Conventional Commercial Bank Reporting Through the Financial Services Authority Reporting System

To:
Directors of Conventional Commercial Banks

COPY

CIRCULAR LETTER OF THE FINANCIAL SERVICES AUTHORITY REPUBLIC OF INDONESIA

NUMBER 26 /SEOJK.03/2020

CONCERNING

CONVENTIONAL COMMERCIAL BANK REPORTING THROUGH THE FINANCIAL SERVICES AUTHORITY REPORTING SYSTEM

In view of the establishment of Financial Services Authority Regulation Number 63/POJK.03/2020 concerning Reporting of Commercial Banks Through the Financial Services Authority Reporting System (State Gazette of the Republic of Indonesia Year 2020 Number 297, Supplement to the State Gazette of the Republic of Indonesia Number 6604), it is necessary to regulate the implementation of the aforementioned Financial Services Authority Regulation in this Financial Services Authority Circular Letter as follows:

I. GENERAL PROVISIONS

Conventional Commercial Banks (BUK) must compile and submit Reports to the Financial Services Authority that are complete, accurate, current, whole, and comparable.
The Reports referred to in item 1 consist of:
a. Structured Reports; and b. Unstructured Reports.
The compilation and submission of Structured Reports as referred to in item 2 letter a is conducted when BUK has obligations, meets criteria, and/or conducts specific activities in accordance with applicable laws and regulations.

Example 1:
Periodic bancassurance reports are submitted by BUK that has a license and conducts bancassurance activities.

Example 2:
Liquidity coverage ratio reports, net stable funding ratio worksheets, and net stable funding ratio reports are submitted by BUK that has a net stable funding ratio of less than 100% (one hundred percent), submitted by BUK included in the Commercial Bank Group based on Business Activities (BUKU) 3, BUKU 4, and foreign banks in accordance with Financial Services Authority Regulations concerning liquidity coverage ratio obligations for commercial banks and Financial Services Authority Regulations concerning net stable funding ratio obligations for commercial banks.

The obligation to submit Liquidity coverage ratio reports, net stable funding ratio worksheets, and net stable funding ratio reports also applies to BUK that is not included in the BUKU 3, BUKU 4, or foreign bank group but has previously been obligated as referred to in Article 60 paragraph (3) of the Financial Services Authority Regulation concerning liquidity coverage ratio obligations for commercial banks and Article 16 paragraph (4) of the Financial Services Authority Regulation concerning net stable funding ratio obligations for commercial banks.

Applicable laws and regulations as referred to in item 3 for Structured Reports include:
a. Financial Services Authority Regulation concerning liquidity coverage ratio obligations for commercial banks; b. Financial Services Authority Regulation concerning prudential principles in conducting foreign financial product agency activities by commercial banks;
c. Financial Services Authority Regulation concerning prudential principles in conducting structured product activities by commercial banks;
d. Financial Services Authority Regulation concerning minimum capital provision obligations for commercial banks; e. Financial Services Authority Regulation concerning the application of consolidated risk management for banks controlling subsidiary companies; f. Financial Services Authority Regulation concerning net stable funding ratio obligations for commercial banks; g. Financial Services Authority Regulation concerning maximum limits for credit provision and large fund provision for commercial banks; and h. Financial Services Authority Regulation concerning commercial bank asset quality assessment;
The obligation to submit Structured Reports by BUK on a consolidated basis only applies to BUK that controls subsidiary companies. Control criteria in consolidated BUK Reports are:
a. for Reports related to risk and capital information groups in accordance with Financial Services Authority Regulations concerning the application of consolidated risk management for banks controlling subsidiary companies; or b. for Reports related to financial information groups referring to accounting standards concerning consolidated financial reports.
BUK that has obligations, meets criteria, and/or conducts specific activities as referred to in item 3 but does not have data or transactions related to the data position of Structured Reports, must still submit tables without entries and/or filled with "NIHIL" (NIL).

Example 1:
BUK that does not have market risk exposure data for a certain period must still submit empty tables, i.e., tables containing only the header of the risk-weighted asset calculation table for market risk in the minimum capital provision and risk-weighted assets Report.

Example 2:
BUK that does not have data on violations or exceedances of the Maximum Credit Disbursement Limit (BMPK) for a certain period submits Reports with "NIHIL" entries in the violation or exceedance of BMPK Report.

BUK is considered to have submitted Reports if it has passed server validation, evidenced by a receipt from the Financial Services Authority Reporting System.
The reporting responsible official is a responsible officer administrator who has the authority to designate reporting implementation officers with access rights to create, modify, or delete user IDs for reporting implementation officers as responsible officers in the Financial Services Authority Reporting System.
The reporting responsible official and reporting implementation officers have access rights to submit Reports through the Financial Services Authority Reporting System.

II. STRUCTURED REPORTS

General Guidelines
a. BUK compiles and submits Structured Reports, consisting of:

financial information group;
risk and capital information group;
product, activity, and activity information group; and
principal data information group.
b. The data positions for submitting Structured Reports consist of:
Daily Reports;
Weekly Reports;
Monthly Reports;
Quarterly Reports;
Semi-annual Reports; and
Annual Reports.
c. The compilation of Structured Reports by BUK refers to the Guidelines for Compiling Structured Reports by Conventional Commercial Banks as stated in the Appendix of this Financial Services Authority Circular Letter, which is an integral part of this Financial Services Authority Circular Letter.

Periodicity and Types of Structured Reports
a. Details of the financial information group are:

for daily data positions, consisting of:
a) period I, Reports submitted no later than the end of the day; and b) period II, Reports submitted no later than the end of the following day, in the event that Reports can be submitted;
for weekly data positions, consisting of:
a) period I, Reports submitted no later than Friday of the same week; and b) period II, Reports submitted no later than Monday of the following week, in the event that Reports can be submitted;
for monthly data positions, consisting of:
a) period I, Reports submitted no later than:
(1) February 7 for January data positions;
(2) March 7 for February data positions;
(3) April 7 for March data positions;
(4) May 7 for April data positions;
(5) June 7 for May data positions;
(6) July 7 for June data positions;
(7) August 7 for July data positions;
(8) September 7 for August data positions;
(9) October 7 for September data positions;
(10) November 7 for October data positions;
(11) December 7 for November data positions; and (12) January 7 for December data positions, namely:
(1) Basic credit interest rate publication reports; (2) Credit restructuring reports; (3) Largest write-off debtor monitoring reports; and (4) Follow-up reports on 15 (fifteen) largest non-performing loan debtors; b) period II, Reports submitted no later than the 15th of the following month, in the event that Reports can be submitted; c) period III, Reports submitted no later than the 21st of the following month, in the event that Reports can be submitted; and d) period IV, Reports submitted no later than:
(1) the end of February for January data positions; (2) March 31 for February data positions; (3) April 30 for March data positions; (4) May 31 for April data positions; (5) June 30 for May data positions; (6) July 31 for June data positions; (7) August 31 for July data positions; (8) September 30 for August data positions; (9) October 31 for September data positions; (10) November 30 for October data positions; (11) December 31 for November data positions; and (12) January 31 for December data positions, namely financial publication reports and monthly financial performance information;
for quarterly data positions, consisting of:
a) period I, Reports submitted no later than the 7th of the second month after the Report month, in the event that Reports can be submitted; b) period II, Reports submitted no later than the 15th of the second month after the Report month, in the event that Reports can be submitted; c) period III, Reports submitted no later than the 21st of the second month after the Report month, in the event that Reports can be submitted; d) period IV, Reports submitted no later than:
(1) April 30 of the current year for the first quarter; (2) July 31 of the current year for the second quarter; (3) October 31 of the current year for the third quarter; and (4) January 31 of the following year for the fourth quarter, namely business plan realization reports; e) period V, Reports submitted no later than:
(1) May 15 of the current year for the first quarter; (2) August 15 of the current year for the second quarter; (3) November 15 of the current year for the third quarter; and (4) February 15 of the following year for the fourth quarter, namely:
(1) Business plan realization reports, for BUK whose inter-branch systems are not yet online and have more than 100 (one hundred) branch offices in accordance with Financial Services Authority Regulations concerning bank business plans; and (2) Financial publication reports and quarterly financial performance information for the first, second, and third quarters; and f) period VI, Reports submitted no later than March 31 of the following year, namely financial publication reports and quarterly financial performance information for the fourth quarter position;
for semi-annual data positions, consisting of:
a) period I, Reports submitted no later than the end of the month following the Report month, in the event that Reports can be submitted; b) period II, Reports submitted no later than the 15th of the second month following the Report month, in the event that Reports can be submitted; and c) period III, Reports submitted no later than:
(1) August 31 of the current year for the first semester; and (2) the end of February of the following year for the second semester, namely business plan supervision reports; and
for annual data positions, consisting of:
a) period I, Reports submitted no later than October 31 before the work plan year, in the event that Reports can be submitted; b) period II, Reports submitted no later than November 30 before the work plan year, namely business plan reports. In the event of changes to business plans, the submission deadline refers to Financial Services Authority Regulations concerning bank business plans; c) period III, Reports submitted no later than January 31 of the following year, in the event that Reports can be submitted; and d) period IV, Reports submitted no later than April 30 of the following year, in the event that Reports can be submitted. b. Details of the risk and capital information group are:
for daily data positions, consisting of:
a) period I, Reports submitted no later than the end of the day; and b) period II, Reports submitted no later than the end of the following day, in the event that Reports can be submitted;
for weekly data positions, consisting of:
a) period I, Reports submitted no later than Friday of the same week; and b) period II, Reports submitted no later than Monday of the following week, in the event that Reports can be submitted;
for monthly data positions, consisting of:
a) period I, Reports submitted no later than:
(1) February 7 for January data positions;
(2) March 7 for February data positions;
(3) April 7 for March data positions;
(4) May 7 for April data positions;
(5) June 7 for May data positions;
(6) July 7 for June data positions;
(7) August 7 for July data positions;
(8) September 7 for August data positions;
(9) October 7 for September data positions;
(10) November 7 for October data positions;
(11) December 7 for November data positions; and (12) January 7 for December data positions, namely Minimum capital provision and risk-weighted assets-Bank individual reports; b) period II, Reports submitted no later than:
(1) February 15 for January data positions;
(2) March 15 for February data positions;
(3) April 15 for March data positions;
(4) May 15 for April data positions;
(5) June 15 for May data positions;
(6) July 15 for June data positions;
(7) August 15 for July data positions;
(8) September 15 for August data positions;
(9) October 15 for September data positions;
(10) November 15 for October data positions;
(11) December 15 for November data positions; and (12) January 15 for December data positions, namely:
(1) BMPK and large fund provision-Bank individual reports; (2) Liquidity coverage ratio-Bank individual reports; and (3) Net stable funding ratio worksheets and Net stable funding ratio-Bank individual reports, for Banks with a net stable funding ratio of less than 100% (one hundred percent); c) period III, Reports submitted no later than the 21st of the following month, in the event that Reports can be submitted; and d) period IV, Reports submitted no later than:
(1) the end of February for January data positions; (2) March 31 for February data positions; (3) April 30 for March data positions; (4) May 31 for April data positions; (5) June 30 for May data positions; (6) July 31 for June data positions; (7) August 31 for July data positions; (8) September 30 for August data positions; (9) October 31 for September data positions; (10) November 30 for October data positions; (11) December 31 for November data positions; and (12) January 31 for December data positions, namely:
(1) Liquidity coverage ratio-Bank consolidated reports; (2) Net stable funding ratio fulfillment action plans-Bank individual reports, for Banks with a net stable funding ratio of less than 100% (one hundred percent); (3) Net stable funding ratio fulfillment action plans-Bank consolidated reports, for Banks with a net stable funding ratio of less than 100% (one hundred percent); and (4) Net stable funding ratio worksheets and Net stable funding ratio-Bank consolidated reports, for Banks with a net stable funding ratio of less than 100% (one hundred percent);
for quarterly data positions, consisting of:
a) period I, Reports submitted no later than:
(1) April 7 of the current year for the first quarter; (2) July 7 of the current year for the second quarter; (3) October 7 of the current year for the third quarter; and (4) January 7 of the following year for the fourth quarter, namely Leverage ratio fulfillment obligation-Bank individual reports; b) period II, Reports submitted no later than:
(1) April 15 of the current year for the first quarter; (2) July 15 of the current year for the second quarter; (3) October 15 of the current year for the third quarter; and (4) January 15 of the following year for the fourth quarter, namely:
(1) Sensitivity to market risk-interest rate reports; and (2) Net stable funding ratio worksheets and Net stable funding ratio-Bank individual reports; c) period III, Reports submitted no later than:
(1) April 21 of the current year for the first quarter; (2) July 21 of the current year for the second quarter; (3) October 21 of the current year for the third quarter; and (4) January 21 of the following year for the fourth quarter, namely:
(1) Minimum capital provision and risk-weighted assets-Bank consolidated reports; and (2) Leverage ratio fulfillment obligation-Bank consolidated reports; d) period IV, Reports submitted no later than:
(1) April 30 of the current year for the first quarter; (2) July 31 of the current year for the second quarter; (3) October 31 of the current year for the third quarter; and (4) January 31 of the following year for the fourth quarter, namely:
(1) BMPK and large fund provision-Bank consolidated reports; and (2) Net stable funding ratio worksheets and Net stable funding ratio-Bank consolidated reports; e) period V, Reports submitted no later than:
(1) May 15 of the current year for the first quarter; (2) August 15 of the current year for the second quarter; (3) November 15 of the current year for the third quarter; and (4) February 15 of the following year for the fourth quarter, namely Asset quality and asset quality assessment provision formation-Bank consolidated reports; and f) period VI, Reports submitted no later than March 31 of the following year, in the event that Reports can be submitted;
for semi-annual data positions, consisting of:
a) period I, Reports submitted no later than the end of the month following the Report month, in the event that Reports can be submitted; b) period II, Reports submitted no later than the 15th of the second month following the Report month, in the event that Reports can be submitted; and c) period III, Reports submitted no later than:
(1) August 31 of the current year for the first semester; and (2) the end of February of the following year for the second semester, namely Anti-money laundering and counter-terrorism financing reports; and
for annual data positions, consisting of:
a) period I, Reports submitted no later than October 31 before the work plan year; b) period II, Reports submitted no later than November 30 before the work plan year; c) period III, Reports submitted no later than January 31 of the following year; and d) period IV, Reports submitted no later than April 30 of the following year, in the event that Reports can be submitted.
c. Details of the product, activity, and activity information group of BUK are:
for daily data positions, consisting of:
a) period I, Reports submitted no later than the end of the day; and b) period II, Reports submitted no later than the end of the following day, in the event that Reports can be submitted;
for weekly data positions, consisting of:
a) period I, Reports submitted no later than Friday of the same week; and b) period II, Reports submitted no later than Monday of the following week, in the event that Reports can be submitted;
for monthly data positions, consisting of:
a) period I, Reports submitted no later than:
(1) February 7 for January data positions;
(2) March 7 for February data positions;
(3) April 7 for March data positions;
(4) May 7 for April data positions;
(5) June 7 for May data positions;
(6) July 7 for June data positions;
(7) August 7 for July data positions;
(8) September 7 for August data positions;
(9) October 7 for September data positions;
(10) November 7 for October data positions;
(11) December 7 for November data positions; and (12) January 7 for December data positions, namely:
(1) Periodic reports related to activities as a custodian bank; and (2) Outstanding structured products transaction reports; b) period II, Reports submitted no later than:
(1) February 15 for January data positions;
(2) March 15 for February data positions;
(3) April 15 for March data positions;
(4) May 15 for April data positions;
(5) June 15 for May data positions;
(6) July 15 for June data positions;
(7) August 15 for July data positions;
(8) September 15 for August data positions;
(9) October 15 for September data positions;
(10) November 15 for October data positions;
(11) December 15 for November data positions; and (12) January 15 for December data positions, namely Routine foreign financial product agency activity reports; c) period III, Reports submitted no later than the 21st of the following month, in the event that Reports can be submitted; and d) period IV, Reports submitted no later than the end of the following month, in the event that Reports can be submitted;
for quarterly data positions, it consists of:
a) Period I, Reports submitted no later than the 7th day after the Reporting month, in the event that Reports that can be submitted exist; b) Period II, Reports submitted no later than:
(1) April 15 of the current year for the first quarter; (2) July 15 of the current year for the second quarter; (3) October 15 of the current year for the third quarter; and (4) January 15 of the following year for the fourth quarter, which are:
(1) Periodic reports related to the implementation of activities as an agent for mutual fund sales; and (2) Periodic bancassurance reports; c) Period III, Reports submitted no later than the 21st day after the Reporting month, in the event that Reports that can be submitted exist; d) Period IV, Reports submitted no later than the end of the month following the Reporting month, in the event that Reports that can be submitted exist; e) Period V, Reports submitted no later than the 15th day of the second month following the Reporting month, in the event that Reports that can be submitted exist; and f) Period VI, Reports submitted no later than March 31 of the following year, in the event that Reports that can be submitted exist;
for semi-annual data positions, it consists of:
a) Period I, Reports submitted no later than the end of the month following the Reporting month; b) Period II, Reports submitted no later than the 15th day of the second month following the Reporting month; and c) Period III, Reports submitted no later than the end of the second month following the Reporting month,

in the event that Reports that can be submitted exist; and
6) for annual data positions, it consists of:
a) Period I, Reports submitted no later than October 31 before the planning year; b) Period II, Reports submitted no later than November 30 before the planning year; c) Period III, Reports submitted no later than January 31 of the following year; and d) Period IV, Reports submitted no later than April 30 of the following year, in the event that Reports that can be submitted exist. d. Details of the basic data information groups for Conventional Banks (BUK) are:

for daily data positions, it consists of:
a) Period I, Reports submitted no later than the end of the day; and b) Period II, Reports submitted no later than the end of the following day, in the event that Reports that can be submitted exist;
for weekly data positions, it consists of:
a) Period I, Reports submitted no later than Friday of the same week; and b) Period II, Reports submitted no later than Monday of the following week, in the event that Reports that can be submitted exist;
for monthly data positions, it consists of:
a) Period I, Reports submitted no later than:
(1) February 7 for January data positions;
(2) March 7 for February data positions;
(3) April 7 for March data positions;
(4) May 7 for April data positions;
(5) June 7 for May data positions;
(6) July 7 for June data positions;
(7) August 7 for July data positions;
(8) September 7 for August data positions;

(9) October 7 for September data positions;
(10) November 7 for October data positions;
(11) December 7 for November data positions; and (12) January 7 for December data positions, which are the Office Network Data Reports; b) Period II, Reports submitted no later than:
(1) February 15 for January data positions;
(2) March 15 for February data positions;
(3) April 15 for March data positions;
(4) May 15 for April data positions;
(5) June 15 for May data positions;
(6) July 15 for June data positions;
(7) August 15 for July data positions;
(8) September 15 for August data positions;
(9) October 15 for September data positions;
(10) November 15 for October data positions;
(11) December 15 for November data positions; and (12) January 15 for December data positions, which are the Indonesian Banking Human Resources Data Reports-monthly; c) Period III, Reports submitted no later than the 21st day of the following month, in the event that Reports that can be submitted exist; and d) Period IV, Reports submitted no later than the end of the following month, in the event that Reports that can be submitted exist;

for quarterly data positions, it consists of:
a) Period I, Reports submitted no later than the 7th day of the second month following the Reporting month; b) Period II, Reports submitted no later than the 15th day of the second month following the Reporting month; c) Period III, Reports submitted no later than the 21st day of the month following the Reporting month; d) Period IV, Reports submitted no later than the end of the month following the Reporting month; e) Period V, Reports submitted no later than the 15th day of the second month following the Reporting month; and f) Period VI, Reports submitted no later than March 31 of the following year, in the event that Reports that can be submitted exist;
for semi-annual data positions, it consists of:
a) Period I, Reports submitted no later than:
(1) July 31 of the current year for the first semester; and (2) January 31 of the following year for the second semester, which are the Indonesian Banking Human Resources Data Reports-semi-annual; b) Period II, Reports submitted no later than the 15th day of the two months following the Reporting month, in the event that Reports that can be submitted exist; and c) Period III, Reports submitted no later than the end of the two months following the Reporting month, in the event that Reports that can be submitted exist; and
for annual data positions, it consists of:
a) Period I, Reports submitted no later than October 31 before the planning year; b) for Period II, Reports submitted no later than November 30 before the planning year; c) for Period III, Reports submitted no later than January 31 of the following year; and

d) for Period IV, Reports submitted no later than April 30 of the following year, in the event that Reports that can be submitted exist.
III. Unstructured Reports
Unstructured reports for Conventional Banks (BUK) include:

Reports mandated by Financial Services Authority (OJK) Regulations regarding transparency and publication of bank reports, namely:
a. Annual financial publication and financial performance information reports; b. Management letter on the audit of the Bank's annual financial publication report;
c. Annual group report for Banks that are part of a business group; and
d. Publication reports of material information or facts.
Reports mandated by OJK Regulations regarding the implementation of sustainable finance for financial service institutions, issuers, and public companies, namely:
a. Sustainable finance action plans; and b. Sustainability Reports.
Reports mandated by OJK Regulations regarding the implementation of the internal audit function in conventional banks, namely:
a. Reports on the implementation and main points of internal audit results; b. External review reports;
c. Special reports on internal audit findings; and
d. Reports on the appointment and dismissal of the head of the internal audit work unit.
Reports mandated by OJK Regulations regarding action plans (recovery plans) for systemic banks, namely the systemic bank recovery plan.
Reports mandated by OJK Regulations regarding the use of public accountants and public accounting firms in financial service activities, namely:
a. Reports on the audit committee's evaluation of the implementation of audit services; and

b. Reports on the appointment of public accountants and/or public accounting firms.
6. Reports mandated by OJK Regulations regarding risk management implementation in conventional banks, namely:
a. Risk profile reports; b. Other reports, in the event of conditions that have the potential to cause significant losses to the Bank's financial condition;
c. Reports on plans for product issuance and/or plans for implementing new activities; and
d. Reports on the realization of product issuance and/or implementation of new activities.
7. Reports mandated by OJK Regulations regarding minimum capital adequacy requirements for conventional banks, namely:
a. Reports from branch offices of banks domiciled abroad regarding the fulfillment of Capital Equivalency Maintained Assets (CEMA); and b. Reports on the assessment of minimum capital adequacy according to risk profiles.
8. Reports mandated by OJK Regulations regarding conventional bank share ownership, namely:
a. Action plans to adjust to the maximum share ownership limit; and b. Reports on the implementation of action plans to adjust to the maximum share ownership limit.
9. Reports mandated by statutory regulations regarding conventional banks, namely:
a. Reports on changes in paid-up capital caused by dividends distributed in the form of shares; b. Reports on changes in the Bank's ownership composition that do not result in a change of control;
c. Reports on changes in Bank share ownership caused by share gifts or inheritance that do not cause changes in paid-up capital;

d. Reports on changes in the Bank's basic capital for Banks in the form of limited liability companies or regional enterprises; e. Reports on the issuance of Bank shares through public offerings on the securities exchange; f. Reports on office separation; g. Reports on the relocation of divisions/departments from the Head Office location; h. Reports on the implementation of Bank name changes;
i. Reports on the implementation of Bank logo changes; and
j. Reports on changes to the Articles of Association.
10. Reports mandated by OJK Regulations regarding the assessment of competence and propriety for principal parties of financial service institutions, namely:
a. Reports on share ownership transfers for prospective controlling shareholders not approved by the Financial Services Authority but who already hold shares in financial service institutions; b. Reports on the appointment of Bank principal parties;
c. Reports on the cancellation of appointments for prospective directors and/or prospective commissioners not approved by the Financial Services Authority but already appointed by the Bank; and
d. Reports on planned changes to the business group structure related to the Bank, including the legal entity owner of the Bank up to ultimate shareholders.
11. Reports mandated by OJK Regulations regarding governance implementation in conventional banks, namely:
a. Governance implementation reports, including information on remuneration policy implementation in providing remuneration; b. Commissioner Board reports on findings:

violations of financial and banking statutory regulations; and
conditions or anticipated conditions that may endanger the Bank's business continuity.

Reports mandated by OJK Regulations regarding the utilization of foreign workers and knowledge transfer programs in the banking sector, namely:
a. Reports on the appointment of foreign workers as experts or consultants;

b. Reports on the appointment of foreign workers as executive officials; and
c. Reports on the implementation results of knowledge transfer obligations in the utilization of foreign workers.
13. Reports mandated by OJK Regulations regarding risk management implementation in the use of information technology by conventional banks, namely:
a. Information technology development plans; b. Reports on the current status of information technology usage;
c. Reports on changes to information technology development plans;
d. Reports on the realization of activities as an information technology provider; e. Reports on the realization of electronic banking service products; f. Reports on the realization of electronic system operations located in data centers and/or disaster recovery centers outside Indonesian territory; g. Reports on the realization of information technology-based transaction processing to service providers outside Indonesian territory; h. Reports on critical events, misuse, and/or crimes in the operation of information technology that have and/or have caused significant financial losses and/or disrupted the Bank's operational smoothness; and
i. Information technology audit results reports.
14. Reports mandated by OJK Regulations regarding prudential principles in equity participation activities, namely:
a. Reports on the realization of equity participation; b. Action plans in the event that the total equity participation portfolio exceeds participation limits;
c. Equity participation divestment plans;
d. Temporary equity participation divestment implementation plans; and e. Reports on the implementation of equity participation divestment and temporary equity participation.
15. Reports mandated by statutory regulations regarding requirements for conventional banks to conduct business activities in foreign currency, namely:

a. Action plans for Banks experiencing a decrease in core capital for 3 (three) consecutive months; b. Reports on the realization of action plans to adjust business activities in foreign currency; and
c. Reports on changes to the list of Bank branch offices that will conduct business activities in foreign currency.
16. Reports mandated by OJK Regulations regarding prudential principles for conventional banks that delegate part of their work implementation to third parties, namely:
a. Outsourcing plan reports; b. Outsourcing plan change reports; and
c. Problematic outsourcing reports.
17. Reports mandated by OJK Regulations regarding maximum limits for credit provision and large fund provision for conventional banks, namely:
a. Lists detailing related parties with the Bank; b. Action plans to resolve BMPK violations and/or BMPK exceedances; and
c. Reports on the implementation of action plans to resolve BMPK violations and BMPK exceedances.
18. Reports mandated by OJK Regulations regarding the assessment of the health level of conventional banks, namely:
a. Self-assessment results of the Bank's health level individually; b. Self-assessment results of the Bank's health level consolidated;
c. Action plans related to the Bank's health level; and
d. Reports on the implementation of action plans.
19. Reports mandated by OJK Regulations regarding the implementation of the compliance function in conventional banks, namely:
a. Compliance reports; b. Special reports on director policies and/or decisions that the director overseeing the compliance function considers to deviate from statutory regulations;

c. Reports on the temporary replacement of the director overseeing the compliance function; and
d. Reports on the appointment, dismissal, or replacement of the head of the compliance work unit.
20. Reports mandated by OJK Regulations regarding single ownership of Indonesian banking, namely Reports on the progress of the implementation of fulfillment of requirements for Banks to be taken over by parties who have become controlling shareholders.
21. Reports mandated by OJK Regulations regarding intermediary banks, namely Reports on the implementation of intermediary bank business activities.
22. Reports mandated by OJK Regulations regarding integrated governance implementation for financial conglomerates, namely:
a. Reports on the assessment of integrated governance implementation; b. Reports on new financial conglomerates, changes in main entities, changes in conglomerate members, dissolution of conglomerates; and
c. Annual reports on integrated governance implementation.
23. Reports mandated by OJK Regulations regarding the determination of status and supervisory follow-up for conventional banks, namely:
a. Action plans for banks other than systemic banks in normal supervision; b. Action plans for banks other than systemic banks in intensive supervision and lists of related parties;
c. Capital restoration plans;
d. Revisions of action plans rejected by the Financial Services Authority for banks other than systemic banks in intensive supervision; e. Revisions of capital restoration plans rejected by the Financial Services Authority for banks other than systemic banks in intensive supervision; f. Reports on the realization of action plans for banks other than systemic banks in intensive supervision;

g. Reports on the realization of capital restoration plans for banks other than systemic banks; h. Reports that must be submitted by banks other than systemic banks designated as banks under special supervision:
i. Action plans for systemic banks in normal supervision;
j. Action plans for systemic banks in intensive supervision and lists of related parties; k. Reports on the realization of action plans for systemic banks in intensive supervision; and
l. Reports that must be submitted by systemic banks designated as banks under special supervision.
24. Reports mandated by OJK Regulations regarding the assessment of the quality of conventional bank assets, namely Reports on productive asset quality differences.
25. Reports mandated by OJK Regulations regarding the reassessment of principal parties of financial service institutions, namely:
a. Reports on share ownership transfers for principal parties prohibited from becoming controlling principal parties or holding shares; b. Reports on follow-up actions for the dismissal of principal parties prohibited from becoming managing principal parties and/or official principal parties; and
c. Reports on the updating of data and information on the domicile of principal parties and other contactable parties.
26. Reports mandated by OJK Regulations regarding the designation of systemic banks and capital surcharge, namely plans for the fulfillment of capital surcharge for systemic banks.
27. Reports mandated by OJK Regulations regarding the implementation of anti-money laundering and counter-terrorist financing programs in the financial service sector, namely:
a. Reports on data updating activity plans; b. Reports on the realization of data updating implementation; and
c. Changes to action plans, policies, and procedures for the implementation of anti-money laundering and counter-terrorist financing programs, and Reports on data updating activity plans.

Reports mandated by OJK Regulations regarding prudential principles in conducting foreign financial product agency activities by conventional banks, namely evaluations and audits of foreign financial product agency activities.
Reports mandated by OJK Regulations regarding conventional bank business activities involving trust with management, namely Trust activity reports.
Reports mandated by OJK Regulations regarding the provision of digital banking services by conventional banks, namely:
a. Reports on the realization of electronic banking service provision by conventional banks; and b. Reports on the realization of digital banking service provision by conventional banks.
Reports mandated by OJK Regulations regarding risk management implementation in conventional banks providing premium customer services, namely Reports on the realization of premium customer services.
Reports mandated by statutory regulations regarding the implementation of risk management and standard approach risk measurement for interest rate risk in the banking book (IRRBB) for conventional banks, namely:
a. IRRBB calculation reports; and b. Reports on risk management implementation for IRRBB.
Reports mandated by OJK Regulations regarding the merger, amalgamation, takeover, integration, and conversion of conventional banks, namely:
a. Reports on the implementation of mergers or amalgamations; b. Reports on the implementation of takeovers;
c. Reports on share purchases that do not result in a change of control and are intended to be recorded in the Bank's ownership;
d. Reports on the implementation of integration; and e. Reports on the implementation of banking business activities.
Reports mandated by OJK Regulations regarding prudential principles in asset securitization activities for conventional banks, namely:
a. Reports on plans for the transfer of financial assets or Sharia assets in comprehensive asset securitization activities; b. Reports on the implementation of the transfer of financial assets or Sharia assets in comprehensive asset securitization activities; and
c. Reports on the implementation of activities for Banks that conduct activities as credit enhancement providers, liquidity facility providers, servicers, and/or custodian banks.
Reports mandated by OJK Regulations regarding integrated risk management implementation for financial conglomerates, namely:
a. Reports on financial service institutions that are main entities; b. Reports on financial service institutions that are members of financial conglomerates;
c. Reports on adjustments to:

financial service institutions included in financial conglomerates; and/or
financial service institutions designated as main entities; and
d. Integrated risk profile reports.

