year. Bank performs add-on calculations for automatic interest rate options on a floating rate mortgage loan with embedded caps and a fixed rate loan commitment by using Black model. Bank measures IRRBB for significant currencies, IDR and USD. Bank uses the aggregation method by adding the potential loss values of each currencies for each identical shock scenario. 6. As of Jun 30 2026, IRRBB (EVE method) for BCA as consolidated decreased by 1.84% compared to Dec 31 2025, from 7.07% to 5.24%. And for NII Method decreased by 3.67%, from 6.18% to 2.51%. This was caused by the decrease in Repriced Assets over 1 year by 8.04% and the increase in Core Deposit over 1 year by 8.16%. Meanwhile, Tier 1 Capital decreased by 4.06%. Quantitative Disclosure 1. Average repricing maturity applied for Non Maturity Deposit (NMD) is 4 years. 2. The longest repricing maturity applied for Non Maturity Deposit (NMD) is 7 Years. Disclosure of Interest Rate Risk in the Banking Book (IRRBB) Exposure - Bank Consolidated IRRBB REPORT Bank : PT Bank Central Asia (Consolidated) Statement Position: June 30, 2026 Currency : Rupiah In Million Rupiah ΔEVE ΔNII Period June 30, 2026 Dec 31, 2025 June 30, 2026 Dec 31, 2025 Parallel up 13,761,956 19,369,967 2,216,850 5,283,054 Parallel down (16,596,412) (23,266,533) (2,049,449) (5,112,522) Steepener (3,736,235) (3,823,385) Flattener 5,266,998 6,552,693 Short rate up 11,334,422 14,912,930 Short rate down (11,128,930) (15,046,374) Maximum Negative Value (absolute) * 13,761,956 19,369,967 2,216,850 5,283,054 Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 262,698,408 273,828,527 88,330,685 85,540,797 Maximum value divided by Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 5.24% 7.07% 2.51% 6.18% Bank : PT Bank Central Asia (Consolidated) Statement Position: June 30, 2026 Currency : USD In Million Rupiah ΔEVE ΔNII Period June 30, 2026 Dec 31, 2025 June 30, 2026 Dec 31, 2025 Parallel up (2,667,067) (2,040,760) (705,731) (605,898) Parallel down 2,893,270 2,211,012 705,754 605,924 Steepener (234,995) (190,568) Flattener (387,923) (288,080) Short rate up (1,458,569) (1,106,749) Short rate down 1,522,884 1,156,190 Maximum Negative Value (absolute) * 2,893,270 2,211,012 705,754 605,924 Tier 1 Capital (to ΔEVE) or Projected Income (for ΔNII) 262,698,408 273,828,527 88,330,685 85,540,797 Maximum value divided by Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 1.10% 0.81% 0.80% 0.71% Bank : PT Bank Central Asia (Consolidated) Statement Position: June 30, 2026 Currency : Rupiah & USD In Million Rupiah ΔEVE ΔNII Period June 30, 2026 Dec 31, 2025 June 30, 2026 Dec 31, 2025 Parallel up 13,761,956 19,369,967 2,216,850 5,283,054 Parallel down 2,893,270 2,211,012 705,754 605,924 Steepener - - Flattener 5,266,998 6,552,693 Short rate up 11,334,422 14,912,930 Short rate down 1,522,884 1,156,190 Maximum Negative Value (absolute) * 13,761,956 19,369,967 2,216,850 5,283,054 Tier 1 Capital (to ΔEVE) or Projected Income (for ΔNII) 262,698,408 273,828,527 88,330,685 85,540,797 Maximum value divided by Tier 1 Capital (for ΔEVE) or Projected Income (for ΔNII) 5.24% 7.07% 2.51% 6.18% Notes: Potential loss shown in positive values for each shock scenario. * Maximum negative value is the maximum value of potential losses from all shock scenarios. REPORT ON CALCULATION FOR QUARTERLY LIQUIDITY COVERAGE RATIO (LCR) (in million Rupiah) No COMPONENTS BANK ONLY CONSOLIDATED Quarter II 2026 Quarter I 2026 Quarter II 2026 Quarter I 2026 Outstanding commitment and liabilities / contractual receivables HQLA after haircut, outstanding commitment and liabilities times run-off rate or contractual