PT Bank Central Asia Tbk : Published Report March 2022

KEY METRICS RATIO

Bank Name : PT Bank Central Asia Tbk (Consolidated)

Reporting Position : March 2022 in million Rupiah

No	Information	Mar-22	Dec-21	Sep-21	Jun-21	Mar-21
Available Capital (amounts)
1	Common Equity Tier 1 (CET1)	187,400,411	196,114,396	191,283,174	181,626,564	172,750,494
2	Tier 1	187,400,411	196,114,396	191,283,174	181,626,564	172,750,494
3	Total Capital	195,075,282	203,621,221	198,381,042	188,604,107	179,659,509
Risk-Weighted Assets (amounts)
4	Total Risk-Weighted Assets (RWA)	776,537,322	758,288,767	724,742,291	713,946,369	698,875,287
Risk-based Capital Ratios as a percentage of RWA
5	CET1 Ratio (%)	24.13%	25.86%	26.39%	25.44%	24.72%
6	Tier 1 Ratio (%)	24.13%	25.86%	26.39%	25.44%	24.72%
7	Total Capital Ratio (%)	25.12%	26.85%	27.37%	26.42%	25.71%
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 10)	5.000%	5.000%	5.000%	5.000%	5.000%
12	CET1 available after meeting the bank's minimum capital requirements	15.13%	16.86%	17.38%	16.43%	15.72%
Basel III Leverage Ratio
13	Total Basel III leverage ratio exposure measure	1,388,101,011	1,346,918,546	1,281,798,363	1,237,321,048	1,202,459,279
14	Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves)	13.50%	14.56%	14.92%	14.68%	14.37%
14b	Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves)	13.50%	14.56%	14.92%	14.68%	14.37%
14c	Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets	13.73%	14.47%	14.56%	14.19%	14.36%
14d	Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets	13.73%	14.47%	14.56%	14.19%	14.36%
Liquidity Coverage Ratio (LCR)
15	Total High-Quality Liquid Assets (HQLA)	514,509,705	483,275,887	449,877,405	434,162,615	423,332,715
16	Total net cash outflow	125,478,919	120,687,059	113,662,225	111,813,631	105,680,187
17	LCR Ratio (%)	410.04%	400.44%	395.80%	388.29%	400.58%
Net Stable Funding Ratio (NSFR)
18	Total Available Stable Funding	1,043,553,563	1,034,817,545	990,227,375	960,148,902	913,793,864
19	Total Required Stable Funding	588,391,772	572,616,224	544,981,601	536,020,991	522,651,591
20	NSFR Ratio (%)	177.36%	180.72%	181.70%	179.13%	174.84%

EXPOSURE IN LEVERAGE RATIO REPORT

Bank Name : PT Bank Central Asia Tbk (Bank Only)

Reporting Position : March 31, 2022 in million Rupiah

No	Information	Total
1	Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision).	1,269,727,399
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	-
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.	1,934,625
9	Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction.	33,070,053
10	Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor.	105,300,462
11	Prudent valuation adjustments in form of capital deduction factor and impairment.	(54,623,407)
12	Other adjustments	-
13	Total Exposure in Leverage Ratio Calculation	1,355,409,132

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LEVERAGE RATIO CALCULATION REPORT

Bank Name : PT Bank Central Asia Tbk (Bank Only)

Reporting Position : March 31, 2022 in million Rupiah

No	Information	Period
Mar-22	Dec-21
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)	1,071,183,308	1,091,648,889
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)	(35,460,072)	(33,016,176)
6	(Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments)	(15,876,680)	(15,325,869)
7	Total On-Balance Sheet Exposure Sum of rows 1 to 6	1,019,846,556	1,043,306,844
Derivative Exposure
8	Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting)	1,064,737	1,862,119
9	Add on amounts for PFE associated with all derivatives transactions	1,630,415	1,677,440
10	(Exempted central counterparty (CCP) leg of client-cleared trade exposures)	N/A	N/A
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	2,695,152	3,539,559
Securities Financing Transaction (SFT) Exposure
14	Gross SFT Assets	197,783,564	145,529,001
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	33,070,053	23,021,654
17	Agent transaction exposures	-	-
18	Total SFT Exposure Sum of rows 14 to 17	230,853,617	168,550,655
Other Off-Balance Sheet Exposure
19	Off-balance sheet exposure at gross notional amount (gross value before deducting impairment provision)	305,528,881	303,472,390
20	(Adjustment from the result of multiplying commitment payable or contingent payables with credit conversion factor and deducted with impairment provision)	(200,228,419)	(197,562,767)
21	(Impairment provision for off balance sheet inline with accounting standard)	(3,286,655)	(3,238,973)
22	Total Other Off-Balance Sheet Exposure Sum of rows 19 to 21	102,013,807	102,670,650
Capital and Total Exposure
23	Tier 1 Capital	171,967,662	181,159,527
24	Total Exposure Sum of rows 7,13,18,22	1,355,409,132	1,318,067,708
Leverage Ratio
25	Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves)	12.69%	13.74%
25a	Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)	12.69%	13.74%
26	National Minimum Leverage Ratio Requirement	3%	3%
27	Applicable Leverage Buffer	N/A	N/A

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LEVERAGE RATIO CALCULATION REPORT

Bank Name : PT Bank Central Asia Tbk (Bank Only)

Reporting Position : March 31, 2022 in million Rupiah

No	Information	Period
Mar-22	Dec-21
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.	174,927,542	154,355,670
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.	197,783,564	145,529,001
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.	1,332,553,110	1,326,894,377
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.	1,332,553,110	1,326,894,377
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.	12.91%	13.65%
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.	12.91%	13.65%

EXPOSURE IN LEVERAGE RATIO REPORT

Bank Name : PT Bank Central Asia Tbk (Consolidated)

Reporting Position : March 31, 2022 in million Rupiah

No	Information	Total
1	Total assets on the balance sheet in published financial statements. (Gross value before deducting impairment provision).	1.296.066.734
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.	(3.273.724)
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.	-
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.	1.935.148
9	Adjustment to exposure of Securities Financing Transaction (SFT) as example: reverse repo transaction.	36.371.894
10	Adjustment to exposure of Off Balance Sheet transaction that already multiply with Credit Conversion Factor.	105.446.910
11	Prudent valuation adjustments in form of capital deduction factor and impairment.	(48.445.951)
12	Other adjustments	-
13	Total Exposure in Leverage Ratio Calculation	1.388.101.011

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