Reports mandated by OJK Regulations regarding consolidated risk management implementation for banks controlling subsidiaries, namely:
a. Consolidated risk profile reports; and b. Reports on the assessment of risk management implementation in insurance companies.
IV. FIRST REPORT SUBMISSION OBLIGATIONS
Conventional Banks (BUK) submit structured Reports for the first time:
a. for the detail of financial information groups starting from Reporting data positions:

December 2020, namely:
a) Credit restructuring reports; b) Reports on the largest written-off debtors; and c) Follow-up reports on the 15 (Fifteen) largest non-performing loan debtors;
March 2021 namely Reports on the realization of business plans for the Bank's 2021 business plan;
June 2021 namely Supervision reports on business plans for the Bank's 2021 business plan; and
Years 2022 to 2024 namely Reports on the Bank's business plans for years 2022 to 2024 submitted no later than the end of November 2021;
b. for the detail of risk and capital information groups, starting from Reporting data positions:
December 2020, for:
a) BMPK and large fund provision reports-Individually; b) BMPK and large fund provision reports-Consolidated; c) Leverage ratio fulfillment obligation reports-Individually; and d) Leverage ratio fulfillment obligation reports-Consolidated;
March 2021, for Reports on sensitivity to market interest rate risks; and
December 2021 namely Anti-money laundering and counter-terrorist financing reports for Semester I 2021 and Semester II 2021 Reports;
c. for the detail of product, activity, and business information groups, starting from Reporting data positions:
January 2021, for:
a) Periodic reports related to the implementation of activities as a custodian bank; b) Outstanding structured products transaction reports; and c) Routine reports on foreign financial product agency activities;

This copy is consistent with the original
Legal Director 1
Legal Department signed
Mufli Asmawidjaja
2) March 2021, for:
a) Periodic reports related to the implementation of activities as a mutual fund sales agent; and b) Periodic bancassurance reports; and d. for details of the basic information data group, starting from the data position January 2021 Report, for the Office Network Data Report.
2. Banks submit the first unstructured Report starting from March 1, 2021.
V. CLOSING
This Financial Services Authority Circular Letter becomes effective on the date of establishment. Established in Jakarta on December 22, 2020 EXECUTIVE HEAD OF BANKING SUPERVISOR FINANCIAL SERVICES AUTHORITY REPUBLIC OF INDONESIA, signed HERU KRISTIYANA

APPENDIX
FINANCIAL SERVICES AUTHORITY CIRCULAR LETTER
REPUBLIC OF INDONESIA
NUMBER 26 /SEOJK.03/2020
ABOUT
REPORTING OF CONVENTIONAL COMMERCIAL BANKS THROUGH THE FINANCIAL SERVICES AUTHORITY REPORTING SYSTEM

GUIDELINES FOR PREPARING STRUCTURED REPORTS FOR CONVENTIONAL COMMERCIAL BANKS

TABLE OF CONTENTS
GUIDELINES FOR PREPARING STRUCTURED REPORTS FOR CONVENTIONAL COMMERCIAL BANKS ……………………………………………………...........………….. 2
CHAPTER I .......................................................................................................... 7
GENERAL EXPLANATION .................................................................................. 7

GROUPS, PERIODICITY, AND TYPES OF STRUCTURED REPORTS.......... 7
SUBMISSION OF REPORTS ...................................................................... 12
SUBMISSION OF INQUIRIES ...................................................................... 12
CHAPTER II ....................................................................................................... 13
CONVENTIONAL COMMERCIAL BANK REPORTS.................................................. 13
FINANCIAL INFORMATION GROUP..................................................... 13
a. CREDIT BASE INTEREST RATE PUBLICATION REPORTS......................... 13
b. CREDIT RESTRUCTURING REPORTS .............................................. 13
c. LARGEST WRITTEN-OFF DEBTOR MONITORING REPORTS........... 13

Report Format............................................................................. 14
Filling Guidelines........................................................................ 15
d. FOLLOW-UP REPORTS ON 15 LARGEST NON-PERFORMING LOANS DEBTORS......................................................................................... 18
Report Format............................................................................. 19
Filling Guidelines........................................................................ 20
e. MONTHLY FINANCIAL PUBLICATION AND FINANCIAL PERFORMANCE INFORMATION REPORTS ....................................................................... 23
f. BUSINESS PLAN REALIZATION REPORTS ............................................ 23
g. QUARTERLY FINANCIAL PUBLICATION AND FINANCIAL PERFORMANCE INFORMATION REPORTS ................................................................. 23
h. BUSINESS PLAN SUPERVISION REPORTS....................................... 23
i. BUSINESS PLANS .............................................................................. 23

RISK AND CAPITAL GROUPS............................ 24
a. MINIMUM CAPITAL REQUIREMENT AND RISK-WEIGHTED ASSETS COMPLIANCE REPORTS....................................................... 24
I. Calculation of Minimum Capital Requirement (KPMM) Ratio ........................................................... 27
Report Format ................................................................... 27
a. Banks individually...................................................... 27

Table 1A: Individual KPMM Ratio Calculation-BUK
Table 1B: KPMM Ratio Calculation-KCBLN .............. 30
b. Banks consolidated................................................. 31
Table 1C: KPMM Ratio Calculation-Banks consolidated ................................................................ 31

Filling Guidelines .............................................................. 34
II. Risk-Weighted Assets (ATMR) Calculation for Credit Risk...................................... 36
Report Format ................................................................... 36
a. Banks individually...................................................... 36

Table 2A: Standard Approach Credit Risk ATMR Calculation Exposure Data-Individual Banks..................... 36
Table 2B: Standard Approach Credit Risk ATMR Calculation Details-Individual Banks..................... 40
Table 2C: Summary of ATMR Calculation Results for Credit Risk-Individual Banks................................. 54
b. Banks consolidated................................................. 57
Table 2D: Standard Approach Credit Risk ATMR Calculation Exposure Data-Consolidated Banks . 57
Table 2E: Standard Approach Credit Risk ATMR Calculation Details-Consolidated Banks............ 60
Table 2F: Summary of ATMR Calculation Results for Credit Risk-Consolidated Banks ....................... 74

Filling Guidelines .............................................................. 78
III. Risk-Weighted Assets (ATMR) Calculation for Market Risk....................................... 94
Report Format ................................................................... 94
a. Banks individually...................................................... 94

Table 3A: Specific Risk-Securities Exposure (Trading Book)-Individual Banks.......................... 94
Table 3B: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method-Individual Banks.......................................................... 95
Table 3C: General Risk-Interest Rate Exposure (Trading Book)-Duration Method-Individual Banks.......................................................... 97
Table 3D: Exchange Rate Exposure (Banking Book and Trading Book)-Individual Banks.......................... 99
Table 3E: ATMR Calculation for Market Risk-Individual Banks........................................................ 101
b. Banks consolidated............................................... 102
Table 3F: Specific Risk-Securities Exposure (Trading Book)-Consolidated Banks................... 102
Table 3G: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method-Consolidated Banks ................................................... 103
Table 3H: General Risk-Interest Rate Exposure (Trading Book) - Duration Method-Consolidated Banks ................................................... 105
Table 3I: Exchange Rate Exposure (Banking Book and Trading Book)-Consolidated Banks.................... 107
Table 3J: Equity Exposure (Trading Book)-Consolidated Banks .............................................................. 109
Table 3K: Commodity Exposure (Banking Book and Trading Book)-Consolidated Banks-Simplified Approach .............................. 110
Table 3L: Commodity Exposure (Banking Book and Trading Book)-Consolidated Banks - Maturity Ladder Approach........................... 111
Table 3M: ATMR Calculation for Market Risk-Consolidated Banks ................................................... 112

Filling Guidelines ............................................................ 113
IV. Disclosure and Additional Explanations................................ 118
Report Format ................................................................. 118
Filling Guidelines ............................................................ 118
b. BMPK REPORTS AND LARGE FUNDING PROVISIONS........................... 119
c. LIQUIDITY COVERAGE RATIO REPORTS........................................... 119
I. Quantitative Information ................................................................ 120
Report Format ................................................................. 120
Filling Guidelines ............................................................ 134
II. Qualitative Information................................................................... 143

Report Format ................................................................. 143
Filling Guidelines ............................................................ 144
d. NET STABLE FUNDING RATIO (NSFR) COMPLIANCE WORKSHEETS, REPORTS, AND PLANS ...................................................... 145
e. LEVERAGE RATIO COMPLIANCE REPORTS ............. 146
f. SENSITIVITY TO MARKET RISK-INTEREST RATE REPORTS.................. 147
Report Format ........................................................................... 147
Filling Guidelines ...................................................................... 147
g. ASSET QUALITY AND ASSET QUALITY ASSESSMENT PROVISION FORMATION REPORTS-CONSOLIDATED BANKS.................................................................................. 149
h. ANTI-MONEY LAUNDERING (AML) AND ANTI-TERRORISM FINANCING REPORTS.................................................................... 150

PRODUCT, ACTIVITIES, AND OPERATIONS INFORMATION GROUP........... 158
a. PERIODIC REPORTS RELATED TO IMPLEMENTATION OF ACTIVITIES AS A CUSTODY BANK........................................................................... 158

Report Format ........................................................................... 159
Filling Guidelines ...................................................................... 160
b. OUTSTANDING TRANSACTIONS OF STRUCTURED PRODUCTS REPORTS...... 165
Report Format ........................................................................... 166
Filling Guidelines ...................................................................... 167
c. FOREIGN FINANCIAL PRODUCT AGENCY ACTIVITIES REPORTS ........................................................................................... 172
Report Format ........................................................................... 173
Filling Guidelines ...................................................................... 174
d. PERIODIC REPORTS RELATED TO IMPLEMENTATION OF ACTIVITIES AS A MUTUAL FUND SALES AGENT ............................................... 177
e. PERIODIC BANCASSURANCE REPORTS ........................................... 178

BASIC INFORMATION DATA GROUP................................................ 179
a. OFFICE NETWORK DATA REPORTS ............................................... 179

Report Format ........................................................................... 180
Filling Guidelines ...................................................................... 181
b. INDONESIAN BANKING HUMAN RESOURCES DATA REPORTS ...................................................................................... 192
a) Table 1a/1b: Basic HR Data ................................................. 195
(1) Report Format ................................................................. 195
(2) Filling Guidelines ............................................................ 196
b) Table 2a/2b: Job History Data.......................................... 212
(1) Report Format ................................................................. 212
(2) Filling Guidelines ............................................................ 213
c) Table 3a/3b: Work History Data....................................... 223
(1) Report Format ................................................................. 223
(2) Filling Guidelines ............................................................ 224
d) Table 4a/4b: Formal Education History Data ......................... 226
(1) Report Format ................................................................. 226
(2) Filling Guidelines ............................................................ 227
e) Table 5a/5b: Training/Certification History Data ...................... 228
(1) Report Format ................................................................. 228
(2) Filling Guidelines ............................................................ 229
f) Table 6: BUK HR Management Performance..................................... 231
(1) Report Format ................................................................. 231
(2) Filling Guidelines ............................................................ 233
g) Table 7: Workforce Needs Prediction................................ 243
Report Format ................................................................. 243
Filling Guidelines ............................................................ 244
h) Table 8: Bank HR Remuneration Data....................................... 247
(1) Report Format ................................................................. 247
(2) Filling Guidelines ............................................................ 248
i) Table 9: Shareholder Data................................................ 252
(1) Report Format ................................................................. 252
(2) Filling Guidelines ............................................................ 253

CHAPTER I
GENERAL EXPLANATION

GROUPS, PERIODICITY, AND TYPES OF STRUCTURED REPORTS
Information groups, data positions, periods, and first reported data positions for structured reports for BUK are as follows:
No.
Group
First Reported
Monthly Financial I Credit Base Interest Rate Publication Report
already reported
Monthly Financial I Credit Restructuring Report
December
Monthly Financial I Largest Written-Off Debtor Monitoring Report
December
Monthly Financial I Follow-Up Report on 15 (fifteen) Largest Non-Performing Loans Debtors
December
Monthly Financial IV Monthly Financial Publication and Financial Performance Information Report
already reported
Quarterly Financial IV Business Plan Realization Report
March 2021
(for 2021 bank business plans)
Quarterly Financial V Business Plan Realization Report
(For BUK whose Inter-Office Systems Are Not Yet Online and Have More Than 100 (one hundred) Branch Offices (KC)) March 2021 (for 2021 bank business plans)
Quarterly Financial IV Quarterly Financial Publication and Financial Performance Information Report
already reported
No.
Group
First Reported
Quarterly Financial Report
(first, second, and third quarters)
Quarterly Financial IV Quarterly Financial Publication and Financial Performance Information Report
(fourth quarter position) alread reported
Semi-Annual Financial III Business Plan Supervision Report
June 2021
(for 2021 bank business plans)
Annual Financial II 2022 Business Plan through 2024 (submitted no later than end of November 2021)
Monthly Risk and Capital I Minimum Capital Requirement and Risk-Weighted Assets Compliance Report-Individual Banks
already reported
Monthly Risk and Capital II BMPK Reports and Large Funding Provision-Individual Banks
December
Monthly Risk and Capital II Liquidity Coverage Ratio Report-Individual Banks
already reported
Monthly Risk and Capital II Net Stable Funding Ratio Worksheets and Net Stable Funding Ratio Reports
already reported
No.
Group
First Reported
In Case of Net Stable Funding Ratio Less Than 100% (One Hundred Percent)-Individual Banks
Monthly Risk and Capital IV Liquidity Coverage Ratio Report-Consolidated Banks
already reported
Monthly Risk and Capital IV Net Stable Funding Ratio Compliance Plans In Case of Net Stable Funding Ratio Less Than 100% (One Hundred Percent)
alread reported
Monthly Risk and Capital IV Net Stable Funding Ratio Worksheets and Net Stable Funding Ratio Reports-Consolidated Banks
already reported
Quarterly Risk and Capital I Leverage Ratio Compliance Report-Individual Banks
December
Quarterly Risk and Capital II Sensitivity To Market Risk-Interest Rate Report
March 2021
Quarterly Risk and Capital II Net Stable Funding Ratio Worksheets and Net Stable Funding Ratio Reports-Individual Banks
already reported
No.
Group
First Reported
Quarterly Risk and Capital III Minimum Capital Requirement and Risk-Weighted Assets Compliance Report-Consolidated Banks
already reported
Quarterly Risk and Capital III Leverage Ratio Compliance Report-Consolidated Banks
December
Quarterly Risk and Capital IV BMPK Reports and Large Funding Provision-Consolidated Banks
December
Quarterly Risk and Capital IV Net Stable Funding Ratio Worksheets and Net Stable Funding Ratio Reports-Consolidated Banks
already reported
Quarterly Risk and Capital V Asset Quality and Asset Quality Assessment Provision (PPKA) Reports-Consolidated Banks
already reported
Semi-Annual Risk and Capital III Anti-Money Laundering and Anti-Terrorism Financing (AML and APT) Reports
December
(for 2 Semesters, that is
Semester I 2021 and
Semester II 2021)
No.
Group
First Reported
Monthly Product,
Activities, and
Operations I Periodic Reports Related to Implementation of Activities as a Custody Bank January 2021
Monthly Product,
Activities, and
Operations I Outstanding Transactions of Structured Products Reports January 2021
Monthly Product,
Activities, and
Operations II Foreign Financial Product Agency Activities Reports January 2021
Quarterly Product,
Activities, and
Operations II Periodic Reports Related to Implementation of Activities as a Mutual Fund Sales Agent March 2021
Quarterly Product,
Activities, and
Operations II Periodic Bancassurance Reports
March 2021
Monthly Basic Information Data I Office Network Data Reports
January 2021
Monthly Basic Information Data II Indonesian Banking Human Resources Data Reports
already reported
Semi-Annual Basic Information Data I Indonesian Banking Human Resources Data Reports
already reported
SUBMISSION OF REPORTS
BUK prepares Reports in txt and/or pdf file formats, and submits Reports that are the result of processes that have been encrypted and compressed to the Financial Services Authority.
SUBMISSION OF INQUIRIES
a. Inquiries related to the Financial Services Authority Reporting System are submitted to the Financial Services Authority helpdesk with phone number 021-29600000 ext. 7000 or email address helpdesk.pelaporanbuk@ojk.go.id. b. Inquiries related to BUK regulations and products are submitted to the Financial Services Authority cq. work unit that oversees BUK supervision functions.

CHAPTER II
CONVENTIONAL COMMERCIAL BANK REPORTS

FINANCIAL INFORMATION GROUP
a. CREDIT BASE INTEREST RATE PUBLICATION REPORTS Format and filling guidelines for the Credit Base Interest Rate Publication Report are in accordance with the Financial Services Authority Circular Letter regarding transparency and publication of conventional commercial bank reports. b. CREDIT RESTRUCTURING REPORTS Format and filling guidelines for the Credit Restructuring Report at the end of the month position are in accordance with the Financial Services Authority Regulation regarding the assessment of conventional commercial bank asset quality.
c. LARGEST WRITTEN-OFF DEBTOR MONITORING REPORTS
The Largest Written-Off Debtor Monitoring Report is a Report containing detailed information on facilities or credit accounts of 10 (ten) debtors written off based on the highest debit balance that occurred during the Reporting month. For BUKs that do not have written-off debtors, they must still submit the table without entries, i.e., a table containing only the header of the Largest Written-Off Debtor Monitoring Report.

Report Format
Largest Written-Off Debtor Monitoring Report
(in millions of rupiah)
Debtor ID
Debtor Name
Identity Number
Account Number
Type of Use
Plafond
Debit Balance
Sector
Economy
Quality
Arrears
Principal
Interest & Penalties/
Margin and Profit Sharing
I II III IV V VI VII VIII IX X.1 X.2
Filling Guidelines
This Report data contains a maximum of 10 (ten) debtors. BUK still reports this Report even if the data is less than 10 (ten) debtors. Example 1:
BUK that has 1 (one) debtor/Debtor ID with 3 (three) written-off accounts, BUK fills it out as follows:
Debtor ID
Debtor Name
Identity Number
Account Number
…
I II III IV …
14045 Riki 3175022103940008 21031994 …
14045 Riki 3175022103940008 03211994 …
14045 Riki 3175022103940008 19942103 …
For the example above, the Report is calculated as 1 (one) debtor/Debtor ID. Thus, BUK can report 9 (nine) other largest written-off debtors/Debtor IDs. Example 2:
BUK that has 1 (one) debtor/Debtor ID and 3 (three) accounts but only 1 (one) account written off, BUK fills out only 1 (one) written-off account as follows:
Debtor ID
Debtor Name
Identity Number
Account Number
…
I II III IV …
14045 Asakita 3175022103940003 21031994 …
For the example above, the Report is calculated as 1 (one) debtor/Debtor ID. Thus, BUK can report 9 (nine) other largest written-off debtors/Debtor IDs.
I. Debtor ID
Filled with the debtor ID number as reported in the integrated conventional commercial bank report. Each debtor ID number must be unique for each debtor, i.e., 1 (one) Debtor ID for each debtor. If the Debtor ID contains characters other than letters and numbers, those characters do not need to be included.

II. Debtor Name
Filled with the debtor name as stated in the debtor's identity document.
III. Identity Number
Filled with the Identity Card (KTP) number for individual debtors or Taxpayer Identification Number (NPWP) for corporate debtors as recorded in the BUK's internal system. If the identity number contains characters other than letters and numbers, those characters do not need to be included.
IV. Account Number
Filled with the account number written off, i.e., a unique number that is the identity number for each written-off credit facility.
V. Type of Use

Filled with 1 (one) digit character according to the credit use type code.
Data filling reference:
No. Type of Use Code
Working Capital 1
Investment 2
Consumption 3
VI. Plafond
Filled with the effective plafond nominal of the credit facility.
VII. Debit Balance
Filled with the remaining debit balance of the written-off credit.
VIII. Economic Sector
Filled with the economic sector code referring to the reference sector code list in accordance with regulations on integrated conventional commercial bank reports. In the event that credit is used to finance more than 1 (one) type of economic activity that cannot be separated, the classification focuses on the priority economic sector (the sector receiving the largest facility).
IX. Quality
Filled with the credit quality type in the Reporting month in accordance with the Financial Services Authority Regulation regarding the assessment of conventional commercial bank asset quality.
Filled with 1 (one) digit character according to the credit quality code.
Data filling reference:
No. Quality Code
Good 1
Special Attention 2
Substandard 3
Doubtful 4
Loss 5
X. Arrears
Principal
Filled with the principal credit amount in millions of rupiah that was in arrears at the time of writing off.
Interest and Penalties
Filled with the amount of interest and penalties or equivalents in millions of rupiah that were in arrears at the time of writing off.

d. FOLLOW-UP REPORT ON THE 15 LARGEST NON-PERFORMING LOAN BORROWERS

Follow-up Report on the 15 Largest Non-Performing Loans (NPL) Borrowers is a Report containing detailed information on the facilities or credit accounts of the 15 (fifteen) borrowers with the highest NPLs occurring during the Reporting Month based on the total debit balance per borrower, along with follow-up information already carried out by the BUK regarding said borrowers.

For BUKs that do not have NPL borrowers, they must still submit the table without entries, i.e., a table containing only the header and the first entry row filled with the number "0" (zero) for columns of a quantitative nature and the word "nihil" (nil) for columns of a data nature, while columns containing codes can be filled with any one of the codes.

Report Format
Follow-up Report on the 15 (fifteen) Largest NPL Borrowers (in millions of rupiah)

Borrower ID | Account Number | Borrower Name | Identity Number | Type of Use | Ceiling | Debit Balance | Economic Sector | Quality | Follow-up I | II | III | IV | V | VI | VII | VIII | IX | X

Filling Guidelines
This Report data contains at most 15 (fifteen) borrowers. BUKs still report this Report even if the data is less than 15 (fifteen) borrowers.

Example 1:
A BUK that has 1 (one) borrower/borrower ID with 3 (three) NPL accounts, the BUK fills it out as follows:

Borrower ID | Borrower Name | Identity Number | Account Number I | II | III | IV 14045 | Dikarla | 3175022103940007 | 2103199403 14045 | Dikarla | 3175022103940007 | 2103199402 14045 | Dikarla | 3175022103940007 | 2103199401

For the example above, the Report is counted as 1 (one) borrower/borrower ID. Thus, the BUK can report the other 14 (fourteen) largest NPL borrowers.

Example 2:
A BUK that has 1 (one) borrower/borrower ID and 3 (three) accounts but only 1 (one) NPL account, the BUK fills out only 1 (one) NPL account as follows:

Borrower ID | Borrower Name | Identity Number | Account Number I | II | III | IV 14045 | Dikarla | 3175022103940007 | 2103199403

For the example above, the Report is counted as 1 (one) borrower/borrower ID. Thus, the BUK can report the other 14 (fourteen) largest NPL borrowers.

I. Borrower ID
Filled with the borrower ID number as reported in the integrated universal bank report. Each borrower ID number must be unique for each borrower, i.e., 1 (one) borrower ID number for each borrower. If the borrower ID contains characters other than letters and numbers, those characters do not need to be included.

II. Account Number
Filled with the NPL account number, which is a unique number that serves as the identity number for each NPL credit facility.

III. Borrower Name
Filled with the borrower's name as stated in the borrower's identity documents.

IV. Identity Number
Filled with the ID card number for individual borrowers or the Taxpayer Identification Number (NPWP) for legal entity borrowers as recorded in the BUK's internal system. If the identity number contains characters other than letters and numbers, those characters do not need to be included.

V. Type of Use

Filled with information on the type of credit use.
Data filling reference:
No. Description Code
Working Capital 1
Investment 2
Consumption 3

VI. Ceiling
Filled with the effective ceiling nominal of the credit facility.

VII. Debit Balance
Filled with the remaining debit balance of the NPL credit facility.

VIII. Economic Sector
Filled with the economic sector code referring to the reference code list of economic sectors according to regulations on integrated universal bank reports. In the event that credit is used to finance more than 1 (one) type of economic activity that cannot be separated, the classification focuses on the prioritized economic sector (the sector receiving the largest facility).

IX. Quality

Filled with the type of credit quality in the Reporting Month according to the Financial Services Authority Regulation regarding the assessment of universal bank asset quality.
Data filling reference:
No. Quality Code
Less Fluid 3
Doubtful 4
Bad 5

X. Follow-up
Filled with the follow-up plan to be carried out by the BUK for each of the aforementioned NPL borrowers. The aforementioned follow-up plan is written briefly, concisely, and clearly.

e. MONTHLY FINANCIAL PUBLICATION AND FINANCIAL PERFORMANCE INFORMATION REPORT

The format and filling guidelines for the Monthly Financial Publication and Financial Performance Information Report are in accordance with the Financial Services Authority Circular Letter regarding the transparency and publication of conventional universal bank reports.

f. BUSINESS PLAN REALIZATION REPORT

The format and filling guidelines for the Business Plan Realization Report are in accordance with the Financial Services Authority Circular Letter regarding universal bank business plans.

g. QUARTERLY FINANCIAL PUBLICATION AND FINANCIAL PERFORMANCE INFORMATION REPORT

The format and filling guidelines for the Quarterly Financial Publication and Financial Performance Information Report are in accordance with the Financial Services Authority Circular Letter regarding the transparency and publication of conventional universal bank reports.

h. BUSINESS PLAN SUPERVISION REPORT

The format and filling guidelines for the Business Plan Supervision Report are in accordance with the Financial Services Authority Circular Letter regarding universal bank business plans.

i. BUSINESS PLAN

The format and filling guidelines for the Business Plan are in accordance with the Financial Services Authority Circular Letter regarding universal bank business plans.

RISK AND CAPITAL INFORMATION GROUP

a. MINIMUM CAPITAL PROVISION REQUIREMENT AND RISK-WEIGHTED ASSETS REPORT

The method of calculation for the Minimum Capital Provision Requirement (KPMM) and Risk-Weighted Assets (ATMR)-Bank Individually and the KPMM and ATMR-Bank Consolidated Reports is in accordance with the Financial Services Authority regulations regarding:

universal bank minimum capital provision requirements;
guidelines for calculating risk-weighted assets for credit risk using the standard approach;
guidelines for calculating net exposure of derivative transactions in the calculation of risk-weighted assets for credit risk using the standard approach;
prudential principles in asset securitization activities for universal banks;
guidelines for using the standard method in calculating the minimum capital provision requirement for universal banks by considering market risk; and
calculation of risk-weighted assets for operational risk using the basic indicator approach.

The KPMM and ATMR Reports are presented in millions of rupiah.

BUKs and Branches of Banks Located Abroad (KCBLN) individually fill out the following tables:

No. Table Name Description

Table 1A: Calculation of KPMM Ratio-Bank Individually; or
Table 1B: Calculation of KPMM Ratio-KCBLN
Calculation of KPMM Ratio
Table 2A: Exposure Data for ATMR Calculation Credit Risk-Standard Approach-Bank Individually
Calculation of ATMR for Credit Risk
Table 2B: Details of ATMR Calculation Credit Risk-Standard Approach-Bank Individually
Table 2C: Recapitulation of ATMR Calculation Results for Credit Risk-Bank Individually

No. Table Name Description
5. Table 3A: Specific Risk-Securities Exposure (Trading Book)-Bank Individually
Calculation of ATMR for Market Risk
6. Table 3B: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method-Bank Individually
7. Table 3C: General Risk-Interest Rate Exposure (Trading Book)-Duration Method-Bank Individually
8. Table 3D: Exchange Rate Exposure (Banking Book and Trading Book)-Bank Individually
9. Table 3E: ATMR Calculation for Market Risk-Bank Individually
10. Table 4A: Additional Disclosure and Explanation-Bank Individually
Filled if deemed necessary to complete the filling of other tables

For BUKs and KCBLNs that have subsidiaries, in addition to filling out the tables above, they also fill out:

No. Table Name Description

Table 1C: Calculation of KPMM Ratio-Bank Consolidated
Calculation of KPMM Ratio
Table 2D: Exposure Data for ATMR Calculation Credit Risk-Standard Approach-Bank Consolidated
Calculation of ATMR for Credit Risk
Table 2E: Details of ATMR Calculation Credit Risk-Standard Approach-Bank Consolidated
Table 2F: Recapitulation of ATMR Calculation Results for Credit Risk-Bank Consolidated
Table 3F: Specific Risk-Securities Exposure (Trading Book)-Bank Consolidated
Calculation of ATMR for Market Risk
Table 3G: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method-Bank Consolidated

No. Table Name Description
7. Table 3H: General Risk-Interest Rate Exposure (Trading Book)-Duration Method-Bank Consolidated
8. Table 3I: Exchange Rate Exposure (Banking Book and Trading Book)-Bank Consolidated
9. Table 3J: Equity Exposure (Trading Book)-Bank Consolidated
10. Table 3K: Commodity Exposure (Banking Book and Trading Book)-Bank Consolidated-Simplified Approach
11. Table 3L: Commodity Exposure (Banking Book and Trading Book)-Bank Consolidated-Maturity Ladder Approach
12. Table 3M: ATMR Calculation for Market Risk-Bank Consolidated
13. Table 4B: Additional Disclosure and Explanation-Bank Consolidated
Filled if deemed necessary to complete the filling of other tables

I. KPMM Ratio Calculation

Report Format
a. Bank Individually
Table 1A: KPMM Ratio Calculation-BUK Individually

Amount
1 CORE CAPITAL a. Core Capital Main

Paid-up Capital (after deducting treasury shares)
a) Ordinary shares b) Preferred shares
Additional Capital Reserves
a) Adder Factors
(1) Other Comprehensive Income
(a) Translation differences
(b) Potential gains from increases in fair value of financial assets measured at fair value through other comprehensive income (c) Balance of fixed asset revaluation surplus (2) Other Additional Capital Reserves (other disclosed reserves) (a) Agio from Core Capital Main instruments (b) General reserves (c) Prior years' profits
i. Prior years' profits after tax
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(d) Current year profits
i. Current year profits after tax
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(e) Capital contribution funds
(f) Others b) Deductor Factors
(1) Other Comprehensive Income
(a) Translation deficits
(b) Potential losses from decreases in fair value of financial assets measured at fair value through other comprehensive income (2) Other Additional Capital Reserves (other disclosed reserves) (a) Disagio from Core Capital Main instruments (b) Prior years' losses
i. Prior years' losses
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(c) Current year losses
i. Current year losses
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(d) Deficit between Asset Quality Provision (PPKA) for productive assets and Impairment Loss Reserves (CKPN) for productive assets (e) Deficit in fair value adjustment amounts for financial instruments in the Trading Book (f) Non-productive PPKA (g) Others
Core Capital Main Deductor Factors
a) Deferred taxes b) Intangible assets
(1) Goodwill
(2) Patents
(3) Software
(4) Others c) Participations considered as deductor factors d) Capital deficiency in insurance subsidiaries

Amount e) Securitization exposure f) Other Core Capital Main Deductor Factors (1) Fund placements in Additional Core Capital and/or Supplementary Capital instruments at other banks (2) Cross-ownership in other entities obtained based on transfer due to law, gift, or testamentary gift (3) Exposures causing Credit Risk due to settlement failure (settlement risk)-non-delivery versus payment b. Additional Core Capital

Instruments meeting Additional Core Capital requirements
a) Preferred shares (non-cumulative), after deducting buybacks b) Subordinated securities (perpetual non-cumulative), after deducting buybacks c) Subordinated loans (perpetual non-cumulative), after deducting buybacks
Agio from Additional Core Capital instruments
Disagio from Additional Core Capital instruments
Additional Core Capital Deductor Factors
a) Fund placements in Additional Core Capital and/or Supplementary Capital instruments at other banks b) Cross-ownership in other entities obtained based on transfer due to law, gift, or testamentary gift

2 SUPPLEMENTARY CAPITAL a. Capital instruments in the form of shares or others meeting Supplementary Capital requirements

Preferred shares (perpetual cumulative, non-perpetual), after deducting buybacks
Subordinated securities (perpetual cumulative, non-perpetual), after deducting buybacks
Subordinated loans (perpetual cumulative, non-perpetual), after deducting buybacks
Mandatory convertible bonds
Amortization based on remaining term
b. Agio from Supplementary Capital instruments
c. Disagio from Supplementary Capital instruments
d. General reserves for PPKA on productive assets that must be calculated (maximum 1.25% of ATMR for Credit Risk) e. Supplementary Capital Deductor Factors
Sinking Fund
Fund placements in Supplementary Capital instruments at other banks
Cross-ownership in other entities obtained based on transfer due to law, gift, or testamentary gift

3 TOTAL CAPITAL

Amount

4 ATMR a. ATMR for Credit Risk b. ATMR for Market Risk
c. ATMR for Operational Risk

5 KPMM RATIO (ACTUAL) a. Core Capital Ratio

Core Capital Main Ratio
Additional Core Capital Ratio
b. Supplementary Capital Ratio

6 CORE CAPITAL MAIN DEFICIENCY TO MEET 4.5% MINIMUM

7 CORE CAPITAL DEFICIENCY TO MEET 6% MINIMUM

8 KPMM RATIO ACCORDING TO RISK PROFILE

9 ALLOCATION OF ACTUAL KPMM RATIO FOR MEETING KPMM ACCORDING TO RISK PROFILE 1) a. Core Capital Main Ratio (minimum 4.5%) b. Allocated Additional Core Capital Ratio
c. Additional Core Capital Main Ratio allocated to meet minimum 6% Core Capital
2) d. Allocated Supplementary Capital Ratio
e. Additional Core Capital Main Ratio allocated to meet KPMM Risk Profile 3)

10 CAPITAL DEFICIENCY FOR MEETING KPMM RISK PROFILE

11 AVAILABLE CORE CAPITAL MAIN FOR MEETING BUFFER 4)

12 TOTAL BUFFER THAT MUST BE FORMED a. Capital Conservation Buffer b. Countercyclical Buffer
c. Capital Surcharge for Systemically Important Banks

13 EXCESS OR DEFICIENCY OF CORE CAPITAL MAIN FOR MEETING BUFFER

Notes:
1)
2)
3)
4)
Only filled if the Actual KPMM Ratio already allocated is smaller than the KPMM Ratio according to the Profile. Only filled if the Actual Core Capital Main Ratio is greater than the Core Capital Main Ratio already allocated. Fulfillment of KPMM according to risk profile from the actual KPMM ratio in accordance with the Financial Services Authority Regulation regarding universal bank minimum capital provision requirements, with conditions:

Core Capital Main Ratio at least 4.5% of ATMR;
Core Capital Ratio at least 6% of ATMR; and
Supplementary Capital Ratio at most equal to the Core Capital Ratio.
Only filled if the Additional Core Capital Ratio is less than 1.5%, so that the Core Capital minimum 6% condition is met from the Core Capital Main Ratio.

The BUK Report is based on calculations made by the BUK itself, while the Financial Services Authority will use supervisory data available at the Financial Services Authority.

Table 1B: KPMM Ratio Calculation-KCBLN

Amount
1 Business Funds a. Business Funds b. Paid-up Capital 2 Prior years' profits (losses) that can be considered a. Prior years' profits (losses) after tax (+/-) b. Increase/decrease in fair value of financial liabilities (+/-)
c. Gains on asset sales in securitization transactions
3 Current year profits (losses) that can be considered a. Current year profits (losses) after tax (+/-) b. Increase/decrease in fair value of financial liabilities (+/-)
c. Gains on asset sales in securitization transactions
4 General reserves
5 Balance of fixed asset revaluation surplus
6 Other comprehensive income: potential gains from increases in fair value of financial assets measured at fair value through other comprehensive income 7 General reserves for Asset Quality Provision (PPKA) on productive assets that must be calculated (maximum 1.25% of ATMR for Credit Risk) 8 Others 9 Capital deductor factors a. Other comprehensive income:

Translation deficits
Potential losses from decreases in fair value of financial assets measured at fair value through other comprehensive income
b. Deficit between PPKA and CKPN on productive assets
c. Deficit in fair value adjustment amounts for financial instruments in the trading book
d. Non-productive PPKA e) Deferred taxes f) Goodwill g) All other intangible assets h) Capital deficiency in insurance subsidiaries i) Securitization exposure j) Fund placements in Additional Core Capital and/or Supplementary Capital instruments issued by other banks k) Cross-ownership in other entities obtained based on transfer due to law, gift, or testamentary gift l) Others 10 Capital deductor factors-exposures causing credit risk due to settlement failure (settlement risk)-non-delivery versus payment 11 Total capital 12 Business Funds placed in Capital Equivalency Maintained Assets (CEMA) 13 ATMR a. ATMR for Credit Risk b. ATMR for Market Risk
c. ATMR for Operational Risk
14 KPMM Ratio (actual)
15 KPMM Ratio according to risk profile
16 Business Funds placed in CEMA for buffer fulfillment 17 Total buffer that must be formed a. Capital Conservation Buffer b. Countercyclical Buffer 18 Excess or deficiency of business funds for buffer fulfillment

The KCBLN Report is based on calculations made by the KCBLN itself, while the Financial Services Authority will use supervisory data available at the Financial Services Authority.

b. Bank Consolidated

Table 1C: KPMM Ratio Calculation-Bank Consolidated

Amount
1 CORE CAPITAL a. Core Capital Main

Paid-up Capital (after deducting treasury shares)
a) Ordinary shares b) Preferred shares
Additional Capital Reserves
a) Adder Factors
(1) Other Comprehensive Income
(a) Translation differences
(b) Potential gains from increases in fair value of financial assets measured at fair value through other comprehensive income (c) Balance of fixed asset revaluation surplus (2) Other Additional Capital Reserves (other disclosed reserves) (a) Agio from Core Capital Main instruments (b) General reserves (c) Prior years' profits
i. Prior years' profits after tax
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(d) Current year profits
i. Current year profits after tax
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(e) Capital contribution funds
(f) Others b) Deductor Factors
(1) Other Comprehensive Income
(a) Translation deficits
(b) Potential losses from decreases in fair value of financial assets measured at fair value through other comprehensive income (2) Other Additional Capital Reserves (other disclosed reserves) (a) Disagio from Core Capital Main instruments (b) Prior years' losses
i. Prior years' losses
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(c) Current year losses
i. Current year losses
ii. Increase/decrease in fair value of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
(d) Deficit between PPKA for productive assets and CKPN for productive assets (e) Deficit in fair value adjustment amounts for financial instruments in the Trading Book (f) Non-productive PPKA (g) Others
Non-controlling interests that can be considered
Core Capital Main Deductor Factors
a) Deferred taxes b) Intangible assets
(1) Goodwill
(2) Patents
(3) Software
(4) Others c) Participations considered as deductor factors d) Capital deficiency in insurance subsidiaries

Instruments meeting Additional Core Capital requirements
a) Preferred shares (non-cumulative), after deducting buybacks b) Subordinated securities (perpetual non-cumulative), after deducting buybacks c) Subordinated loans (perpetual non-cumulative), after deducting buybacks d) Issuance of Additional Core Capital by subsidiary companies in the form of banks and non-banks purchased by third parties (consolidated)
Agio from Additional Core Capital instruments
Disagio from Additional Core Capital instruments
Additional Core Capital Deductor Factors
a) Fund placements in Additional Core Capital and/or Supplementary Capital instruments at other banks b) Cross-ownership in other entities obtained based on transfer due to law, gift, or testamentary gift

2 SUPPLEMENTARY CAPITAL a. Capital instruments in the form of shares or others meeting Supplementary Capital requirements

Preferred shares (perpetual cumulative, non-perpetual), after deducting buybacks
Subordinated securities (perpetual cumulative, non-perpetual), after deducting buybacks
Subordinated loans (perpetual cumulative, non-perpetual), after deducting buybacks
Mandatory convertible bonds
Issuance of Supplementary Capital by subsidiary companies in the form of banks and non-banks purchased by third parties (consolidated)
Amortization based on remaining term
b. Agio from Supplementary Capital instruments
c. Disagio from Supplementary Capital instruments
d. General reserves for PPKA on productive assets that must be calculated (maximum 1.25% of ATMR for Credit Risk) e. Supplementary Capital Deductor Factors
Sinking Fund
Fund placements in Supplementary Capital instruments at other banks
Cross-ownership in other entities obtained based on transfer due to law, gift, or testamentary gift

Amount
3 TOTAL CAPITAL
4 RWA a. RWA for Credit Risk b. RWA for Market Risk
c. RWA for Operational Risk
5 ACTUAL CAR (Capital Adequacy Ratio) a. Core Capital Ratio

Common Equity Tier 1 Capital Ratio
Additional Tier 1 Capital Ratio
b. Supplementary Capital Ratio
6 SHORTFALL OF COMMON EQUITY TIER 1 CAPITAL TO MEET 4.5% MINIMUM 7 SHORTFALL OF CORE CAPITAL TO MEET 6% MINIMUM 8 CAR ACCORDING TO RISK PROFILE 9 ALLOCATION OF ACTUAL CAR FOR COMPLIANCE WITH CAR ACCORDING TO RISK PROFILE 1) a. Common Equity Tier 1 Capital Ratio (minimum 4.5%) b. Allocated Additional Tier 1 Capital Ratio
c. Additional Common Equity Tier 1 Capital Ratio allocated to meet the minimum
6% Core Capital
d. Allocated Supplementary Capital Ratio
e. Additional Common Equity Tier 1 Capital Ratio allocated to meet CAR Risk Profile 3) 10 CAPITAL SHORTFALL FOR COMPLIANCE WITH RISK PROFILE CAR 11 AVAILABLE COMMON EQUITY TIER 1 CAPITAL FOR BUFFER COMPLIANCE 4) 12 TOTAL REQUIRED BUFFER a. Capital Conservation Buffer b. Countercyclical Buffer
c. Capital Surcharge for Systemically Important Banks
13 SURPLUS OR SHORTFALL OF COMMON EQUITY TIER 1 CAPITAL FOR BUFFER COMPLIANCE

Notes:
1)
2)
3) Only to be filled if the Allocated Actual CAR is smaller than the CAR according to Risk Profile.
4)
Only to be filled if the Actual Common Equity Tier 1 Capital Ratio is greater than the Allocated Common Equity Tier 1 Capital Ratio.

BUK reports are based on BUK's own calculations, while the Financial Services Authority will use supervisory data available at the Financial Services Authority.

Compliance with CAR according to risk profile from actual CAR ratios is in accordance with the Financial Services Authority Regulation regarding minimum capital provision obligations for commercial banks, with the conditions:

Common Equity Tier 1 Capital Ratio of at least 4.5% of RWA;
Core Capital Ratio of at least 6% of RWA; and
Supplementary Capital Ratio of no more than the Core Capital Ratio.

