PT Bank Central Asia Tbk : First Three Months as of 31 March 2026 - Capital and Risk Exposure Publication Report

About this update from Pt Bank Central Asia Tbk

KEY METRICS RATIO Bank Name : PT Bank Central Asia Tbk (Consolidated) Reporting Position : March 2026 (in million Rupiah) No Information Period of 31 March 2026 31 December 2025 30 September 2025 30 June 2025 31 March 2025 Available Capital (amounts) 1 Common Equity Tier 1 (CET1) 251,871,619 273,828,527 269,050,868 254,936,797 239,748,210 2 Tier 1 251,871,619 273,828,527 269,050,868 254,936,797 239,748,210 3 Total Capital 262,668,352 284,351,775 279,161,270 265,178,159 249,895,706 Risk-Weighted Assets (amounts) 4 Total Risk-Weighted Assets (RWA) 954,266,364 936,368,457 911,093,791 910,809,324 913,638,598 Risk-based Capital Ratios as a percentage of RWA 5 CET1 Ratio (%) 26.39% 29.24% 29.53% 27.99% 26.24% 6 Tier 1 Ratio (%) 26.39% 29.24% 29.53% 27.99% 26.24% 7 Total Capital Ratio (%) 27.52% 30.36% 30.64% 29.11% 27.35% 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 (%) 17.53% 20.37% 20.65% 19.12% 17.36% Basel III Leverage Ratio 13 Total Basel III leverage ratio exposure measure 1,800,957,826 1,739,736,652 1,697,586,494 1,651,047,540 1,682,143,904 14 Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) 13.99% 15.74% 15.85% 15.44% 14.25% 14b Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) 13.99% 15.74% 15.85% 15.44% 14.25% 14c Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets 14.04% 15.66% 15.87% 15.46% 14.35% 14d Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets 14.04% 15.66% 15.87% 15.46% 14.35% Liquidity Coverage Ratio (LCR) 15 Total High-Quality Liquid Assets (HQLA) 505,104,921 498,662,391 458,495,509 437,849,905 448,863,436 16 Total net cash outflow 164,295,292 160,376,849 149,374,726 149,156,949 146,257,922 17 LCR Ratio (%) 307.44% 310.93% 306.94% 293.55% 306.90% Net Stable Funding Ratio (NSFR) 18 Total Available Stable Funding 1,341,689,857 1,328,381,341 1,293,639,731 1,271,279,239 1,254,908,898 19 Total Required Stable Funding 841,808,627 831,031,561 801,349,444 806,715,504 804,436,048 20 NSFR Ratio (%) 159.38% 159.85% 161.43% 157.59% 156.00% EXPOSURE IN LEVERAGE RATIO REPORT Bank Name : PT Bank Central Asia Tbk (Bank Only) Reporting Position : 31 March 2026 (in million Rupiah) No Description As of 31 March 2026 1 Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision). 1,621,038,850 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 fi nancial asset has been deducted from the total assets in the statement of fi nancial 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. 1,003,950 9 Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction. 3,990,996 10 Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor. 172,176,627 11 Prudent valuation adjustments in form of capital deduction factor and impairment. (49,213,276) 12 Other adjustments - 13 Total Exposure in Leverage Ratio Calculation 1,748,997,147 LEVERAGE RATIO CALCULATION REPORT Bank Name : PT Bank Central Asia Tbk (Bank Only) Reporting Position : 31 March 2026 (in million Rupiah) No Description Period As of 31 March 2026 As of 31 December 2025 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) 1,600,291,791 1,562,966,998 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) (30,948,109) (30,144,220) 6 (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments) (15,371,189) (15,728,106) 7 Total On-Balance Sheet Exposure Sum of rows 1 to 6 1,553,972,493 1,517,094,672 Derivative Exposure 8 Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting) 150,223 165,295 9 Add on amounts for PFE associated with all derivatives transactions 961,029 889,967 10 (Exempted central counterparty (CCP) leg of client- cleared trade exposures) - (554) 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 1,111,252 1,054,708 Securities Financing Transaction (SFT) Exposure 14 Gross SFT Assets 20,639,757 4,430,617 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 3,990,996 806,696 17 Agent transaction exposures - - 18 Total SFT Exposure Sum of rows 14 to 17 24,630,753 5,237,313 Other Off-Balance Sheet Exposure 19 Off-balance sheet exposure