PT Bank Central Asia Tbk : First Nine Months as of 30 September 2022 – Capital and Risk Exposure

KEY METRICS RATIO

Bank Name	: PT Bank Central Asia Tbk (Consolidated)
Reporting Position : September 2022
							in million Rupiah
No		Information	Mar-22	Mar-22	Mar-22	Dec-21	Sep-21
	Available Capital (amounts)
1	Common Equity Tier 1 (CET1)	203,426,768	195,096,147	187,400,411	196,114,396	191,283,174
2	Tier 1		203,426,768	195,096,147	187,400,411	196,114,396	191,283,174
3	Total Capital	211,351,021	203,014,784	195,075,282	203,621,221	198,381,042
	Risk-Weighted Assets (amounts)
4	Total Risk-Weighted Assets (RWA)	796,897,668	781,575,602	776,537,322	758,288,767	724,742,291
	Risk-based Capital Ratios as a percentage of RWA
5	CET1 Ratio (%)	25.53%	24.96%	24.13%	25.86%	26.39%
6	Tier 1 Ratio (%)	25.53%	24.96%	24.13%	25.86%	26.39%
7	Total Capital Ratio (%)	26.52%	25.98%	25.12%	26.85%	27.37%
	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% from 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	5.000%	5.000%	5.000%	5.000%	5.000%
	10)
12	CET1 available after meeting the bank's minimum capital requirements	16.53%	15.99%	15.13%	16.86%	17.38%
	Basel III Leverage Ratio
13	Total Basel III leverage ratio exposure measure	1,416,822,415	1,375,921,698	1,388,101,011	1,346,918,546	1,281,798,363
14	Basel	III leverage ratio (%) (including the impact of any applicable	14.36%	14.18%	13.50%	14.56%	14.92%
	temporary exemption of central bank reserves)
14b	Basel III leverage ratio (%) (excluding the impact of any applicable	14.36%	14.18%	13.50%	14.56%	14.92%
	temporary exemption of central bank reserves)
	Basel III leverage ratio (%) (including the impact of any applicable
14c	temporary exemption of central bank reserves) incorporating mean values	14.32%	13.42%	13.73%	14.47%	14.56%
	for SFT assets
	Basel III leverage ratio (%) (excluding the impact of any applicable
14d	temporary exemption of central bank reserves) incorporating mean values	14.32%	13.42%	13.73%	14.47%	14.56%
	for SFT assets
	Liquidity Coverage Ratio (LCR)
15	Total High-Quality Liquid Assets (HQLA)	520,432,980	533,837,452	514,509,705	483,275,887	449,877,405
16	Total net cash outflow	125,790,152	132,898,925	125,478,919	120,687,059	113,662,225
17	LCR Ratio (%)	413.73%	401.69%	410.04%	400.44%	395.80%
	Net Stable Funding Ratio (NSFR)
18	Total Available Stable Funding	1,081,404,696	1,065,323,706	1,043,553,563	1,034,817,545	990,227,375
19	Total Required Stable Funding	621,865,066	612,646,898	588,391,772	572,616,224	544,981,601
20	NSFR Ratio (%)	173.90%	173.89%	177.36%	180.72%	181.70%

EXPOSURE IN LEVERAGE RATIO REPORT

Bank Name	: PT Bank Central Asia Tbk (Bank Only)
Reporting Position	: September 30, 2022
No	Information

• Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision).

• 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

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

• Adjustment to temporary exception of Placement to Bank Indonesia in accordance Statutory Reserve Requirement (if any)

• Adjustment to fiduciary asset that recognized as balance sheet based on accounting standard yet excluded from total exposure in Leverage Ratio calculation.

• Adjustment to acquisition cost or sales price of financial assets regularly using trade date accounting method

• Adjustment to qualified cash pooling transaction as stipulated in this OJK's regulation.

• Adjustment to exposure of derivative transaction.

• Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction.

1. Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor.
2. Prudent valuation adjustments in form of capital deduction factor and impairment.
3. Other adjustments
4. Total Exposure in Leverage Ratio Calculation

in million Rupiah

Total

1,295,599,754

-

-

N/A

N/A

-

-

690,776

27,809,031

113,208,815

(56,414,131)

-

1,380,894,245

	LEVERAGE RATIO CALCULATION REPORT
Bank Name	: PT Bank Central Asia Tbk (Bank Only)
Reporting Position	: September 30, 2022
No	Information
	On-Balance Sheet Exposure

• On-balancesheet exposure including collateral, but excluding derivatives and securities financing transaction (SFTs) (gross value before deducting impairment provisions)

• Gross-upfor derivatives collateral provided where deducted from balance sheet assets pursuant to the accounting standard

• (Deductions of receivable assets for CVM provided in derivatives transactions)

• (Adjustment for securities received under securities financing transactions that are recognised as an asset)
  5 (Impairment provision those assets inline with accounting standard applied)
  6 (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments)

• Total On-Balance Sheet Exposure Sum of rows 1 to 6

Derivative Exposure

• Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting)

• Add on amounts for PFE associated with all derivatives transactions

1. (Exempted central counterparty (CCP) leg of client-cleared trade exposures)
2. Adjusted effective notional amount of written credit derivatives
3. (Adjusted effective notional offsets and add-on deductions for written credit derivatives)
4. Total Derivative Exposure Sum of rows 8 to 12

Securities Financing Transaction (SFT) Exposure

1. Gross SFT Assets
2. (Netted amounts of cash payables and cash receivables of gross SFT assets)
3. Counterparty credit risk exposure for SFT assets refers to current exposure calculation
4. Agent transaction exposures
5. Total SFT Exposure Sum of rows 14 to 17

Other Off-Balance Sheet Exposure

1. Off-balancesheet exposure at gross notional amount (gross value before deducting impairment provision)
2. (Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision)
3. (Impairment provision for off balance sheet inline with accounting standard)
4. Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21

Capital and Total Exposure

1. Tier 1 Capital
2. Total Exposure
   Sum of rows 7,13,18,22

Leverage Ratio

25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves)

25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)

1. National Minimum Leverage Ratio Requirement
2. Applicable Leverage Buffer

Disclosures of Mean Values

1. Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables.
2. Quarter-endvalue of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables.
3. Total exposures (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets.