Only to be filled if Additional Tier 1 Capital Ratio is less than 1.5%, so that the Core Capital minimum of 6% is met from the Common Equity Tier 1 Capital Ratio.

Filling Guidelines
a. The calculation of CAR ratios is done by calculating the capital ratios of BUK and KCBLN against RWA for credit risk, RWA for market risk, and RWA for operational risk. b. The calculation of CAR ratios includes:

Total Capital of BUK and KCBLN includes capital components in accordance with the Financial Services Authority Regulation regarding minimum capital provision obligations for commercial banks.
RWA for Credit Risk is the total credit risk RWA as the sum in “TOTAL RWA CREDIT RISK (A)-
(B)” in Table 2C and/or Table 2F.
RWA for Market Risk is the total market risk RWA as the sum in “12.5 x Total (RWA Equivalent)”
in Table 3E and/or Table 3M.
RWA for Operational Risk is the total RWA whose calculation is in accordance with the Financial Services Authority Circular regarding the calculation of risk-weighted assets for operational risk using the basic indicator approach.
CAR according to Risk Profile is in accordance with the Financial Services Authority Regulation regarding minimum capital provision obligations for commercial banks.
Total Required Buffer is the percentage of buffers that must be met by the Bank in accordance with the Financial Services Authority Regulation regarding minimum capital provision obligations for commercial banks, which includes:
a) Capital Conservation Buffer (%), filled by BUK and KCBLN required to form a Capital Conservation Buffer; b) Countercyclical Buffer (%), filled by BUK and KCBLN whose amount is determined by the competent authority; and c) Capital Surcharge for systemically important banks (%), filled by BUK required to form a capital surcharge for systemically important banks in accordance with the Regulation

Financial Services Authority regarding the designation of systemically important banks and capital surcharge.

II. Calculation of RWA for Credit Risk

Reporting Format
a. Bank individually

Table 2A: Credit Risk RWA Calculation Exposure Data-Standard Approach-Bank Individually
(1)
No. Claim CKPN Net Claim
I III IV V = III - IV

a. 0

Deposits at Bank Indonesia
Securities
Securities sold with a repurchase agreement
(Repo)
Loans granted
Other claims
Accrued interest receivable
b. 0
Securities
Securities sold with a repurchase agreement
(Repo)
Acceptance claims
Loans granted
Other claims
Accrued interest receivable

0
a. b. c. d. e. f.
a.
b. c. d. e. f.
a. 0

Deposits at other banks
Securities
Securities sold with a repurchase agreement
(Repo)
Acceptance claims
Loans granted
Other claims
Accrued interest receivable
b. 0
Deposits at other banks
Securities
Securities sold with a repurchase agreement
(Repo)
Acceptance claims
Loans granted
Other claims
Accrued interest receivable

0
a. b.
Securities
Loans granted
Securities sold with a repurchase agreement (Repo) Acceptance claims II Portfolio Category Claims on Other Countries' Governments Long-term Claims Claims on Governments Claims on Indonesian Government Loans granted Accrued interest receivable Accrued interest receivable Claims on Banks a) NON-DERIVATIVE CREDIT EXPOSURE Loans granted Accrued interest receivable Asset Exposures on the Balance Sheet, except Securitization Exposures Claims on Public Sector Entities Other claims Short-term Claims Residential Mortgage Loans Other claims Claims on Multilateral Development Banks and International Institutions Securities Securities sold with a repurchase agreement (Repo) Acceptance claims

No. Claim CKPN Net Claim
I III IV V = III - IV
6. 0
a. b.
7. 0
a. b.
8. 0
a. b. c. d.
9. 0
a. Securities b.
c. Acceptance claims
d. Loans granted e. Other claims f. Accrued interest receivable 10. a. 0 b. 0

Deposits at other banks
Securities
Securities sold with a repurchase agreement
(Repo)
Acceptance claims
Loans granted
Other claims

0
a. 0 b. 0

Temporary participation in the context of credit restructuring 0
Participation in unlisted financial companies
Participation in listed financial companies 0
c. 0
d. 0 e. 0 f. 0
Net inter-office
Loans granted
Residential Mortgage Loans
Other than Residential Mortgage Loans
Other Assets
Loans granted
Overdue Claims
Claims on Micro, Small Enterprises, and Retail Portfolios Acceptance claims Other claims Accrued interest receivable Accrued interest receivable Claims on Corporations Total Exposure for Asset Positions on the Balance Sheet Others Acquired Assets (AYDA) Commercial Property Mortgage Loans Employee/Pensioner Loans Accrued interest receivable II Portfolio Category Net fixed assets and inventories Loans granted Cash, gold, and commemorative coins Participation (except those that are capital deductions) Securities sold with a repurchase agreement (Repo)

(2)
(a)
No. TRA Value Special PPKA Net TRA Value
I III IV V = III - IV

0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0
(b)
No. TRA Value PPKA Net TRA Value
I III IV V = III - IV
0
a. 0 b. 0
0
0
a. 0 b. 0
0
0
Claims on Micro, Small Enterprises, and Retail Portfolios Short-term Claims Claims on Banks Other Administrative Account Transactions Withdrawal Flexibility Long-term Claims Exposure of Commitment/Liability Contingencies on Administrative Account Transactions, except Securitization Exposures Residential Mortgage Loans Claims on Public Sector Entities Portfolio Category II Claims on Indonesian Government Overdue Claims Claims on Other Countries' Governments Claims on Multilateral Development Banks and International Institutions Claims on Governments Total Exposure from Other Administrative Account Transactions Claims on Corporations Other than Residential Mortgage Loans Claims on Corporations Claims on Banks Claims on Micro, Small Enterprises, and Retail Portfolios Long-term Claims Claims on Other Countries' Governments Claims on Public Sector Entities Claims on Multilateral Development Banks and International Institutions Residential Mortgage Loans Commercial Property Mortgage Loans II Claims on Governments Claims on Indonesian Government Portfolio Category Total Exposure for Withdrawal Flexibility Employee or Pensioner Loans Short-term Claims

(3)
(a)
No. Net Claim
I III

0
a. b.
0
a. b.

(b)
No. Claim CKPN Net Claim
I III IV V = III - IV

0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
(4)
No. Exposure Value
I III
0
a. b. c. d.

Total Exposure from Settlement Risk 0
Risk Weight 100% (more than 45 working days)
For transactions classified as Non-Delivery versus Payment (non-DvP) Portfolio Category Exposures Causing Counterparty Credit Risk Short-term Claims Claims on Banks Long-term Claims Claims on Corporations Long-term Claims Claims on Governments Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Banks Short-term Claims Claims on Public Sector Entities Claims on Indonesian Government Claims on Other Countries' Governments II Repo Transactions Portfolio Category II Claims on Multilateral Development Banks and International Institutions Transaction Type II For transactions classified as Delivery versus Payment (DvP) Risk Weight 8% (5-15 working days) Risk Weight 50% (16-30 working days) Risk Weight 75% (31-45 working days) Total Exposure from Reverse Repo Transactions Claims on Multilateral Development Banks and International Institutions Claims on Corporations Total Exposure from Repo Transactions Claims on Public Sector Entities Reverse Repo Transactions Claims on Other Countries' Governments Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Governments Claims on Indonesian Government Exposures Causing Settlement Failure Risk (Settlement Risk) No Replacement Cost (RC) Potential Futures Exposures (PFE) Net Claim (1.4 x [RC + PFE]) I III IV V

Claims on Governments 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
Claims on Corporations 0
TOTAL 0
Claims on Indonesian Government
Claims on Other Countries' Governments
Claims on Banks
Long-term Claims
Claims on Micro, Small Enterprises, and Retail Portfolios b) DERIVATIVE EXPOSURE Portfolio Category Claims on Multilateral Development Banks and International Institutions Short-term Claims Claims on Public Sector Entities II

Table 2B: Credit Risk RWA Calculation Details-Standard
Approach-Bank Individually
(1) Asset Exposures on the Balance Sheet, except Securitization Exposures (1).1.a. Claims on Indonesian Government I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Claims on Indonesian Government 0% 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 (1).1.b. Claims on Other Countries' Governments I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Rating AAA to AA- 0% 0 0 Rating A+ to A- 20% 0 0 Rating BBB+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 100% 0 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 (1).2. Claims on Public Sector Entities I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VII IX X XI Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Meets Risk Weight Criteria 0% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 a) NON-DERIVATIVE CREDIT EXPOSURE RWA after MRK RWA before MRK RWA after MRK (1).3. Claims on Multilateral Development Banks and International Institutions Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before MRK RWA before MRK RWA after MRK Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before MRK RWA after MRK Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition)

(1).4.a. Claims on Banks-Short-term Claims
I
Net Claim 0
0% 20% 50% 100%
II III IV V VI VII VIII IX X XI
Short-term Rating A1 20% 0 0
Short-term Rating A2 50% 0 0
Short-term Rating A3 100% 0 0
Other Short-term Ratings 150% 0 0
Rating AAA to BBB- 20% 0 0
Rating BB+ to B- 50% 0 0
Rating below B- 150% 0 0
Unrated 20% 0 0
Total RWA before MRK recognition (A) 0
Total RWA after MRK recognition (B) 0
(1).4.b. Claims on Banks-Long-term Claims
I
Net Claim 0
0% 20% 50% 100%
II III IV V VI VII VIII IX X XI
Short-term Rating A1 20% 0 0
Short-term Rating A2 50% 0 0
Short-term Rating A3 100% 0 0
Other Short-term Ratings 150% 0 0
Rating AAA to AA- 20% 0 0
Rating A+ to BBB- 50% 0 0
Rating BB+ to B- 100% 0 0
Rating below B- 150% 0 0
Unrated 50% 0 0
Total RWA before MRK recognition (A) 0
Total RWA after MRK recognition (B) 0
I
Net Claim 0
0% 20% 50% 100%
II III IV V VI VII VIII IX X XI
LTV ≤ 50% 20% 0 0
50% < LTV ≤ 70% 25% 0 0
70% < LTV ≤ 100% 35% 0 0
Total RWA before MRK recognition (A) 0
Total RWA after MRK recognition (B) 0
I
Net Claim 0
0% 20% 50% 100%
II III IV V VI VII VIII IX X XI
Commercial Property Mortgage Loans 100% 0
Total RWA before MRK recognition (A) 0
Total RWA after MRK recognition (B) 0
(1).7. Employee or Pensioner Loans
I
Net Claim 0
0% 20% 50% 100%
II III IV V VI VII VIII IX X XI
Employee or Pensioner Loans 50% 0
Total RWA before MRK recognition (A) 0
Total RWA after MRK recognition (B) 0
Net
Claim
Unsecured
Portion
Secured
Portion
(Credit Risk Mitigation Technique
Recognition)
RWA before
MRK
RWA after
MRK
RWA before
MRK
RWA after
MRK
(1).6. Commercial Property Mortgage Loans
Net
Claim
Unsecured
Portion
Secured
Portion
(Credit Risk Mitigation Technique
Recognition)
RWA before
MRK
RWA after
MRK
Category
Risk Weight
Category
Risk Weight
(1).5. Residential Mortgage Loans
Risk
Weight
Net
Claim
Unsecured
Portion
Secured
Portion
(Credit Risk Mitigation Technique
Recognition)
Net
Claim
Unsecured
Portion
Secured
Portion
(Credit Risk Mitigation Technique
Recognition) Risk Weight
Category
RWA before
MRK
RWA after
MRK
Risk Weight
Category
Net
Claim
Unsecured
Portion
Secured
Portion
(Credit Risk Mitigation Technique
Recognition)
RWA before
MRK
RWA after
MRK

(1).8. Claims on Micro, Small Enterprises, and Retail Portfolios I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Claims on Micro, Small Enterprises, and Retail Portfolios 75% 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Short-term Rating A1 20% 0 0 Short-term Rating A2 50% 0 0 Short-term Rating A3 100% 0 0 Other Short-term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to A- 50% 0 0 Rating BBB+ to BB- 100% 0 0 Rating below BB- 150% 0 0 Unrated 100% 0 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 (1).10. Overdue Claims I Net Claim 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Residential Mortgage Loans 100% 0 Other than Residential Mortgage Loans 150% 0 Total RWA before MRK recognition (A) 0 Total RWA after MRK recognition (B) 0 RWA before MRK RWA after MRK Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before MRK RWA after MRK (1).9. Claims on Corporations Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category RWA before MRK RWA after MRK

(2)
(2).1.a Claims on Indonesian Government
Net TRA Value
I
Withdrawal Flexibility 0
Other Admin Account Transactions 0
Type of Administrative Account Transaction (TRA) Net TRA Value FKK Net Claim II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liabilities with agreement period ≤ 1 year 20% 0 Commitment Liabilities with agreement period > 1 year 50% 0 Commitment Liabilities in the form of L/C (except standby L/C) 20% 0 Contingent Liabilities in the form of guarantees not in the context of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Liabilities in the form of guarantees in the context of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Claims on Indonesian Government 0% 0 Total RWA before MRK recognition (B) 0 Total RWA after MRK recognition (C) 0 (2).1.b. Claims on Other Countries' Governments Net TRA Value I Withdrawal Flexibility 0 Other Admin Account Transactions 0 Type of Administrative Account Transaction (TRA) Net TRA Value FKK Net Claim II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liabilities with agreement period ≤ 1 year 20% 0 Commitment Liabilities with agreement period > 1 year 50% 0 Commitment Liabilities in the form of L/C (except standby L/C) 20% 0 Contingent Liabilities in the form of guarantees not in the context of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Liabilities in the form of guarantees in the context of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Rating AAA to AA- 0% 0 0 Rating A+ to A- 20% 0 0 Rating BBB+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 100% 0 0 Total RWA before MRK recognition (B) 0 Total RWA after MRK recognition (C) 0 RWA before MRK RWA after MRK Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Exposure of Commitment/Liability Contingencies on Administrative Account Transactions, except Securitization Exposures Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before MRK RWA after MRK

(2).2. Claims on Public Sector Entities
Net TRA Value
I
Withdrawal Flexibility 0
Other Admin Account Transactions 0
Type of Administrative Account Transaction (TRA) Net TRA Value FKK Net Claim II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liabilities with agreement period ≤ 1 year 20% 0 Commitment Liabilities with agreement period > 1 year 50% 0 Commitment Liabilities in the form of L/C (except standby L/C) 20% 0 Contingent Liabilities in the form of guarantees not in the context of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Liabilities in the form of guarantees in the context of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total RWA before MRK recognition (B) 0 Total RWA after MRK recognition (C) 0 (2).3. Claims on Multilateral Development Banks and International Institutions Net TRA Value I Withdrawal Flexibility 0 Other Admin Account Transactions 0 Type of Administrative Account Transaction (TRA) Net TRA Value FKK Net Claim II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liabilities with agreement period ≤ 1 year 20% 0 Commitment Liabilities with agreement period > 1 year 50% 0 Commitment Liabilities in the form of L/C (except standby L/C) 20% 0 Contingent Liabilities in the form of guarantees not in the context of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Liabilities in the form of guarantees in the context of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Risk Weight Criteria 0% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total RWA before MRK recognition (B) 0 Total RWA after MRK recognition (C) 0 RWA before MRK RWA after MRK Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Net Claim Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before MRK RWA after MRK

(2).4.a. Claims on Banks - Short-Term Claims
Net TRA Value
I
Withdrawal Allowance 0
Other Administrative Account Transactions 0
Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 Commitment Liability in the form of L/C (except standby L/C) 20% 0 Contingent Liability in the form of guarantees not in the context of granting credit (e.g., bid, performance, advance payment bond) 50% 0 Contingent Liability in the form of guarantees in the context of granting credit, or acceptance (e.g., guarantee, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Short-Term Rating A1 20% 0 0 Short-Term Rating A2 50% 0 0 Short-Term Rating A3 100% 0 0 Other Short-Term Ratings 150% 0 0 Rating AAA to BBB- 20% 0 0 Rating BB+ to B- 50% 0 0 Rating below B- 150% 0 0 No Rating 20% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 (2).4.b. Claims on Banks - Long-Term Claims Net TRA Value I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 Commitment Liability in the form of L/C (except standby L/C) 20% 0 Contingent Liability in the form of guarantees not in the context of granting credit (e.g., bid, performance, advance payment bond) 50% 0 Contingent Liability in the form of guarantees in the context of granting credit, or acceptance (e.g., guarantee, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Short-Term Rating A1 20% 0 0 Short-Term Rating A2 50% 0 0 Short-Term Rating A3 100% 0 0 Other Short-Term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 No rating 50% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 Category Risk Weight Risk Weight Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) Category ATMR before CRM ATMR after CRM Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) ATMR before CRM ATMR after CRM

(2).5. Mortgage Loans
Net TRA Value
I
Withdrawal Allowance 0
Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV LTV ≤ 50% 20% 0 0 50% < LTV ≤ 70% 25% 0 0 70% < LTV ≤ 100% 35% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 (2).6. Commercial Property Secured Loans Net TRA Value I Withdrawal Allowance 0 Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Commercial Property Secured Loans 100% 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 ATMR before CRM ATMR after CRM Category Risk Weight Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) ATMR before CRM ATMR after CRM Category Risk Weight Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques)

(2).7. Employee or Pensioner Loans
Net TRA Value
I
Withdrawal Allowance 0
Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Employee/Pensioner Loans 50% 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 (2).8. Claims on Micro, Small Enterprises, and Retail Portfolios Net TRA Value I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 Commitment Liability in the form of L/C (except standby L/C) 20% 0 Contingent Liability in the form of guarantees not in the context of granting credit (e.g., bid, performance, advance payment bond) 50% 0 Contingent Liability in the form of guarantees in the context of granting credit, or acceptance (e.g., guarantee, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Claims on Micro, Small Enterprises, and Retail Portfolios 75% 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 Category Risk Weight ATMR before CRM ATMR after CRM Category Risk Weight Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) ATMR before CRM ATMR after CRM

(2).9. Claims on Corporations
Net TRA Value
I
Withdrawal Allowance 0
Other Administrative Account Transactions 0
Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 Commitment Liability in the form of L/C (except standby L/C) 20% 0 Contingent Liability in the form of guarantees not in the context of granting credit (e.g., bid, performance, advance payment bond) 50% 0 Contingent Liability in the form of guarantees in the context of granting credit, or acceptance (e.g., guarantee, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Short-Term Rating A1 20% 0 0 Short-Term Rating A2 50% 0 0 Short-Term Rating A3 100% 0 0 Other Short-Term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to A- 50% 0 0 Rating BBB+ to BB- 100% 0 0 Rating below BB- 150% 0 0 No rating 100% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 (2).10. Past Due Claims Net TRA Value I Withdrawal Allowance - Mortgage Loans 0 Withdrawal Allowance - Other than Mortgage Loans 0 Type of Administrative Account Transaction (TRA) Net TRA Value Net TRA Clean Claims II III IV V TRA meeting criteria as uncommitted 0% 0 Commitment Liability with agreement term ≤ 1 year 20% 0 Commitment Liability with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Mortgage Loans 100% 0 0 Other than Mortgage Loans 150% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 ATMR before CRM ATMR after CRM Category Risk Weight Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) Category Risk Weight Clean Claims Unsecured Portion Secured Portion (Recognition of Credit Risk Mitigation Techniques) ATMR before CRM ATMR after CRM

(3)
(3).1.a Claims on the Government of Indonesia
Type of Transaction
Clean Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Claims on the Government of Indonesia 0% 0
Total ATMR before recognition of CRM (B) 0
Total ATMR after recognition of CRM (C) 0
(3).1.b. Claims on Governments of Other Countries Type of Transaction Clean Claims I II Repo Transactions 0 Reverse Repo Transactions 0 (A) 0 III IV V VI VII VIII Rating AAA to AA- 0% 0 0 Rating A+ to A- 20% 0 0 Rating BBB+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 No Rating 100% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 (3).2. Claims on Public Sector Entities Type of Transaction Clean Claims I II Repo Transactions 0 Reverse Repo Transactions 0 (A) 0 III IV V VI VII VIII Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 No rating 50% 0 0 Total ATMR before recognition of CRM (B) 0 Total ATMR after recognition of CRM (C) 0 ATMR after CRM Category Risk Weight Clean Claims Clean Claims after CRM ATMR before CRM ATMR before CRM ATMR after CRM Category Risk Weight Clean Claims Clean Claims after CRM Category Risk Weight Clean Claims Clean Claims after CRM ATMR before CRM ATMR after CRM Credit Exposure Resulting from Counterparty Failure (Counterparty Credit Risk)

Type of Transaction
Clean Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Risk Weight Criteria 0% 0% 0 0
Rating AAA to AA- 20% 0 0
Rating A+ to BBB- 50% 0 0
Rating BB+ to B- 100% 0 0
Rating below B- 150% 0 0
No Rating 50% 0 0
Total ATMR before recognition of CRM (B) 0
Total ATMR after recognition of CRM (C) 0
(3).4.a. Claims on Banks - Short-Term Claims
Type of Transaction
Clean Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Rating AAA to BBB- 20% 0 0
Rating BB+ to B- 50% 0 0
Rating below B- 150% 0 0
No Rating 20% 0 0
Total ATMR before recognition of CRM (B) 0
Total ATMR after recognition of CRM (C) 0
(3).4.b. Claims on Banks - Long-Term Claims
Type of Transaction
Clean Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Rating AAA to AA- 20% 0 0
Rating A+ to BBB- 50% 0 0
Rating BB+ to B- 100% 0 0
Rating below B- 150% 0 0
No rating 50% 0 0
Total ATMR before recognition of CRM (B) 0
Total ATMR after recognition of CRM (C) 0
(3).3. Claims on Multilateral Development Banks and International Institutions ATMR after CRM Category Risk Weight Clean Claims Clean Claims after CRM ATMR before CRM Risk Weight Clean Claims Clean Claims after CRM ATMR before CRM Category Risk Weight Clean Claims Clean Claims after CRM ATMR before CRM ATMR after CRM Category ATMR after CRM

Type of Transaction
Clean Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Retail Portfolio Claims 75% 0 0
Total ATMR before recognition of CRM (B) 0
Total ATMR after recognition of CRM (C) 0
(3).6. Claims on Corporations
Type of Transaction
Clean Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Rating AAA to AA- 20% 0 0
Rating A+ to A- 50% 0 0
Rating BBB+ to BB- 100% 0 0
Rating below BB- 150% 0 0
No rating 100% 0 0
Total ATMR before recognition of CRM (B) 0
Total ATMR after recognition of CRM (C) 0
(3).5. Claims on Micro, Small Enterprises, and Retail Portfolios Clean Claims Clean Claims after CRM ATMR before CRM Category Risk Weight Clean Claims Clean Claims after CRM ATMR before CRM ATMR after CRM ATMR after CRM Category Risk Weight

1.a. Claims on the Government of Indonesia
VI VII VIII IX
Claims on the Government of Indonesia 20% 0
TOTAL 0 0
1.b. Claims on Governments of Other Countries
VI VII VIII IX
Rating AAA to AA- 0% 0
Rating A+ to A- 20% 0
Rating BBB+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
No rating 100% 0
TOTAL 0 0
2. Claims on Public Sector Entities
VI VII VIII IX
Rating AAA to AA- 20% 0
Rating A+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
No rating 50% 0
TOTAL 0 0
3. Claims on Multilateral Development Banks and International Institutions
VI VII VIII IX
Risk Weight Criteria 0% 0% 0
Rating AAA to AA- 20% 0
Rating A+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
No rating 50% 0
TOTAL 0 0
Category Risk Weight
Clean Claims ATMR
Category Risk Weight
Clean Claims ATMR
Category Risk Weight
Clean Claims ATMR b) DERIVATIVE EXPOSURE
Category Risk Weight
Clean Claims ATMR

4.a. Claims on Banks - Short-Term Claims
VI VII VIII IX
Rating AAA to BBB- 20% 0
Rating BB+ to B- 50% 0
Rating below B- 150% 0
No rating 20% 0
TOTAL 0 0
4.b. Claims on Banks - Long-Term Claims
VI VII VIII IX
Rating AAA to AA- 20% 0
Rating A+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
No rating 50% 0
TOTAL 0 0
5. Claims on Micro, Small Enterprises, and Retail Portfolios
VI VII VIII IX
Retail Portfolio Claims 75% 0
TOTAL 0 0
6. Claims on Corporations
VI VII VIII IX
Rating AAA to AA- 20% 0
Rating A+ to A- 50% 0
Rating BBB+ to BB- 100% 0
Rating below BB- 150% 0
No rating 100% 0
TOTAL 0 0
Category Risk Weight
Clean Claims ATMR
Category Risk Weight
Clean Claims ATMR
Category Risk Weight
Clean Claims ATMR
Category Risk Weight
Clean Claims ATMR

Table 2C: Recapitulation of ATMR Calculation Results for Credit Risk - Banks individually
a) NON-DERIVATIVE CREDIT EXPOSURE
No Clean Claims
ATMR Before
CRM ATMR After CRM
I III IV V

0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0
0 0
a. 0 0 b. 0 0

Temporary equity participation in the context of credit restructuring 0 0
Equity participation in unlisted financial companies 0 0
Equity participation in listed financial companies 0 0
c. 0 0
d. 0 0 e. 0 0 f. 0
II
Commercial Property Secured Loans
Employee or Pensioner Loans
Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Corporations Past Due Claims Mortgage Loans Other than Mortgage Loans Other Assets Cash, gold, and commemorative coin Equity Participation (except those that are capital reduction factors) Long-Term Claims (1) Asset Exposure on the Balance Sheet, except Securitization Exposure Portfolio Category Claims on Government Claims on the Government of Indonesia Claims on Governments of Other Countries Claims on Public Sector Entities Claims on Multilateral Development Banks and International Institutions Claims on Banks Short-Term Claims Net Fixed Assets and Inventory Mortgage Loans Assets Acquired (AYDA) Inter-office Net Others TOTAL

No Clean Claims
ATMR Before
CRM ATMR After CRM
I III IV V

Claims on Government 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0
No Clean Claims
ATMR Before
CRM ATMR After CRM
I III IV V
Claims on Government 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
II
II
(2) Commitment/Contingent Liability Exposure on Administrative Account Transactions, except Securitization Exposure Portfolio Category Claims on the Government of Indonesia Claims on Governments of Other Countries Claims on Multilateral Development Banks and International Institutions Claims on Banks Claims on Public Sector Entities Claims on Corporations Claims on Micro, Small Enterprises, and Retail Portfolios Mortgage Loans Commercial Property Secured Loans Employee or Pensioner Loans Long-Term Claims Short-Term Claims Portfolio Category Past Due Claims Mortgage Loans Other than Mortgage Loans TOTAL (3) Credit Exposure Resulting from Counterparty Failure (Counterparty Credit Risk ) Claims on the Government of Indonesia Claims on Governments of Other Countries Claims on Multilateral Development Banks and International Institutions Claims on Banks Short-Term Claims Long-Term Claims Claims on Public Sector Entities Claims on Corporations Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL

No Value
Exposure
Capital Reduction
Factor ATMR
I III IV V

0 0
a. 0 0 b. 0 0
c. 0 0
d. 0 0
0
No Capital Reduction
Factor ATMR
I III IV

0 0 b) DERIVATIVE EXPOSURE
No Clean Claims ATMR
I III IV

Claims on Government 0 0
a. 0 0 b. 0 0
Claims on Public Sector Entities 0 0
0 0
0 0
a. 0 0 b. 0 0
0 0
0 0

0 0 c) TOTAL CREDIT RISK MEASUREMENT ( a) + b) ) (A) 0 (B) (C) 0 (D) 0 II (4) Credit Exposure Resulting from Settlement Failure (Settlement Risk ) Non -Delivery versus Payment TOTAL Claims on Multilateral Development Banks and International Institutions (5) Securitization Exposure Delivery versus Payment Capital Charge 8% (5-15 working days) Capital Charge 50% (16-30 working days) Capital Charge 75% (31-45 working days) Capital Charge 100% (more than 45 working days) Claims on the Government of Indonesia Claims on Governments of Other Countries Securitization Exposure that is a Core Tier 1 Capital Reduction Factor TOTAL Portfolio Category II ATMR CREDIT RISK CALCULATION ATMR CREDIT RISK REDUCTION FACTORS:
The excess difference between the general reserves of PPKA on productive assets that must be calculated and 1.25% ATMR for Credit Risk TOTAL ATMR CREDIT RISK (A) - (B) TOTAL CAPITAL REDUCTION FACTORS Claims to Banks Short-Term Claims Claims on Corporations Long-Term Claims Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL Risk-Weighted Exposure from Credit Valuation Adjustment (CVA risk weighted assets ) Type of Transaction II ATMR on Securitization Exposure calculated with External Rating Based Approach (ERBA) Method ATMR on Securitization Exposure calculated with Standardized Approach (SA) Method Type of Transaction

b. Banks on a consolidated basis

Table 2D: Exposure Data for ATMR Credit Risk Calculation - Standardized Approach - Banks on a consolidated basis
(1)
No Claims CKPN Clean Claims
I III IV V = III - IV

a. 0

Placements at Bank Indonesia
Securities
Securities sold with agreement to repurchase (Repo )
Loans granted
Other claims
Accrued interest receivable
b. 0
Securities
Securities sold with agreement to repurchase (Repo )
Acceptance claims
Loans granted
Other claims
Accrued interest receivable

0
a. b. c. d. e. f.
0
a. b. c. d. e. f.
a. 0

Placements at other banks
Securities
Securities sold with agreement to repurchase (Repo )
Acceptance claims
Loans granted
Other claims
Accrued interest receivable
b. 0
Placements at other banks
Securities
Securities sold with agreement to repurchase (Repo )
Acceptance claims
Loans granted
Other claims
Accrued interest receivable

0
a. b.
0
a. b.
0
a. b.
Asset Exposure on the Balance Sheet, except Securitization Exposure Claims on Public Sector Entities Other claims Short-Term Claims Mortgage Loans Other claims Claims on Multilateral Development Banks and International Institutions Securities Securities sold with agreement to repurchase (Repo ) Acceptance claims Accrued interest receivable Accrued interest receivable Claims on Banks a) NON-DERIVATIVE CREDIT EXPOSURE Loans granted Accrued interest receivable Loans granted Commercial Property Secured Loans Employee/Pensioner Loans Accrued interest receivable Securities Loans granted Securities sold with agreement to repurchase (Repo ) Acceptance claims II Portfolio Category Claims on Governments of Other Countries Long-Term Claims Claims on Government Claims on the Government of Indonesia Loans granted Loans granted Accrued interest receivable

No Claims CKPN Clean Claims
I III IV V = III - IV
8. 0
a. b. c. d.
9. 0
a.Securities b.Securities sold with agreement to repurchase (Repo )
c. Acceptance claims
d.Loops granted e. Other claims f. Accrued interest receivable 10. a. 0 b. 0

Placements at other banks
Securities
Securities sold with agreement to repurchase (Repo )
Acceptance claims
Loans granted
Other claims

0
a.Cash, gold and commemorative coin 0 b.Equity Participation (except those that are capital reduction factors) 0

Temporary equity participation in the context of credit restructuring 0
Equity participation in unlisted financial companies 0
Equity participation in listed financial companies 0
c. 0
d. 0 e. 0 f. 0
Net Fixed Assets and Inventory
II
Portfolio Category
Inter-office Net
Mortgage Loans
Other than Mortgage Loans
Other Assets
Loans granted
Past Due Claims
Claims on Micro, Small Enterprises, and Retail Portfolios Acceptance claims Other claims Accrued interest receivable Claims on Corporations Total Exposure for Asset Positions on the Balance Sheet Others Assets Acquired (AYDA) (2) (a) No Net TRA Value Specific PPKA Net TRA Value I III IV V = III - IV

0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0
(b)
No Net TRA Value PPKA Net TRA Value
I III IV V = III - IV
0
a. 0 b. 0
0
0
a. 0 b. 0
0
0
Past Due Claims
Claims on Government
Total Exposure from Other Administrative Account Transactions Claims on Corporations Other than Mortgage Loans Claims on Banks Claims on Micro, Small Enterprises, and Retail Portfolios Long-Term Claims Short-Term Claims Claims on Corporations Claims on Governments of Other Countries Claims on Public Sector Entities Claims on Multilateral Development Banks and International Institutions Mortgage Loans Commercial Property Secured Loans II Claims on Government Claims on the Government of Indonesia Portfolio Category Total Exposure for Withdrawal Allowance Employee or Pensioner Loans Claims on Governments of Other Countries Claims on Multilateral Development Banks and International Institutions Commitment/Contingent Liability Exposure on Administrative Account Transactions, except Securitization Exposure Mortgage Loans Claims on Public Sector Entities Portfolio Category II Claims on the Government of Indonesia Claims on Micro, Small Enterprises, and Retail Portfolios Short-Term Claims Claims on Banks Other Administrative Account Transactions Withdrawal Allowance Long-Term Claims

(3)
(a)
No Net Claims
I III

0
a. b.
0
a. b.

(b)
No Net Claims CKPN Net Claims
I III IV V = III - IV

0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
Total Exposure from Reverse Repo Transactions 0 Exposure Causing Counterparty Credit Risk Short-term Claims Claims on Banks Portfolio Category II Repo Transactions Claims on Corporates Total Exposure from Repo Transactions Long-term Claims Reverse Repo Transactions Claims on Governments Portfolio Category II Claims on Multilateral Development Banks and International Institutions Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Corporates Long-term Claims Claims on Multilateral Development Banks and International Institutions Claims on Public Sector Entities Claims on Foreign Governments Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Governments Claims on Indonesian Government Claims on Banks Short-term Claims Claims on Public Sector Entities Claims on Indonesian Government Claims on Foreign Governments (4) No Exposure Value I III
0
a. b. c. d.