at gross notional amount (gross value before deducting impairment provision) 510,312,487 489,501,093 20 (Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision) (338,135,860) (321,425,591) 21 (Impairment provision for off balance sheet inline with accounting standard) (2,893,978) (2,864,112) 22 Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21 169,282,649 165,211,390 Capital and Total Exposure 23 Tier 1 Capital 237,512,467 258,057,396 24 Total Exposure Sum of rows 7,13,18,22 1,748,997,147 1,688,598,083 Leverage Ratio 25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) 13.58% 15.28% 25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) 13.58% 15.28% 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. 14,035,197 13,519,709 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. 20,639,757 4,430,617 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. 1,742,392,587 1,697,687,175 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. 1,742,392,587 1,697,687,175 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. 13.63% 15.20% 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. 13.63% 15.20% EXPOSURE IN LEVERAGE RATIO REPORT Bank Name : PT Bank Central Asia Tbk (Consolidated) Reporting Position : 31 March 2026 (in million Rupiah) No Keterangan As of 31 March 2026 1 Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision). 1,673,163,267 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 (7,062,805) 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 fi nancial asset has been deducted from the total assets in the statement of fi nancial 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. 1,003,950 9 Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction. 4,909,639 10 Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor. 172,558,527 11 Prudent valuation adjustments in form of capital deduction factor and impairment. (43,614,752) 12 Other adjustments - 13 Total Exposure in Leverage Ratio Calculation 1,800,957,826 LEVERAGE RATIO CALCULATION REPORT Bank Name : PT Bank Central Asia Tbk (Consolidated) Reporting Position : 31 March 2026 (in million Rupiah) No Information Period As of 31 March 2026 As of 31 December 2025 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) 1,644,432,888 1,606,356,129 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) (32,331,765) (31,596,263) 6 (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments) (8,387,323) (8,717,961) 7 Total On-Balance Sheet Exposure Sum of rows 1 to 6 1,603,713,800 1,566,041,905 Derivative Exposure 8 Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting) 150,223 165,295 9 Add on amounts for PFE associated with all derivatives transactions 961,029 889,967 10 (Exempted central counterparty (CCP) leg of client-cleared trade exposures) - (554) 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 1,111,252 1,054,708 Securities Financing Transaction (SFT) Exposure 14 Gross SFT Assets 21,559,336 5,285,513 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 4,910,575 1,661,592 17 Agent transaction exposures - - 18 Total SFT Exposure Sum of rows 14 to 17 26,469,911 6,947,105 Other Off-Balance Sheet Exposure 19 Off-balance sheet exposure at gross notional amount (gross value before deducting impairment provision) 512,328,727 491,663,332 20 (Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision) (339,770,200) (323,103,489) 21 (Impairment provision for off balance sheet inline with accounting standard) (2,895,664) (2,866,909) 22 Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21 169,662,863 165,692,934 Capital and Total Exposure 23 Tier 1 Capital 251,871,619 273,828,527 24 Total Exposure Sum of rows 7,13,18,22 1,800,957,826 1,739,736,652 Leverage Ratio 25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) 13.99% 15.74% 25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) 13.99% 15.74% 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. 14,660,211 13,957,999 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. 21,559,336 5,285,513 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. 1,794,058,701 1,748,409,138 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. 