receivables times inflow rate Outstanding commitment and liabilities / contractual receivables HQLA after haircut, outstanding commitment and liabilities times run off rate or contractual receivables times inflow rate Outstanding commitment and liabilities / contractual receivables HQLA after haircut, outstanding commitment and liabilities times run off rate or contractual receivables times inflow rate Outstanding commitment and liabilities / contractual receivables HQLA after haircut, outstanding commitment and liabilities times run off rate or contractual receivables times inflow rate 1 Total data used in LCR calculation 57 days 55 days 57 days 55 days HIGH QUALITY LIQUID ASSET (HQLA) 2 Total High Quality Liquid Asset (HQLA) 461,471,351 492,721,090 475,246,759 505,104,921 CASH OUTFLOW 3 Retail deposits and deposits from Micro and Small Business customers, consist of: 949,973,614 57,488,352 933,746,409 56,353,990 972,643,525 59,233,037 955,192,492 58,018,867 a. Stable Deposit/Funding 750,180,180 37,509,009 740,413,034 37,020,652 760,626,290 38,031,314 750,007,647 37,500,382 b. Less Stable Deposit/Funding 199,793,434 19,979,343 193,333,375 19,333,338 212,017,235 21,201,723 205,184,845 20,518,485 4 Wholesale Funding, consist of: 308,408,068 76,241,870 305,123,809 75,467,030 315,578,213 79,844,884 312,512,875 79,334,097 a. Operational deposit 282,358,451 65,494,755 279,056,593 64,706,483 284,594,807 66,038,327 280,979,122 65,159,459 b. Non operational deposit and/or Other Non Operational liabilities 26,049,617 10,747,115 26,067,216 10,760,547 30,983,406 13,806,557 31,533,753 14,174,638 c. Marketable securities issued by bank (unsecured debt) - - - - - - - - 5 Secured Funding - - - - 6 Other cash outflow (additional requirement), consist of: 559,086,706 82,203,284 547,328,358 81,911,201 561,021,799 83,221,677 549,182,179 82,960,934 a. cash outflow from derivative transaction 32,562,125 32,562,125 32,932,898 32,932,898 32,563,579 32,563,579 32,934,157 32,934,157 b. cash outflow from additional liquidity requirement - - - - - - - - c. cash outflow from liquidation of funding - - - - - - - - d. cash outflow from disbursement of loan commitment and liquidity facilities 364,400,512 42,039,020 366,197,015 41,072,253 364,278,376 42,075,537 366,038,371 41,096,316 e. cash outflow from other contractual liabilities related to placement of funds - - - - - - - - f. cash outflow from other funding related contigencies liabilities 156,555,027 2,033,097 141,991,008 1,698,613 157,632,796 2,035,513 142,980,289 1,701,099 g. other contractual cash outlow 5,569,042 5,569,042 6,207,437 6,207,437 6,547,048 6,547,048 7,229,362 7,229,362 7 TOTAL CASH OUTFLOW 215,933,506 213,732,221 222,299,598 220,313,898 CASH INFLOW 8 Secured lending - - - - - - 14,691 14,691 9 Inflows from fully performing exposures 41,614,430 17,413,550 42,211,185 20,495,694 46,314,003 20,040,575 47,822,657 23,968,648 10 Other Cash Inflow 32,303,951 32,303,951 32,034,009 32,034,009 32,305,403 32,305,403 32,035,267 32,035,267 11 TOTAL CASH INFLOW 73,918,381 49,717,501 74,245,194 52,529,703 78,619,406 52,345,978 79,872,615 56,018,606 TOTAL ADJUSTED VALUE 1 TOTAL ADJUSTED VALUE 1 TOTAL ADJUSTED VALUE 1 TOTAL ADJUSTED VALUE 1 12 TOTAL HQLA 461,471,351 492,721,090 475,246,759 505,104,921 13 NET CASH OUTFLOWS 166,216,005 161,202,518 169,953,620 164,295,292 14 LCR (%) 277.63% 305.65% 279.63% 307.44% Information: 1 Adjusted values are calculated after the imposition of a reduction in value (haircut), run-off rate, and inflow rate as well as the maximum limit for HQLA components, for example the maximum limit for HQLA Level 2B and HQLA Level 