(5)
No
Factor
Capital
ATMR
I III IV

Total Exposure
Total Exposure from Settlement Risk
Risk Weight 50% (16-30 working days)
Exposure in Subsidiary Companies Conducting Business Based on Sharia Principles (if any) Exposure Causing Settlement Risk Risk Weight 75% (31-45 working days) Risk Weight 100% (more than 45 working days) Risk Weight 8% (5-15 working days) Transaction Type II Transaction Type II For transactions classified as Non-Delivery versus Payment (non-DvP) For transactions classified as Delivery versus Payment (DvP) No Replacement Cost (RC) Potential Futures Exposures (PFE) Net Claims (1.4 x [RC + PFE]) I III IV V
Claims on Governments 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
Claims on Corporates 0
TOTAL 0
Claims on Indonesian Government
Claims on Foreign Governments
Claims on Banks
Long-term Claims
Claims on Micro, Small Enterprises, and Retail Portfolios b) DERIVATIVE EXPOSURE Portfolio Category Claims on Multilateral Development Banks and International Institutions Short-term Claims Claims on Public Sector Entities II

Table 2E: Details of ATMR Calculation for Credit Risk - Standardized Approach for Consolidated Banks
(1) Asset Exposure on the Balance Sheet, except Securitization Exposure (1).1.a. Claims on Indonesian Government I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Claims on Indonesian Government 0% 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 (1).1.b. Claims on Foreign Governments I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Rating AAA to AA- 0% 0 0 Rating A+ to A- 20% 0 0 Rating BBB+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 100% 0 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 (1).2. Claims on Public Sector Entities I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VII IX X XI Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Meets 0% Risk Weight Criteria 0% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM ATMR before CRM ATMR after CRM (1).3. Claims on Multilateral Development Banks and International Institutions Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM a) CREDIT EXPOSURE OTHER THAN DERIVATIVES

(1).4.a. Claims on Banks - Short-term Claims
I
Net Claims 0
0% 20% 50% 100%
II III IV V VI VII VIII IX X XI
Short-term Rating A1 20% 0 0
Short-term Rating A2 50% 0 0
Short-term Rating A3 100% 0 0
Other Short-term Ratings 150% 0 0
Rating AAA to BBB- 20% 0 0
Rating BB+ to B- 50% 0 0
Rating below B- 150% 0 0
Unrated 20% 0 0
Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 (1).4.b. Claims on Banks - Long-term Claims I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Short-term Rating A1 20% 0 0 Short-term Rating A2 50% 0 0 Short-term Rating A3 100% 0 0 Other Short-term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 I Net Claims 0 Risk Weight Category 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Commercial Property-Backed Loans 100% 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 (1).7. Employee or Pensioner Loans I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Employee or Pensioner Loans 50% 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 ATMR before CRM ATMR after CRM Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Risk Weight Category (1).5. Housing-Backed Loans Risk Weight Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM ATMR before CRM ATMR after CRM (1).6. Commercial Property-Backed Loans Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Risk Weight Category

(1).8. Claims on Micro, Small Enterprises, and Retail Portfolios I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Claims on Micro, Small Enterprises, and Retail Portfolios 75% 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Short-term Rating A1 20% 0 0 Short-term Rating A2 50% 0 0 Short-term Rating A3 100% 0 0 Other Short-term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to A- 50% 0 0 Rating BBB+ to BB- 100% 0 0 Rating below BB- 150% 0 0 Unrated 100% 0 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 (1).10. Overdue Claims I Net Claims 0 0% 20% 50% 100% II III IV V VI VII VIII IX X XI Housing-Backed Loans 100% 0 Other than Housing-Backed Loans 150% 0 Total ATMR before credit risk mitigation recognition (A) 0 Total ATMR after credit risk mitigation recognition (B) 0 ATMR before CRM ATMR after CRM Risk Weight Category (1).9. Claims on Corporates Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM

(2).
(2).1.a Claims on Indonesian Government
Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Claims on Indonesian Government 0% 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (2).1.b. Claims on Foreign Governments Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Rating AAA to AA- 0% 0 0 Rating A+ to A- 20% 0 0 Rating BBB+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 100% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM ATMR before CRM ATMR after CRM Exposure of Commitment or Contingent Obligations in Administrative Account Transactions, except Securitization Exposure Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM ATMR before CRM ATMR after CRM

(2).2. Claims on Public Sector Entities
Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (2).3. Claims on Multilateral Development Banks and International Institutions Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Meets 0% Risk Weight Criteria 0% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM ATMR before CRM ATMR after CRM

(2).4.a. Claims on Banks - Short-term Claims
Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Short-term Rating A1 20% 0 0 Short-term Rating A2 50% 0 0 Short-term Rating A3 100% 0 0 Other Short-term Ratings 150% 0 0 Rating AAA to BBB- 20% 0 0 Rating BB+ to B- 50% 0 0 Rating below B- 150% 0 0 Unrated 20% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (2).4.b. Claims on Banks - Long-term Claims Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Short-term Rating A1 20% 0 0 Short-term Rating A2 50% 0 0 Short-term Rating A3 100% 0 0 Other Short-term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Risk Weight Category ATMR before CRM ATMR after CRM

(2).5. Housing-Backed Loans
Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV LTV ≤ 50% 20% 0 0 50% < LTV ≤ 70% 25% 0 0 70% < LTV ≤ 100% 35% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (2).6. Commercial Property-Backed Loans Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Commercial Property-Backed Loans 100% 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM

(2).7. Employee or Pensioner Loans
Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Employee/Pensioner Loans 50% 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (2).8. Claims on Micro, Small Enterprises, and Retail Portfolios Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Claims on Micro, Small Enterprises, and Retail Portfolios 75% 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM Risk Weight Category ATMR before CRM ATMR after CRM

(2).9. Claims on Corporates
Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance 0 Other Administrative Account Transactions 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 Commitment Obligations in the form of L/C (except standby L/C) 20% 0 Contingent Obligations in the form of guarantees not for the purpose of granting credit (e.g. bid, performance, advance payment bond) 50% 0 Contingent Obligations in the form of guarantees for the purpose of granting credit, or acceptance (e.g. guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Short-term Rating A1 20% 0 0 Short-term Rating A2 50% 0 0 Short-term Rating A3 100% 0 0 Other Short-term Ratings 150% 0 0 Rating AAA to AA- 20% 0 0 Rating A+ to A- 50% 0 0 Rating BBB+ to BB- 100% 0 0 Rating below BB- 150% 0 0 Unrated 100% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (2).10. Overdue Claims Administrative Account Transaction (TRA) Value Net I Withdrawal Allowance - Housing-Backed Loans 0 Withdrawal Allowance - Other than Housing-Backed Loans 0 Type of Administrative Account Transaction (TRA) TRA Value Net FKK Net Claims II III IV V TRA meeting uncommitted criteria 0% 0 Commitment Obligations with agreement term ≤ 1 year 20% 0 Commitment Obligations with agreement term > 1 year 50% 0 (A) 0 0% 20% 50% 100% VI VII VIII IX X XI XII XIII XIV XV Housing-Backed Loans 100% 0 0 Other than Housing-Backed Loans 150% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before CRM ATMR after CRM ATMR before CRM ATMR after CRM Risk Weight Category Net Claims Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition)

(3)
(3).1.a. Claims on Indonesian Government
Transaction Type Net Claims
I II
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
III IV V VI VII VIII
Claims on Indonesian Government 0% 0
Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (3).1.b. Claims on Foreign Governments Transaction Type Net Claims I II Repo Transactions 0 Reverse Repo Transactions 0 (A) 0 III IV V VI VII VIII Rating AAA to AA- 0% 0 0 Rating A+ to A- 20% 0 0 Rating BBB+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 100% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 (3).2. Claims on Public Sector Entities Transaction Type Net Claims I II Repo Transactions 0 Reverse Repo Transactions 0 (A) 0 III IV V VI VII VIII Rating AAA to AA- 20% 0 0 Rating A+ to BBB- 50% 0 0 Rating BB+ to B- 100% 0 0 Rating below B- 150% 0 0 Unrated 50% 0 0 Total ATMR before credit risk mitigation recognition (B) 0 Total ATMR after credit risk mitigation recognition (C) 0 Exposure Causing Counterparty Credit Risk ATMR after CRM Risk Weight Category Net Claims Net Claims after CRM ATMR before CRM ATMR before CRM ATMR after CRM Risk Weight Category Net Claims Net Claims after CRM ATMR after CRM Risk Weight Category Net Claims Net Claims after CRM ATMR before CRM

Transaction Type
Net Exposure
I II
Repo Transaction 0
Reverse Repo Transaction 0
(A) 0
III IV V VI VII VIII
Risk Weight Criteria 0% 0% 0 0
Rating AAA to AA- 20% 0 0
Rating A+ to BBB- 50% 0 0
Rating BB+ to B- 100% 0 0
Rating below B- 150% 0 0
Unrated 50% 0 0
Total RWA before MRK recognition (B) 0
Total RWA after MRK recognition (C) 0
(3).4.a. Claims on Banks-Short-Term Claims
Transaction Type
Net Exposure
I II
Repo Transaction 0
Reverse Repo Transaction 0
(A) 0
III IV V VI VII VIII
Rating AAA to BBB- 20% 0 0
Rating BB+ to B- 50% 0 0
Rating below B- 150% 0 0
Unrated 20% 0 0
Total RWA before MRK recognition (B) 0
Total RWA after MRK recognition (C) 0
(3).4.b. Claims on Banks-Long-Term Claims
Transaction Type
Net Exposure
I II
Repo Transaction 0
Reverse Repo Transaction 0
(A) 0
III IV V VI VII VIII
Rating AAA to AA- 20% 0 0
Rating A+ to BBB- 50% 0 0
Rating BB+ to B- 100% 0 0
Rating below B- 150% 0 0
Unrated 50% 0 0
Total RWA before MRK recognition (B) 0
Total RWA after MRK recognition (C) 0
Risk Weight Category
Claims
Net Exposure
Net Exposure after MRK
RWA before MRK
(3).3. Claims on Multilateral Development Banks and International Organizations Risk Weight Risk Weight Category Claims Net Exposure Net Exposure after MRK RWA before MRK RWA after MRK Claims Net Exposure Net Exposure after MRK RWA before MRK RWA after MRK Risk Weight Category Transaction Type Net Exposure I II Repo Transaction 0 Reverse Repo Transaction 0 (A) 0 III IV V VI VII VIII Retail Portfolio Claims 75% 0 0 Total RWA before MRK recognition (B) 0 Total RWA after MRK recognition (C) 0 (3).6. Claims on Corporates Transaction Type Net Exposure I II Repo Transaction 0 Reverse Repo Transaction 0 (A) 0 III IV V VI VII VIII Rating AAA to AA- 20% 0 0 Rating A+ to A- 50% 0 0 Rating BBB+ to BB- 100% 0 0 Rating below BB- 150% 0 0 Unrated 100% 0 0 Total RWA before MRK recognition (B) 0 Total RWA after MRK recognition (C) 0 Risk Weight Category Claims Net Exposure Net Exposure after MRK RWA before MRK RWA after MRK Risk Weight Category RWA after MRK Claims Net Exposure Net Exposure after MRK RWA before MRK (3).5. Claims on Micro, Small Enterprises, and Retail Portfolios

1.a. Claims on Indonesian Government
VI VII VIII IX
Claims on Indonesian Government 0% 0
TOTAL 0 0
1.b. Claims on Other Governments
VI VII VIII IX
Rating AAA to AA- 0% 0
Rating A+ to A- 20% 0
Rating BBB+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
Unrated 100% 0
TOTAL 0 0
2. Claims on Public Sector Entities
VI VII VIII IX
Rating AAA to AA- 20% 0
Rating A+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
Unrated 50% 0
TOTAL 0 0
3. Claims on Multilateral Development Banks and International Organizations
VI VII VIII IX
Risk Weight Criteria 0% 0% 0
Rating AAA to AA- 20% 0
Rating A+ to BBB- 50% 0
Rating BB+ to B- 100% 0
Rating below B- 150% 0
Unrated 50% 0
TOTAL 0 0
Claims
Net Exposure RWA
Risk Weight Category
Claims
Net Exposure RWA
Risk Weight Category
Claims
Net Exposure RWA
Risk Weight Category

b) DERIVATIVE EXPOSURES
Risk Weight Category
Claims
Net Exposure RWA
Risk Weight Category
Claims
Net Exposure RWA
Risk Weight Category
Claims
Net Exposure RWA
Risk Weight Category
Claims
Net Exposure RWA
Risk Weight Category
Claims
Net Exposure RWA

Table 2F: Summary of RWA Calculation Results for Credit Risk-Bank on a consolidated basis
a) CREDIT EXPOSURES OTHER THAN DERIVATIVES
No Claims
Net Exposure
RWA Before
MRK
RWA After
MRK
I III IV V

0
a. 0 b. 0
0
0
0
0
0
0
0
0
0
a. 0 b. 0
0 0
a. 0 0 b. 0 0

Temporary equity participation in the context of credit restructuring 0 0
Equity participation in unlisted financial companies 0 0
Equity participation in listed financial companies 0 0
c. 0 0
d. 0 0 e. 0 0 f. 0
Other Assets
Cash, gold, and commemorative coin
Equity participation (other than those acting as capital deductions) Assets Acquired (AYDA) Net inter-office claims Claims on Banks Short-Term Claims II Overdue Claims Housing-Backed Loans Long-Term Claims Claims on Public Sector Entities Claims on Multilateral Development Banks and International Organizations Portfolio Category Claims on Government Claims on Indonesian Government Claims on Other Governments (1) Asset Exposures on the Statement of Financial Position, except Securitization Exposures Other than Housing-Backed Loans Housing-Backed Loans Commercial Property-Backed Loans Employee or Pensioner Loans Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Corporates Others TOTAL Net fixed assets and inventory

No Claims
Net Exposure
RWA Before
MRK
RWA After
MRK
I III IV V

Claims on Government 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0
(3)

No Claims
Net Exposure
RWA Before
MRK
RWA After
MRK
I III IV V

Claims on Government 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
Credit Exposures Arising from Counterparty Credit Risk - Transactions Repo and Reverse Repo II Claims on Public Sector Entities Claims on Indonesian Government Claims on Other Governments Claims on Multilateral Development Banks and International Organizations Claims on Banks Short-Term Claims Long-Term Claims Claims on Corporates Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL Portfolio Category Claims on Public Sector Entities Claims on Corporates Claims on Micro, Small Enterprises, and Retail Portfolios Housing-Backed Loans Commercial Property-Backed Loans Employee or Pensioner Loans Overdue Claims Housing-Backed Loans Other than Housing-Backed Loans TOTAL Long-Term Claims Claims on Banks Short-Term Claims Claims on Other Governments Claims on Multilateral Development Banks and International Organizations II Portfolio Category Claims on Indonesian Government (2) Commitment/Liability Exposures on Administrative Account Transactions, except Securitization Exposures

(4)

Credit Exposures Arising from Settlement Risk
No Value
Exposure
Capital
Deduction
Factor
RWA
I III IV V

0 0
a. 0 0 b. 0 0
c. 0 0
d. 0 0
0
No
Capital
Deduction
Factor
RWA
I III IV

0 0
(6) Exposures in Subsidiaries Conducting Business Based on Sharia Principles (if any) No Capital Deduction Factor RWA I III IV 1. II Transaction Type Total Exposure Transaction Type II RWA on Securitization Exposures calculated using the External Rating Base Approach (ERBA) RWA on Secitization Exposures calculated using the Standardized Approach (SA) Secitization Exposures that act as Core Capital Deduction Factors TOTAL II Delivery versus Payment Capital Charge 8% (5-15 working days) Capital Charge 50% (16-30 working days) Capital Charge 75% (31-45 working days) Capital Charge 100% (more than 45 working days) Non-Delivery versus Payment TOTAL Transaction Type (5) Secitization Exposures

b) DERIVATIVE EXPOSURES
No Claims
Net Exposure RWA
I III IV

Claims on Government 0 0
a. 0 0 b. 0 0
0 0
0 0
0 0
a. 0 0 b. 0 0
0 0
0 0

0 0 c) TOTAL CREDIT RISK MEASUREMENT ( a) + b) ) (A) 0 (B) (C) 0 (D) 0 Claims on Corporates Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL Long-Term Claims Portfolio Category II Claims on Multilateral Development Banks and International Organizations Credit Valuation Adjustment (CVA risk weighted assets) weighted exposure Claims on Banks Short-Term Claims RWA DEDUCTION FACTORS:
Difference between the required general reserves (PPKA) for productive assets and 1.25% RWA for Credit Risk TOTAL CREDIT RISK RWA (A) - (B) TOTAL CAPITAL DEDUCTION FACTORS Claims on Other Governments Claims on Public Sector Entities RWA CALCULATION FOR CREDIT RISK Claims on Indonesian Government

Filling Guidelines
a. Filling Guidelines for Table 2A and Table 2D: Exposure Data Calculation of RWA for Credit Risk-Standardized Approach

Table 2A is filled with exposure values and/or provisions (i.e., CKPN or specific PPKA) that have been formed by BUK and KCBLN, while Table 2D is filled with exposure values and/or provisions formed by BUK and KCBLN on a consolidated basis with subsidiaries.
The grouping and reporting of exposure data and/or provisions as referred to in item 1) is conducted by considering:
a) the scope of exposures included in the RWA for Credit Risk-Standardized Approach; and b) the determination of portfolio categories of exposures; in accordance with the Financial Services Authority Circular regarding guidelines for calculating risk-weighted assets for credit risk using the standardized approach.
The reporting of exposure data and/or provisions in Table 2A and Table 2D is grouped as follows:
a) letter a): Credit Exposures other than Derivatives, in accordance with the Financial Services Authority Circular regarding guidelines for calculating risk-weighted assets for credit risk using the standardized approach; and b) letter b): Derivative Exposures, in accordance with the Financial Services Authority Circular regarding guidelines for calculating net exposure of derivative transactions in the calculation of risk-weighted assets for credit risk using the standardized approach.
Reporting of each section
a) Letter a).(1): Asset Exposures on the Statement of Financial Position, except Secitization Exposures (1) Reporting of exposures and/or provisions for assets on the statement of financial position must meet the general grouping principles as referred to in item a.2). (2) Data reported in column III or “Claims” is the recorded value of claims on the statement of financial position of BUK and KCBLN before considering provisions formed for the aforementioned claims. (3) Data reported in column IV or “CKPN” is the value of provisions formed by BUK and KCBLN, namely CKPN in accordance with financial accounting standards. CKPN considered are CKPN in stage 2 (impaired assets) and stage 3 (non-performing assets) in accordance with financial accounting standards regarding financial instruments. (4) Column V or “Net Claims” is the difference between the values in column III and column IV. (5) Subsequently, column V data in Table 2A and/or
Table 2D becomes input in the reporting of figures
a).(1) in Table 2B and/or Table 2E. b) Letter a).(2): Commitment/Liability Exposures on Administrative Account Transactions, except Secitization Exposures (1) Reporting of exposure data as commitment liabilities or contingent liabilities on administrative accounts is grouped into 2 (two) parts, namely withdrawal flexibility data and other TRA data. (2) The reported withdrawal flexibility data on
Table 2A and Table 2D includes withdrawal flexibility
data that meets the criteria as well as data that does not meet the criteria as uncommitted in accordance with the Financial Services Authority Regulation regarding bank asset quality assessment. (3) Data reported in column III or “TRA Value” is the value of commitment liabilities or contingent liabilities as recorded on administrative accounts of BUK and KCBLN before considering Credit Conversion Factors (CCF). (4) Data reported in column IV or “Specific PPKA” is the value of asset quality assessment provisions in the form of specific reserves (Specific PPKA) that are formed by BUK and KCBLN for TRA, in accordance with the Financial Services Authority Regulation regarding bank asset quality assessment. (5) Column V or “Net TRA Value” is the difference between the values in column III and column IV. (6) Subsequently, column V data in Table 2A and/or Table 2D will become input in the reporting of letter a).(2) in Table 2B and/or Table 2E. c) Letter a).(3): Exposures Arising from Counterparty Credit Risk (1) Reporting of exposure data that creates credit risk due to counterparty failure is grouped into 2 (two) parts, namely repo transactions and reverse repo transactions. Meanwhile, the calculation of net exposure for derivative transactions is in accordance with the Financial Services Authority Circular regarding guidelines for calculating net exposure of derivative transactions in the calculation of risk-weighted assets for credit risk using the standardized approach, so that in this table it is reported separately in the derivative exposure section. (2) For repo transactions, column III or “Net Claims” is filled with the positive difference between the net recorded value of securities that are the underlying of the repo transaction and the recorded value of repo liabilities. (3) For reverse repo transactions, the filling of the columns is as follows:

(a) column III or “Claims” is filled with the recorded value of reverse repo claims on the statement of financial position of BUK and KCBLN before considering provisions formed for the aforementioned claims; (b) column IV or “CKPN” is filled with the value of CKPN for reverse repo claims in accordance with financial accounting standards; (c) CKPN considered are CKPN in stage 2 (impaired assets) and stage 3 (non-performing assets) in accordance with financial accounting standards regarding financial instruments; and (d) column V or “Net Claims” is the difference between the values in column III and column IV. (4) Subsequently, Net Claims data as referred to in items (ii) and (iii).(4) becomes input in the reporting of letter a).(3) in
Table 2B and/or Table 2E.
d) Letter a).(4): Exposures Arising from Settlement Risk (1) Transactions reported in Table 2A and Table 2D include transactions for the purchase or sale of financial instruments that experience failure to deliver cash and/or financial instruments on the settlement date (settlement date) more than 4 (four) working days. (2) Filling column III or “Exposure Value” is:
(a) for transactions classified as
Delivery versus Payment (DvP), column III is filled with the positive difference between the fair value of the transaction and the contract value (positive current exposure); and (b) for transactions classified as non-DvP, column III is filled with the value of cash or the fair value of financial instruments that have been delivered by BUK and KCBLN.

e) Letter a).(5): Exposures in Subsidiaries
Conducting Business Based on Sharia Principles (if any) This section is filled only if BUK has exposures on subsidiaries that conduct business activities based on Sharia principles. The filling is conducted as follows:
(1) Column III or “Capital Deduction Factor” is filled with the total value that acts as a capital deduction factor from the exposures of subsidiaries that conduct business activities based on Sharia principles; and/or (2) Column IV or “RWA” is filled with the total value that is considered as RWA from the exposures of subsidiaries that conduct business activities based on Sharia principles, as regulated in the Financial Services Authority Regulation regarding minimum capital provision requirements for commercial banks. This section only exists in consolidated reporting (Table 2D). f) Letter b): Derivative Exposures (1) This section is filled with RC, PFE, and net exposure data for derivative transactions. (2) Column filling is conducted with calculation methods in accordance with the Financial Services Authority Circular regarding guidelines for calculating net exposure of derivative transactions in calculating risk-weighted assets for credit risk using the standardized approach. b. Filling Guidelines for Table 2B and Table 2E: Detailed Calculation of RWA for Credit Risk-Standardized Approach

In general, Table 2B and/or Table 2E functions
for:

a) detailing further data in the “Net Claims” column that has been reported in letter a).(1) in Table 2A and/or Table 2D in accordance with the risk weights of each exposure; b) detailing further data in the “Net TRA Value” column that has been reported in letter a).(2) in Table 2A and/or Table 2D in accordance with the CCF for each type of TRA; c) detailing further data in the “Net Claims” column that has been reported in letter a).(3) in Table 2A and/or Table 2D in accordance with the risk weights of each exposure; d) recognizing the impact of credit risk mitigation from collateral, guarantees, sureties, or credit insurance recognized in Credit Risk Mitigation (MRK) techniques; and/or e) detailing further data in the “Net Claims” column that has been reported in letter b) in Table 2A and/or Table 2D in accordance with the risk weights of each derivative transaction exposure.
2) Reporting of each section
a) Letter a).(1): Asset Exposures on the statement of financial position, except Secitization Exposures (1) Column is net claims data for each portfolio category that has been reported by BUK and KCBLN in column V in letter a).(1) in Table 2A and/or Table 2D. (2) Banks must detail further net claims data in column I into column IV or “Net Claims”, in accordance with the risk weights for each exposure. (3) In the event that exposures have credit risk mitigation instruments such as collateral, guarantees, sureties, or credit insurance that meet the criteria as MRK techniques then:
(a) the portion of the net claims value that does not receive protection from the called credit risk mitigation instruments is referred to as the unsecured portion, reported in column V or “Unsecured Portion”; and (b) the portion of the net claims value that receives protection from the credit risk mitigation instrument is referred to as the secured portion, reported in columns VI through IX or “Secured Portion” in accordance with the risk weights for each respective credit risk mitigation instrument. For each risk weight row in column III, the total value reported by BUK and KCBLN in columns V through IX must be equal to the value reported in column IV. (4) Column X or “RWA Before MRK” is the product of the net claims value in column IV and the risk weight value in column III. Column X reflects the calculation of RWA for Credit Risk before considering MRK techniques. (5) Column XI or “RWA After MRK” is the sum of:
(a) the product of the “Unsecured Portion” value in column V and the risk weight in column III; (b) the product of the “Secured Portion” value in column VI and the risk weight of 0% (zero percent); (c) the product of the “Secured Portion” value in column VII and the risk weight of 20% (twenty percent); (d) the product of the “Secured Portion” value in column VIII and the risk weight of 50% (fifty percent); and (e) the product of the “Secured Portion” value in column IX and the risk weight of 100% (one hundred percent).

Column XI reflects the calculation of RWA for Credit Risk after considering MRK techniques. (6) Row (A) or “Total RWA before MRK Recognition ” is the sum of all column X. (7) Row (B) or “Total RWA after MRK Recognition” is the sum of all columns XI. b) Letter a).(2): Commitment/Liability Exposures on Administrative Account Transactions, except Secitization Exposures (1) Column I is “Net TRA Value” for each portfolio category that has been reported by BUK and KCBLN in column V in letter a).(2). in Table 2A and/or Table 2D. (2) Banks must detail further “Net TRA Value” data in column I into column III or “Value of Net TRA”, in accordance with the CCF for each administrative account transaction. (3) Column V or “Net Claims” is the product of column III and the CCF in column IV. (4) Row (A) is the sum of all column V. (5) Banks must detail further net claims data in row (A) into column VIII in accordance with the risk weights for each exposure. (6) In the event that exposures have credit risk mitigation instruments such as collateral, guarantees, sureties, or credit insurance that meet the criteria as MRK techniques then:
(a) the portion of the net claims value that does not receive protection from the instrument is referred to as the unsecured portion, reported in column IX or “Unsecured Portion”; and

(b) the portion of the net claims value that receives protection from the instrument is referred to as the secured portion, reported in columns X through column XIII or “Secured Portion” in accordance with the risk weights for each respective credit risk mitigation instrument. For each risk weight row in column VII, the total value reported by BUK and KCBLN in columns IX through column XIII must be equal to the value reported in column VIII. (7) Column XIV or “RWA Before MRK” is the product of the net claims value in column VIII and the risk weight value in column VII. Column XIV reflects the calculation of RWA for Credit Risk before considering MRK techniques. (8) Column XV or “RWA After MRK” is the sum of:
(a) the product of the “Unsecured Portion” value in column IX and the risk weight in column VII; (b) the product of the “Secured Portion” value in column X and the risk weight of 0% (zero percent); (c) the product of the “Secured Portion” value in column XI and the risk weight of 20% (twenty percent); (d) the product of the “Secured Portion” value in column XII and the risk weight of 50% (fifty percent); and (e) the product of the “Secured Portion” value in column XIII and the risk weight of 100% (one hundred percent). Column XV reflects the calculation of RWA for Credit Risk after considering MRK techniques.

(9) Row (B) or "Total RWA before Recognition of MRT" is the sum of all columns XIV.
(10) Row (C) or "Total RWA after Recognition of MRT" is the sum of all columns XV.

c) letter a).(3): Exposure Giving Rise to Counterparty Credit Risk (1) For each portfolio category, the reporting of exposure data giving rise to counterparty credit risk is as follows:
(a) for repo transactions, column II is the "Net Claim" value reported by Commercial Banks (BUK) and Foreign Currency Banks (KCBLN) in column III in letter a).(3).a in Table 2A and/or Table 2D; (b) for reverse repo transactions, column II is the "Net Claim" value reported by BUK and KCBLN in column V in letter a).(3).b in Table 2A and/or Table 2D; (2) Row (A) is the sum of all net claims in column II. (3) Banks must further detail the net claim data in row (A) into column V according to the risk weight of each exposure. (4) In the event that the exposure has a credit risk mitigation instrument in the form of collateral that meets the criteria as an MRT technique, column VI or "Net Claim after MRT" is filled with the net claim value after considering the MRT-Collateral technique using the comprehensive approach. (5) Column VII or "RWA Before MRT" is the product of the "Net Claim" value in column V and the "Risk Weight" value in column IV. Column VII reflects the RWA Credit Risk calculation before considering MRT techniques. (6) Column VIII or "RWA After MRT" is the product of the "Net Claim After MRT" value in column VI with the "Risk Weight" value in column IV. Column VIII reflects the RWA Credit Risk calculation after considering MRT techniques. (7) Row (B) or "Total RWA before Recognition of MRT" is the sum of all columns VII. (8) Row (C) or "Total RWA after Recognition of MRT" is the sum of all columns VIII.

d) letter b): Derivative Exposure
(1) BUK and KCBLN must further detail the Net Claim data into column VIII according to the risk weight of each exposure. The Total Net Claims in column VIII must be equal to the Net Claims reported in column V of letter b) in Table 2A and/or Table 2D. (2) Column IX or "RWA" is the product of the "Net Claim" value in column VIII with the "Risk Weight" value in column VII.

c. Guidelines for Filling Table 2C and Table 2F: Recapitulation of RWA Calculation Results for Credit Risk

In general, Table 2C and/or Table 2F is a recapitulation of net claim data and the results of RWA Credit Risk-Standard Approach calculations that have been carried out in Table 2A, Table 2D, Table 2B, and/or Table 2E.
Reporting of each section
a) letter a).(1): Asset Exposure on the Balance Sheet, except Securitization Exposure (1) Column III or "Net Claim" is the net claim value reported by BUK and KCBLN in column V in letter a).(1) in Table 2A and/or Table 2D. (2) Column IV or "RWA Before MRT" is the RWA value reported by BUK and KCBLN in row (A) in letter a).(1). in Table 2B and/or Table 2E. (3) Column V or "RWA After MRT" is the RWA value reported by BUK and KCBLN in row (B) in letter a).(1) in Table 2B and/or Table 2E. (4) Specifically for other asset type exposures, column V is the product of column III and the risk weight for other assets in accordance with the Financial Services Authority Circular regarding guidelines for calculating risk-weighted assets for credit risk using the standard approach. b) letter a).(2): Liability Exposure or Contingent Liability in Administrative Account Transactions, except Securitization Exposure (1) Column III or "Net Claim" is the net claim value reported by BUK and KCBLN in row (A) in letter a).(2) in Table 2B and/or Table 2E. (2) Column IV or "RWA Before MRT" is the RWA value reported by BUK and KCBLN in row (B) in letter a).(2) in Table 2B and/or Table 2E. (3) Column V or "RWA After MRT" is the RWA value reported by BUK and KCBLN in row (C) in letter a).(2) in Table 2B and/or Table 2E. c) letter a).(3): Exposure Giving Rise to Counterparty Credit Risk (1) Column III or "Net Claim" is the Net Claim value reported by BUK and KCBLN in row (A) in letter a).(3) in Table 2B and/or Table 2E. (2) Column IV (4) or "RWA Before MRT" is the RWA value reported by BUK and KCBLN in row (B) in letter a).(3) in Table 2B and/or Table 2E. (3) Column V or "RWA After MRT" is the RWA value reported by BUK and KCBLN in row (C) in letter a).(3) in Table 2B and/or Table 2E. d) letter a).(4): Exposure Giving Rise to Credit Risk Due to Settlement Failure (Settlement Risk) (1) Column III or "Exposure Value" is the exposure value reported by BUK and KCBLN in column (3) in letter a).(4) in Table 2A and/or Table 2D. (2) For transactions classified as non-DvP, column IV or "Capital Reduction Factor" is filled with the value of column III. (3) For transactions classified as DvP, column V or "RWA" is the product of:
(a) the value of column III;
(b) a certain percentage as referred to in the Table for Determining Certain Percentages in the Calculation of Credit Risk Due to Settlement Failure (Settlement Risk) in accordance with the Financial Services Authority Circular regarding guidelines for calculating risk-weighted assets for credit risk using the standard approach; and (c) 12.5 (twelve point five). e) letter a).(5): Securitization Exposure For securitization exposures covered in the Financial Services Authority Regulation regarding prudential principles in asset securitization activities for commercial banks, then:
(1) column III or "Capital Reduction Factor" is data on the capital reduction factor related to securitization exposures such as credit enhancing interest only strips; and (2) column IV or "RWA" is data on the calculation results of RWA over securitization exposures in accordance with the Financial Services Authority Regulation regarding prudential principles in asset securitization activities for commercial banks. f) letter a).(6): Exposure in Subsidiary Companies Conducting Business Activities Based on Sharia Principles (if any) (1) Column III is the value reported by BUK in column III in letter a).(5) in Table 2D. (2) Column IV is the value reported by BUK in column IV in letter a).(5) in Table 2D. This section is only present in consolidated reporting (Table 2F). g) letter b): Derivative Exposure (1) Column III or "Net Claim" is the total net claim value reported by BUK and KCBLN in column VIII in letter b) in Table 2B and/or Table 2E. (2) Column IV or "RWA" is the RWA value reported by BUK in column IX in letter b) in Table 2B and/or Table 2E. (3) BUK must fill in the total risk-weighted exposure from Credit Valuation Adjustment (CVA risk weighted assets) in the row "7. Risk-weighted exposure from Credit Valuation Adjustment (CVA risk weighted assets)" which calculation method is in accordance with the Financial Services Authority Circular regarding guidelines for calculating risk-weighted assets for credit risk using the standard approach. h) letter c): Total Credit Risk Measurement (1) Row (A) is the total calculation of RWA Credit Risk and is the sum of:
(a) total RWA Credit Risk for asset exposure on the balance sheet (letter a).(1) in Table 2C and/or Table 2F). This RWA is RWA after considering MRT techniques, i.e., column V; (b) total RWA Credit Risk for liability exposure and contingent liability in TRA (letter a).(2) in Table 2C and/or Table 2F). This RWA is RWA after considering MRT techniques, i.e., column V; (c) total RWA Credit Risk for exposure giving rise to counterparty credit risk (letter a).(3) in Table 2C and/or Table 2F). This RWA is RWA after considering MRT techniques, i.e., column V; (d) total RWA Credit Risk for exposure giving rise to credit risk due to settlement failure (settlement risk) (letter a).(4) in Table 2C and/or Table 2F), i.e., column V; (e) total RWA Credit Risk for securitization exposure (letter a).(5) in Table 2C and/or Table 2F), i.e., column IV; (f) total RWA Credit Risk for exposure in subsidiary companies conducting business activities based on Sharia principles (letter a).(6) in Table 2F), i.e., column IV; and (g) total RWA Credit Risk for derivative exposure (letter b) in Table 2C and/or Table 2F), i.e., column IV. (2) Row (B) is the excess of general provisions for productive assets (PPKA) that must be calculated and 1.25% (one point two five percent) of RWA Credit Risk, which can be considered as a factor for reducing the calculation of RWA for credit risk in accordance with the Financial Services Authority Regulation regarding minimum capital adequacy requirements for commercial banks. (3) Row (C) is the result of subtracting row (B) from row (A). (4) Row (D) is the sum of:
(a) total capital reduction factor for exposure giving rise to credit risk due to settlement failure (settlement risk) (letter a).(4) in Table 2C and/or Table 2F), i.e., column IV; (b) total capital reduction factor for securitization exposure (letter a).(5) in Table 2C and/or Table 2F), i.e., column III; and (c) total capital reduction factor for exposure in subsidiary companies operating on a Sharia basis (letter a).(6) in Table 2F), i.e., column III.