1,794,058,701 1,748,409,138 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. 14.04% 15.66% 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. 14.04% 15.66% REPORT ON CALCULATION FOR QUARTERLY LIQUIDITY COVERAGE RATIO (LCR) (in million Rupiah) No COMPONENTS BANK ONLY CONSOLIDATED Quarter I 2026 Quarter IV 2025 Quarter I 2026 Quarter IV 2025 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 55 days 64 days 55 days 64 days HIGH QUALITY LIQUID ASSET (HQLA) 2 Total High Quality Liquid Asset (HQLA) 492,721,090 486,567,013 505,104,921 498,662,391 CASH OUTFLOW 3 Retail deposits and deposits from Micro and Small Business customers, consist of: 933,746,409 56,353,990 913,287,161 55,119,274 955,192,492 58,018,867 933,774,064 56,695,214 a. Stable Deposit/Funding 740,413,034 37,020,652 724,188,853 36,209,443 750,007,647 37,500,382 733,643,845 36,682,192 b. Less Stable Deposit/Funding 193,333,375 19,333,338 189,098,308 18,909,831 205,184,845 20,518,485 200,130,219 20,013,022 4 Wholesale Funding, consist of: 305,123,809 75,467,030 286,608,962 71,063,947 312,512,875 79,334,097 293,746,422 74,824,512 a. Operational deposit 279,056,593 64,706,483 260,293,775 60,156,086 280,979,122 65,159,459 261,949,604 60,540,946 b. Non operational deposit and/or Other Non Operational liabilities 26,067,216 10,760,547 26,315,187 10,907,861 31,533,753 14,174,638 31,796,818 14,283,566 c. Marketable securities issued by bank (unsecured debt) - - - - - - - - 5 Secured Funding - - - - 6 Other cash outflow (additional requirement), consist of: 547,328,358 81,911,201 535,841,334 71,480,456 549,182,179 82,960,934 538,474,981 72,329,207 a. cash outflow from derivative transaction 32,932,898 32,932,898 24,486,786 24,486,786 32,934,157 32,934,157 24,487,008 24,487,008 b. cash outflow from additional liquidity requirement - - - - - - 0 0 c. cash outflow from liquidation of funding - - - - - - - - d. cash outflow from disbursement of loan commitment and liquidity facilities 366,197,015 41,072,253 371,892,137 42,348,111 366,038,371 41,096,316 372,563,920 42,444,113 e. cash outflow from other contractual liabilities related to placement of funds - - - - - - - - f. cash outflow from other funding related contigencies liabilities 141,991,008 1,698,613 136,454,504 1,637,652 142,980,289 1,701,099 137,666,685 1,640,718 g. other contractual cash outlow 6,207,437 6,207,437 3,007,907 3,007,907 7,229,362 7,229,362 3,757,368 3,757,368 7 TOTAL CASH OUTFLOW 213,732,221 197,663,677 220,313,898 203,848,933 CASH INFLOW 8 Secured lending - - - - 14,691 14,691 10,143 10,143 9 Inflows from fully performing exposures 42,211,185 20,495,694 38,072,993 17,130,573 47,822,657 23,968,648 42,399,826 19,502,599 10 Other Cash Inflow 32,034,009 32,034,009 23,959,342 23,959,342 32,035,267 32,035,267 23,959,342 23,959,342 11 TOTAL CASH INFLOW 74,245,194 52,529,703 62,032,335 41,089,915 79,872,615 56,018,606 66,369,311 43,472,084 TOTAL ADJUSTED VALUE 1 TOTAL ADJUSTED VALUE 1 TOTAL ADJUSTED VALUE 1 TOTAL ADJUSTED VALUE 1 12 TOTAL HQLA 492,721,090 486,567,013 505,104,921 498,662,391 13 NET CASH OUTFLOWS 161,202,518 156,573,762 164,295,292 160,376,849 14 LCR (%) 305.65% 310.76% 307.44% 310.93% 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 I 2026 is the average LCR during the working days of Jan 2026 to Mar 2026 (55 data points), while Quarter IV 2025 is the average LCR during the working days of Oct 2025 to Dec 2025 (64 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 I 2026 is based on the average daily position from January 2026 until March 2026. Meanwhile, the calculation for Quarter IV 2025 is based on the average daily position from October 2025 until December 2025. BCA's Liquidity Coverage Ratio (Bank Only) for Quarter I 2026 decreased by 5.11%, from 310.76% (Quarter IV 2025) to 305.65% (Quarter I 2026). Such decrease in ratio was particularly due to an increase in Net Cash Outflow (NCO) after run-off by 2.96% (Rp4.63 trillion) which was higher than an increase in weighted value of HQLA by 1.26% (Rp6.15 trillion). 