Pt Bank Central Asia TbkIDX: BBCA

First Six Months as of 30 June 2026 - Capital and Risk Exposure Publication Report

Jul 31, 2026 at 9:59 AM UTC · Issued by 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
No	Information	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
No.	Component	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
No.	Component	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
No.	ACCOUNTS	CONSOLIDATED		No. Reference

	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
No.	ACCOUNTS	CONSOLIDATED		No. Reference
	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
No	Description	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
No	Information	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	Allowance for impairment losses	Stage 2 and Stage 3	Stage 1	Allowance for impairment losses (IRB Approach)	Net Receivables (a+b-c)
		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	Allowance for impairment losses	Stage 2 and Stage 3	Stage 1	Allowance for impairment losses (IRB Approach)	Net Receivables (a+b-c)
		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
No	Description	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
No	Weighted Risk a Portfolio Category 0%		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)

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%

Total exposure

52,048

10,410

Traditional securitisation

52,048

10,410

In which the underlying securitisation

52,048

10,410

Ritel

Non-Ritel

52,048

10,410

In which re-securitisation

Senior

Non-Senior

Synthetic securitisation

In which the underlying securitisation

Ritel

Non-Ritel

In which re-securitisation

Senior

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
Risk	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
Risk	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	Weighted Value	Non-specified Maturity	< 6 Months	≥ 6 Months - < 1 Year	≥ 1 Year	Weighted Value
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	Weighted Value	Non-specified Maturity	< 6 Months	≥ 6 Months - < 1 Year	≥ 1 Year	Weighted Value
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%
Stable Funds	2. Micro and Small Business Customers	39.49% 12.44%
	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	Weighted Value	Non-specified Maturity	< 6 Months	≥ 6 Months - < 1 Year	≥ 1 Year	Weighted Value
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	Weighted Value	Non-specified Maturity	< 6 Months	≥ 6 Months - < 1 Year	≥ 1 Year	Weighted Value
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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