III. Calculation of RWA for Market Risk

Report Format
a. Bank individually

Table 3A: Specific Risk-Securities Exposure (Trading Book)-Bank individually

No.	Securities and Derivative Instruments with securities as underlying instruments:	Long	Short	Total Risk Weight	Capital Charge for Specific Risk (based on gross position, i.e., long position plus short position)
1	Instruments meeting criteria as:
a.	Indonesian Government	0	0	0.00%	0
b.	Other Government	0	0	0.00%	0
i.	Maturity remaining until maturity less than or equal to 6 months	0	0	0.25%	0
ii.	Maturity remaining until maturity more than 6 months up to 24 months	0	0	1.00%	0
iii.	Maturity remaining until maturity more than 24 months	0	0	1.60%	0
c.	Issued by Corporations, with:	0	0	8.00%	0
d.	Issued by Banks:	0	0	12.00%	0
e.	Issued by public sector entities and multilateral development banks and international institutions with:	0	0	8.00%	0
a.	Maturity remaining until maturity less than or equal to 6 months	0	0	0.25%	0
b.	Maturity remaining until maturity more than 6 months up to 24 months	0	0	1.00%	0
c.	Maturity remaining until maturity more than 24 months	0	0	1.60%	0
4.	Issued by Corporations, with:
a.	Credit Rating, with:	0	0
i.	Short-term rating A-1	0	0	1.60%	0
ii.	Short-term rating A-2	0	0	4.00%	0
iii.	Short-term rating A-3	0	0	8.00%	0
iv.	Short-term rating less than A-3	0	0	12.00%	0
v.	Rating AAA to AA-	0	0	1.60%	0
vi.	Rating A+ to A-	0	0	4.00%	0
vii.	Rating BBB+ to BB-	0	0	8.00%	0
viii.	Rating less than BB-	0	0	12.00%	0
ix.	Unrated	0	0	12.00%	0
b.	Short-term Claims
1)	Short-term rating less than A-3	0	0	12.00%	0
2)	Rating BB+ to B-	0	0	4.00%	0
3)	Rating less than B-	0	0	12.00%	0
4)	Unrated	0	0	4.00%	0
ii.	Long-term Claims
1)	Short-term rating less than A-3	0	0	12.00%	0
2)	Rating BB+ to B-	0	0	8.00%	0
3)	Rating less than B-	0	0	12.00%	0
4)	Unrated	0	0	8.00%	0
c.	Rating BB+ to B-	0	0	8.00%	0
ii.	Rating less than B-	0	0	12.00%	0
iii.	Unrated	0	0	8.00%	0
	TOTAL	0

Table 3B: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method-Bank individually

Currency :	Exchange Rate :	Short
< 1 month	< 1 month	0.00%
> 1 - 3 months	> 1 - 3 months	0.20%
> 3 - 6 months	> 3 - 6 months	0.40%
> 6 - 12 months	> 6 - 12 months	0.70%
> 1 - 2 years	> 1 - 1.9 years	1.25%
> 2 - 3 years	> 1.9 - 2.8 years	1.75%
> 3 - 4 years	> 2.8 - 3.6 years	2.25%
> 4 - 5 years	> 3.6 - 4.3 years	2.75%
> 5 - 7 years	> 4.3 - 5.7 years	3.25%
> 7 - 10 years	> 5.7 - 7.3 years	3.75%
> 10 - 15 years	> 7.3 - 9.3 years	4.50%
> 15 - 20 years	> 9.3 - 10.6 years	5.25%
> 20 years	> 10.6 - 12 years	6.00%
> 12 - 20 years		8.00%
> 20 years		12.50%

CAPITAL CHARGE FOR GENERAL RISK:
For Vertical Disallowance: 0 | 10% | 0.00
For Horizontal Disallowance within zone

Within zone 1: 0 | 40% | 0.00
Within zone 2: 0 | 30% | 0.00
Within zone 3: 0 | 30% | 0.00
For Horizontal Disallowance between zones
zone 1 and zone 2: 0 | 40% | 0.00
zone 2 and zone 3: 0 | 40% | 0.00
zone 1 and zone 3: 0 | 100% | 0.00
For Overall Net Open Position: 0 | 100% | 0.00 TOTAL CAPITAL CHARGE: 0.00

CAPITAL CHARGE FOR OPTION RISK

Vertical Disallowance	Horizontal Disallowance within zone 1, zone 2, and zone 3	Horizontal Disallowance between zone 1 and zone 2	Horizontal Disallowance between zone 2 and zone 3	Horizontal Disallowance between zone 1 and zone 3	Overall Net Open Position
Coupon 3% or more
Risk Weight
Short	Long	Short	Long	Short	Long	Short	Long	Short	Long	Short	Long
Position After Weighting
Zona	Time Scale	Position in Securities, Debt Related Derivatives, and Credit Derivatives	Position in Interest Rate Derivatives	Total Option Position Net (delta equivalent)
1	0
2	0
3	0

Matched Position	Residual Value	Matched Position	Residual Value	Matched Position	Residual Value	Matched Position	Residual Value
Coupon less than 3%
Long	Short	Long	Long	Short	Long	Short	Matched Position
Residual Value
Residual Value
Residual Value
Residual Value

Capital Charge (Simplified Approach)
Capital Charge for Gamma Risk
Capital Charge for Vega Risk
TOTAL CAPITAL CHARGE: 0

Time Scale	Option Position	Total Option Position (delta equivalent)	Total Net Option Position (delta equivalent)
< 1 month	Long	Short	Long	Short	Coupon 3% or more	Coupon less than 3%	Long	Short
> 1 - 3 months	0	0	0	0
> 3 - 6 months	0	0	0	0
> 6 - 12 months	0	0	0	0
> 1 - 2 years	0	0	0	0
> 2 - 3 years	0	0	0	0
> 3 - 4 years	0	0	0	0
> 4 - 5 years	0	0	0	0
> 5 - 7 years	0	0	0	0
> 7 - 10 years	0	0	0	0
> 10 - 15 years	0	0	0	0
> 15 - 20 years	0	0	0	0
> 20 years	0	0	0	0
> 12 - 20 years	0	0	0	0
> 20 years	0	0	0	0

Table 3C: General Risk-Interest Rate Exposure (Trading Book)-Duration Method-Bank individually

Currency :	Exchange Rate :	Modified Duration
< 1 month	0	1.00%
> 1 - 3 months	0	1.00%
> 3 - 6 months	0	1.00%
> 6 - 12 months	0	1.00%
> 1 - 1.9 years	0.90%
> 1.9 - 2.8 years	0.80%
> 2.8 - 3.6 years	0.75%
> 3.6 - 4.3 years	0.75%
> 4.3 - 5.7 years	0.70%
> 5.7 - 7.3 years	0.65%
> 7.3 - 9.3 years	0.60%
> 9.3 - 10.6 years	0.60%
> 10.6 - 12 years	0.60%
> 12 - 20 years	0.60%
> 20 years	0.60%

CAPITAL CHARGE FOR GENERAL RISK:
For Vertical Disallowance: 0 | 5% | 0.00
For Horizontal Disallowance within zone

Within zone 1: 0 | 40% | 0.00
Within zone 2: 0 | 30% | 0.00
Within zone 3: 0 | 30% | 0.00
For Horizontal Disallowance between zones
zone 1 and zone 2: 0 | 40% | 0.00
zone 2 and zone 3: 0 | 40% | 0.00
zone 1 and zone 3: 0 | 100% | 0.00
For Overall Net Open Position: 0 | 100% | 0.00 TOTAL CAPITAL CHARGE: 0.00

CAPITAL CHARGE FOR OPTION RISK

Assumed Changes in Yield	Estimated Price Movement	Position After Weighting	Vertical Disallowance	Horizontal Disallowance within zone 1, zone 2, and zone 3	Horizontal Disallowance between zone 1 and zone 2	Horizontal Disallowance between zone 2 and zone 3	Horizontal Disallowance between zone 1 and zone 3	Overall Net Open Position
Position in Securities, Debt Related Derivatives, and Credit Derivatives
Short	Long	Short	Long	Short	Long	Short	Long	Short	Long	Short	Long
Matched Position	Residual Value	Matched Position	Residual Value	Matched Position	Residual Value	Matched Position	Residual Value	Matched Position	Residual Value	Matched Position	Residual Value
1	0
2	0

Capital Charge for Gamma Risk	Capital Charge for Vega Risk	TOTAL CAPITAL CHARGE: 0
Matched Position	Residual Value
Capital Charge (Simplified Approach)

Time Scale	Option Position	Total Option Position (delta equivalent)	Total Net Option Position (delta equivalent)
< 1 month	Long	Short	Long	Short
> 1 - 3 months	0	0	0	0
> 3 - 6 months	0	0	0	0
> 6 - 12 months	0	0	0	0
> 1 - 1.9 years	0	0	0	0
> 1.9 - 2.8 years	0	0	0	0
> 2.8 - 3.6 years	0	0	0	0
> 3.6 - 4.3 years	0	0	0	0
> 4.3 - 5.7 years	0	0	0	0
> 5.7 - 7.3 years	0	0	0	0
> 7.3 - 9.3 years	0	0	0	0
> 9.3 - 10.6 years	0	0	0	0
> 10.6 - 12 years	0	0	0	0
> 12 - 20 years	0	0	0	0
> 20 years	0	0	0	0

Table 3D: Exchange Rate Exposure (Banking Book and Trading Book)-Bank individually

Foreign Currency	Forex Position [Assets, Liabilities, and Administrative Accounts (excluding options)]	Structural Position	Forex Position (excluding Options) after considering Structural Position	Net Option Position (delta equivalent)	Total Net Forex Position
	Long	Short	Long	Short	Long	Short	Long	Short	Long	Short
US Dollar USD	0	0	0	0	0	0	0	0	0	0
Euro EUR	0	0	0	0	0	0	0	0	0	0
Australian Dollar AUD	0	0	0	0	0	0	0	0	0	0
Canadian Dollar CAD	0	0	0	0	0	0	0	0	0	0
Danish Krone DKK	0	0	0	0	0	0	0	0	0	0
Hong Kong Dollar HKD	0	0	0	0	0	0	0	0	0	0
Malaysian Ringgit MYR	0	0	0	0	0	0	0	0	0	0
New Zealand Dollar NZD	0	0	0	0	0	0	0	0	0	0
Norwegian Krone NOK	0	0	0	0	0	0	0	0	0	0
British Pound GPB	0	0	0	0	0	0	0	0	0	0
Singapore Dollar SGD	0	0	0	0	0	0	0	0	0	0
Swedish Krona SEK	0	0	0	0	0	0	0	0	0	0
Swiss Franc CHF	0	0	0	0	0	0	0	0	0	0
Japanese Yen JPY	0	0	0	0	0	0	0	0	0	0
Burmese Kyat BUK	0	0	0	0	0	0	0	0	0	0
Indian Rupee INR	0	0	0	0	0	0	0	0	0	0
Kuwaiti Dinar KWD	0	0	0	0	0	0	0	0	0	0
Pakistani Rupee PKR	0	0	0	0	0	0	0	0	0	0
Philippine Peso PHP	0	0	0	0	0	0	0	0	0	0
Saudi Riyal SAR	0	0	0	0	0	0	0	0	0	0
Sri Lankan Rupee LKR	0	0	0	0	0	0	0	0	0	0
Thai Baht THB	0	0	0	0	0	0	0	0	0	0
Brunei Dollar BND	0	0	0	0	0	0	0	0	0	0
Gold	0	0	0	0	0	0	0	0	0	0
Other currencies …………	0	0	0	0	0	0	0	0	0	0

Capital Charge	8%	0
TOTAL CAPITAL CHARGE

CAPITAL CHARGE FOR OPTION RISK

Capital Charge (Simplified Approach)	Capital Charge for Gamma Risk	Capital Charge for Vega Risk	TOTAL CAPITAL CHARGE: 0

Net Option Position (net delta equivalent)	Option Position	Option Position	Foreign Currency (delta equivalent)
Long	Short	Long	Short	Long	Short
US Dollar USD	0	0	0	0	0	0
Euro EUR	0	0	0	0	0	0
Australian Dollar AUD	0	0	0	0	0	0
Canadian Dollar CAD	0	0	0	0	0	0
Danish Krone DKK	0	0	0	0	0	0
Hong Kong Dollar HKD	0	0	0	0	0	0
Malaysian Ringgit MYR	0	0	0	0	0	0
New Zealand Dollar NZD	0	0	0	0	0	0
Norwegian Krone NOK	0	0	0	0	0	0
British Pound GPB	0	0	0	0	0	0
Singapore Dollar SGD	0	0	0	0	0	0
Swedish Krona SEK	0	0	0	0	0	0
Swiss Franc CHF	0	0	0	0	0	0
Japanese Yen JPY	0	0	0	0	0	0
Burmese Kyat BUK	0	0	0	0	0	0
Indian Rupee INR	0	0	0	0	0	0
Kuwaiti Dinar KWD	0	0	0	0	0	0
Pakistani Rupee PKR	0	0	0	0	0	0
Philippine Peso PHP	0	0	0	0	0	0
Saudi Riyal SAR	0	0	0	0	0	0
Sri Lankan Rupee LKR	0	0	0	0	0	0
Thai Baht THB	0	0	0	0	0	0
Brunei Dollar BND	0	0	0	0	0	0
Gold	0	0	0	0	0	0
Other currencies …………	0	0	0	0	0	0

Table 3E: Calculation of RWA for Market Risk-Bank individually

Specific Risk	General Risk	Interest Rate Risk	Exchange Rate Risk	Interest Rate Risk	Exchange Rate Risk	Option Price Change Risk	Total
							12.5 x Total (Equivalent RWA)

b. Bank consolidated

Table 3F: Specific Risk-Securities Exposure (Trading Book)-Bank consolidated

No.	Securities and Derivative Instruments with securities as underlying instruments:	Long	Short	Total Risk Weight	Capital Charge for Specific Risk (based on gross position, i.e., long position plus short position)
1	Instruments meeting criteria as:
a.	Indonesian Government	0	0	0.00%	0
b.	Other Government	0	0	0.00%	0
i.	Maturity remaining until maturity less than or equal to 6 months	0	0	0.25%	0
ii.	Maturity remaining until maturity more than 6 months up to 24 months	0	0	1.00%	0
iii.	Maturity remaining until maturity more than 24 months	0	0	1.60%	0
c.	Issued by Corporations, with:	0	0	8.00%	0
d.	Issued by Banks:	0	0	12.00%	0
e.	Issued by public sector entities and multilateral development banks and international institutions with:	0	0	8.00%	0
a.	Maturity remaining until maturity less than or equal to 6 months	0	0	0.25%	0
b.	Maturity remaining until maturity more than 6 months up to 24 months	0	0	1.00%	0
c.	Maturity remaining until maturity more than 24 months	0	0	1.60%	0
4.	Issued by Corporations, with:
a.	Credit Rating, with:	0	0
i.	Short-term rating A-1	0	0	1.60%	0
ii.	Short-term rating A-2	0	0	4.00%	0
iii.	Short-term rating A-3	0	0	8.00%	0
iv.	Short-term rating less than A-3	0	0	12.00%	0
v.	Rating AAA to AA-	0	0	1.60%	0
vi.	Rating A+ to A-	0	0	4.00%	0
vii.	Rating BBB+ to BB-	0	0	8.00%	0
viii.	Rating less than BB-	0	0	12.00%	0
ix.	Unrated	0	0	12.00%	0
b.	Short-term Claims
1)	Short-term rating less than A-3	0	0	12.00%	0
2)	Rating BB+ to B-	0	0	4.00%	0
3)	Rating less than B-	0	0	12.00%	0
4)	Unrated	0	0	4.00%	0
ii.	Long-term Claims
1)	Short-term rating less than A-3	0	0	12.00%	0
2)	Rating BB+ to B-	0	0	8.00%	0
3)	Rating less than B-	0	0	12.00%	0
4)	Unrated	0	0	8.00%	0
c.	Rating BB+ to B-	0	0	8.00%	0
ii.	Rating less than B-	0	0	12.00%	0
iii.	Unrated	0	0	8.00%	0
	TOTAL	0

Total Risk Weight
Issued by Corporations, with:
Issued by Banks:
Issued by public sector entities and multilateral development banks and international institutions with:
Maturity remaining until maturity less than or equal to 6 months
Maturity remaining until maturity more than 6 months up to 24 months
Maturity remaining until maturity more than 24 months
Rating less than B-
Unrated

Instruments meeting criteria as:
Instruments meeting criteria as Indonesian Government
Instruments meeting criteria as Other Government
Rating AAA to AA-
No. Securities and Derivative Instruments with securities as underlying instruments:

Issued by Corporations, with:
Credit Rating, with:
Short-term rating A-1
Short-term rating A-2
Short-term rating A-3
Short-term rating less than A-3
Rating AAA to AA-
Rating A+ to A-
Rating BBB+ to BB-
Rating less than BB-
Unrated
Short-term Claims
Short-term rating less than A-3
Rating BB+ to B-
Rating less than B-
Unrated
Long-term Claims
Short-term rating less than A-3
Rating BB+ to B-
Rating less than B-
Unrated
Rating BB+ to B-
Rating less than B-
Unrated
TOTAL

Total Risk Weight
Issued by Corporations, with:
Issued by Banks:
Issued by public sector entities and multilateral development banks and international institutions with:
Maturity remaining until maturity less than or equal to 6 months
Maturity remaining until maturity more than 6 months up to 24 months
Maturity remaining until maturity more than 24 months
Rating less than B-
Unrated

Instruments meeting criteria as:
Instruments meeting criteria as Indonesian Government
Instruments meeting criteria as Other Government
Rating AAA to AA-
No. Securities and Derivative Instruments with securities as underlying instruments:

Table 3G: General Risk - Interest Rate Exposure (Trading Book) - Maturity Method - Consolidated Bank
Currency : Exchange Rate : Maturity Ladder
< 1 month < 1 month 0.00% 0

1 - 3 months > 1 - 3 months 0.20% 0
3 - 6 months > 3 - 6 months 0.40% 0
6 - 12 months > 6 - 12 months 0.70% 0
1 - 2 years > 1 - 1.9 years 0 0 1.25% 0
2 - 3 years > 1.9 - 2.8 years 0 0 1.75% 0
3 - 4 years > 2.8 - 3.6 years 0 0 2.25% 0
4 - 5 years > 3.6 - 4.3 years 0 0 2.75% 0
5 - 7 years > 4.3 - 5.7 years 0 0 3.25% 0
7 - 10 years > 5.7 - 7.3 years 0 0 3.75% 0
10 - 15 years > 7.3 - 9.3 years 0 0 4.50% 0
15 - 20 years > 9.3 - 10.6 years 0 0 5.25% 0
20 years > 10.6 - 12 years 0 0 6.00% 0
12 - 20 years 0 0 8.00% 0
20 years 0 0 12.50% 0
CAPITAL CHARGE FOR GENERAL RISK:
For Vertical Disallowance 0 10% 0.00
For Horizontal Disallowance within zones

In zone 1 0 40% 0.00
In zone 2 0 30% 0.00
In zone 3 0 30% 0.00
For Horizontal Disallowance between zones
zone 1 and zone 2 0 40% 0.00
zone 2 and zone 3 0 40% 0.00
zone 1 and zone 3 0 100% 0.00 For Overall Net Open Position 0 100% 0.00
TOTAL CAPITAL CHARGE 0.00
CAPITAL CHARGE FOR OPTION RISK
Vertical Disallowance Horizontal Disallowance within zones 1, 2, and 3 Horizontal Disallowance between zones 1 and 2 Horizontal Disallowance between zones 2 and 3 Coupon 3% or more Risk Weight Short Long Short Position After Weighting Short Long Short Long Short Zone Time Scale Securities Position, Debt Related Derivatives, and Credit Derivatives Interest Rate Derivatives Position Total Net Option Position (delta equivalent) Coupon less than 3% Long Short Long Long Short Long Short Matched Position Residual Value Matched Position Residual Value Matched Position Residual Value Matched Position Residual Value Long Short Long Residual Value Horizontal Disallowance between zones 1 and 3 Matched Position Overall Net Open Position 1 0 2 0 Matched Position Disallowance Factor Total Capital Charge 3 0 Capital Charge (Simplified Approach ) Capital Charge for Gamma Risk Capital Charge for Vega Risk TOTAL CAPITAL CHARGE 0

< 1 month < 1 month 0 0

1 - 3 months > 1 - 3 months 0 0
3 - 6 months > 3 - 6 months 0 0
6 - 12 months > 6 - 12 months 0 0
1 - 2 years > 1 - 1.9 years 0 0
2 - 3 years > 1.9 - 2.8 years 0 0
3 - 4 years > 2.8 - 3.6 years 0 0
4 - 5 years > 3.6 - 4.3 years 0 0
5 - 7 years > 4.3 - 5.7 years 0 0
7 - 10 years > 5.7 - 7.3 years 0 0
10 - 15 years > 7.3 - 9.3 years 0 0
15 - 20 years > 9.3 - 10.6 years 0 0
20 years > 10.6 - 12 years 0 0
12 - 20 years 0 0
20 years 0 0
Time Scale Option Position Total Option Position (delta equivalent) Total Net Option Position (delta equivalent) Long Short Long Short Coupon 3% or more Coupon less than 3% Long Short

Table 3H: General Risk - Interest Rate Exposure (Trading Book) - Duration Method - Consolidated Bank
Currency : Exchange Rate : Maturity Ladder
< 1 month 0 0 1.00% 0

1 - 3 months 0 0 1.00% 0
3 - 6 months 0 0 1.00% 0
6 - 12 months 0 0 1.00% 0
1 - 1.9 years 0.90% 0
1.9 - 2.8 years 0.80% 0
2.8 - 3.6 years 0.75% 0
3.6 - 4.3 years 0.75% 0
4.3 - 5.7 years 0.70% 0
5.7 - 7.3 years 0.65% 0
7.3 - 9.3 years 0.60% 0
9.3 - 10.6 years 0.60% 0
10.6 - 12 years 0.60% 0
12 - 20 years 0.60% 0
20 years 0.60% 0
CAPITAL CHARGE FOR GENERAL RISK:
For Vertical Disallowance 0 5% 0.00
For Horizontal Disallowance within zones

In zone 1 0 40% 0.00
In zone 2 0 30% 0.00
In zone 3 0 30% 0.00
For Horizontal Disallowance between zones
zone 1 and zone 2 0 40% 0.00
zone 2 and zone 3 0 40% 0.00
zone 1 and zone 3 0 100% 0.00 For Overall Net Open Position 0 100% 0.00
TOTAL CAPITAL CHARGE 0.00
CAPITAL CHARGE FOR OPTION RISK
Capital Charge for Vega Risk
Interest Rate Derivatives Position
Total Net Option Position
(delta equivalent)
Position After Weighting Vertical Disallowance Horizontal Disallowance within zones 1, 2, and 3 Horizontal Disallowance between zones 1 and 2 Residual Value Matched Position Residual Value Matched Position Long Short Long Short Long Short Long Short Long Short Matched Position Horizontal Disallowance between zones 2 and 3 Horizontal Disallowance between zones 1 and 3 Overall Net Open Position Long Short Long Short Long Short Long Short Residual Value Matched Position Residual Value Matched Position Residual Value 1 0 2 0 Capital Charge for Gamma Risk TOTAL CAPITAL CHARGE 0 Matched Position Disallowance Factor Total Capital Charge Capital Charge (Simplified Approach ) Assumed Changes in Yield Estimated Price Movement Modified Duration Zone Time Scale Securities Position, Debt Related Derivatives, and Credit Derivatives

< 1 month 0 0

1 - 3 months 0 0
3 - 6 months 0 0
6 - 12 months 0 0
1 - 1.9 years 0 0
1.9 - 2.8 years 0 0
2.8 - 3.6 years 0 0
3.6 - 4.3 years 0 0
4.3 - 5.7 years 0 0
5.7 - 7.3 years 0 0
7.3 - 9.3 years 0 0
9.3 - 10.6 years 0 0
10.6 - 12 years 0 0
12 - 20 years 0 0
20 years 0 0
Option Position Total Option Position
(delta equivalent)
Short Long Short
Total Net Option Position
(delta equivalent)
Time Scale
Long Long Short

Table 3I: Exchange Rate Exposure (Banking Book and Trading Book) - Consolidated Bank
Long Short Long Short Long Short Long Short
US Dollar USD 0
Euro EUR 0
Australian Dollar AUD 0
Canadian Dollar CAD 0
Danish Krone DKK 0
Hong Kong Dollar HKD 0
Malaysian Ringgit MYR 0
New Zealand Dollar NZD 0
Norwegian Krone NOK 0
British Pound GBP 0
Singapore Dollar SGD 0
Swedish Krona SEK 0
Swiss Franc CHF 0
Japanese Yen JPY 0
Burmese Kyat BUK 0
Indian Rupee INR 0
Kuwaiti Dinar KWD 0
Pakistani Rupee PKR 0
Philippine Peso PHP 0
Saudi Riyal SAR 0
Sri Lankan Rupee LKR 0
Thai Baht THB 0
Brunei Dollar BND 0
Gold 0
Other currencies ………… 0
Capital Charge
8% 0
CAPITAL CHARGE FOR OPTION RISK
Foreign Currency Exchange Rate
Forex Position [Assets, Liabilities, and Administrative Accounts (excluding options)] Structural Position Forex Position (excluding Option ) after considering Structural Position Net Option Position (delta equivalent) Total Forex Position Net TOTAL CAPITAL CHARGE 0 TOTAL CAPITAL CHARGE Capital Charge (Simplified Approach ) Capital Charge for Gamma Risk Capital Charge for Vega Risk

Long Short Long Short Long Short Long Short
US Dollar USD 0 0
Euro EUR 0 0
Australian Dollar AUD 0 0
Canadian Dollar CAD 0 0
Danish Krone DKK 0 0
Hong Kong Dollar HKD 0 0
Malaysian Ringgit MYR 0 0
New Zealand Dollar NZD 0 0
Norwegian Krone NOK 0 0
British Pound GBP 0 0
Singapore Dollar SGD 0 0
Swedish Krona SEK 0 0
Swiss Franc CHF 0 0
Japanese Yen JPY 0 0
Burmese Kyat BUK 0 0
Indian Rupee INR 0 0
Kuwaiti Dinar KWD 0 0
Pakistani Rupee PKR 0 0
Philippine Peso PHP 0 0
Saudi Riyal SAR 0 0
Sri Lankan Rupee LKR 0 0
Thai Baht THB 0 0
Brunei Dollar BND 0
Net Option Position
(net delta equivalent) Option Position Option Position Foreign Currency (delta equivalent) Gold Other currencies …………

Table 3J: Equity Exposure (Trading Book) - Consolidated Bank
New York
Stock
Exchange
London
Stock
Exchange
Hong Kong
Stock
Exchange
Tokyo
Stock
Exchange
Singapore
Stock
Exchange
1 Ordinary Shares Long
Short
2 Convertible securities Long
Short
3 Commitment to buy and sell shares Long
Short
4 Equity swaps Long
Short
5 Stock index futures Long
Short
6 Stock futures Long
Short
7 Stock index options Long
Short
8 Stock options Long
Short
9 Others Long
Short
Long 0
Short 0
Risk Weight 8% 8% 8% 8% 8% 8% 8%
CAPITAL CHARGE FOR OPTION RISK
TOTAL
Total Capital Charge (capital charge) for Specific Risk (based on gross position, i.e., long position plus short position) 0 0 Total Capital Charge (capital charge ) for Equity Risk No Equity Type Position Capital Market Jakarta Stock Exchange Other Countries Total Capital Charge (capital charge ) for Equity Risk Capital Charge (Simplified Approach ) Total Capital Charge (capital charge ) for General Risk (based on net position, i.e., long position offset with short position) 0 0 Capital Charge for Gamma Risk Capital Charge for Vega Risk TOTAL CAPITAL CHARGE 0 0
Table 3K: Commodity Exposure (Banking Book and Trading Book) - Consolidated Bank - Simplified Approach
Long Short
1 15% 3% 0
2 15% 3% 0
3 15% 3% 0
4 15% 3% 0
5 15% 3% 0
6 15% 3% 0
7 15% 3% 0
8 15% 3% 0
9 15% 3% 0
CAPITAL CHARGE FOR OPTION RISK
No Commodity Type
Spot Price Position
Risk Weight for Net Position
TOTAL CAPITAL CHARGE 0
Capital
Charge for
Net Position
Capital Charge for Gross
Position
Total Capital
Charge
Capital Charge (Simplified Approach )
Capital Charge for Gamma Risk
Capital Charge for Vega Risk
Risk Weight for
Gross Position
Total Capital Charge (capital charge ) for Commodity Risk
Table 3L: Commodity Exposure (Banking Book and Trading Book) - Consolidated Bank - Maturity Ladder Approach
Commodity :
Long Short Long Short
CAPITAL CHARGE
Capital Charge for Spread Risk 1.50% 0
Capital Charge for residual position considered in the next time scale 0.60% 0 Capital Charge for Overall Net Position 15% Time Scale Position Capital Charge (Simplified Approach) Capital Charge for residual position considered in the next time scale < 1 month

1 - 3 months
3 - 6 months
6 - 12 months
Capital Charge for
Spread Risk
1 - 2 years
2 - 3 years
Matched
Position
Residual Position
TOTAL CAPITAL CHARGE 0
CAPITAL CHARGE FOR OPTION RISK
3 years
TOTAL CAPITAL CHARGE 0
Capital Charge for Gamma Risk
Capital Charge for Vega Risk

Table 3M: ATMR Calculation for Market Risk - Consolidated Bank
Specific
Risk
General
Risk
Specific
Risk
General
Risk
Interest
Rate
Risk
Exchange
Rate
Risk
Equity
Risk
Commodity
Risk
12.5 x
Total
(ATMR
Equivalent)
Interest Rate Risk
Exchange
Rate
Risk
Equity
Risk
Commodity
Risk
Option Price Change Risk
Total

Filling Guidelines
a. Table filling covers all positions in the financial position report (on balance sheet) as well as derivative transaction positions (off balance sheet). b. Table filling uses fair value on the Report date (current market value). In the event that the notional value used as the reference for a derivative transaction differs from the effective notional value, BUK and KCBLN use the effective notional value in calculating the fair value.
c. Filling Guidelines for Table 3A, Table 3B, Table 3C, Table 3F, Table 3G, and Table 3H - Interest Rate Exposure

Table 3A and/or Table 3F: Specific risk against exposure to securities and derivative instruments related to securities (debt related derivatives).
a) Table 3A and/or Table 3F are filled with long and short positions of securities and derivative instruments related to securities, such as bond forwards and bond options, that fall into the trading book category based on the issuer category of the securities. In the event that a derivative transaction does not contain credit risk, such as interest rate swap, currency swap, Forward Rate Agreement (FRA), forward foreign exchange, and interest rate future transactions, BUK and KCBLN do not need to report such transactions in Table 3A and/or Table 3F. Included in long and short positions are commitments to buy and sell securities, such as securities sale transactions with a repurchase agreement (repo) and securities purchase transactions with a resale agreement (reverse repo) for trading purposes. b) Specifically for item 2.b and item 3 in Table 3A and/or Table 3F, long and short positions are filled based on the remaining time scale until maturity (residual maturity) of the securities and/or the securities that serve as the reference (underlying securities) in derivative transactions.
Table 3B, Table 3C, Table 3G, and Table 3H: General risk against exposure to securities, derivative instruments related to securities (debt related derivatives), and derivative instruments related to interest rates (interest rate derivatives)
a) Table 3B and Table 3G are filled with long and short positions that fall into the trading book category as previously reported in Table 3A and/or Table 3F, as well as long and short positions arising from derivative transactions related to interest rates, such as interest rate swaps, cross currency swaps, foreign exchange forwards, and FRAs. b) Specifically for option transactions, all long and short positions are reported in the "Option Position" table, using delta equivalent values. In the event that BUK and KCBLN use the simplified method, option risk calculations are performed separately. c) In the event that BUK and KCBLN use the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately. d) In the event that BUK and KCBLN use the duration method, BUK and KCBLN fill and use Form 3C and/or 3H (duration method). If there are several instruments in one (1) time scale, BUK and KCBLN fill the "Position After Weighting" column based on calculations performed separately without filling the "Modified Duration" and "Estimated Price Movement" columns. e) BUK and KCBLN document calculations related to the use of the duration method, including modified duration calculations and estimated price movements.

d. Filling Guidelines for Table 3D and Table 3I - Foreign Currency Exposure

Table 3D and Table 3I are filled with long and short positions for each foreign currency (including gold), whether recorded on the asset side, liability side, and administrative accounts in accordance with regulations regarding Net Forex Position (PDN).
The asset value considered is equal to the book value which is the instrument value after considering impairment loss reserves formed in the same currency.
Specifically for option transactions, all long and short positions are reported in the "Option Position" table, using net delta equivalent values. BUK and KCBLN can perform offsetting between long and short positions of all or part of such option positions with option positions arising from other option contracts as long as they are identical, i.e., having similarities in the exercise date, strike price, currency type, underlying instrument, and option type. In the event that BUK and KCBLN have long and short positions that can be offset, such positions do not need to be reported in the "Option Position" table but BUK and KCBLN must document the entire offsetting process.
Offsetting is not permitted against long positions arising from put option sales and short positions arising from call option sales, even though both positions are identical. Thus, BUK and KCBLN report both positions in the "Option Position" table under "long" and "short".
In the event that BUK and KCBLN use the simplified method, option risk calculations are performed separately.
In the event that BUK and KCBLN use the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.

e. Filling Guidelines for Table 3J - Equity Exposure - Consolidated Bank

Table 3J is filled with long and short positions of financial instruments and derivative instruments related to shares, such as equity futures and equity options, that fall into the trading book category. Positions are reported on a market-by-market basis.
In the event that a financial instrument exposed to equity risk is traded on more than 1 (one) financial market, BUK and KCBLN report the financial instrument on the financial market where the financial instrument is primarily traded (primary listing).
In the event that a derivative contract is based not only on shares but also on interest rates, BUK and KCBLN report in Table 3G or Table 3H.
Specifically for option transactions, all long and short positions are reported using delta equivalent values. In the event that BUK and KCBLN use the simplified method, option risk calculations are performed separately.
In the event that BUK and KCBLN use the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
f. Filling Guidelines for Table 3K - Commodity Exposure - Consolidated Bank (Simplified Method)
Table 3K is filled with long and short positions of financial instruments and derivative instruments related to commodities, such as commodity futures and commodity options, that fall into the trading book and/or banking book categories.
In the event that a derivative contract is based not only on commodities but also on interest rates, BUK and KCBLN report in Table 3G or Table 3H.
Specifically for option transactions, all long and short positions are reported using delta equivalent values.
In the event that BUK and KCBLN use the simplified method, option risk calculations are performed separately.
In the event that BUK and KCBLN use the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
g. Filling Guidelines for Table 3L - Commodity Exposure - Consolidated Bank (Maturity Method)
Table 3L is filled with long and short positions of financial instruments and derivative instruments related to commodities, such as commodity futures and commodity options, that fall into the trading book and/or banking book categories based on the time scale in the maturity ladder.
In addition, BUK and KCBLN fill the "Capital Charge for Residual Position Considered in the Next Time Scale" and "Capital Charge for Overall Net Position" columns.
In the event that a derivative contract is based not only on commodities but also on interest rates, BUK and KCBLN report in Table 3G or Table 3H.
Specifically for option transactions, all long and short positions are reported using delta equivalent values. In the event that BUK and KCBLN use the simplified method, option risk calculations are performed separately.
In the event that BUK and KCBLN use the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
h. Filling Guidelines for Table 3E and Table 3M - ATMR Calculation for Market Risk Market risk-weighted exposures, i.e., capital charges for all types of market risk (in Table 3A to Table 3D and/or Table 3F to Table 3L) converted to ATMR equivalents by multiplying by the number 12.5 (twelve point five).

IV. Disclosure and Additional Explanations

Report Format
Filling Guidelines
This table is filled in when deemed necessary to supplement the filling of other tables.
Table 4A: Disclosure & Additional Explanations - Individual Table 4B: Disclosure & Additional Explanations - Consolidated

b. BMPK REPORT AND PROVISION OF LARGE FUNDS
Format and filling guidelines for the BMPK Report and Provision of Large Funds individually and consolidated in accordance with the Financial Services Authority Regulation regarding maximum credit limits and provision of large funds for commercial banks.
c. LIQUIDITY COVERAGE RATIO REPORT
Liquidity Coverage Ratio (LCR) Report is a Report in accordance with the Financial Services Authority Regulation regarding the obligation to fulfill the liquidity coverage ratio for commercial banks. The LCR Report is presented in millions of rupiah.