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 Rp5.64 trillion, the increased in other contractual cash outflow (dividen and borrowing) amounted to Rp3.20, the decreased in unused loan facilities amounted to Rp1.28 trillion and the increased in inflows from fully performing exposures ≤ 30 days amounted to Rp3.37 trillion. Meanwhile, the increase in HQLA was particularly driven by the increase in HQLA securities amounted to Rp5.00 trillion, the increase in Coins and Banknotes amounted to Rp3.94 trillion, and the decrease in placement with BI amounted to Rp3.28 trillion. In terms of composition, BCA's HQLA for Quarter I 2026 is comprised of Level 1 HQLA of 97.46%; Level 2A HQLA of 1.71%; and level 2B HQLA of 0.83%. Of the total Level 1 HQLA, the proportion was dominated by marketable securities issued by the Indonesian government and BI of 82.24% and placement with Bank Indonesia of 12.83%, respectively. BCA's third party deposits composition during Quarter I 2026 was mainly contributed by CASA at around 84.85%. The composition can be seen on the Table 1 below: Table 1. BCA's funding composition (Bank Only) during Quarter I 2026. Total Rp & Va Current Account 35,90% Savings Account 48,95% CASA 84,85% Time Deposit 15,15% Total 100% BCA's derivative exposure mainly came from FX Swap Buy-Sell USD transactions by an average of USD 410.23 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 I 2026 is based on the average daily position from January 2026 until March 2026. Meanwhile, the calculation for Quarter IV 2025 is based on the average daily position from October 2025 until December 2025, respectively. BCA's Liquidity Coverage Ratio (Consolidated) for Quarter I 2026 decreased by 3.49%, from 310.93% (Quarter IV 2025) to 307.44% (Quarter I 2026). Such decrease in ratio was particularly due to an increase in weighted value of Net Cash Outflow (NCO) after run-off by 2.44% (Rp3.92 trillion) which was higher than an increase in HQLA by 1.29% (Rp6.44 trillion). The increase in NCO after run-off was mainly caused by the increased in other contractual cash outflow (dividen and borrowing) amounted to Rp3.47. Meanwhile, the increase in HQLA was particularly driven by the increase in HQLA securities amounted to Rp5.22 trillion, the increase in Coins and Banknotes amounted to Rp3.95 trillion and the decrease in placement with BI amounted to Rp3.30 trillion. In terms of composition, BCA's HQLA for Quarter I 2026 is comprised of Level 1 HQLA of 96.85%; Level 2A HQLA of 2.26%; and Level 2B HQLA of 0.89%. Of the total HQLA Level 1, the proportion was dominated by marketable securities issued by the Indonesian government and BI of 82.28% and placement with Bank Indonesia of 12.87%, respectively. BCA's third party deposits composition during Quarter I 2026 was mainly contributed by CASA at around 83.92%. The composition can be seen on the Table 2 below: Table 2. BCA's Funding Composition (Consolidated) for Quarter I 2026 Total Rp & Va Current Account 35,31% Savings Account 48,61% CASA 83,92% Time Deposit 16,08% Total 100% BCA's derivative exposure mainly came from FX Swap Buy-Sell USD transactions by an average of 410.23 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 (Dec 2025) Reporting Position (Mar 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 1 Capital 2 Regulatory Capital as per POJK KPMM 283,913,331 - - 59,583 283,972,915 263,282,981 - - 56,333 263,339,315 3 Other capital instruments - - - - - - - - - - 4 Retail deposits and deposits from micro and small business customers: 5 Stable Deposits 582,671,305 157,996,863 - - 703,634,760 594,647,128 160,900,716 - - 717,770,452 6 Less Stable Deposits 180,859,021 3,536,240 - - 165,955,735 197,550,469 613,887 - - 178,347,920 7 Wholesale Funding 8 Operational deposits 271,206,831 - - - 135,603,416 285,691,242 - - - 142,845,621 9 Other wholesale funding 446,474 26,890,564 - - 12,883,541 398,178 25,720,946 - - 12,576,560 10 Liabilities with matching interdependent assets - - - - - - - - - - 11 Other liabilities and equity: 12 NSFR derivative liabilities - - - 111,491 - - 13 All other liabilities and equity not included in the above categories 80,334 38,663,809 260,941 168,669 299,140 76,863 60,599,402 312,611 436,520 592,826 14 TOTAL ASF 1,302,349,506 