2 and the maximum limit of cash inflows can be taken into account in LCR. The outstanding value of Quarter II 2026 is the average LCR during the working days of Apr 2026 to Jun 2026 (57 data points), while Quarter I 2026 is the average LCR during the working days of Jan 2026 to Mar 2026 (55 data points). The calculation of the Liquidity Coverage Ratio above is based on POJK No. 42/POJK.03/2015 concerning the Obligation to Fulfill the Liquidity Coverage Ratio for Commercial Banks, POJK No. 19 of 2024 concerning Amendments to the POJK No. 42/POJK.03/2015 on the Obligation to Fulfill the Liquidity Coverage Ratio for Commercial Banks, and POJK No. 37/POJK.03/2019 concerning Transparency and Publication of Bank Reports and is presented in accordance with SE OJK No. 9/SEOJK.03/2020 concerning Transparency and Publication of Conventional Commercial Bank Reports. QUARTERLY LIQUIDITY COVERAGE RATIO (LCR) REPORT Analysis for Bank Only The calculation of BCA's Liquidity Coverage Ratio (Bank Only) for Quarter II 2026 is based on the average daily position from April 2026 until June 2026. Meanwhile, the calculation for Quarter I 2026 is based on the average daily position from January 2026 until March 2026. BCA's Liquidity Coverage Ratio (Bank Only) for Quarter II 2026 decreased by 28.02%, from 305.65% (Quarter I 2026) to 277.63% (Quarter II 2026). Such decrease in ratio was particularly due to a decrease in weighted value of HQLA by 6.34% (Rp31.25 trillion) and an increase in Net Cash Outflow (NCO) after run-off by 3.11% (Rp5.01 trillion). The decrease in HQLA was particularly driven by the decrease in HQLA securities amounted to Rp14.78 trillion, the decrease in placement with BI amounted to Rp13.45 trillion, and the decrease in Coins and Banknotes amounted to Rp2.06 trillion . Meanwhile, the increase in NCO after run-off was mainly caused by the increased in funding from retail, micro and small businesses, as well as corporate customers amounted to Rp1.91 trillion, the increased in unused loan facilities amounted to Rp0.97 trillion, the decreased in other contractual cash outflow (dividen and borrowing) amounted to Rp0.64, and the decreased in inflows from fully performing exposures ≤ 30 days amounted to Rp3.08 trillion . In terms of composition, BCA's HQLA for Quarter II 2026 is comprised of Level 1 HQLA of 97.49%; Level 2A HQLA of 1.64%; and level 2B HQLA of 0.87%. Of the total Level 1 HQLA, the proportion was dominated by marketable securities issued by the Indonesian government and BI of 84.49% and placement with Bank Indonesia of 10.70%, respectively. BCA's third party deposits composition during Quarter II 2026 was mainly contributed by CASA at around 85.10%. The composition can be seen on the Table 1 below: Table 1. BCA's funding composition (Bank Only) during Quarter II 2026. Total Rp & Va Current Account 35.72% Savings Account 49.38% CASA 85.10% Time Deposit 14.90% Total 100% BCA's derivative exposure mainly came from FX Swap Sell-Buy USD transactions by an average of USD 315.90 million. In managing its liquidity, the Bank has properly identified, measured, monitored and controlled its liquidity risk. Apart from the LCR ratio, the Bank also monitors condition and sufficiency of liquidity through cash flow projection report, NSFR report and other liquidity ratios. The Bank has established a limit, early warning indicators, contingency funding plan and recovery plan related to liquidity risk. Analysis on a Consolidated Basis The calculation of BCA's Liquidity Coverage Ratio (Consolidated) for Quarter II 2026 is based on the average daily position from April 2026 until June 