I. Quantitative Information

Report Format
Monthly Liquidity Coverage Ratio Fulfillment Obligation Calculation Report Bank Name:
Report Position:
Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
A. HQLA
HQLA Level 1
1.1 Cash and cash equivalents 0%
1.2 Total deposits at Bank Indonesia, namely:
portion of deposits at Bank
Indonesia that can be withdrawn in stress conditions 0%
1.3 Securities meeting the criteria of Article 10
paragraph (1) letter c POJK LCR government-issued or guaranteed by another country 0% government-issued or guaranteed by another central bank 0% government-issued or guaranteed by public sector entities 0% government-issued or guaranteed by multilateral development banks 0% government-issued or guaranteed by international institutions (e.g. BIS, IMF, ECB and European Community) 0% 1.4 Securities issued by the central government and Bank Indonesia in rupiah and foreign currency 0%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
1.5
Securities issued by governments and central banks of other countries in foreign currency with a risk weight greater than 0% that meet the criteria of Article 10 paragraph (1) letter e POJK LCR 0% Total HQLA Level 1 A
2. HQLA Level 2A
2.1 Securities meeting the criteria of Article 11
paragraph (1) letter a POJK LCR government-issued or guaranteed by another country 15% government-issued or guaranteed by another central bank 15% government-issued or guaranteed by public sector entities 15% government-issued or guaranteed by multilateral development banks 15% 2.2 Securities in the form of debt securities issued by non-financial corporations that meet the criteria of Article 11 paragraph (1) letter b POJK LCR 15% 2.3 Securities in the form of covered bonds that are not issued by the reporting bank or parties affiliated with the reporting bank that meet the criteria of Article 11 paragraph (1) letter b POJK LCR 15% Total HQLA Level 2A B
3. HQLA Level 2B

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
3.1
Asset-Backed Securities (ABS) in the form of residential properties that meet the criteria of Article 12 paragraph (1) letter a POJK LCR 25% 3.2 Securities in the form of debt securities issued by corporations that meet the criteria of Article 12 paragraph (1) letter b POJK LCR 50% 3.3 Ordinary shares owned by non-Bank subsidiary companies that meet the criteria of Article 12 paragraph (1) letter c POJK LCR 50% 3.4 Securities of governments or central banks of other countries with the highest rating BBB+ and the lowest rating BBB 50% Total HQLA Level 2B C Total HQLA before adjustment A + B + C = D Adjustment for Maximum Limit of HQLA Level 2B (maximum 15% of total HQLA) E Adjustment for Maximum Limit of HQLA Level 2 (maximum 40% of total HQLA) F Total HQLA D – (E + F) B. Net Cash Outflow (Net Cash Outflow)

Cash Outflow
1.1 Withdrawal of Individual Customer Deposits
Total Individual Customer Deposits:
Stable deposits 5%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
Stable deposits meeting the criteria of Article 50 paragraph (2) of POJK LCR *) filled in by Banks operating cross-border. Run-off rate follows the host country Total Stable Retail Deposits Less stable deposits 10% Less stable deposits meeting the criteria of Article 50 paragraph (2) of POJK LCR *) filled in by Banks operating cross-border. Run-off rate follows the host country Additional deposit categories with higher withdrawal rates set by the supervisor:
Category 1
Category 2
Category 3
Total Less Stable Retail Deposits
Total Retail Deposit Withdrawals
1.2 Withdrawal of Funding from Micro and Small Business Customers
Total Funding from Micro and Small Business Customers:

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
Stable funding from customers meeting the criteria of Article 15 paragraph (1) of POJK LCR 5% Stable funding from customers meeting the criteria of Article 15 paragraph (2) of POJK LCR 5% Stable funding from customers meeting the criteria of Article 50 paragraph (2) of POJK LCR *) filled in by Banks operating cross-border. Run-off rate follows the host country Total Stable Funding for Micro and Small Business Customers Less stable funding from customers meeting the criteria of Article 21 paragraph (1) of POJK LCR 10% Less stable funding meeting the criteria of Article 50 paragraph (2) of POJK LCR *) filled in by Banks operating cross-border. Run-off rate follows the host country Additional deposit categories with higher withdrawal rates set by the supervisor:
Category 1
Category 2
Category 3
Total Less Stable Funding for Micro and Small Business Customers

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
Total Withdrawal of Funding for Micro and Small Business Customers
1.3 Withdrawal of Funding from Corporate Customers
Total funding from corporate customers:
Operational deposits:
guaranteed by LPS 5% not guaranteed by LPS 25% Operational deposits meeting the criteria of Article 50 paragraph (1) of POJK LCR:
*) filled in by Banks operating cross-border. Run-off rate follows the host country guaranteed by a guarantee institution *) filled in by Banks operating cross-border. Run-off rate follows the host country not guaranteed by a guarantee institution *) filled in by Banks operating cross-border. Run-off rate follows the host country Total Operational Deposits for Corporate Customers Non-operational deposits and/or non-operational liabilities guaranteed by LPS 20%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate not guaranteed by LPS 40%
Non-operational deposits and/or non-operational liabilities meeting the criteria of Article 50 paragraph (1) of POJK LCR:
*) filled in by Banks operating cross-border. Run-off rate follows the host country guaranteed by a guarantee institution *) filled in by Banks operating cross-border. Run-off rate follows the host country not guaranteed by a guarantee institution *) filled in by Banks operating cross-border. Run-off rate follows the host country Non-operational deposits and/or non-operational liabilities originating from other entities 100% Securities in the form of debt instruments issued by the Bank 100% Total Non-operational Deposits and/or Non-operational Liabilities Total Withdrawal of Funding from Corporate Customers
1.4 Withdrawal of Secured Funding

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
Transactions conducted with Bank Indonesia
0%
Transactions conducted with HQLA Level 0 collateral 0% Transactions conducted with HQLA Level 2A collateral 15% Transactions conducted with central government or public sector entities with the highest risk weight of 20% or multilateral development banks, with collateral other than HQLA Level 1 or HQLA Level 2A 25% Transactions with HQLA Level 2B collateral in the form of EBA 25% Transactions with HQLA Level 2B collateral other than EBA 50% Transactions conducted with collateral other than HQLA 100% Total Withdrawal of Secured Funding
1.5 Other Cash Outflows (Additional Requirement)
Other cash outflows related to derivative transactions 100% Other cash outflows related to increased liquidity needs associated with a downgrade in the Bank's rating in funding, derivative, and other agreements 100%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate related to mark-to-market changes on derivative or other transactions Absolute largest net collateral flow over the largest 30 (thirty) days realized within 24 (twenty-four) months related to potential changes in collateral value for derivatives and other transactions 20% related to excess non-segregated collateral held by the Bank that can be withdrawn at any time by the counterparty 100% related to the obligation to provide collateral to the counterparty for a specific transaction but the counterparty has not yet requested such collateral 100% related to the potential exchange of HQLA collateral into non-HQLA 100% Other cash outflows related to loss of funding originating from EBA, covered bonds, and other structured financing instruments issued by the Bank 100%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate originating from asset-backed commercial paper, conduits, securities investment vehicles, and similar financing facilities 100% of funding maturing within the next 30 (thirty) days and assets that have the potential to be paid off within the next 30 (thirty) days even if not yet due Other cash outflows related to commitment obligations in the form of credit facilities facilities provided to individuals or micro and small businesses 5% facilities provided to non-financial corporations, central government, Bank Indonesia, foreign governments, foreign central banks, public sector entities, and/or multilateral development banks 10% facilities provided to Banks and/or financial service institutions 40% facilities provided to other entities 100% Other cash outflows related to commitment obligations in the form of liquidity facilities facilities provided to individuals or micro and small businesses 5% facilities provided to non-financial corporations, central government, Bank Indonesia, foreign governments, foreign central banks, public sector entities, and/or multilateral development banks 30%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate facilities provided to Banks
40% facilities provided to financial service institutions and/or other entities 100% Other contractual obligations to provide funds to:
financial service institutions
100% individual customers
100% of the excess value between the contractual obligation to disburse funds and 50% of total cash inflows corporate non-financial 100% of the excess value between the contractual obligation to disburse funds and 50% of total cash inflows Other contingent funding obligations originating from trade finance instruments 3% originating from credit facilities and liquidity facilities that are unconditionally revocable and uncommitted 0% originating from Letters of Credit (L/C) and guarantees not related to trade finance obligations 5% originating from potential requests to repurchase Bank debt or related to securities investment vehicles and other financing facilities 5%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate originating from structured products anticipated by customers through ready marketability 5% originating from managed funds sold with the aim of maintaining value stability 5% obligation to cover potential repurchase of debt securities, with or without collateral, having a maturity of more than 30 (thirty) days for issuers affiliated with a dealer or market maker 5% non-contractual obligation for customer short positions protected by other customers' collateral 50% Other contractual cash outflows 100% Total Withdrawals Related to Other Cash Outflows (Additional Requirement) Total Cash Outflows
2. Cash Inflows
2.1 Secured Lending
Collateral not reused to cover customer short positions Collateral in the form of HQLA Level 1 0% Collateral in the form of HQLA Level 2A 15% Collateral in the form of EBA meeting HQLA Level 2B requirements 25%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
Collateral in the form of HQLA Level 2B other than EBA 50% Transactions in the form of margin lending but collateral is other than HQLA 50% Collateral not meeting the requirements as stated above 100% Collateral reused to cover customer short positions 0% Total Cash Inflows from Secured Lending
2.2 Counterparty Receivables
individual customers
50% micro and small business customers
50% financial service institutions
100%
Bank Indonesia
100% fund placements in other banks for operational activity purposes 0% others (non-financial corporate customers, central government, foreign governments, public sector entities, and multilateral development banks) in the event that receipts originate from principal and interest payments on performing loans 50% others (non-financial corporate customers, central government, foreign governments, public sector entities, and multilateral development banks) in the event that receipts originate from non-HQLA securities with a remaining maturity of less than 30 (thirty) days 100%

Rate
Outstanding Value or Market Value
Value after Haircut or Run-off Rate or
Inflow Rate
Total Cash Inflows by Counterparty
2.3 Other Cash Inflows
originating from derivative transactions
100% originating from other contractual receivables 50% Total Other Cash Inflows Total Cash Inflows Total Cash Inflows That Can Be Counted in LCR Calculation (Maximum 75% of Total Cash Outflows) Total Net Cash Outflow
C. LCR
Total HQLA
Total Net Cash Outflow
LCR Value

Guidelines for Filling Out
a. Data for each row in the Monthly LCR Report is calculated using average data from daily positions within the monthly reporting period. b. Total High Quality Liquid Asset (HQLA) Filled with the total HQLA held by the Commercial Bank (BUK) after applying haircuts for each HQLA Level, consisting of HQLA Level 1, HQLA Level 2A, and HQLA Level 2B.

HQLA Level 1 consists of:
a) cash and cash equivalents; b) placements at Bank Indonesia, including SBI and Minimum Reserve Requirements (GWM); c) securities issued or guaranteed by foreign governments, foreign central banks, public sector entities, multilateral development banks, and/or international institutions in accordance with Financial Services Authority Circular Letters regarding guidelines for calculating risk-weighted assets for credit risk using the standardized approach meeting requirements in accordance with Financial Services Authority Regulations regarding the obligation to fulfill the liquidity coverage ratio for commercial banks; d) securities issued by the central government and Bank Indonesia in Rupiah and foreign currency. Securities issued by the central government and Bank Indonesia in foreign currency that can be counted as HQLA Level 1 are at most equal to the net cash outflow requirements in the relevant foreign currency; and/or e) securities issued by foreign governments and central banks with a risk weight of more than 0% (zero percent) in foreign currency provided that:
(1) The Commercial Bank has subsidiaries or branches in the relevant foreign country; and (2) At most equal to the outflow requirements in the currency of the country issuing the relevant foreign currency securities. The term outflow refers to net cash outflows.
HQLA Level 2A consists of:
(a) securities issued or guaranteed by foreign governments, foreign central banks, public sector entities, and/or multilateral development banks; and/or (b) securities in the form of debt instruments issued by corporations, including commercial paper, and covered bonds, but excluding subordinated bonds, meeting requirements in accordance with Financial Services Authority Regulations regarding the obligation to fulfill the liquidity coverage ratio for commercial banks.
HQLA Level 2B consists of:
(a) EBA in the form of residential housing;
(b) securities in the form of debt instruments issued by corporations, including commercial paper; and/or (c) ordinary shares held by non-Bank subsidiaries, meeting requirements in accordance with Financial Services Authority Regulations regarding the obligation to fulfill the liquidity coverage ratio for commercial banks.
c. Retail Customer Deposits and Funding from Micro and Small Business Customers, consisting of:
(1) Stable deposits/funding
Filled with the outstanding value of deposits/funding that meet the guarantee criteria of the Deposit Insurance Corporation (LPS) and meet the requirements:
(a) the customer has a relationship or connection with the Commercial Bank (BUK) such that the likelihood of deposit withdrawal is very small; or (b) the deposit account is used for routine customer transactions. (2) Less stable deposits/funding Filled with the outstanding value of deposits/funding that do not meet the criteria as referred to in letter a). The criteria for retail customer deposits and funding from micro and small business customers are in accordance with Financial Services Authority Regulations regarding the obligation to fulfill the liquidity coverage ratio for commercial banks. d. Funding from Corporate Customers (1) Operational deposits Filled with the outstanding value of deposits meeting the requirements:
(a) used by corporate customers for clearing, custodian, or cash management activities meeting criteria in accordance with Financial Services Authority Regulations regarding the obligation to fulfill the liquidity coverage ratio for commercial banks; and (b) placed in separate accounts that do not provide economic incentives to customers placing excess funds other than for transactional purposes in this account. (2) Non-operational deposits and/or other non-operational liabilities Filled with the outstanding value of deposits and/or liabilities originating from corporate customers that do not meet the requirements for operational deposits, consisting of:
(a) Deposits and/or other liabilities originating from non-financial companies, central government, Bank Indonesia, foreign governments, foreign central banks, multilateral development banks, and/or public sector entities; and (b) Deposits and/or other liabilities originating from other entities. (3) Securities in the form of debt instruments issued by the Bank (unsecured debt) Filled with the outstanding value of securities in the form of debt instruments issued by the Commercial Bank (BUK), regardless of the security holder. The criteria for funding from corporate customers are in accordance with Financial Services Authority Regulations regarding the obligation to fulfill the liquidity coverage ratio for commercial banks. (4) Secured Funding Filled with the outstanding value of the Commercial Bank's (BUK) obligations guaranteed by a legal right over specific assets owned by the BUK in the event of bankruptcy, insolvency, liquidation, or resolution. Secured funding counted is secured funding that will mature within 30 (thirty) days. (5) Other Cash Outflows (Additional Requirement) Filled with the outstanding value of other cash outflows within the next 30 (thirty) days, consisting of:
(a) Cash Outflows Related to Derivative Transactions Filled with estimates of cash outflows from derivative transactions based on valuation methods applicable at each Bank. (b) Cash Outflows Related to Increased Liquidity Needs Filled with estimates of cash outflows from increased liquidity needs associated with:
i. downgrade in the Bank's rating in funding, derivative, and other agreements;
ii. mark-to-market changes on derivative or other transactions;
iii. potential changes in collateral value for derivatives and other transactions;
iv. excess non-segregated collateral held by the Bank that can be withdrawn at any time by the counterparty;
v. obligation to provide collateral to the counterparty for a specific transaction but the counterparty has not yet requested such collateral; and
vi. potential exchange of HQLA collateral into non-HQLA.
(c) Cash Outflows Related to Loss of Funding
Filled with estimates of cash outflows from risks of loss of funding related to:
i. loss of funding originating from EBA, covered bonds, and other structured financing instruments issued by the BUK; or
ii. loss of funding originating from asset-backed commercial paper, conduits, securities investment vehicles, and similar financing facilities.
(d) Cash Outflows Related to Withdrawal of Credit Facility and Liquidity Facility Commitments Filled with commitment obligations in the form of credit facilities and liquidity facilities. Commitment obligations in the form of liquidity facilities counted in the LCR are commitment obligations in the form of liquidity facilities related to customer debts to third parties that will mature within the next 30 (thirty) days. In the event that customer debts to third parties will mature more than 30 (thirty) days in the future, such facilities are categorized as commitment obligations in the form of credit facilities. (e) Cash Outflows from Other Contractual Obligations Related to Fund Disbursement Filled with other contractual obligations related to fund disbursement to:
i. financial service institutions; and/or
ii. individual customers and non-financial corporations.
(f) Cash Outflows from Other Contingent Funding Obligations Filled with other cash outflows related to other contingent funding obligations including:
i. obligations originating from trade finance instruments;
ii. obligations originating from credit facilities and liquidity facilities that are unconditionally revocable and uncommitted;
iii. obligations originating from Letters of Credit (L/C) and guarantees not related to trade finance obligations;
iv. obligations originating from potential requests to repurchase BUK debt or related to securities investment vehicles and other financing facilities;
v. obligations originating from structured products anticipated by customers through ready marketability;
vi. obligations originating from managed funds sold with the aim of maintaining value stability;
vii. obligations to cover potential repurchase of debt securities, with or without collateral, having a maturity of more than 30 (thirty) days for issuers affiliated with a dealer or market maker; and/or
viii. non-contractual obligations for customer short positions protected by other customers' collateral.
(g) Other Contractual Cash Outflows
Filled with other contractual cash outflows other than those referred to in items (1) to (6). Examples of other contractual cash outflows within the next 30 (thirty) days include outflows to cover unsecured collateral borrowing, unfilled short positions, contractual dividends, or interest payments. Cash outflows related to operational costs are not included in the calculation. (6) Total Cash Outflows Filled with the sum of all cash outflows after multiplying by the run-off rate for each type of cash outflow. (7) Secured Lending Filled with the outstanding value of Bank receivables guaranteed by a legal right over specific assets owned by the counterparty in the event the counterparty cannot fulfill its obligations. (8) Counterparty Receivables with Performing Quality (Inflows From Fully Performing Exposures) Filled with the outstanding value of Bank receivables with performing quality based on the counterparty. (9) Other Cash Inflows Filled with the outstanding value of cash inflows other than those referred to in letters g) and h) provided they meet the requirements:
(a) originate from receivables with performing quality; and (b) are not expected to default within the next 30 (thirty) days. (10) Total Cash Inflows Filled with the sum of all cash inflows after multiplying by the inflow rate for each type of cash inflow. (11) Total Adjusted Value Adjusted value is calculated after applying haircuts, run-off rates, inflow rates, and maximum HQLA component limits, such as maximum HQLA Level 2B and HQLA Level 2 limits and maximum cash inflows that can be counted in the LCR.

(12) Total HQLA
Filled with the total HQLA after adjustment for the maximum limit of HQLA components. Total HQLA is obtained through the following formula:
Total HQLA = HQLA Level 1 + HQLA Level 2 – (Adjustment for the maximum limit of HQLA Level 2B + Adjustment for the maximum limit of HQLA Level 2). Where:
(a) Adjustment for the maximum limit of HQLA Level 2B is 15%, which is the highest value among:
i. adjusted HQLA Level 2B – 15/85 (adjusted HQLA Level 1 + adjusted HQLA Level 2A);
ii. adjusted HQLA Level 2B – (15/60 x HQLA Level 1); or
iii. 0 (zero).
(b) Adjustment for the maximum limit of HQLA Level 2 is 40%, which is the highest value among:
i. adjusted HQLA Level 2A + adjusted HQLA Level 2B – adjustment for the maximum limit of 15% HQLA Level 2B – (2/3 x adjusted HQLA Level 1); or
ii. 0 (zero).
(c) Adjusted HQLA Level 1 is the value of HQLA Level 1 in the event of unwind of short-term Securities Financing Transactions (SFT) or collateral swap transactions involving the exchange of HQLA for HQLA Level 1, including cash that meets, or will meet, the HQLA criteria if the asset is unencumbered, which is an operational requirement for HQLA. (d) Adjusted HQLA Level 2A is the value of HQLA Level 2A in the event of unwind of short-term SFT and collateral swap transactions involving the exchange of HQLA for HQLA Level 2A that meets, or will meet, the HQLA criteria if the asset is unencumbered, as per the operational requirements for HQLA. (e) Adjusted HQLA Level 2B is the value of HQLA Level 2B in the event of unwind of short-term SFT and collateral swap transactions involving the exchange of HQLA for HQLA Level 2B assets that meet, or will meet, the HQLA criteria if the asset is unencumbered, as per the operational requirements for HQLA. (f) In this context, short-term transactions are transactions with a maturity date up to 30 (thirty) calendar days. (13) Total Net Cash Outflows Filled with the total estimated cash outflows minus the total estimated cash inflows, after adjustment for the maximum limit of cash inflows that can be counted in the LCR. (14) LCR Value Filled with the result of the comparison between Total HQLA and Total Net Cash Outflows.

II. Qualitative Information

Report Format
Calculation Analysis
Compliance with Liquidity Coverage Ratio (LCR) Monthly Bank Name:
Report Position:
Individual Analysis
Consolidated Analysis
Filling Guidelines
a) Besides quantitative information, CCBs must disclose additional qualitative information, both individually and on a consolidated basis, consisting of explanations regarding the calculation and value of the LCR in the Monthly LCR Report. b) LCR qualitative information is filled based on the analysis of the CCB's liquidity conditions, considering the significance of LCR components as calculated quantitatively. Examples of LCR qualitative disclosure information include:
(1) main factors affecting the published LCR ratio and their impact on the movement of LCR calculations over time; (2) LCR value trends compared to previous periods; (3) HQLA composition; (4) funding source concentration; (5) derivative exposure and potential for collateral calls (increased liquidity needs related to rating downgrades of financing, derivative, and other agreements); (6) currency mismatch in the LCR; (7) explanations related to liquidity management, such as the level of centralization of liquidity management and interactions between work unit groups; and/or (8) other cash inflows and outflows in the LCR calculation not covered in the LCR disclosure template according to the Financial Services Authority Regulation regarding the compliance with the liquidity coverage ratio (liquidity coverage ratio) for commercial banks, but considered relevant to the CCB's liquidity profile.

d. WORK PAPERS, REPORTS, AND ACTION PLANS FOR NET STABLE FUNDING RATIO (NSFR) COMPLIANCE The format and filling guidelines for Work Papers, Reports, and Action Plans for NSFR Compliance are in accordance with the Financial Services Authority Regulation regarding the compliance with the net stable funding ratio (net stable funding ratio) for commercial banks.

e. LEVERAGE RATIO COMPLIANCE REPORT
The format and filling guidelines for the Leverage Ratio Compliance Report are in accordance with the Financial Services Authority Regulation regarding the compliance with the leverage ratio for commercial banks.

f. SENSITIVITY TO MARKET RISK-INTEREST RATE REPORT The Sensitivity to Market Risk-Interest Rate Report contains reports of the CCB's exposure in Rupiah and foreign currency affected by interest rate market risk, mapped based on maturity (zones). This report is used to assess the health level of the CCB for the factor of sensitivity to market risk due to changes in interest rates.

Report Format
Sensitivity to Market Risk-Interest Rate
No.
TIME SCALE
Code
Component
NOMINAL
RUPIAH ASSETS
FOREIGN CURRENCY ASSETS
RUPIAH LIABILITIES
FOREIGN CURRENCY LIABILITIES
ZONE I
Up to
1 month

1- 3 months
3 -6 months
6 - 12
months
ZONE II
1-2 years
2-3 years
3-4 years
ZONE III
4-5 years
5-7 years
7-10 years
10-15 years
15-20 years more than
20 years

Filling Guidelines
Explanation of row or column filling a) Zone 1 This row is filled with the CCB's exposure, both assets and liabilities, affected by interest rate risk, mapped according to maturity divided into time scales (Zone 1) as follows:

up to 1 (one) month;
more than 1 (one) month up to 3 (three) months;
more than 3 (three) months up to 6 (six) months; and
more than 6 (six) months up to 12 (twelve) months.
b) Zone 2
This row is filled with the CCB's exposure, both assets and liabilities, affected by interest rate risk, mapped according to maturity divided into time scales (Zone 2) as follows:
more than 1 (one) year up to 2 (two) years;
more than 2 (two) years up to 3 (three) years; and
more than 3 (three) years up to 4 (four) years.
c) Zone 3
This row is filled with the CCB's exposure, both assets and liabilities, affected by interest rate risk, mapped according to maturity divided into time scales (Zone 3) as follows:
more than 4 (four) years up to 5 (five) years;
more than 5 (five) years up to 7 (seven) years;
more than 7 (seven) years up to 10 (ten) years;
more than 10 (ten) years up to 15 (fifteen) years;
more than 15 (fifteen) years up to 20 (twenty) years; and
more than 20 (twenty) years.

g. CONSOLIDATED ASSET QUALITY AND PROVISION FORMATION REPORT-BANK The format and filling guidelines for the Consolidated Asset Quality and Provision Formation Report-Bank are in accordance with the Financial Services Authority Circular regarding prudential principles and reports in the framework of applying consolidated risk management for banks controlling subsidiaries.

h. AML-CFT REPORTS

AML-CFT Reports
a) AML-CFT Reports consist of 3 (three) types of forms, namely:
No. Form Data Position Period

Politically Exposed Person (PEP) Customers and Prime Customers Semi-annually III (at the end of the month in two subsequent months)
Products, Activities, and Distribution Networks Semi-annually III (at the end of the month in two subsequent months)
Customer Composition Based on Risk Semi-annually III (at the end of the month in two subsequent months)
b) CCBs with Sharia Business Units (SBU) submit 1 (one) Report using the CCB format. Data in the CCB format includes SBU data. c) If reported data is in foreign currency, it is converted to Rupiah using the Bank Indonesia mid-rate at the closing of the data position month of the Report.

Form Format and Filling Guidelines:
a) PEP Customers and Prime Customers
The PEP and Prime Customer form contains information regarding the total nominal Third Party Funds (DPK) at the Bank, owned by PEP customers and prime customers, and the total number of each customer group. (1) Form format No. Customer Type Nominal Quantity I II III

Domestic PEP Customers
Foreign PEP Customers
Total PEP Customers
Domestic Prime Customers
Foreign Prime Customers
Total Prime Customers
(2) Filling Guidelines:
I. Customer Type
Filled with customer classification based on determined criteria, namely:
Politically Exposed Person (PEP) is a PEP as defined in the Financial Services Authority Regulation regarding the implementation of anti-money laundering and counter-terrorism financing programs in the financial services sector. PEP customers are divided into:
a. domestic PEP customers; and b. foreign PEP customers;
Prime customers are prime customers as defined in the Financial Services Authority Regulation regarding the implementation of risk management in commercial banks providing prime customer services.
Examples of service privileges related to financial transactions for Prime Customers include:
a. personal service from CCB officers acting as relationship managers between the CCB and specific prime customers; b. pick-up service; and
c. preferential tariffs and treatment for certain services such as treasury products, fund transfers, bill paying services, electronic banking terminals, internet banking, safe deposit boxes, emergency cash, and/or credit or financing (including credit cards).
prime customers are divided into:
a. domestic prime customers; and b. foreign prime customers.
PEP customers and prime customers are each divided into domestic customers (Indonesian citizens) and foreign customers (non-Indonesian citizens).
In the event a PEP customer is also a prime customer, the CCB reports the customer as both a PEP customer and a prime customer.
II. Nominal
Filled with the total nominal DPK owned by the customer as stated in the contract (nominal value). DPK nominal is the sum of customer deposits in Rupiah and foreign currency converted to Rupiah.
III. Quantity
Filled with the total number of customers calculated based on the number of Counterparty IDs per data position month of the Report. b) Products, Activities, and Distribution Networks The Products, Activities, and Distribution Networks form is a form containing information regarding the total volume and frequency of transactions for various products, activities, and distribution networks owned by the CCB. (1) Form format Products, Activities, and Distribution Networks Form No. Product, Activity, and Distribution Network Type Transaction Volume Transaction Frequency I II III
International Fund Transfer Incoming
International Fund Transfer Outgoing
No. Product, Activity, and
Distribution Network Type
Transaction Volume
Transaction Frequency
Cross-border Correspondent Banking (Vostro)
Face-to-Face Distribution Network
Non-Face-to-Face Distribution Network
(2) Filling Guidelines:
I. Product, Activity, and Distribution Network Type
Fund transfer is a fund transfer as defined in the law regarding fund transfers. International fund transfers consist of:
a. international incoming fund transfers, i.e., funds entering Indonesian territory with the reporting CCB customer acting as the ultimate recipient of funds sent by the originator sender located outside Indonesian territory; and b. international outgoing fund transfers, i.e., funds leaving Indonesian territory, with the reporting CCB customer acting as the originator sender of funds sent to the ultimate receiver organizer located outside Indonesian territory. International fund transfer transactions (incoming/outgoing) cover incoming or outgoing fund transfers of the CCB internationally through Bank or non-Bank sender/receiver organizers (including Money Gram and Western Union).
Cross-border correspondent banking (vostro), where the reporting CCB acts as the correspondent for CCBs located outside Indonesian territory. Meanwhile, correspondent banking is correspondent banking as defined in the Financial Services Authority Regulation regarding the implementation of anti-money laundering and counter-terrorism financing programs in the financial services sector. Cross-border correspondent banking (vostro) transactions cover incoming and outgoing funds from the CCB's vostro accounts (accumulation of movements). Debit movements are summed with credit movements.
Distribution Network is a distribution network as defined in the Financial Services Authority Circular regarding the implementation of anti-money laundering and counter-terrorism financing programs in the banking sector. Distribution Networks are divided into 2 (two) types, namely:
a. face-to-face distribution network, where transactions between customers and the CCB are conducted in-person, i.e., in the same physical location and conducted through physical interaction. For example, transactions conducted by customers at bank branches through tellers, and transactions conducted by customers through pick-up service; and b. non-face-to-face distribution network, where transactions between customers and the Bank are not conducted in-person, i.e., not in the same physical location and not conducted through physical interaction. For example, transactions via telephone, email, ATM, mobile banking, video, and internet banking. Face-to-face and non-face-to-face distribution network transactions cover all financial transactions conducted by customers on the CCB's distribution network, provided that:
a. the transaction increases or decreases the nominal amount of funds in the customer's account; and b. it does not include account movements arising from interest on deposits, tax burdens on interest, and CCB administration fees.
II. Volume
Filled with the total nominal value of transactions over a period of 6 (six) months (one semester).
III. Transfer Frequency
Filled with the total number of transactions over a period of 6 (six) months (one semester). c) Customer Composition Based on Risk Form (1) The Customer Composition Based on Risk form is a form for grouping customers based on the risk level of money laundering and/or terrorism financing occurrence in accordance with the Financial Services Authority Regulation regarding the implementation of anti-money laundering and counter-terrorism financing programs in the financial services sector. (2) Form Format Customer Composition Based on Risk Form Customer Grouping Based on Risk by CCB Customer Grouping Based on Risk in AML-CFT Report Number of Customers I II III (3) Filling Guidelines
I. Column Customer Grouping Based on Risk by CCB is filled according to the results of the CCB's risk assessment regarding the risk of money laundering and/or terrorism financing against its customers, where the range of customer risk levels may not only be low, medium, and high.
II. Customer Grouping Based on Risk in AML-CFT Report
Filled with a character of 1 (one) digit according to the customer group code.
Data filling reference:
Customer Group
Code
Reference
Low money laundering and/or terrorism financing risk 1 Customer Group Code Reference Medium money laundering and/or terrorism financing risk 2 High money laundering and/or terrorism financing risk 3
Customers with low money laundering and/or terrorism financing risk are customers who, based on the CCB's risk assessment of money laundering and/or terrorism financing occurrence (among others regarding background, identity, and history), are considered or assessed to have low risk related to money laundering and/or terrorism financing criminal acts.
Customers with medium money laundering and/or terrorism financing risk are customers who, based on the CCB's risk assessment of money laundering and/or terrorism financing occurrence (among others regarding background, identity, and history), are considered or assessed to have medium risk related to money laundering and/or terrorism financing criminal acts.
Customers with high money laundering and/or terrorism financing risk are customers who, based on the CCB's risk assessment of money laundering and/or terrorism financing occurrence (among others regarding background, identity, and history), are considered or assessed to have high risk related to money laundering and/or terrorism financing criminal acts.
III. Number of Customers
Filled with the total number of customers calculated based on the number of Counterparty IDs per data position month of the Report. In the event that the customer grouping based on risk by the CCB differs from the customer grouping based on risk in the AML-CFT Report, the CCB adjusts the customer risk level to low, medium, or high according to the customer grouping based on risk in the AML-CFT Report. Example:
Customer grouping based on risk by the CCB is conducted in a range of 1 to 7. The CCB maps the customer grouping based on risk referred to in the AML-CFT Report into high, medium, and low risk levels as shown in the following table:
Customer Grouping
Based on Risk by CCB
Customer Grouping Based on Risk in
AML-CFT Report
Number of Customers
1 1 210.394
2 1 101.092
3 2 100.720
4 2 99.875
5 2 97.456
6 3 23.455
7 3 14.045
PRODUCT, ACTIVITY, AND ACTIVITY INFORMATION GROUPS
a. PERIODIC REPORT ON THE IMPLEMENTATION OF ACTIVITIES AS A CUSTODY BANK The Periodic Report on the Implementation of Activities as a Custody Bank is a Report in accordance with the Financial Services Authority Circular regarding the implementation of risk management in banks conducting activities related to mutual funds. The report is only submitted by CCBs conducting custody activities. In order to fulfill the obligations of CCBs as custody banks providing services to insurance companies and pension funds, CCBs report in detail investment information and/or guarantee funds belonging to insurance companies and pension funds that are administered.

Report Format
Periodic Report on the Implementation of Activities as a Custody Bank Securities Owner Issuer Securities Security Type Currency Group Insurance Company / Pension Fund*) Country Origin Country Origin Code Type Code Security Code/ Issuer Bank Name Deposit*) Sheets/ Units*) Interest Rate/ Coupon*) Notes Guarantee Fund/ Investment*) I.1 I.2 I.3 II.1 II.2 III.1 III.2 III.3 III.4 III.5 III.6 III.7 IV Date Value Date Currency Origin Coupon/Dividend/Interest/Issue Maturity Discount V.1 V.2 VI VII *) The effective date for filling this column will be notified further by the Financial Services Authority.
Filling Guidelines
I. Securities Owner
The securities owner is the party that entrusts or uses the services of the reporting CCB to administer its owned securities, consisting of:

Group
Filled with the group code of the securities owner referring to the counterparty group reference according to regulations on integrated commercial bank reports.
Insurance Company/Pension Fund Code
a. This column is only filled if the "Securities Owner Group" column is filled with codes S128011L, S128012L, S128013L, S12802, S12803, S129011L, S129012L, S129013L, S12902, or S12903. b. The insurance company or pension fund code is filled using references found in the Financial Services Authority Reporting System.
Country of Origin
Filled with the country of origin code of the securities owner referring to the country reference according to regulations on integrated commercial bank reports.
II. Securities Issuer
The securities issuer is the party that issues the securities administered by the reporting CCB.
Group
Filled with the group code of the securities issuer referring to the counterparty group reference list according to regulations on integrated commercial bank reports.
Country of Origin
Filled with the country of origin code of the securities issuer referring to the country reference list according to regulations on integrated commercial bank reports.
III. Securities
Code
Unique identification number of the security owned by the reporting CCB. Filled with International Securities Identifying Number (ISIN) code for securities registered at the Depository and Clearing Institution.
Type
a. Filled with characters according to the security type code. b. Data filling reference:
No. Security Type Code
Indonesia Bank Certificates (SBI) F0401
Indonesia Bank Deposit Certificates (SDBI) F0403
Indonesia Bank Securities (SBBI) in Foreign Currency F0404
Treasury Bills (SPN) F040501
Sharia Treasury Bills F040502
Interbank Mudharabah Investment Certificates (SIMA) F0406
Promissory Notes/Acceptances F0408
Drafts - Export Drafts F040901
Drafts - Domestic Documentary Credit Drafts (SKBDN) F040902
Drafts - Others F040999
Commercial Paper F0410
Medium Term Notes (MTN) F041101
Sharia Medium Term Notes (MTN) F041102
Floating Rate Notes (FRN) F0412
Credit Linked Notes F0413
Mutual Funds F041401
Sharia Mutual Fund Certificates F041402
Fixed Income Mutual Funds F041403
Bonds in the framework of commercial bank recapitalization programs F04150101
No. Security Type Code
Government Bonds (ON) F04150102
Retail Indonesia Bonds (ORI) F04150103
Corporate Bonds - Subordinated F0415010501
Corporate Bonds - Non-Subordinated F0415010602
Other Bonds F04150199
Indonesia Sukuk F04150201
State Sukuk F04150203
Retail Sukuk F04150204
Ijarah Fixed Rate F04150205
Corporate Sukuk - Subordinated F0415020601
Corporate Sukuk - Non-Subordinated F0415020602
Other Sukuk F04150299
Real Estate Investment Funds (DIRE) F0416
Asset-Backed Securities F041701
Sharia Asset-Backed Securities F041702
Other Securities F0499
Deposit Certificates F110201
Sharia Deposit Certificates F110202
Ordinary Shares K101
Preferred Shares K102
Warrants K103
Other Shares K104
T-Bills or T-Notes K200
Security Code/Name of Issuer Bank for Deposits
a. This column is only filled if the "Securities Owner Group" column is filled with codes S128011L, S128012L, S128013L, S12802, S12803, S129011L, S129012L, S129013L, S12902, or S12903. b. Filled with the name of the issuing Bank for deposits and serial numbers for securities.
Sheets/Units
a. This column is only filled if the "Securities Owner Group" column is filled with codes S129011L, S129012L, S129013L, S12902, or S12903.

b. Filled with sheet/unit of securities. For example, securities in the form of shares are filled per share sheet, for time deposits or bonds are filled per deposit slip or bond.

Interest Rate/Coupon
a. This column is only filled if the "Security Owner Category" column is filled with code S129011L, S129012L, S129013L, S12902, or S12903. b. Filled with the interest rate or coupon of the Security.
Description
Filled if the security is not registered at the Depository and Clearing Institution (does not have an ISIN code) and/or the product name is filled with "other securities" (F0499) in the "Securities-Type" column. In the event that the security owner is an insurance company or pension fund, this column is filled, among others, with the deposit slip number.
Guarantee/Investment Funds
a. This column is only filled if the "Security Owner Category" column is filled with code S128011L, S128012L, S128013L, S12802, and S12803. b. Data filling reference:
No. Guarantee/Investment Fund Component Code
Guarantee Funds-Conventional 01
Non-Guarantee Funds-Conventional 02
PAYDI Sub-Fund Non-Guarantee-Conventional 03
PAYDI Sub-Fund Guarantee-Conventional 04
Guarantee Funds-Shariah 05
Non-Guarantee Funds-Shariah 06
Tabarru Funds 07
PAYDI Sub-Fund Non-Guarantee-Shariah 08
PAYDI Sub-Fund Guarantee-Shariah 09

IV. Currency Type
Filled with the currency type code of the security referring to the reference code list for currency types according to the provisions of legislation regarding integrated commercial bank reports.

V. Date

Issuance
Filled with the day, month, and year of issuance of the security as stated on the security instrument, namely 8 (eight) digits with the format yyyymmdd.
Maturity
Filled with the day, month, and year of maturity of the security as stated on the security instrument in the form of numbers, namely 8 (eight) digits with the format yyyymmdd. In the event that the security does not have a maturity date, such as shares, this column is left blank.

VI. Original Currency Value
The original currency value is the market price of the security, which can be non-Rupiah or Rupiah. The value of the security is reported in full units according to the original currency in the form of numbers, up to 16 (sixteen) digits.

VII. Coupon/Dividend/Interest/Discount Payment
Coupon/dividend/interest/discount payment is the value of the coupon, dividend, or yield paid at the data position of the reporting month. The value of the coupon, dividend, interest, or discount is reported in full units according to the original currency in the form of numbers, up to 16 (sixteen) digits.

b. OUTSTANDING TRANSACTIONS REPORT FOR STRUCTURED PRODUCTS The Outstanding Transactions Report for Structured Products is a Report in accordance with the Financial Services Authority Circular Letter regarding prudential principles in carrying out structured product activities for commercial banks.

Report Format
Outstanding Transactions for Structured Products Product Name Transaction Number Number of Customers Product Components Non-Derivative Components Derivative Components Option Forward Swap Component Instrument Variable Base Position Variable Base Position Variable Base Position I II III IV.1 IV.2.a.1) IV.2.a.2) IV.2.b.1) IV.2.b.2) IV.2.c Product Characteristics Base Currency Strike Price Nominal/Notional V VI VII VII
Filling Guidelines
I. Product Name
Filled with the name of each product according to the prospectus/term sheet or product highlight sheet or structured product transaction agreement.

II. Transaction Number
Filled with the structured product transaction number.

III. Number of Customers
Filled with the number of customers for each structured product as referred to in the "Product Name" column.