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.

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.

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.

	in million Rupiah
Period
Sep-22	Jun-22
1,129,603,188	1,179,315,910
-	-
-	-
-	-
(36,107,465)	(36,320,457)
(17,039,935)	(16,470,716)
1,076,455,788	1,126,524,737
264,069	260,006
615,328	1,215,557
N/A	N/A
-	-
-	-
879,397	1,475,563
165,807,945	94,522,121
-	-
27,809,031	16,677,201
-	-
193,616,976	111,199,322
339,936,924	308,074,500
(226,728,109)	(201,659,539)
(3,266,731)	(3,146,381)
109,942,084	103,268,580
187,687,698	179,630,223
1,380,894,245	1,342,468,202
13.59%	13.38%
13.59%	13.38%
3%	3%
N/A	N/A
168,875,188	171,473,769
165,807,945	94,522,121
1,383,961,488	1,419,419,850
1,383,961,488	1,419,419,850
13.56%	12.66%
13.56%	12.66%

EXPOSURE IN LEVERAGE RATIO REPORT

Bank Name	: PT Bank Central Asia Tbk (Consolidated)
Reporting Position	: September 30, 2022
No	Information

• Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision).

• 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.

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.

• Adjustment to temporary exception of Placement to Bank Indonesia in accordance Statutory Reserve Requirement (if any).

• Adjustment to fiduciary asset that recognized as balance sheet based on accounting standard yet excluded from total
  6 Adjustment to acquisition cost or sales price of financial assets regularly using trade date accounting method.

• Adjustment to qualified cash pooling transaction as stipulated in this OJK's regulation.

• Adjustment to exposure of derivative transaction.

• Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction.

1. Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor.
2. Prudent valuation adjustments in form of capital deduction factor and impairment.
3. Other adjustments
4. Total Exposure in Leverage Ratio Calculation

in million Rupiah Total

1,326,044,304

(3,314,648)

-

N/A

N/A

-

-

690,776

30,391,150

113,305,498

(50,294,665)

-

1,416,822,415

	LEVERAGE RATIO CALCULATION REPORT
Bank Name	: PT Bank Central Asia Tbk (Consolidated)
Reporting Position	: September 30, 2022
No	Information
	On-Balance Sheet Exposure

• On-balancesheet exposure including collateral, but excluding derivatives and securities financing transaction (SFTs) (gross value before deducting impairment provisions)

• Gross-upfor derivatives collateral provided where deducted from balance sheet assets pursuant to the accounting standard.

• (Deductions of receivable assets for CVM provided in derivatives transactions)

• (Adjustment for securities received under securities financing transactions that are recognised as an asset)
  5 (Impairment provision those assets inline with accounting standard applied)
  6 (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments)

• Total On-Balance Sheet Exposure Sum of rows 1 to 6

Derivative Exposure

• Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting)

• Add on amounts for PFE associated with all derivatives transactions.

1. (Exempted central counterparty (CCP) leg of client-cleared trade exposures)
2. Adjusted effective notional amount of written credit derivatives.
3. (Adjusted effective notional offsets and add-on deductions for written credit derivatives)
4. Total Derivative Exposure Sum of rows 8 to 12

Securities Financing Transaction (SFT) Exposure

1. Gross SFT Assets.
2. (Netted amounts of cash payables and cash receivables of gross SFT assets)
3. Counterparty credit risk exposure for SFT assets refers to current exposure calculation.
4. Agent transaction exposures.
5. Total SFT Exposure Sum of rows 14 to 17

Other Off-Balance Sheet Exposure

1. Off-balancesheet exposure at gross notional amount. (gross value before deducting impairment provision)
2. (Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision)
3. (Impairment provision for off balance sheet inline with accounting standard)
4. Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21

Capital and Total Exposure

1. Tier 1 Capital
2. Total Exposure
   Sum of rows 7,13,18,22

Leverage Ratio

25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves)

25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)

1. National Minimum Leverage Ratio Requirement
2. Applicable Leverage Buffer

Disclosures of Mean Values

1. Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables.
2. Quarter-endvalue of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables.
3. Total exposures (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets.

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.

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.

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.

	in million Rupiah
Period
Sep-22	Jun-22
1,153,893,246	1,201,352,573
-	-
-	-
-	-
(37,319,801)	(37,531,510)
(9,707,238)	(9,124,690)
1,106,866,207	1,154,696,373
264,069	260,160
615,328	1,215,557
N/A	N/A
-	-
-	-
879,397	1,475,717
168,646,422	97,096,165
-	-
30,392,517	19,231,029
-	-
199,038,939	116,327,194
340,774,366	308,863,013
(227,468,868)	(202,293,707)
(3,267,626)	(3,146,892)
110,037,872	103,422,414
203,426,768	195,096,147
1,416,822,415	1,375,921,698
14.36%	14.18%
14.36%	14.18%
3%	3%
N/A	N/A
172,226,405	174,849,208
168,646,422	97,096,165
1,420,402,398	1,453,674,741
1,420,402,398	1,453,674,741
14.32%	13.42%
14.32%	13.42%