2026. Meanwhile, the calculation for Quarter I 2026 is based on the average daily position from January 2026 until March 2026. BCA's Liquidity Coverage Ratio (Consolidated) for Quarter II 2026 decreased by 27.81%, from 307.44% (Quarter I 2026) to 279.63% (Quarter II 2026). Such decrease in ratio was particularly due to a decrease in HQLA by 5.91% (Rp29.86 trillion) and an increase in weighted value of Net Cash Outflow (NCO) after run-off by 3.44% (Rp5.66 trillion). The decrease in HQLA was particularly driven by the decrease in HQLA securities amounted to Rp13.41 trillion, the decrease in placement with BI amounted to Rp13.30 trillion, and the decrease in Coins and Banknotes amounted to Rp2.07 trillion. Meanwhile, the increase in NCO after run-off was mainly caused by the increased in funding from retail, micro and small businesses, as well as corporate customers amounted to Rp1.72 trillion and the decreased in inflows from fully performing exposures ≤ 30 days amounted to Rp3.93 trillion. In terms of composition, BCA's HQLA for Quarter II 2026 is comprised of Level 1 HQLA of 96.87%; Level 2A HQLA of 2.20%; and Level 2B HQLA of 0.93%. Of the total HQLA Level 1, the proportion was dominated by marketable securities issued by the Indonesian government and BI of 84.51% and placement with Bank Indonesia of 10.78%, respectively. BCA's third party deposits composition during Quarter II 2026 was mainly contributed by CASA at around 84.19%. The composition can be seen on the Table 2 below: Table 2. BCA's Funding Composition (Consolidated) for Quarter II 2026 Total Rp & Va Current Account 35.15% Savings Account 49.04% CASA 84.19% Time Deposit 15.81% Total 100% BCA's derivative exposure mainly came from FX Swap Sell-Buy USD transactions by an average of USD 315.90 million. In managing its liquidity, the Bank has properly identified, measured, monitored and controlled its liquidity risk. Apart from the LCR ratio, the Bank also monitors condition and sufficiency of liquidity through cash flow projection report, NSFR report and other liquidity ratios. The Bank has established a limit, early warning indicators, contingency funding plan and recovery plan related to liquidity risk. Net Stable Funding Ratio (NSFR) - Bank Only ASF Component Reporting Position (Mar 2026) Reporting Position (Jun 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 1 Capital 2 Regulatory Capital as per POJK KPMM 263,282,981 - - 56,333 263,339,315 274,599,348 - - 53,083 274,652,431 3 Other capital instruments - - - - - - - - - - 4 Retail deposits and deposits from micro and small business customers: 5 Stable Deposits 594,647,128 160,900,716 - - 717,770,452 597,566,458 160,008,767 - - 719,696,465 6 Less Stable Deposits 197,550,469 613,887 - - 178,347,920 197,531,915 639,259 - - 178,354,057 7 Wholesale Funding 8 Operational deposits 285,691,242 - - - 142,845,621 275,990,383 - - - 137,995,192 9 Other wholesale funding 398,178 25,720,946 - - 12,576,560 421,144 73,320,055 - - 12,315,167 10 Liabilities with matching interdependent assets - - - - - - - - - - 11 Other liabilities and equity: 12 NSFR derivative liabilities 111,491 - - 112,150 - - 13 All other liabilities and equity not included in the above categories 76,863 60,599,402 312,611 436,520 592,826 29,043 32,100,130 239,126 531,177 650,740 14 TOTAL ASF 1,315,472,694 1,323,664,051 RSF Component Reporting Position (Mar 2026) Reporting Position (Jun 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 15 Total NSFR HQLA 20,989,291 20,758,456 16 Deposits held at other financial institutions for operational purposes 7,711,515 - - - 3,855,758 11,453,145 - - - 5,726,573 17 