IV. Product Components

Non-Derivative Components
Component Instrument a. Filled with the Non-Derivative Component Instrument Reference that underlies the structured product. b. Data filling reference No. Non-Derivative Component Instrument Code
Current Account 01
Savings 02
Deposit 03
Securities/Bonds 04
Loan 05
Others 99
Derivative Components
a. Option

Position
a) Filled with the reference for derivative component-option-position if the Conventional Commercial Bank (BUK) has an option position on the issued structured product. b) Data filling reference No. Derivative Component Instrument in the form of Option Code

Long Call Option 01
Short Call Option 02
Long Put Option 03
Short Put Option 04

Variable Base
a) Filled with the reference for derivative component-option-variable base, namely the variable used as the base variable for the structured product's derivative component. b) Data filling reference No. Variable Base Code

Interest Rate 01
Exchange Rate 02
If the "Position" column is filled, the "Variable Base" column must be filled.

b. Forward

Position
a) Filled with the reference for derivative component-forward-position if the BUK has a forward position on the issued structured product. b) Data filling reference No. Derivative Component Instrument in the form of Forward Code

Long Forward 01
Short Forward 02

Variable Base
a) Filled with the "Variable Base" code, namely the variable used as the base variable for the structured product's derivative component. b) Data filling reference No. Variable Base Code

Interest Rate 01
Exchange Rate 02
If the "Position" column is filled, the "Variable Base" column must be filled.

c. Swap
Variable Base

Filled with the reference for derivative component-swap-variable base, namely the variable used as the base variable for the structured product's derivative component.
Data filling reference
No. Variable Base Code

Interest Rate 01
Exchange Rate 02
If the non-derivative component is filled, the derivative component must be filled.
For structured product transactions that have more than 1 (one) derivative component, it is filled in 2 (two) rows. Furthermore, to identify the same product, the same filling is reported in the "Product Name", "Transaction Number", "Number of Customers", "Product Characteristics", "Base Currency", "Strike Price", and "Nominal/Notional" columns.

As an example:
Product Name Transaction Number Number of Customers Product Components Non-Derivative Components Derivative Components Option Forward Swap Component Instrument Position Variable Base Position Variable Base Position Variable Base PRODUCT 1 123456 120 - 02 (Short Call Option) 01 (Interest Rate)

PRODUCT 1 123456 120 -
01 (Long Call Option)
01 (Interest Rate)

V. Product Characteristics

Filled with the product characteristic reference.
Data filling reference
No. Product Characteristic Code
Principal with Full Protection (Principal Protected)
Principal without Protection (Principal Non-Protected)
a) With Leverage 2 b) Without Leverage 3

VI. Base Currency
Filled with the currency reference code from the currency underlying the transaction. The currency reference code refers to the currency reference according to the provisions of legislation regarding integrated commercial bank reports.

VII. Strike Price
Is the strike price established at the time of the transaction agreement, filled in full units of the original currency. In the event that more than one strike price is established, the strike price recorded is the strike price that has the potential to be greater for execution at the time of reporting.

VIII. Nominal/Notional
Filled with the total exposure in full units equivalent to Rupiah per reporting position.

c. FOREIGN FINANCIAL PRODUCT AGENCY ACTIVITIES REPORT
The Foreign Financial Product Agency Activities Report is a Report in accordance with the Financial Services Authority Circular Letter regarding prudential principles in carrying out foreign financial product agency activities by commercial banks.

Report Format
Product Name Product Type Underlying Assets Offering Method Description Issuer Issuer Country Custodian Custodian Country I II III IV V VI VII VIII IX Bank Start Selling Date Maturity Date Owner Category Customer Classification Number of Owners Currency Type Sales Volume Outstanding Volume Fee Based Income X XI XII XIII XIV XV XVI XVII XVIII
Filling Guidelines
I. Product Name
Filled with the full name of the foreign financial product as stated in the term sheet, fact sheet, or transaction contract.

II. Product Type
Filled with the type of product of the foreign financial product as stated in the term sheet, fact sheet, or transaction contract.

III. Underlying Assets
Filled with information regarding the underlying assets of the foreign financial product.

IV. Offering Method
Filled with the offering method reference.
No. Offering Method Code

Open-end 1
Closed-end 2
Others 9

V. Description
Filled if the "Offering Method" column contains '9-Others', namely with a brief but complete description of the offering method (maximum 50 (fifty) characters). Otherwise, it is left blank.

VI. Issuer
Filled with the name of the institution issuing the foreign financial product being reported, complete with the location or city name if it is not the headquarters of the issuing institution. Example: HSBC Singapore.

VII. Issuer Country
Filled with the country reference code from the country where the issuer is registered as a company or financial institution. The country reference code refers to the country reference code list according to the provisions of legislation regarding integrated commercial bank reports.

VIII. Custodian
Filled with the name of the institution acting as the custodian for the reported foreign financial product, complete with the location or city name if the custodian of the product is not the headquarters of the institution. Example: HSBC Singapore.

IX. Custodian Country
Filled with the country reference code from the country where the custodian is registered as an institution and has a license to conduct custodian activities. The country reference code refers to the country reference code list according to the provisions of legislation regarding integrated commercial bank reports.

X. Bank Start Selling Date
Filled with information regarding the date-month-year (yyyymmdd) the BUK started selling the foreign financial product for the first time if the product's offering method is open-end, or filled with the start of the product term if the product's offering method is closed-end or others.

XI. Maturity Date
Filled with information regarding the maturity date (yyyymmdd) if the reported foreign financial product has a maturity date and if the "Offering Method" column contains "2" or "9" (Closed-end or Others).

XII. Owner Category
Filled with the owner category reference according to the counterparty category reference according to the provisions of legislation regarding integrated commercial bank reports.

XIII. Customer Classification

Filled with "customer classification" according to the Financial Services Authority Regulation regarding prudential principles in carrying out foreign financial product agency activities by commercial banks.
Data filling reference
No. Customer Classification Code
Retail Customer 1
Non-Retail Customer 2

XIV. Number of Owners
Filled with the total number of customers who are owners of the foreign financial product.

XV. Currency Type
Filled with the currency type reference code of the foreign financial product referring to the currency type reference code list according to the provisions of legislation regarding integrated commercial bank reports.

XVI. Sales Volume
Filled with the sales value of each foreign financial product during the reporting month (in full units of the original currency).

XVII. Outstanding Volume
Filled with the outstanding value of the foreign financial product accounted for by the BUK at the end of the reporting month in full units of the original currency.

XVIII. Fee Based Income
Filled with the total fees received by the BUK from the organization of foreign financial product agency activities during the current year/year to date in full units of the original currency.

d. PERIODIC REPORT RELATED TO THE IMPLEMENTATION OF ACTIVITIES AS AN AGENT FOR MUTUAL FUND SECURITIES SELLERS The format and filling guidelines for the Periodic Report Related to the Implementation of Activities as an Agent for Mutual Fund Securities Sellers are in accordance with the Financial Services Authority Circular Letter regarding the application of risk management in banks conducting activities related to mutual funds.

e. PERIODIC BANCASSURANCE REPORT
The format and filling guidelines for the Periodic Bancassurance Report are in accordance with the Financial Services Authority Circular Letter regarding the application of risk management in banks conducting marketing cooperation activities with insurance companies (bancassurance).

CORE DATA INFORMATION GROUP
a. OFFICE NETWORK DATA REPORT
The Office Network Data Report is a report submitted monthly by the BUK containing information regarding the details of the office network owned by the BUK. The data reported is position data. Reporting is not only in the form of data changes during the reporting period, but covers all data previously reported.

Report Format
Office Status Office Code Branch Code Parent Office Code Office Name Address Office Coordinates District/City Postal Code Telephone Number Office Opening License Letter Number Office Opening License Letter Date Office Operational Effective Date Office Latitude Longitude I II III IV V VI.1 VI.2 VII VIII IX X XI XII Office Status Change License Letter Number Office Status Change License Letter Date Office Status Change Effective Date Office Closure License Letter Number Office Closure License Letter Date Office Closure Effective Date Office Relocation License Letter Number Office Relocation License Letter Date Office Relocation Effective Date Number of Employees/Electronic Banking Terminals Mass Media Publication Date Status Description Data XIII XIV XV XVI XVII XVIII XIX XX XXI XXII XXIII XXIV XXV
Filling Guidelines
I. Office Status

Filled with 2 (two) digit characters according to the office status code.
Definition of BUK office status according to applicable regulations regarding BUK and UUS. In the event that the office status is "Electronic Banking Terminal" (code 17), only the office opening, relocation, and closure columns can be filled (the status change column cannot be filled).
Data filling reference:
No. Office Status Code
Operational Headquarters 01
Non-Operational Headquarters 02
Branch Office of a bank domiciled Outside the Country 03
Sharia Business Unit of a Commercial Bank 04
Commercial Bank Regional Office 05
Branch Office (Domestic) 06
Branch Office (Foreign) 07
Sub-Branch Office of a bank domiciled Outside the Country 08
Sub-Branch Office (Domestic) 09
Sub-Branch Office (Foreign) 10
Cash Office 11
Functional Office 12
Payment Point 13
Mobile Cash/Car Cash/Floating Cash 14
Office under KCP of a bank domiciled Outside the Country that is Not Included in 11,12,13,14 15
Representative Office of a Commercial Bank Outside the Country 16
Electronic Banking Terminal 17
Branch Office (Domestic) Sharia Business Unit 54
Branch Office (Foreign) Sharia Business Unit 55
Sub-Branch Office (Domestic) Sharia Business Unit 56

No. Office Status Code
21. Sub-Branch Office (Foreign) Sharia Business Unit 57
22. Cash Office Sharia Business Unit 58
23. Functional Office Sharia Business Unit 59
24. Payment Point Sharia Business Unit 60
25. Mobile Cash/Car Cash/Floating Cash Sharia Business Unit 61
26. Electronic Banking Terminal Sharia Business Unit 63
27. Sharia Service 64

II. Parent Branch Office Code
Filled with 3 (three) digit numbers according to the code of its parent office. The parent branch office code is as established by Bank Indonesia.

For Foreign Branch Offices (KCBLN)-if the office status is under KCP of a bank domiciled Outside the Country, the parent branch office code used is the code of the Foreign Branch Office (KCBLN) or the reporting KCP.
If the "Office Status" column is filled with "Operational Headquarters" (code 01), "Branch Office of a bank domiciled Outside the Country" (code 03), "Branch Office (Domestic)" (code 06); "Branch Office (Foreign) Bank" (code 07), or "Sub-Branch Office of a bank domiciled Outside the Country" (code 08), the "Parent Branch Office" column must be filled with the code of that office itself.

III. Office Code

Filled with 9 (nine) digit numbers that must be unique as the identity of that office in the reporting BUK, established by each BUK and/or Bank Indonesia, with the following provisions:
a. BUK office code is xxxyyyyyy; b. for office codes established by the BUK, xxx is filled with 3 (three) digit codes of the parent office established by Bank Indonesia and yyyyyy is filled according to the policy of each BUK; and
c. for BUK office codes established by Bank Indonesia, xxx is filled with 3 (three) digits established by Bank Indonesia and yyyyyy is filled with "000000", so the filling becomes "xxx000000".
Example:
Bank "A" receives the branch office code for Bandung from Bank Indonesia, which is 999. The code is converted into 9 (nine) digits, namely 999000000. Bank "A" then establishes the code for the KCP in the Cimahi area, which is in Bandung city, with the code 999005000.
The office code is used consistently by the relevant office starting from inclusion in the bank's business plan, implementation of business activities, status changes, address moves, until office closure. Office codes that have been used cannot be used again for other offices even if that office has been closed.
Specifically for electronic banking terminals, if there is more than 1 (one) electronic banking terminal unit owned by the BUK in one location, data is reported for each with 1 (one) office code.
The method for filling the office code is as follows:
a. an office code that has been opened cannot be opened again; b. an office code that has been relocated cannot be opened again;
c. an office code that has been closed cannot be closed again; or
d. an office code that has been closed or deleted cannot be used again as an office that is opened, relocated, has its status changed, or closed again.

IV. Office Name
Filled with the office name according to the "Office Code" column.

V. Address
Filled with the office address showing the current location in the reporting month.

VI. Office Coordinates

Latitude
Latitude is the latitude line coordinate point showing the office location in decimal degree format. This column is filled with numeric characters, a dot (.), a comma (,), and/or a hyphen (-). Example:
Latitude of BUK "A" Bekasi branch office is located at 6°10'55.4"S, BUK reports as -6.182057.
Longitude
Longitude is the longitude line coordinate point showing the office location in decimal degree format. This column is filled with numeric characters, a dot (.), a comma (,), and a hyphen (-). Example:
Longitude of BUK "A" Bekasi branch office is located at 106°49'18.1"E, BUK reports as 106.821697.

VII. District/City
Filled with 4 (four) digit numbers for the district or city code referring to the district or city reference code list according to the provisions of legislation regarding integrated commercial bank reports.

VIII. Postal Code
Filled with the postal code of the address.

IX. Telephone Number

Filled with up to 15 (fifteen) digit numbers including the area code.
The telephone number is filled completely with the area code. For foreign numbers, it is accompanied by the country code.
If the "Office Status" column is filled with "Mobile Cash/Car Cash/Floating Cash" (code 14), "Electronic Banking Terminal" (code 17), Mobile Cash/Car Cash/Floating Cash Sharia Business Unit (code 61), or Electronic Banking Terminal Sharia Business Unit (code 63), this column is left blank.

X. Office Opening License Letter Number
Filled with the number of the license letter or confirmation letter for office opening from the Financial Services Authority.

XI. Office Opening License Letter Date

Filled with the date of the license letter or confirmation letter for office opening from the Financial Services Authority, consisting of 8 (eight) digit numbers with the format yyyymmdd.
The office opening license letter date must be earlier than or equal to the office operational effective date, and earlier than the license letter date and effective date of relocation, status change, and/or office closure.

XII. Office Operational Effective Date

Filled with the date of office operational implementation, consisting of 8 (eight) digit numbers with the format yyyymmdd.
The office operational effective date must be earlier than the license letter date and effective date of relocation, status change, and/or office closure.

XIII. Office Status Change License Letter Number
Filled with the number of the license letter or confirmation letter for status change from the Financial Services Authority. If the "Office Status" column is filled with "Electronic Banking Terminal" (code 17) or Electronic Banking Terminal Sharia Business Unit (code 63), this column is left blank.

XIV. Office Status Change License Letter Date
Filled with the date of the license letter or confirmation letter for status change from the Financial Services Authority, consisting of 8 (eight) digit numbers with the format yyyymmdd. If the "Office Status" column is filled with "Electronic Banking Terminal" (code 17) or Electronic Banking Terminal Sharia Business Unit (code 63), this column is left blank.

XV. Office Status Change Effective Date
Filled with the date of the realization of the office status change, consisting of 8 (eight) digit numbers with the format yyyymmdd. If the "Office Status" column is filled with "Electronic Banking Terminal" (code 17) or Electronic Banking Terminal Sharia Business Unit (code 63), this column is left blank.

XVI. Office Closure License Letter Number
Filled with the number of the license letter or confirmation letter for office closure from the Financial Services Authority.

XVII. Office Closure License Letter Date

Filled with the date of the license letter or confirmation letter for closure from the Financial Services Authority, consisting of 8 (eight) digit numbers with the format yyyymmdd.
The office closure license letter date must be earlier than or equal to the effective closure date, and later than the license letter date and effective date of office opening, relocation, and/or status change.

XVIII. Office Closure Effective Date

Filled with the date of office closure implementation, consisting of 8 (eight) digit numbers with the format yyyymmdd.
The effective closure date must be later than the license letter date and effective date of office opening, relocation, and/or status change.

XIX. Office Relocation/Address Change License Letter Number
Filled with the number of the license letter or confirmation letter for office address change from the Financial Services Authority.

XX. Date of Branch Relocation Permit Letter
Filled with the date of the permit letter or confirmation letter of the office address transfer from the Financial Services Authority, consisting of 8 (eight) digits in yyyymmdd format.

XXI. Effective Date of Branch Relocation
Filled with the date of the actual relocation of the office address, consisting of 8 (eight) digits in yyyymmdd format.

XXII. Number of Employees/Electronic Banking Terminals

Filled with a number stating the number of employees or the number of electronic banking terminals for each office, excluding employees or electronic banking terminals that have been reported by the office with a status below that office.
The number of employees includes permanent employees, temporary employees employed directly by the BUK, and temporary employees employed through outsourcing companies.
If the "Office Status" column is filled with "Electronic Banking Terminal" (code 17) or "Electronic Banking Terminal of Sharia Business Unit" (code 63), this column is filled with the number "1".

XXIII. Mass Media Publication Date
Filled with the date of the listing regarding the opening, address transfer, or closure of the office in mass media, consisting of 8 (eight) digits in yyyymmdd format.

XXIV. Description

Filled with information related to the data of that office network. For example, if there is a change in office status requiring an office code and additional address information.
In the event that the "Office Status" column is filled with "Electronic Banking Terminal" (code 17) or "Electronic Banking Terminal of Sharia Business Unit" (code 63), this column is filled with 2 (two) characters according to the electronic banking terminal status code.
Data filling reference:
No. Electronic Banking Terminal Status Code
Automated Teller Machine (ATM) 01
Cash Deposit Machine (CDM) 02
Cash Recycling Machine (CRM) 03
Self Service Banking Terminal (SSBT) 04

XXV. Data Status

Filled with 3 (three) characters according to the data status code.
Data filling reference:
Data Status Description Code
New Used for offices that have never been reported. This reference includes among others changes in office status from KCP to KC or vice versa. For new offices, the data status is filled with "New". Fixed Used for offices that have not experienced changes from the previous Report position. This reference includes among others changes in filling the "Head Office Branch Code" (headship), "Office Name", "Address" caused by street name changes, "Regency/City", "Postal Code", "Telephone Number", and/or "Number of Employees/Electronic Banking Terminals". Changed Used for offices that have experienced data changes from the previous Report position. This reference includes among others office relocation and changes in office status. Deletion Used for offices that have been reported previously, then closed or ceased to be an old office. This reference includes among others changes in office status from KCP to KC or vice versa. For old offices, the data status is filled with "Deletion".
Example of filling in office status changes.
Example 1:
In BUK "A", there is an increase in office status from KCP to KC effective on March 25, 2021. Thus, the filling of the Office Network Data Report for the data position of March 2021 is reported as follows:

Status Office	Code KC	Head Code	Office Code …	Permit Letter Number Office Opening	Date of Permit Letter Office Opening	Effective Date Office Operation	Permit Letter Number Status Change	Date of Permit Letter Status Change	Effective Date Status Change	Permit Letter Number Office Closure	Date of Permit Letter Office Closure	Effective Date Office Closure …	Description	Data Status
I	II	III	…	X	XI	XII	XIII	XIV	XV	XVI	XVII	XVIII	…	XXIV	XXV
09	081	081123456	Aaa/Srt/2021	20210325	20210325
06	071	071000000	Aaa/Srt/2021	20210325	20210325	Aaa/Srt/2021	20210325	20210325					change of status from KCP to KC
													change of status from KCP to KC

Example 2:
In Bank "B", there is a decrease in office status from KC to KCP effective on April 20, 2021. Thus, the filling of the Office Network Data Report for the data position of March 2021 is reported as follows:

Status Office	Code KC	Head Code	Office Code …	Permit Letter Number Office Opening	Date of Permit Letter Office Opening	Effective Date Office Operation	Permit Letter Number Status Change	Date of Permit Letter Status Change	Effective Date Status Change	Permit Letter Number Office Closure	Date of Permit Letter Office Closure	Effective Date Office Closure …	Description	Data Status
I	II	III	…	X	XI	XII	XIII	XIV	XV	XVI	XVII	XVIII	…	XXIV	XXV
06	062	062000000	Bbb/Srt/20210328	20210328
09	092	092123456	Bbb/Srt/20210328	20210328	Bbb/Srt/20210328	20210328							change of status from KC to KCP
													change of status from KC to KCP

Example 3:
In BUK "C", there is a decrease in office status from KCP to cash office effective on May 13, 2021. Thus, the filling of the Office Network Data Report for the data position of May 2021 is reported as follows:

Status Office	Code Office	Head Office Code	Office Code …	Permit Letter Number Status Change	Date of Permit Letter Status Change	Effective Date Status Change …	Description	Data Status
I	II	III	…	XIII	XIV	XV	…	XXIV	XXV
11	075	075123456	Ccc/Srt/2021	20210513	20210513		change of status from KCP to cash office

Example 4:
In BUK "D", there is an increase in office status from cash office to KCP effective on June 8, 2021. Thus, the filling of the Office Network Data Report for the data position of June 2021 is reported as follows:

Status Office	Code KC	Head Code	Office Code …	Permit Letter Number Status Change	Date of Permit Letter Status Change	Effective Date Status Change …	Description	Data Status
I	II	III	…	XIII	XIV	XV	…	XXIV	XXV
09	099	099123456	Ddd/Srt/2021	20210608	20210608		Change of status from cash office to KCP

b. INDONESIAN BANKING HUMAN RESOURCES DATA REPORT

Reporting of Indonesian Banking Human Resources (HR) Data
The Indonesian Banking HR Data Report consists of 2 (two) Reports, namely:
a) Indonesian Banking HR Data Report - Monthly (1) The report is submitted to the Financial Services Authority on a monthly basis. (2) The Indonesian Banking HR Data Report - Monthly consists of several tables, namely:
(a) Table 1a Basic HR Data;
(b) Table 2a Job History Data;
(c) Table 3a Work History Data;
(d) Table 4a Formal Education History Data; and (e) Table 5a Training/Certification History Data. (3) Table 2a also includes information regarding the reporting of the appointment, replacement, and dismissal of Executive Officials (EO) in accordance with statutory regulations regarding commercial bank institutions. In the event that the BUK has EOs with positions 2 (two) levels below the Board of Directors or lower (e.g., officials 3 (three) levels below the Board of Directors), such employees are reported in this table. (4) Submission of the Indonesian Banking HR Data Report - Monthly includes data information on the Board of Directors, Board of Commissioners, Sharia Supervisory Board (SSB) (for BUKs that have Sharia business units), and EOs. b) Indonesian Banking HR Data Report - Semesterly (1) The report is submitted to the Financial Services Authority on a semesterly basis. (2) The Indonesian Banking HR Data Report - Semesterly consists of several tables, namely:
(a) Table 1b Basic HR Data;
(b) Table 2b Job History Data;
(c) Table 3b Work History Data;
(d) Table 4b Formal Education History Data;
(e) Table 5b Training/Certification History Data; (f) Table 6 Bank HR Management Performance; (g) Table 7 Employee Needs Prediction; (h) Table 8 Bank HR Remuneration Data; and (i) Table 9 Shareholder Data. (3) Submission of the Indonesian Banking HR Data Report - Semesterly applies to BUK HR with the following details:
(a) Table 1b includes individual data information for officials 2 (two) levels below the Board of Directors who are not included as EOs up to staff-level employees. (b) Table 2b, Table 3b, and Table 4b include individual data information for officials 2 (two) levels below the Board of Directors who are not included as EOs. (c) Table 5b includes individual training or certification history data information for officials 2 (two) levels below the Board of Directors who are not included as EOs up to staff-level employees. (d) Table 6 includes BUK HR management performance indicator information. (e) Table 7 includes prediction information on the needs of the Board of Directors, Board of Commissioners, SSB (for BUKs that have Sharia business units), EOs, officials 2 (two) levels below the Board of Directors up to staff-level employees. (f) Table 8 includes employee remuneration information per position and job level. (g) Table 9 includes individual data information on BUK shareholders, whether legal entities, individuals, and/or business groups. c) Data reported for each reporting period is position data. Reporting is not only in the form of data changes during the reporting period, but includes all data that has been reported previously.
Reporting Illustration
Monthly and Semesterly Reporting Illustration

Reporting Period	Tables Reported	HR Coverage Reported
Monthly	Table 1a, Table 2a, Table 3a, Table 4a, and Table 5a	1. Board of Directors;

Board of Commissioners;
SSB (for BUKs that have UUS); and
EOs. |
| Semesterly | Table 1b | 1. Officials 2 (two) levels below the Board of Directors who are not included as EOs up to staff-level employees.
Specifically for the second semester of 2020 position reporting, it is filled with officials 2 (two) levels below the Board of Directors who are not included as EOs. |
| | Table 2b, Table 3b, and Table 4b | Officials 2 (two) levels below the Board of Directors who are not included as EOs. |
| --- | --- | --- |
| | Table 5b | 1. Officials 2 (two) levels below the Board of Directors who are not included as EOs up to staff-level employees. |
Specifically for the second semester of 2020 position reporting, it is filled with officials 2 (two) levels below the Board of Directors who are not included as EOs. |
| | Table 6, Table 7, and Table 8 | Board of Directors, Board of Commissioners, SSB (for BUKs that have UUS), EOs, officials 2 (two) levels below the Board of Directors up to staff-level employees. |
| --- | --- | --- |
| | Table 9 | Individual data of BUK shareholders, whether legal entities, individuals, and/or business groups. |

Report Format and Filling Guidelines
a) Table 1a/1b: Basic HR Data
(1) Report Format
TABLE 1a/1b
BASIC HR DATA

| Data Status | Country | Province | Regency/City | Office | Bank | Employee ID Number | Identity Number | NPWP | Employee Name | Birth Place | Birth Date | Gender | Citizenship | Telephone Number | Address According to Identity | Current Home Address/Domicile | Education Level | Study Program | Employment Status | Employment Status | Position Description | Field of Work Description | Field of Work Description | Date Started Working at Bank | Internal Bank Violations |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| I | II | III | IV | V | VI | VII | VIII | IX | X | XI | XII | XIII | XIV | XV | XVI | XVII | XVIII | XIX | XX | XXI | XXII | XXIII | XXIV | XXV | XXVI |

(2) Filling Guidelines
The basic HR data report is filled with information regarding the data of active BUK employees and those who have ceased employment during the Report period. Data of BUK HR individuals reported includes permanent employees and temporary employees. Example:
Temporary employees are employees who are directly contracted by the BUK for a certain period. These employees do not include outsourcing employees managed by third parties or labor service provider companies. Basic data for the Board of Directors, Board of Commissioners, SSB (for BUKs that have UUS), and EOs is reported monthly in Table 1a, while basic data for officials 2 (two) levels below the Board of Directors who are not included as EOs up to staff-level employees is reported semesterly in Table 1b. Example of information to be included for employees who ceased employment in the Report period is as follows:
On November 28, 2021, employees named Budi (EO), Wati (staff), and Ani (staff) ceased employment from PT Bank "ABC", then information for Budi (EO) is reported in Table 1a for the data position of November 2021 (monthly reporting) and for Wati (staff) and Ani (staff) is reported in Table 1b for the data position of December 2021 (semesterly reporting).

I. Data Status

Filled with 3 (three) characters according to the data status code.
Data filling reference:
Data Status Description Code
New Used for employee data that has never been reported. Used for employees who have been reported previously but experienced a change in Employee ID Number (NIP). Fixed Used for employee data that has not experienced changes from the previous Report position. Changed Used for employee data that has experienced data changes from the previous Report position. Deletion Used for employee data that will be deleted from the previous Report position, with reasons:
a. career retirement 041 b. early retirement 042
c. dismissed 043
d. resigned 044 e. end of contract/duty period 045 f. deceased 046 g. promoted 047 h. demoted 048
i. change of NIP 049
Description
For BUKs reporting for the first time, all employee data is reported with "New" status (code 010). For subsequent reporting, it is filled with data status adjusted to the condition of the reported employee data.

II. Country
Filled with 2 (two) characters of the office location code (country) where the employee is placed according to the country reference code. The country reference code refers to the list of country reference codes in accordance with statutory regulations regarding integrated commercial bank reports.

III. Province
Filled with 2 (two) digits of the province code of the BUK office where the reported employee is located according to the province reference code list. Example of filling in province reference code:
No. Province Filling

West Java 01
Banten 02
DKI Jakarta 03
Outside Indonesia 99

IV. Regency/City
Filled with 4 (four) digits of the regency/city code of the employee's address where they are placed according to the regency/city reference code. The regency/city reference code refers to the list of regency/city reference codes in accordance with statutory regulations regarding integrated commercial bank reports.

V. Bank Office

Filled with 9 (nine) digits that must be unique as the identity of that office in the BUK location of the employee, established by each BUK and/or Bank Indonesia, with the following provisions:
a. BUK office code is xxxyyyyyy; b. for office codes established by the BUK, xxx is filled with 3 (three) digits of the head office code established by Bank Indonesia and yyyyyy is filled according to each BUK's policy; and
c. for BUK office codes established by Bank Indonesia, xxx is filled with 3 (three) digits established by Bank Indonesia and yyyyyy is filled with "000000", so the filling becomes "xxx000000".
Example:
Bank "A" receives the Bandung branch office code from Bank Indonesia, which is 999. This code is converted into 9 (nine) digits, i.e., 999000000. Bank "A" then establishes the code for the KCP in the Cimahi area which is in Bandung city with the code 999005000.
The office code is used consistently by the relevant office starting from inclusion in the bank's business plan, implementation of business activities, status changes, address transfers, until the closure of the office. Office codes that have been used cannot be used again for other offices even if that office has been closed.

VI. Employee ID Number (NIP)

Employee ID Number (NIP) is a unique identity number for each employee according to the identity system used by the BUK, consisting of numbers or letters or a combination of numbers and letters up to 25 (twenty-five) digits.
In the event that the Board of Directors, Board of Commissioners, SSB (for BUKs that have UUS) of the BUK do not have an NIP, the BUK must create a special NIP for the Board of Directors, Board of Commissioners, SSB (for BUKs that have UUS).
Example of data filling:
No. Employee ID Number Filling
H8569365 H8569365
P2586244 P2586244
1235997865652385 1235997865652385

VII. Identity Number

Identity documents for employees are as follows:
No. Employee Type Identity Document Identity Number
Indonesian Citizen (WNI) ID Card (KTP) National Identity Number (NIK)
Foreign Citizen (WNA) Passport Passport Number
If the employee's identity number contains characters other than letters and numbers, those characters do not need to be included.
Example of data filling:
No. Identity Number Filling
Employee is a WNI and has an ID Card with NIK "1234567891234567" 1234567891234567
Employee is a WNA and has a Passport with number "A123456789" A123456789
Employee is a WNA and has a Passport with number "A-1234.56" A123456

VIII. NPWP

NPWP is the Taxpayer Identification Number obtained by individuals or business entities as proof that the person concerned has registered as a taxpayer at the local Tax Service Office.
If the NPWP contains characters other than letters and numbers, those characters do not need to be included.
Example of data filling:
No. NPWP Filling
49.810.734.1-035.000 498107A341035000
08.435.185.4-125.000 084351854125000
NPWP numbers are unique and must not be reported more than 1 (one) same NPWP in 1 (one) Report. In the event that BUK HR uses the same NPWP, for example because employees are husband and wife or employees who have ceased employment and are re-hired, this column can be filled by adding a letter character at the end of the NPWP.
Example of data filling:
a. Employee is husband and wife:
NPWP 34.787.562.4-239.000
Filling of Husband's NPWP 347875624239000
Filling of Wife's NPWP 347875624239000A b. Employee has ceased employment previously and is re-hired:
NPWP 51.087.231.1-341.000
Filling of NPWP for Employee who has ceased employment 510872311341000 Filling of NPWP for Employee who is re-hired 510872311341000B

IX. Employee Name
Filled with the name without titles according to what is stated in the identity document. Example of data filling:
No. Employee Name Filling

On the identity document, the employee's name is written as "Putra Ganda Wijaya, SE., MM." ("SE" and "MM" are academic titles). Putra Ganda Wijaya
2 On the identity document, the employee's name is written as "H. Mukmin" ("H" is a religious title). Mukmin 3 On the identity document, the employee's name is written as "R. Agung Wiyono" ("R" is not a noble title). R. Agung Wiyono 4 On the identity document, the employee's name is written as "Arif M.N. Anshori" ("M" and "N" are not titles). Arif M.N. Anshori

X. Birth Place
Filled with the employee's place of birth according to the place of birth stated in the employee's identity document.

XI. Birth Date

Filled with 8 (eight) digits in yyyymmdd format.
Filled with the employee's birth date according to the birth date stated in the employee's identity document.
Example of data filling:
No. Birth Date Filling
7 June 1982 19820607
18 December 1971 19711218
25/04/1988 19880425

XII. Gender
Filled with character "L" for male employees, and filled with "P" for female employees, in accordance with what is stated in the employee's identity document. Data filling reference:
No. Gender Filling

Male L
Female P

XIII. Citizenship
Filled with 2 (two) characters of citizenship stated in the employee's identity document according to the country reference code. The country reference code refers to the list of country reference codes in accordance with statutory regulations regarding integrated commercial bank reports.

XIV. Telephone Number

Filled with a reachable telephone number including area code or country code, without minus signs (-) and using semicolons (;) as separators in the event that more than one telephone number is input.
The reported telephone number can be an office, home, and/or mobile telephone number.
Telephone numbers are filled in completely with area codes.
For foreign numbers, accompanied by country codes.
Example of data filling:
No. Telephone Number Filling
(021)12345678 02112345678
(62-751) 4257712 07514257712
7256969 (Bogor) 02517256969
+62-81511380000 081511380000
+65-5682466 (Singapore) 655682466

XV. Address According to Identity

For WNI, filled with the address according to what is stated in the KTP.
For WNA, filled with the domicile address in Indonesia according to what is stated in the residence permit documents, such as Work Permit for Foreign Workers (IMTA) or Limited Stay Permit (KITAS).

XVI. Current Home Address/Domicile

For WNI, filled with the address according to the current domicile.
For WNA, filled with the domicile address in Indonesia according to what is stated in the residence permit documents, such as IMTA or KITAS.
For employees placed outside the territory of Indonesia, this column is filled with the employee's domicile address in the respective country as stated in the residence permit document.

XVII. Education Level
Filled with 3 (three) characters according to the highest education level code.
Data filling reference:
No. Highest Education Code

Up to High School or equivalent 001
D1 - D2 002
D3 - D4 003
S1 004
S2 005
S3 006

XVIII. Study Program
Filled with 3 (three) characters according to the highest education study program code. Data filling reference:
No. Study Program Code

Banking 001
Economics*) 002
Business and Management 003
Law 004
Engineering 005
Computer Science 006
MIPA 007
Marine 008
Agriculture and Forestry 009
Animal Husbandry 010
Fisheries 011

No. Study Program Code
12. Social and Political Sciences 012
13. Psychology 013
14. Education 014
15. Health 015
16. Literature 016
17. Others 099
*) Including Economic Science and Accounting.
If the "Education Level" column is filled with "Up to High School or equivalent" (code 001), then this column is filled with "Others" (code 099).

XIX. Employment Status

Filled with 3 (three) digits according to the employment status code.
Data filling reference:
No. Employment Status Code Description
Local workforce 001 WNI workforce.
Foreign workforce 002 a. WNA holders of visas with the purpose of working in the territory of the Republic of Indonesia.
b. WNA working at the branch office of an Indonesian legal entity bank located abroad.

XX. Employment Status

Filled with 3 (three) digits according to the employee status code.
Data filling reference:
No. Employment Status Code Description
Permanent 001 Organic employees.
Temporary 002 Non-organic employees who are attached with contract or honorary status.
Temporary employment status is filled for temporary employees who are directly contracted by the BUK for a certain period.

These employees do not include outsourced employees managed by third parties or labor service provider companies.

XXI. Job Titles

Filled with 3 (three) digits according to the job title code.
Data filling reference:

No.	Job Title	Code	Description
1.	President Director	001
2.	Director	002
3.	Compliance Director	003	Director who oversees the compliance function
4.	Chief Commissioner	004
5.	Commissioner	005
6.	Sharia Supervisory Board (SSB)
7.	Executive Official (EO)	007	Definition of EO according to applicable laws and regulations regarding conventional banks.
8.	Officials 2 (two) levels below the Board of Directors	008	All officials 2 (two) levels below the Board of Directors, excluding EOs.
9.	Other Employees	009	Employees other than EOs and officials 2 (two) levels below the Board of Directors, up to staff-level employees.
10.	Experts and Consultants	010	Individuals with specific technical knowledge and adequate qualification standards.

Conventional Banks (BUK) categorize Human Resources as other employees (code 009) including:

a. contract employees in education programs such as graduate development programs and personal assistants. b. employees who, in terms of career level, cannot yet hold the EO position, even though structurally they are 2 (two) levels below the Board of Directors.