1,315,472,694 RSF Component Reporting Position (Dec 2025) Reporting Position (Mar 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 15 Total NSFR HQLA 23,563,612 20,989,291 16 Deposits held at other financial institutions for operational purposes 5,093,401 - - - 2,546,701 7,711,515 - - - 3,855,758 17 Performing loans and securities 18 to financial institutions secured by Level 1 HQLA - 608,609 - - 60,861 - 20,483,783 - - 2,048,378 19 to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions - 33,806,561 24,467,241 30,663,664 47,968,269 - 41,113,329 35,383,977 32,096,224 55,955,212 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: - 198,667,639 123,000,585 437,115,351 532,382,160 - 209,237,560 115,138,732 435,948,317 532,744,216 21 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 520,000 1,740,000 19,363,578 13,716,326 - 510,000 2,000,000 18,723,716 13,425,415 22 Unpledged residential mortgages, of which: - 8,513 18,502 1,373,245 1,180,766 - 8,570 19,416 1,407,585 1,210,441 23 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 372,992 1,095,906 78,334,349 51,651,776 - 386,916 983,060 78,363,342 51,621,160 24 Securities that are unpledged, not in default and do not qualify as HQLA, including exchange-traded equities - 30,202,832 1,592,235 8,155,315 22,829,551 - 30,243,537 1,568,247 10,174,852 24,554,516 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 18,473 18,473 - - 30 20% NSFR derivative liabilities before deduction of variation margin posted - - 22,298 22,298 31 All other assets not included in the above categories 11,024 48,292,520 790,568 55,939,894 105,031,817 53,942 39,281,480 713,972 56,345,297 96,394,692 32 Off-balance sheet items 489,501,093 19,314,984 510,312,488 19,774,125 33 TOTAL RSF 820,265,295 822,595,501 34 Net Stable Funding Ratio (%) 158.77% 159.92% 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 31 Mar 2026 increased by 1.15% when compared to the period of 31 Dec 2025; namely from 158.77% (as of 31 Dec'25) to 159,92% (31 Mar'26). The increase in the NSFR value was due to the increase in the Available Stable Funding (ASF) component of 1.01% (Rp13.12 trillion) which was greater than the increase in the Required Stable Funding (RSF) component of 0.28% (Rp2.33 trillion). The increase in the ASF component was mainly due to the increase in weighted value of deposits provided by retail customers and funding provided by micro and small business customers as well as wholesale funding of Rp33.46 trillion and the decrease in the regulatory capital of Rp20.63 trillion. Meanwhile, the increase in the RSF component was mainly due to the increase in loans classified as current and under special mention (performing loans) and securities not in default amounting to Rp11.77 trillion and the decrease in other assets amounting to Rp8.63 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 (59.70%). 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 Mar 31, 2026 Categories % 1. Retail Stable Funds Fully covered and transactional Fully covered, non-transactional and related 39.18% 12.43% 2. Micro and Small Business Customers Fully covered and transactional Fully covered, non-transactional and related 7.81% 0.28% Total Stable Funds 59.70% Unstable 1. Retail 14.34% Fund 2. Micro and Small Business Customers 1.32% Total Unstable Funds 15.66% Total Operational Deposits 22.58% Total Non-Operational Deposits 2.06% Total Third Party Funds and Bank Funds 100.00% Net Stable Funding Ratio (NSFR) - Consolidated ASF Component Reporting Position (Dec 2025) Reporting Position (Mar 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 1 Capital 2 Regulatory Capital as per POJK KPMM 293,010,153 - - 59,583 293,069,736 270,999,341 - - 56,333 271,055,675 3 Other capital instruments - - - - - - - - - - 4 Retail deposits and deposits from micro and small business customers: 5 Stable Deposits 585,669,995 158,055,147 - - 706,538,885 597,732,453 160,977,467 - - 720,774,424 6 Less Stable Deposits 181,069,527 7,531,382 - - 169,740,818 197,798,901 4,792,123 - - 182,331,921 7 Wholesale Funding 8 Operational deposits 281,509,127 - - - 140,754,564 297,374,640 - - - 148,687,320 