Performing loans and securities 18 to financial institutions secured by Level 1 HQLA - 20,483,783 - - 2,048,378 - 703,630 - - 70,363 19 to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions - 41,113,329 35,383,977 32,096,224 55,955,212 - 38,639,962 40,636,044 24,275,679 50,389,695 20 to non- financial corporate clients, retail and small business customers, government of Indonesia, other sovereigns, Bank Indonesia, other central banks and pubic service entities, of which: - 209,237,560 115,138,732 435,948,317 532,744,216 - 213,932,198 135,811,038 454,445,682 561,150,448 21 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 510,000 2,000,000 18,723,716 13,425,415 - 1,050,000 1,200,000 10,643,701 8,043,406 22 Unpledged residential mortgages, of which: - 8,570 19,416 1,407,585 1,210,441 - 5,129 25,695 1,479,912 1,273,337 23 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 386,916 983,060 78,363,342 51,621,160 - 379,696 1,146,118 78,886,008 52,038,812 24 Securities that are unpledged, not in default and do not qualify as HQLA, including exchange-traded equities - 30,243,537 1,568,247 10,174,852 24,554,516 - 34,353,964 1,458,683 9,264,495 25,781,144 25 Assets with matching interdependent liabilities - - - - - - - - - - 26 Other assets: 27 Physical traded commodities, including gold - - - - 28 Cash, securities and other assets posted as initial margin for derivative contracts or contributions to default funds of central counterparty (CCPs) - - - - 29 NSFR derivative assets - - - - 30 20% NSFR derivative liabilities before deduction of variation margin posted 22,298 22,298 22,430 22,430 31 All other assets not included in the above categories 53,942 39,281,480 713,972 56,345,297 96,394,692 56,914 51,730,879 651,319 57,349,578 109,787,328 32 Off-balance sheet items 510,312,488 19,774,125 493,704,931 19,379,973 33 TOTAL RSF 822,595,501 854,421,965 34 Net Stable Funding Ratio (%) 159.92% 154.92% QUALITATIVE ASSESMENT ON NSFR Analysis on Bank Only Financial Statement Based on the calculation, the value of Net Stable Funding Ratio (NSFR) - Bank Only as of 30 Jun 2026 decreased by 5.00% when compared to the period of 31 Mar 2026; namely from 159,92% (31 Mar'26) to 154,92% (30 Jun'26). The decrease in the NSFR value was due to the increase in the Required Stable Funding (RSF) component of 3.87% (Rp31.83 trillion) which was greater than the increase in the Available Stable Funding (ASF) component of 0.62% (Rp8.19 trillion). The increase in the RSF component was mainly due to the increase in other assets amounting to Rp13.39 trillion and the increase in loans classified as current and under special mention (performing loans) and securities not in default amounting to Rp17.19 trillion. Meanwhile, the increase in the ASF component was mainly due to the increase in the regulatory capital of Rp11.31 trillion and the decrease in weighted value of deposits provided by retail customers and funding provided by micro and small business customers as well as wholesale funding of Rp3.18 trillion. The NSFR ratio of BCA on an individual basis currently meets the minimum requirement of 100%. It was supported by a fairly large composition of stable funds (60.25%). The composition of Third Party Funds and Bank Funds can be seen in Table 1 below. Table 1. Composition of Third Party Funds and Bank Funds - Bank Only as of Jun 30, 2026 Categories % 1. Retail Stable Funds Fully covered and transactional Fully covered, non-transactional and related 39.49% 12.44% 2. Micro and Small Business Customers Fully covered and transactional Fully covered, non-transactional and related 8.03% 0.29% Total Stable Funds 