Circular CONAU 1-1726: Monthly Accounting Information Regime. Minimum Capital Requirement and Integration (R.I.-C.M.). Minimum Cash and Resource Application (R.I. E.M. y A.R.). Adjustments.

"2026 - YEAR OF ARGENTINE GREATNESS" COMMUNICATION “A” 8449 25/06/2026 TO FINANCIAL ENTITIES: Ref.: Circular CONAU 1-1726: Monthly Accounting Information Regime. Minimum Capital Requirement and Integration (R.I.-C.M.). Minimum Cash and Resource Application (R.I. E.M. y A.R.). Adjustments.

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We address you to inform you of the modifications to the referenced information regime. Regarding this, the following changes have been made: R.I. Minimum Capital

• Incorporation of account item 12550000 - Capital requirement for counterparty credit risk in transactions with central counterparties regarding exposures to guarantee funds established to cover defaults, in Section 3. Credit Risk Requirement and in Section 8. Control Totals. R.I. Minimum Cash
• Adjustment of Section 2. Methodology for calculating the contribution to the Deposit Guarantee Fund. A formal adjustment is made regarding correspondence with balance sheet accounts. Finally, the sheets to be replaced in the ordered texts of the aforementioned information regimes are attached. We salute you attentively. CENTRAL BANK OF THE ARGENTINE REPUBLIC Mariana A. Díaz Rodrigo J. Danessa Manager of the Information Regime General Deputy Manager of the Information Regime and Financial Services User Protection a/c ANNEX

iii) Risk weight (p) The corresponding risk weight for the counterparty shall be applied, in accordance with point 2.12 of the regulations on “Minimum Capital Requirements for Financial Entities”. iv) Final requirement (RCD) It will arise from the sum of the reported EAD requirements for each counterparty, according to the following expression: RCD = 8% x p x EAD + K(CVA) 3.1.7. Capital requirement for counterparty credit risk in transactions with central counterparties The exposures of financial entities with central counterparties within the scope established in point 4.3 of the regulations on “Minimum Capital Requirements for Financial Entities” –determined in accordance with said regulations– shall be recorded under account item 12500000 for each applicable risk weight, following the information model inserted in point 3.1.4. 3.1.8. Capital requirement for counterparty credit risk in transactions with central counterparties regarding exposures to guarantee funds established to cover defaults - Code 12550000. For the calculation of the requirement, what is established in point 4.3.3.2 subsections i, ii and iii shall be taken into account. 3.1.9. Additional capital requirement for credit risk due to financing of agricultural activity clients that are not SMEs and have a collection ratio higher than 5% of their annual harvest - Code 15000000. For the calculation of the additional requirement established in point 11.5 of the regulations on “Minimum Capital Requirements for Financial Entities”, the following methodology shall be applied: a) The balance of financing and other exposures shall be registered in the corresponding codes provided for in this section, recording the relevant risk weights and CCF (Credit Conversion Factor), so as to determine the general requirement; b) In code 15000000, the additional capital charge resulting from the difference between what is registered according to subsection a) and what results from applying factor 4 to said amount shall be recorded. B.C.R.A. MONTHLY ACCOUNTING INFORMATION REGIME 4. MINIMUM CAPITAL REQUIREMENT AND INTEGRATION (R.I.-C.M.) Section 3. Credit Risk Requirement Version: 5th COMMUNICATION “A” 8449 Effective: 01/06/2026 Page 6

8.1. Procedural rules. 8.1.1.Code 70100000. Credit risk requirement excluding the INC term: Code 70100000 (n) = k x 0.08 [∑(A x p) + ∑ (PFB x CCF x p) + ∑ (12300000 x p) + 12550000 + (∑ 13X00000 + 14000000 + 86300000) x 12.5 + 15000000] where: A = account items codes 11000000 to 12100000, 12400000 to 12500000 and from 12600000 to 12800000. PFB = account items codes 1221000X and 1222000X; X = CCF code applicable according to point 3.1.2. p = risk weight applicable according to the information model of point 3.1.4. 8.1.2.Code 70500000. Calculation of interest rate risk in the investment portfolio - Standardized EVE risk measure (only reported in the last month of each quarter). The maximum amount registered under items 3650000X shall be recorded, that is, the maximum loss registered for the 6 possible scenarios is taken. This item will always be positive (point 5.4.4.4 of the regulations on “Guidelines for risk management in financial entities”). When this measure exceeds 15% of capital level 1, the entity will be identified as an “atypical entity” and SEFyC may require it to adopt specific measures (as established in point 5.6 of the regulations on “Guidelines for risk management in financial entities”). 8.1.3.Code 70700000. Basic Minimum Capital –point 1.2 of the regulations on “Minimum Capital Requirements for Financial Entities”–. 8.1.4.Code 70400000. Commercial banks that exercise the custody function of securities representing investments in the Guarantee Fund for Sustainability of the Argentine Integrated Pension System (FGS) shall report the total amount of those securities in custody, based on balances at the end of each month. 8.1.5.Code 70600000. Commercial banks that exercise the function of registration agent for mortgage deeds shall report the total amount of those deeds, net of effective amortizations. 8.1.6.Code 70200000. Computable equity liability: (COn1-CDCOn1) + (CAn1-CDCAn1) + (PNc-CDPNc) B.C.R.A. MONTHLY ACCOUNTING INFORMATION REGIME 4. MINIMUM CAPITAL REQUIREMENT AND INTEGRATION (R.I.-C.M.) Section 8. Control Totals Version: 11th COMMUNICATION “A” 8449 Effective: 01/06/2026 Page 1