9 Other wholesale funding 460,287 40,845,454 - - 17,847,769 411,005 39,052,203 - 458,333 18,113,460 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 210,763 28,526,164 260,941 168,669 429,569 211,117 60,841,345 312,611 436,520 727,058 14 TOTAL ASF 1,328,381,341 1,341,689,857 RSF Component Reporting Position (Dec 2025) Reporting Position (Mar 2026) Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Carrying Value Based on Residual Maturity (in million Rp) Weighted Value Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year Non-specified Maturity < 6 Months ≥ 6 Months - < 1 Year ≥ 1 Year 15 Total NSFR HQLA 24,998,365 22,471,196 16 Deposits held at other financial institutions for operational purposes 5,330,109 - - - 2,665,055 8,080,029 - - - 4,040,015 17 Performing loans and securities 18 to financial institutions secured by Level 1 HQLA - 1,220,430 - - 122,043 - 20,967,832 - - 2,096,783 19 to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions - 37,295,659 24,569,040 31,869,408 49,748,277 - 44,527,627 35,485,524 33,175,564 57,597,471 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: - 200,265,884 126,092,133 456,487,776 551,193,618 - 211,221,851 118,631,530 455,425,969 552,038,764 21 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 520,000 1,740,000 19,363,578 13,716,326 - 510,000 2,000,000 18,723,716 13,425,415 22 Unpledged residential mortgages, of which: - 37,486 23,143 3,058,842 2,630,330 - 15,288 35,652 3,172,490 2,722,087 23 meet a risk weight of less than or equal to 35% under SE OJK ATMR for credit risk - 372,992 1,095,906 78,334,349 51,651,776 - 386,916 983,060 78,363,342 51,621,160 24 Securities that are unpledged, not in default and do not qualify as HQLA, including exchange-traded equities - 31,157,342 1,945,068 10,295,878 25,302,701 - 31,293,938 1,971,910 12,321,624 27,106,305 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 18,473 18,473 - - 30 20% NSFR derivative liabilities before deduction of variation margin posted - - - - 31 All other assets not included in the above categories 11,024 38,547,054 808,739 50,265,316 89,629,945 53,942 37,316,442 729,954 50,789,745 88,890,083 32 Off-balance sheet items 491,663,332 19,354,654 512,328,728 19,799,349 33 TOTAL RSF 831,031,561 841,808,627 34 Net Stable Funding Ratio (%) 159.85% 159.38% QUALITATIVE ASSESMENT ON NSFR Analysis on Consolidated Financial Statement Based on the calculation, the value of Net Stable Funding Ratio (NSFR) - Consolidated as of 31 Mar 2026 decreased by 0.47% when compared to the period of 31 Dec 2025; namely from 159.85% (as of 31 Dec'25) to 159.38% (as of 31 Mar'26). The decrease in the NSFR value was due to the increase in the Required Stable Funding (RSF) component of 1.30% (Rp10.78 trillion) which was greater than the increase in the Available Stable Funding (ASF) component of 1.00% (Rp13.31 trillion). The increase in the RSF component was mainly due to the increase in loans classified as current and under special mention (performing loans) amounting to Rp10.44 trillion. Meanwhile, the increase in the ASF component was mainly due to the increase in weighted value of deposits provided by retail customers and funding provided by micro and small business customers as well as wholesale funding of Rp35.03 trillion and the decrease in the regulatory capital of Rp22.01 trillion. The NSFR ratio of BCA on a consolidated basis currently meets the minimum requirement of 100%. It was supported by a fairly large composition of stable funds (58.51%). 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 - Consolidated as of Mar 31, 2026 Categories % 1. Retail Stable Funds Fully covered and transactional Fully covered, non-transactional and related 38,44% 12,14% 2. Micro and Small Business Customers Fully covered and transactional Fully covered, non-transactional and related 7,65% 0,28% Total Stable Funds 58.51% Unstable 1. Retail 14,26% Fund 2. Micro and Small Business Customers 1,36% Total Unstable Funds 15.62% Total Operational Deposits 22.93% Total Non-Operational Deposits 2.94% Total Third Party Funds and Bank Funds 100.00%

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