60.25% Unstable 1. Retail 14.41% Fund 2. Micro and Small Business Customers 1.35% Total Unstable Funds 15.76% Total Operational Deposits 21.95% Total Non-Operational Deposits 2.04% Total Third Party Funds and Bank Funds 100.00% Net Stable Funding Ratio (NSFR) - Consolidated ASF Component Reporting Position (Mar 2026) Reporting Position (Jun 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 1 Capital 2 Regulatory Capital as per POJK KPMM 270,999,341 - - 56,333 271,055,675 282,821,435 - - 53,083 282,874,518 3 Other capital instruments - - - - - - - - - - 4 Retail deposits and deposits from micro and small business customers: 5 Stable Deposits 597,732,453 160,977,467 - - 720,774,424 600,638,932 160,096,303 - - 722,698,473 6 Less Stable Deposits 197,798,901 4,792,123 - - 182,331,921 197,792,424 4,739,442 - - 182,278,679 7 Wholesale Funding 8 Operational deposits 297,374,640 - - - 148,687,320 287,503,270 - - - 143,751,635 9 Other wholesale funding 411,005 39,052,203 - 458,333 18,113,460 434,018 85,838,265 - 582,629 17,921,202 10 Liabilities with matching interdependent assets - - - - - - - - - - 11 Other liabilities and equity: 12 NSFR derivative liabilities - - - - - - 13 All other liabilities and equity not included in the above categories 211,117 60,841,345 312,611 436,520 727,058 163,266 30,146,328 239,126 531,177 784,939 14 TOTAL ASF 1,341,689,857 1,350,309,447 RSF Component Reporting Position (Mar 2026) Reporting Position (Jun 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 15 Total NSFR HQLA 22,471,196 22,303,127 16 Deposits held at other financial institutions for operational purposes 8,080,029 - - - 4,040,015 11,675,683 - - - 5,837,842 17 Performing loans and securities 18 to financial institutions secured by Level 1 HQLA - 20,967,832 - - 2,096,783 - 703,630 - - 70,363 19 to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions - 44,527,627 35,485,524 33,175,564 57,597,471 - 42,394,519 40,862,270 25,409,885 52,200,198 20 to non- financial corporate clients, retail and small business customers, government of Indonesia, other sovereigns, Bank Indonesia, other central banks and pubic service entities, of which: - 211,221,851 118,631,530 455,425,969 552,038,764 - 215,916,926 139,599,027 473,509,441 580,241,001 21 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 510,000 2,000,000 18,723,716 13,425,415 - 1,050,000 1,200,000 10,643,701 8,043,406 22 Unpledged residential mortgages, of which: - 15,288 35,652 3,172,490 2,722,087 - 12,459 52,361 3,324,959 2,858,626 23 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 386,916 983,060 78,363,342 51,621,160 - 379,696 1,146,118 78,886,008 52,038,812 24 Securities that are unpledged, not in default and do not qualify as HQLA, including exchange-traded equities - 31,293,938 1,971,910 12,321,624 27,106,305 - 35,596,846 1,693,636 11,458,025 28,384,563 25 Assets with matching interdependent liabilities - - - - - - - - - - 26 Other assets: 27 Physical traded commodities, including gold - - - - 28 Cash, securities and other assets posted as initial margin for derivative contracts or contributions to default funds of central counterparty (CCPs) - - - - 29 NSFR derivative assets - - - - 30 20% NSFR derivative liabilities before deduction of variation margin posted - - - - 31 All other assets not included in the above categories 53,942 37,316,442 729,954 50,789,745 88,890,083 56,915 46,594,275 678,887 51,807,479 99,136,192 32 Off-balance sheet items 512,328,728 19,799,349 496,208,419 19,435,134 33 TOTAL RSF 841,808,627 870,549,263 34 Net Stable Funding Ratio (%) 159.38% 155.11%

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