Calculation base * 0.015% * Ic * 1000 where: Calculation base = 101078/M + 101079/M + 101081/M + 101082/M + 1014X/M to 10144X/M + 10147X/001 + 101470/M + 101460/M + 10146X/001 + 101490/001 + 1016X/001 + 10161X/001

• 10162X/001 + 10163X/001 + 10164X/001 + 101650/001 + 10171X/001 + 10175X/001 + 102010/M to 102055/M + 102190/001 + 102200/001 + 102300/001 + 102350/010 + 102360/001 + 801000/M The information will be from the second month prior to the month of contribution deposit. Amounts in US dollars shall be converted to pesos using the reference exchange rate corresponding to the last business day of the month prior to that for which the contribution settlement corresponds. Ic = [ (Ipr/f + Iar/a + 2 * Icamels) / 4] - Irpc/Kmin The assigned rating shall be considered for the calculation of the payable contribution in the third month following notification. While the SEFyC rating (“CAMELS”) is not yet available, the calculation of the correction index will arise from the following expression: Ic = ((Ipr/f + Iar/a)/2) - Irpc/Kmin Ipr/f () = [(Minimum provisions / Financing and Guarantees) / 0.04] ** 1.2 Minimum provisions: those determined in accordance with regulations on minimum provisions for uncollectible risk, regarding concepts reported in Section B, point 2. of the Information Regime for Debtors of the Financial System. Financing and guarantees: corresponding information shall be obtained from Section B, point 2. of the Information Regime for Debtors of the Financial System. (The index value will be bounded between 1 and 2.5) Iar/a () = {[APRc / (A + (PFB x CCF))] / 0.70} ** 1.3 APRc = ∑Codes 11000000 to 12800000 (except 11100000) + 12550000 + [∑Code 13X00000 + Code 14000000 + Code 86300000] * 12.5 + 15000000. The amounts of the aforementioned items (detailed in Section 3. of the Minimum Capital Requirement and Integration regime) shall be considered by their weighted value. A = Σ Codes 11000000 to 12500000, 12600000 to 12800000 (except 11100000, 1221000/CCF, 1222000/CCF and 12300000) of the information regime on Minimum Capital (Unweighted Amounts). (*) The amounts considered for the calculation of the ratios will correspond to the third month prior to the contribution due date. B.C.R.A. MONTHLY ACCOUNTING INFORMATION REGIME

5. MINIMUM CASH AND RESOURCE APPLICATION (R.I.-E.M.-A.R.) Section 2. Methodology for calculating the contribution to the Deposit Guarantee Fund Version: 29th COMMUNICATION “A” 8449 Effective: 01/06/2026 Page 1

PFB x CCF = Codes 1221000/CCF and 1222000/CCF (amounts multiplied by the Credit Conversion Factor). (The index value will be bounded between 1 and 2) Irpc / Kmin = (Minimum capital integration + Provisions for uncollectible risk established in excess of the minimums) / Minimum capital requirement (for credit risk, market risk for positions on the last day of the month and operational). (The indicator result will be taken from the table recorded in point 7.1 of the regulations on “Application of the deposit guarantee insurance system”). To obtain the aforementioned ratio, the following concepts shall be considered: Minimum Capital Information Regime: Irpc · Code 70200000: third month prior to the contribution due date. plus: · Provisions established in excess of the minimums set forth in the regulations on “Debtors Classification”, determined according to the following calculation: · Balance sheet accounts balances: 121135, 125135, 126135, 131601 / 901, 132301, 135601 / 901, 136301, 141301, 142301, 145301, 146301, 151312, 155312, 171302, 175302, 176302, 340018. Less · Required minimum provisions: According to the reference indicated for the calculation of Ipr/f. Kmin · Code 70100000: third month prior to the contribution due date. plus: · Codes 70300000 (less 3600000Y, if applicable) and 70800000: third month prior to the contribution due date.

(or, basic minimum capital –item 70700000-, the greater of both) B.C.R.A. MONTHLY ACCOUNTING INFORMATION REGIME 5. MINIMUM CASH AND RESOURCE APPLICATION (R.I.-E.M.-A.R.) Section 2. Methodology for calculating the contribution to the Deposit Guarantee Fund Version: 11th COMMUNICATION “A” 8449 Effective: 01/06/2026 Page 2