In the event that a Conventional Bank (BUK) has a deputy position for the Board of Directors or Board of Commissioners, the Bank fills the relevant position with Director (002) or Commissioner (005).
In the event that there are employees holding multiple positions, the core data of the relevant employee is reported only 1 (one) time in Table 1a/1b.
Example:
An employee “A” currently holds the position of Deputy President Director (Director) and concurrently serves as Acting President Director.
Table filling:
…
| Employee Name | … Job Title … |
| :--- | :--- |
| Employee “A” | |

XXII. Job Description

Filled with the job title or position, accompanied by the city where the job or position is located.
Example of filling:
a. branch area manager VII Surabaya; b. regional marketing staff II Palembang; or
c. fixed income portfolio analyst Jakarta.
Specifically for the Commissioner position, this column is filled with the description “independent” or “non-independent”.
In the event that there are employees holding multiple positions, the core data of the relevant employee is reported only 1 (one) time in Table 1a/1b; however, information regarding the concurrent position is reported in this column.
Example:
An employee “A” currently holds the position of Head of AML and CFT Division and concurrently serves as Acting Head of Compliance Division.
Table filling:
…
| Employee Name | … Job Title | Job Description … |
| :--- | :--- | :--- |
| Employee A | Head of AML and CFT Division concurrently Acting Head of Compliance Division. | |

XXIII. Business Field

Filled with 3 (three) digits according to the business field code.
Data filling reference:

No.	Business Field	Code	Description
1.	Key Parties	000	Filled specifically for the Board of Directors (including Compliance Directors), Board of Commissioners, and Sharia Supervisory Board.
2.	Treasury	001	Treasury business field includes tasks related to the management and administration of assets and liabilities of Conventional Banks (BUK) to optimize profits, liquidity management, net foreign exchange position, and the sale of treasury products directly or indirectly.
3.	Risk Management	002	Risk management business field includes tasks related to risk management and mitigation.
4.	Credit or Financing	003	Credit or financing business field includes tasks related to the disbursement of credit or financing by Conventional Banks (BUK).
5.	Information Technology	004	Information technology business field includes tasks related to the management of administrative processes of banking transactions, customer data management, network development, system development, planning and reengineering of banking operational processes, management of banking support facilities, and management of electronic banking products, using information technology facilities.
6.	Marketing	005	Marketing business field includes tasks related to efforts to market banking products and services, both for fund collection and fund disbursement.
7.	Investor Relations	006	Investor relations business field includes tasks related to strategies and efforts to obtain and nurture quality relationships with investors to obtain business opportunities.
8.	Finance	007	Finance business field includes tasks related to financial accounting aspects, management accounting, financial reporting, taxation, financial planning, and financial strategy.
9.	Compliance	008	Compliance business field includes tasks related to efforts to ensure that policies, regulations, systems, procedures, and business activities conducted by Conventional Banks (BUK) are in accordance with applicable laws and regulations, including Sharia principles for Conventional Banks (BUK) that have Sharia Business Units (UUS).
10.	Human Resources	009	Business field including tasks related to employee affairs.
11.	Operations	010	Operations business field includes tasks related to the execution of operational and transactional administration.
12.	Internal Audit	011	Internal audit business field includes activities providing independent and objective assurance and consulting aimed at increasing value and improving Conventional Bank (BUK) operations, through a systematic approach by evaluating and improving the effectiveness of risk management, controls, and BUK governance processes.
13.	Other Banking Business Fields	012	Included in the category of other banking business fields are employees working in business fields other than codes 001-011.

In the event that there are employees holding multiple positions, the data reported in this column for such employees is the current business field data (not the business field of the concurrent position).
Example:
An Employee “A” currently holds the position of Head of AML and CFT Division (EO) and concurrently serves as Acting Head of Compliance Division.
Table filling:
…
| Employee Name | … Job Title | Job Description | Business Field … |
| --- | --- | --- | --- |
| Employee “A” | Head of AML and CFT Division concurrently Acting Head of Compliance Division. | | |
In the event that an employee holds a position overseeing multiple business fields, this column is filled with one of the business fields overseen by the employee, while other business fields are listed in the “Business Field Description” column.
Example:
Employee “A” is a Branch Manager overseeing the operations and credit business fields. This column is filled with the business field “Operations” (code 010).
Table filling:
…
| Employee Name | … Job Title | Job Description | Business Field … |
| :--- | :--- | :--- | :--- |
| Employee “A” | 007 | Branch Manager | 010 |

XXIV. Business Field Description
This column is filled:

with the business field description managed by employees who have the business field code “012”. For example, the business field “Procurement”; or
in the event that an employee has more than 1 (one) business field, the business field description column is filled with the other business field.
For example, an employee oversees risk management and compliance tasks. The “Business Field” column is filled with “002”, and this column is filled with “Compliance”.

Table filling:
…

Employee Name	… Job Title	Job Description	Business Field	Business Field Description …
Employee “A”	Head of Risk Management Policy Division	002	Compliance

XXV. Date of Start of Work at the Bank

Filled with 8 (eight) digits in the format yyyymmdd.
Filled with the date of the first start of work at the reporting Conventional Bank (BUK).
Example of data filling:

No.	Date of Start of Work at the Bank	Filling
1.	June 7, 1995	19950607
2.	December 18, 2001	20011218
3.	25/04/2013	20130425

XXVI. Internal Bank Violations

Filled with the type of serious error previously committed by Conventional Bank (BUK) employees within the last 2 (two) years, resulting in internal sanctions from the Conventional Bank (BUK).
Definition of serious error according to the Labor Law.
In the event that there are no serious errors, this column is filled with “Nil”.

b) Table 2a/2b: Job History Data
(1) Report Format

TABLE 2a/2b
JOB HISTORY DATA

Employee ID Code	Bank Code	Job Title	Job Description	Business Field	Business Field Description	Appointment/Replacement Status	Appointment/Replacement Letter Number	Appointment/Replacement Letter Date	Effective Date of Appointment/Replacement	Dismissal Decision Letter Number	Effective Date of Dismissal	Reason for Dismissal
I	II	III	IV	V	VI	VII	VIII	IX	X	XI	XII	XIII

(2) Filling Guidelines
(a) Job history data reports are filled with information regarding the job history of members of the Board of Directors, members of the Board of Commissioners, members of the SSB, EOs, and officials 2 (two) levels below the Board of Directors who are not EOs, including active employees and those who have terminated their employment during the Reporting Period. (b) Job history data for members of the Board of Directors, members of the Board of Commissioners, members of the SSB, and EOs are reported monthly in Table 2a, while job history data for officials 2 (two) levels below the Board of Directors who are not EOs are reported semi-annually in Table 2b. (c) The term “members of the Board of Directors” or “members of the Board of Commissioners” in the Human Resources Data Report refers to members of the Board of Directors or members of the Board of Commissioners who have been approved by the Financial Services Authority (OJK) based on the results of fit and proper tests in accordance with Financial Services Authority Regulations regarding fit and proper tests for key parties of financial service institutions. (d) The term “members of the SSB” in the Human Resources Data Report refers to members of the SSB who have obtained approval from the Financial Services Authority (OJK) in accordance with applicable laws and regulations regarding conventional Sharia banks and Sharia business units. (e) The history data provided is the detailed job history of each individual from the position 2 (two) levels below the Board of Directors to the current job position, during employment in banking.

Example 1:
Mrs. Patricia is a Credit Division Head at Bank “A” with the following job history:
(a) Officer Development Program (ODP) since 1998; (b) credit team leader at Kelapa Gading Branch since 2005; (c) credit group head in the Jakarta region (job title 2 (two) levels below the Board of Directors) since 2014; and (d) credit division head (job title 1 (one) level below the Board of Directors/EO) since 2018.

The reporting of Mrs. Patricia’s job in Table 2a for the December 2020 data position is filled with 2 (two) rows, namely the job details in letters (c) and (d).

Example 2:
Mrs. Citra is a Jakarta Region Group Head at Bank “B” with the following job history:
(a) ODP since 2000;
(b) credit team leader at Fatmawati Branch since 2006; and (c) credit group head in the Jakarta region (job title 2 (two) levels below the Board of Directors, not including EOs) since 2017. The reporting of Mrs. Citra’s job in Table 2b for the December 2020 data position is filled with 1 (one) row, namely the job details in number (3).

Example 3:
Mrs. Widya is a Group Head in the Compliance Unit at Bank “C” with the following job history:
(a) ODP since 1998;
(b) credit team leader at Gadjah Mada Branch since 2006; (c) group head in the business unit (job title 2 (two) levels below the Board of Directors, not including EOs) since 2014; and (d) group head in the compliance unit (job title 2 (two) levels below the Board of Directors, not including EOs) since 2018. The reporting of Mrs. Widya’s job in Table 2b for the December 2020 data position is filled with 2 (two) rows, namely the job details in letters (c) and (d).

Example 4:
Mr. Torang is a Credit Division Head at Bank “A” with the following job history:
(a) ODP since 1998 at Bank “B”;
(b) credit team leader since 2005 at Bank “C”; (c) credit group head in the Jakarta region (job title 2 (two) levels below the Board of Directors) since 2014 at Bank “D”; (d) credit group head in the Jakarta region (job title 2 (two) levels below the Board of Directors) since 2016 at Bank “A”; and (e) credit division head (job title 1 (one) level below the Board of Directors/EO) since 2018 at Bank “A”. The reporting of Mr. Torang’s job in Table 2a for the December 2020 data position is filled with 3 (three) rows, namely the job details in letters (c), (d), and (e).

Example 5:
Mrs. Sari is a Credit Division Head at Conventional Bank “A” with the following job history:
(a) ODP since 1998 at Bank “B”;
(b) credit team leader since 2005 at Bank “C”; (c) credit group head in the Jakarta region (job title 2 (two) levels below the Board of Directors) since 2014 at Bank “D”; (d) credit group head in the Jakarta region (job title 2 (two) levels below the Board of Directors) since 2016 at Bank “A”; and (e) credit division head (job title 1 (one) level below the Board of Directors/EO) since 2018 at Bank “A”. The reporting of Mrs. Sari’s job in Table 2a for the December 2020 data position is filled with 3 (three) rows, namely the job details in letters (c), (d), and (e).

Example 6:
Example information provided for employees who terminated their employment during the Reporting Period is as follows:
On October 28, 2020, employees named Budi (EO), Wati (official 2 (two) levels below the Board of Directors, not including EOs), and Ani (official 2 (two) levels below the Board of Directors, not including EOs) terminated their employment at PT Bank “ABC”. Information regarding Budi is reported in Table 2a for the October 2020 data position (monthly reporting), while information regarding Wati and Ani is reported in Table 2b for the December 2020 data position (semi-annual reporting).

I. Employee ID Number
Filling guidelines refer to Roman numeral VI in Table 1a/1b.

II. Bank Code
Filled according to the bank code of the place where the individual works, both at the current Conventional Bank (BUK) and at previous banks in the event that the individual has previously held positions as a member of the Board of Directors, member of the Board of Commissioners, member of the SSB, EO, and/or official 2 (two) levels below the Board of Directors at another bank.

III. Job Title
Filling guidelines refer to Roman numeral XXI in Table 1a/1b.

IV. Job Description
Filling guidelines refer to Roman numeral XXII in Table 1a/1b. In the event that there are employees holding multiple positions, the relevant employee data is reported 2 (two) times in Table 2a/2b (the number of rows reported equals the number of the employee's positions). Example:
An employee “A” currently holds the position of Head of Commercial Credit Policy Division (EO) and concurrently serves as Acting Deputy Head of Compliance Division.
Table filling:

Employee ID	Bank Code	Job Title	Job Description …
1111	001	007	Head of Commercial Credit Policy Division
1111	001	007	Deputy Head of Compliance Division

V. Business Field
Filling guidelines refer to Roman numeral XXIII in Table 1a/1b. In the event that there are employees holding multiple positions, the relevant employee data is reported 2 (two) times in Table 2a/2b (the number of rows reported equals the number of the employee's business fields).

Example:
An employee “A” currently holds the position of Head of Commercial Credit Policy Division (EO) and concurrently serves as Acting Deputy Head of Compliance Division.
Table filling:

Employee ID	Bank Code	Job Title	Job Description	Business Field …
1111	001	007	Head of Commercial Credit Policy Division
1111	001	007	Deputy Head of Compliance Division	008

VI. Business Field Description
Filling guidelines refer to Roman numeral XXIV in Table 1a/1b.

VII. Appointment/Replacement Status

Filled with 3 (three) digits according to the appointment/replacement status code.
Data filling reference:

No.	Appointment/Replacement Status	Code
1	Permanent	001
2	Temporary	002

Temporary status is used for reporting temporary replacements due to:
a. the existence of vacant positions and the new official has not yet been appointed or has been appointed but has not yet executed their duties; or b. the official concerned (who actually holds the position) is unable to execute their duties for a period of more than 3 (three) months.

VIII. Appointment/Replacement Letter Number

This column is filled with the number of the appointment/replacement decision letter from the bank's Board of Directors or the competent official.
In the event that employee data cannot be proven by the existence of an appointment/replacement letter, this column may be filled with another letter number as proof of the employee's appointment/replacement.
Specifically for the positions of members of the Board of Directors and members of the Board of Commissioners, this column is filled with data for members of the Board of Directors and members of the Board of Commissioners who have been approved by the Financial Services Authority (OJK) based on the results of fit and proper tests in accordance with Financial Services Authority Regulations regarding fit and proper tests for key parties of financial service institutions, namely the approval letter number from the Financial Services Authority (OJK).
Specifically for the position of members of the SSB, this column is filled with SSB data that has obtained approval from the Financial Services Authority (OJK) as regulated in applicable laws and regulations regarding conventional Sharia banks and applicable laws and regulations regarding Sharia business units, namely the approval letter number from the Financial Services Authority (OJK).
The term:
a. Appointment refers to:

a decision of the General Meeting of Shareholders (GMS) based on approval from the Financial Services Authority (OJK) to appoint a person who previously did not meet the criteria as a member of the Board of Directors, member of the Board of Commissioners, and member of the SSB to become a member of the Board of Directors, member of the Board of Commissioners, and member of the SSB; or
a decision of the Board of Directors or the competent official to appoint a person who previously did not meet the criteria as an EO and official 2 (two) levels below the Board of Directors to become an EO and official 2 (two) levels below the Board of Directors at a bank.

b. Permanent Replacement refers to:

a GMS decision to place a person who has previously become a member of the Board of Directors, member of the Board of Commissioners, and member of the SSB into another position at the same Conventional Bank (BUK); or
a decision of the Board of Directors or the competent official to place a person who has previously become an EO and official 2 (two) levels below the Board of Directors into another position at the same Conventional Bank (BUK).

c. Temporary Replacement refers to a decision of the Board of Directors or the competent official to appoint/place a person as a temporary replacement for EOs and officials 2 (two) levels below the Board of Directors due to:

the existence of vacant positions for EOs and officials 2 (two) levels below the Board of Directors where the new official has not yet been appointed or has been appointed but has not yet executed their duties; or
the concerned EOs and officials 2 (two) levels below the Board of Directors (who actually hold the position) are unable to execute their duties for a period of more than 3 (three) months.

IX. Appointment/Replacement Letter Date

Filled with 8 (eight) digits in the format yyyymmdd.
Filled with the date of the appointment or replacement letter, from the bank's Board of Directors or the competent official.
In the event that there is no appointment or replacement letter document, this column may be filled with the date of another document as proof of the appointment or replacement.

X. Effective Date of Appointment/Replacement

Filled with 8 (eight) digits in the format yyyymmdd.
Filled with the effective date of the appointment or replacement.
Example of data filling:

No.	Effective Date of Appointment/Replacement	Filling
1	In the EO Appointment Decision Letter No. CD/I/Dir/2018 dated January 4, 2018, it is stated that the decision takes effect from the date it was established.	20180104
2	In the EO Appointment Decision Letter No. AB/II/Dir/2018 dated February 2, 2018, it is stated that the letter takes effect starting from February 5, 2018.	20180205

XI. Dismissal Decision Letter Number

Filled only for the reporting of the dismissal of members of the Board of Directors, members of the Board of Commissioners, members of the SSB, EOs, and officials 2 (two) levels below the Board of Directors. This column is filled with the GMS minutes number for the dismissal of members of the Board of Directors, members of the Board of Commissioners, and members of the SSB, or the dismissal letter number for EOs and officials 2 (two) levels below the Board of Directors.
Dismissal means the employee concerned no longer works at the bank.
This column is left blank for positions that are still active at the end of the Reporting Period.
In the event that the bank does not issue a dismissal decision letter, other documents that can be equated with a dismissal decision letter are used.
In the event that employee data cannot be proven by the existence of a dismissal decision letter, this column may be filled with the number of another document as proof of dismissal.
For employees who are still active until the end of the reporting period, this column is left blank.

XII. Effective Date of Dismissal

Filled with 8 (eight) digits in the format yyyymmdd.
Filled with the effective date of the decision as stated in the dismissal decision letter.
In the event that there is no dismissal letter document, this column may be filled with the date of another document as proof of dismissal.
For employees who are still active until the end of the reporting period, this column is left blank.
Example of data filling:

No.	Effective Date of Dismissal	Filling
1	In the EO Dismissal Decision Letter No. XY/III/Dir/2018 dated March 8, 2018, it is stated that the decision takes effect from the date it was established.	20180308
2	In the EO Revocation of Authority Letter No. QR/IV/Dir/2018 dated April 15, 2018, it is stated that the revocation of authority letter takes effect on April 18, 2018.	20180418

XIII. Reason for Dismissal

Filled with the reason for dismissal as a member of the Board of Directors, member of the Board of Commissioners, member of the SSB, EO, or official 2 (two) levels below the Board of Directors. For example, resignation, career retirement, or early retirement.
If the employee is still active until the end of the reporting period, this column is left blank.

Example of Table 2a filling based on Example 5:
Reporting Conventional Bank Code is 008

Employee ID	Bank Code	Job Title	Job Description	Business Field	Business Field Description	Appointment/Replacement Status	Appointment/Replacement Letter Number	Appointment/Replacement Letter Date	Effective Date of Appointment/Replacement	Dismissal Decision Letter Number	Effective Date of Dismissal	Reason for Dismissal
I	II	III	IV	V	VI	VII	VIII	IX	X	XI	XII	XIII
02052210990014	007	Group Head Credit in Jakarta Region	003	-	001	SK/123/11/14	20140921	20140921	-	-	-
02052210990008	007	Group Head Credit in Jakarta Region	003	-	001	SK/456/06/16	20160610	20160610	-	-	-
02052210990008	006	Credit Division Head	003	-	001	SK/789/04/18	20180410	20180410	-	-	-
02052210990008	010	Operations Division Head	010	-	001	SK/543/05/20	20200508	20200508	SK/654/05/20	20201028	Career Retirement

c) Table 3a/3b: Employment History Data
(1) Report Format

TABLE 3a/3b
EMPLOYMENT HISTORY DATA

Employee ID	Company Name	Type of Business Field	Company Business Field	Start Date	End Date	Job Title/Position
I	II	III	IV	V	VI	VII

(2) Filling Guidelines
Employment history data for members of the Board of Directors, members of the Board of Commissioners, members of the Sharia Supervisory Board (DPS), Executive Officials (PE), or officials two (2) levels below the Board of Directors, shall be filled with information regarding:
(a) details of the employment history of each individual before holding the position of official two (2) levels below the Board of Directors, both at the bank and before working at the bank; and (b) details of the employment history of each employee at non-bank companies. Employment history data for members of the Board of Directors, members of the Board of Commissioners, members of the DPS, and Executive Officials are reported monthly in Table 3a, while employment history data for officials two (2) levels below the Board of Directors who are not Executive Officials are reported semi-annually in Table 3b.

I. Employee Identification Number
Filling guidelines refer to Roman numeral VI in Table 1a/1b.

II. Company Name
Filled with the company name, whether it is a bank, non-bank financial institution, or other company/institution. Example:
PT Bank XYZ.
PT ABC, Tbk.

III. Type of Company Business Field

Filled with a 3 (three) digit number according to the code for the type of company business field.
Data filling reference:

No.	Company Business Field	Code
1.	Financial Sector
a)	Bank	101
b)	Pension Fund	102
c)	Venture Capital	103
d)	Financing Company
e)	Securities	105
f)	Mutual Fund	106
g)	Insurance	107
h)	Investment Management	108
i)	Others	199
2.	Non-Financial Sector
a)	Private	201
b)	State-Owned Enterprise
c)	Government Institution
d)	Educational Institution	204
e)	Others	205

IV. Start Date

Filled with an 8 (eight) digit number in yyyymmdd format.
Filled with the effective date of the commencement of duties in a specific position/role.

V. End Date

Filled with an 8 (eight) digit number in yyyymmdd format.
Filled with the effective date of the termination of duties in a specific position/role.

VI. Job Title/Position
Filling guidelines refer to Roman numeral XXII in Table 1a/1b.

d) Table 4a/4b: Formal Education History Data
(1) Report Format

TABLE 4a/4b
FORMAL EDUCATION HISTORY DATA

Employee ID (I)	Identity Number (II)	Education Level (III)	Education Institution Name (IV)	Year of Entry (V)	Study Program (VI)	Graduate/Degree (VII)

(2) Filling Guidelines
The report is filled with education history data for members of the Board of Directors, members of the Board of Commissioners, members of the DPS, Executive Officials, and officials two (2) levels below the Board of Directors. Education history data for members of the Board of Directors, members of the Board of Commissioners, members of the DPS, and Executive Officials are reported monthly in Table 4a, while education history data for officials two (2) levels below the Board of Directors other than Executive Officials are reported semi-annually in Table 4b.

I. Employee Identification Number
Filling guidelines refer to Roman numeral VI in Table 1a/1b.

II. Identity Number
Filling guidelines refer to Roman numeral VII in Table 1a/1b.

III. Education Level
Filling guidelines refer to Roman numeral XVII in Table 1a/1b.

IV. Education Institution Name
Filled with the name of the formal education institution.
Example: Universitas Indonesia.

V. Year of Entry
Filled with a 4 (four) digit number in yyyy format according to the year of entry into formal education.

VI. Study Program
Filling guidelines refer to Roman numeral XVIII in Table 1a/1b.

VII. Graduate/Degree

Filled according to the formal education degree achieved.
Example: Bachelor of Economics, Master of Management.
If the "Education Level" column is filled with "up to High School or equivalent" (code 001), this column is filled with "Graduated".

e) Table 5a/5b: Training/Certification History Data (1) Report Format

TABLE 5a/5b
TRAINING/CERTIFICATION HISTORY DATA

Employee ID (I)	Identity Number (II)	Type of Training/Certification (III)	Year of Training/Certification (IV)	Organizing Institution Name (V)

(2) Filling Guidelines
Training/certification history data reports are filled with information regarding banking-related training history, both soft skills and technical skills, and certifications previously attended by all employees, with the following provisions:
(a) for members of the Board of Directors, members of the Board of Commissioners, members of the DPS, Executive Officials, and officials two (2) levels below the Board of Directors, the reported information covers all training/certifications previously attended; and (b) specifically for other employees up to staff-level employees, the reported information covers training/certification history attended within the last 2 (two) years from the reporting position. Training/certification history data for members of the Board of Directors, members of the Board of Commissioners, members of the DPS, and Executive Officials are reported monthly in Table 5a, while training/certification history data for officials two (2) levels below the Board of Directors other than Executive Officials up to staff-level employees are reported semi-annually in Table 5b.

I. Employee Identification Number
Filling guidelines refer to Roman numeral VI in Table 1a/1b.

II. Identity Number
Filling guidelines refer to Roman numeral VII in Table 1a/1b.

III. Type of Training/Certification

The scope of training or certification reported includes training or certification organized by internal parties or external parties of the Conventional Bank (BUK), including training organized through online platforms.
Filled with a 3 (three) digit number according to the code for the type of training or certification.
Data filling reference:

No.	Training/Certification	Code
1.	Technical Skill Training
a)	Bank Reporting	110
b)	Credit/Treasury	120
c)	Risk Management	130
d)	Banking Regulation Socialization	140
e)	Audit	150
f)	Information Technology	160
g)	General Management	170
h)	Banking Management	180
i)	Others	199
2.	Soft Skill Training
a)	Problem Analysis and Decision Making
b)	Customer Relationship Skill	220
c)	Leadership	230
d)	Presentation and Communication Techniques
e)	Others	299
3.	Certification
a)	Risk Management Certification	310
b)	General Banking Certification	320
c)	Internal Bank Audit Certification	330
d)	Wealth Management Certification	340
e)	Funding & Services Certification	350
f)	Treasury Certification	360
g)	Banking Compliance Certification	370
h)	Banking Operations Certification	380
i)	Banking Credit Certification	390
j)	Other Certifications	399

IV. Year of Training/Certification
Filled with a 4 (four) digit number according to the year of training or certification in yyyy format.

V. Organizing Institution Name

Filled with the name of the organizing institution.
In the event that the aforementioned training or certification is online and uses internal BUK facilities, this column is filled with "internal bank".

f) Table 6: BUK Human Resource Management Performance (1) Report Format

TABLE 6
BANK HUMAN RESOURCE MANAGEMENT PERFORMANCE

Indicator	Value
a. Staffing Function
1. Time to fill vacant positions, for job fields:
a) Treasury
b) Risk Management
c) Credit or Financing
d) Information Technology
e) Marketing
f) Investor Relations
g) Finance
h) Compliance
i) Personnel
j) Operations
k) Internal Audit
l) Other banking job fields
2. Average recruitment cost, for job positions:
a) Board of Directors
b) Board of Commissioners
c) Sharia Supervisory Board
d) Executive Officials
e) Officials two (2) levels below the Board of Directors
f) Experts and consultants
g) Employees other than letters a), b), c), d), e), and f) up to staff-level employees
b. Performance Evaluation Function
1. Employee Productivity
a) Revenue per Employee
b) Net Profit per Employee
2. Labor Costs
a) Ratio of Labor Costs to Total Operating Costs
b) Ratio of Outsourcing Costs to Total Fixed Labor Costs
3. Employee Turnover (Loyalty)
a) Voluntary employee turnover ratio
b) Involuntary employee turnover ratio
c) Average employee tenure, for job positions:
1) Executive Officials
2) Officials two (2) levels below the Board of Directors
3) Experts and consultants
4) Employees other than items 1), 2), and 3) up to staff-level employees
4. Promotion Opportunities
a) Average promotion time, for job positions:
1) Executive Officials
2) Officials two (2) levels below the Board of Directors
3) Employees other than items 1) and 2) up to staff-level employees
b) Job Promotion Ratio, for job fields:
1) Treasury
2) Risk Management
3) Credit or Financing
4) Information Technology
5) Marketing
6) Investor Relations
7) Finance
8) Compliance
9) Personnel
10) Operations
11) Internal Audit
12) Other banking job fields
c) Job Rotation
5. Employee Planning
Retirement ratio
c. Training and Development Function
1. Average training time per employee
2. Average training cost per employee
3. Ratio of total education funds to labor costs
d. Others
1. Number of debtors per Relationship Manager or Account Officer
a) Corporate segment
b) Non-corporate segment
2. Mandatory Leave Obligation

(2) Filling Guidelines
The Bank Human Resource Management Performance Report is filled with information on several aggregate management indicators during a specific period. The BUK Human Resource Management Performance Report is submitted semi-annually. BUK Human Resource Management Performance Data is filled with actual data. In the event that the BUK does not have actual data, the BUK may report data in accordance with the policies applicable to each BUK.

(a) Staffing Function
i. Time to Fill Vacant Positions
(i) Filled with the time to fill vacant positions, which is the time required to fill a specific position from the time the position is vacant until the candidate employee accepts the offer to fill that position. (ii) Filled in units of days.
ii. Average Recruitment Cost
(i) Filled with the average recruitment cost, which is the average cost incurred to recruit 1 (one) member of the Board of Directors, member of the Board of Commissioners, member of the DPS, or employee. The calculation formula is:

Average recruitment cost = Total recruitment cost per position / Number of new employees per position recruited

(ii) Filled in units of rupiah.
(iii) Recruitment costs include advertising costs, job fair participation costs, recruiter honorariums, recruitment tools, training costs, agency fees, costs involving managers, and other costs commonly incurred for recruitment.

(b) Performance Evaluation Function
i. Employee Productivity
(i) Revenue per Employee

Filled with revenue per employee, which is the average amount of revenue generated by each employee. The calculation formula is:

Revenue per employee = Total revenue / Number of employees (permanent and non-permanent)

The term "total revenue" refers to the column "Interest Income and Other Operational Income" in the Profit and Loss statement in the BUK Financial Statements as referred to in codes 04.11.00.00.00.00 + 04.12.00.00.00.00 in the integrated conventional bank report.
The employees referred to in this ratio include all employees without distinguishing whether the employee works in a revenue-generating work unit (revenue center unit such as sales work units) or a non-revenue-generating work unit (cost center unit such as operation work units).
Filled in units of rupiah.

(ii) Net Profit per Employee

Filled with net profit per employee, which is the average amount of net profit generated by each employee. The calculation formula is:

Net profit per employee = Total net profit / Number of employees (permanent and non-permanent)

The term "total net profit" refers to the column "Current Year Net Profit/Loss" in the Profit and Loss statement in the BUK Financial Statements as referred to in codes 03.05.02.01.00.00 - 03.05.02.02.00.00 in the integrated conventional bank report.
Filled in units of rupiah.

ii. Labor Costs
(i) Ratio of Labor Costs to Total Operating Costs

Filled with the ratio of labor costs to total operating costs. The calculation formula is:

Ratio of Labor Costs = (Labor costs / Total operating costs) x 100

The term "labor costs" refers to total labor costs as referred to in codes 05.12.13.01.00.00, 05.12.13.02.00.00, 05.12.13.03.00.00, 05.12.13.04.00.00, 05.12.13.04.01.00, 05.12.13.04.02.00, 05.12.13.04.03.00, 05.12.13.04.99.00, 05.12.13.99.00.00 in the Profit and Loss statement in the integrated conventional bank report.
The term "total operating costs" refers to the column "Other Operating Expenses" as referred to in code 05.12.00.00.00.00 in the Profit and Loss statement in the integrated conventional bank report.
Filled in units of percent with 2 (two) decimal places using a dot (.) separator.
Example:
The ratio of labor costs to total operating costs is 20.30%; in relation to this, the BUK fills in 20.30.

(ii) Ratio of Outsourcing Costs to Total Labor Costs

Filled with the ratio of outsourcing costs to labor costs. The calculation formula is:

Ratio of outsourcing costs to total labor costs = (Outsourcing costs / Total labor costs) x 100%

The term "total labor costs" refers to the sum of codes 05.12.13.01.00.00, 05.12.13.02.00.00, 05.12.13.03.00.00, 05.12.13.04.00.00, 05.12.13.04.01.00, 05.12.13.04.02.00, 05.12.13.04.03.00, 05.12.13.04.99.00, 05.12.13.99.00.00 in the Profit and Loss statement in the integrated conventional bank report.
Filled in units of percent with 2 (two) decimal places using a dot (.) separator.
Example:
The ratio of outsourcing costs to total labor costs is 20.30%; in relation to this, the BUK fills in 20.30.

iii. Employee Turnover (Loyalty)
(i) Voluntary Employee Turnover Ratio

Filled with the ratio of employees who voluntarily resigned during a certain period. The calculation formula is:

Voluntary employee turnover ratio = (Number of employees who left the company voluntarily during a certain period / ((Number of employees at the beginning of the period + Number of employees at the end of the period)/2)) x 100%

Filled in units of percent with 2 (two) decimal places, using a dot (.) separator.
Example:
The voluntary employee turnover ratio is 20.40%; in relation to this, the BUK fills in 20.40.

(ii) Involuntary Employee Turnover Ratio

Filled with the ratio of employees dismissed by the BUK during a certain period. The calculation formula is:

Involuntary employee turnover ratio = (Number of employees dismissed from the company during a certain period / ((Number of employees at the beginning of the period + Number of employees at the end of the period)/2)) x 100%

Filled in units of percent with 2 (two) decimal places, using a dot (.) separator.
Example:
The involuntary employee turnover ratio is 20.50%; in relation to this, the BUK fills in 20.50.

(iii) Average Employee Tenure

Filled with the average duration employees work at the BUK, calculated from the existence of an employment relationship between the worker and the BUK based on the employment agreement until the worker stops working at the BUK.
Filled in units of years with 2 (two) decimal places, using a dot (.) separator.
Example:
The average employee tenure is 20 years and 3 months; in relation to this, the BUK fills in 20.25.

iv. Promotion Opportunities
(i) Average Promotion Time

Filled with the average time required for each employee in a specific position to be promoted to a higher position in accordance with the policies implemented by each BUK.
Example 1:
According to internal BUK policy for promotion from the Executive Official position to the Board of Directors position, employees require at least 5 (five) years to be promoted to the Board of Directors position, so this column is filled with "5.00". Example 2:
According to internal BUK policy for promotion from the group head position (official two (2) levels below the Board of Directors) to the Executive Official position, employees require at least 6 (six) years and 6 (six) months to be promoted to the Executive Official position, so this column is filled with "6.50". Example 3:
According to internal BUK policy for promotion from the staff position to the official two (2) levels below the Board of Directors position, employees require at least 12 (twelve) years to be promoted to the official two (2) levels below the Board of Directors position, so this column is filled with "12.00".
Filled in units of years, with 2 (two) decimal places, using a dot (.) separator.
Example 1:
According to internal BUK policy for promotion from the staff position to the assistant manager position, employees must hold the staff position for at least 5 (five) years and 3 (three) months to be promoted to the assistant manager position, so this column is filled with "5.25". Example 2:
According to internal BUK policy for promotion from the assistant manager position to the manager position, employees must hold the staff position for at least 3 (three) years and 6 (six) months to be promoted to the manager position, so this column is filled with "3.50". In the event that the internal BUK policy does not have a minimum promotion time rule, this column can be filled with actual data on the average time one employee can be promoted to a higher position.

(ii) Job Promotion Ratio

Filled with the ratio of the number of employees promoted (promoted in position/level) compared to the total number of employees in a certain period. The calculation formula is:

Job promotion ratio = (Number of employees promoted / Total number of employees) x 100%

Filled in units of percent with 2 (two) decimal places, using a dot (.) separator.
Example:
The BUK job promotion ratio is 20.50%; in relation to this, the BUK fills in 20.50.

(iii) Job Rotation

Filled with the average time required for an employee to move from one job to another or from one job to the same job at another branch within the same company in accordance with the policies implemented by each BUK.
Filled in units of years with 2 (two) decimal places, using a dot (.) separator.
Example:
According to internal BUK policy, an employee must be rotated to another section after holding the original position for 3 (three) years and 4 (four) months, so this column is filled with "3.30".
In the event that the internal BUK policy does not have a minimum employee rotation time rule, this column can be filled with actual data on the average time one employee is rotated to another position.

v. Employee Planning - Retirement Ratio
(i) Filled with the ratio of the number of employees retiring in their career compared to the total number of employees (permanent and non-permanent) in a certain period. The calculation formula is:

Retirement ratio = (Number of employees retiring / Total number of employees) x 100%

(ii) Filled in units of percent with 2 (two) decimal places, using a dot (.) separator. Example:
According to BUK data, the retirement ratio is 30.40%, so this column is filled with "30.40".

(c) Training and Development Function
i. Average Training Time per Employee
(i) Filled with the average training time required for each employee during a certain period. (ii) Filled in units of hours. (iii) In the event that the BUK does not have actual figures, it can be filled in accordance with BUK policy.
ii. Average Training Cost per Employee
(i) Filled with the average training cost per employee during a certain period. The calculation formula is:

Average training cost per employee = (Total education costs / Total number of employees) x 100%

(ii) Filled in units of rupiah.
iii. Ratio of Total Education Funds to Labor Costs
(i) Filled with the total realization of education funds in the current year divided by total labor costs. (ii) The definition of education funds is in accordance with statutory regulations regarding the provision of funds for the development of human resources in conventional banks. The calculation formula is:

Ratio of total education funds to labor costs = (Total education funds / Total labor costs) x 100%

(iii) The term "labor costs" refers to total labor costs as referred to in codes 05.12.13.01.00.00, 05.12.13.02.00.00, 05.12.13.03.00.00, 05.12.13.04.00.00, 05.12.13.04.01.00, 05.12.13.04.02.00, 05.12.13.04.03.00, 05.12.13.04.99.00, 05.12.13.99.00.00 in the Profit and Loss statement in the integrated conventional bank report. (iv) Filled in units of percent with 2 (two) decimal places, using a dot (.) separator.

(d) Others
i. Number of Debtors per Relationship Manager or Account Officer
(i) Filled with the average number of debtors handled by one relationship manager or account officer. (ii) Filled in whole units with rounding of decimal places. (iii) The debtors reported in this column are debtors who still have loan facilities at the BUK. For example, credit facilities, overdrafts, trade, and others in accordance with the applicable credit agreements, both those with outstanding balances and those without outstanding balances. (iv) The corporate segment includes large debtor segments financed by the BUK in accordance with the BUK's policy and business complexity. (v) The non-corporate segment includes retail debtors and micro, small, and medium enterprises financed by the BUK in accordance with the BUK's policy and business complexity. (vi) The calculation of this column can be done aggregately, i.e., the total number of debtors in the corporate or non-corporate segment divided by the total number of relationship managers or account officers in the corporate or non-corporate segment.

ii. Mandatory Leave Obligation
(i) The term "mandatory leave" refers to the number of leave days that must be taken for how many consecutive days (block leave), as regulated in the internal BUK policy. (ii) In the event that the BUK has a policy on the number of block leave days that varies by position, the number of days is filled with the minimum block leave days applicable to all employees. (iii) In the event that the BUK does not have a block leave obligation policy, it is filled with the number "0" (zero). (iv) Filled in units of days. (v) The determination of the minimum mandatory leave amount as referred to in letter (i) is reported with the consideration that in practice, there are BUKs that have policies to grant additional leave rights to certain employees after the current year, adjusted according to changes in position or length of service.

g) Table 7: Workforce Demand Prediction

Report Format

TABLE 7
WORKFORCE DEMAND PREDICTION

Job Field (I)	Education Level (II)	Job Status (III)	Employment Status (IV)	Number of Workforce (V)	Year Realization (VI)	Prediction Year One	Prediction Year Two	Prediction Year Three

Filling Guidelines
The Employee Demand Prediction Report is filled with information regarding the number of employees at the reporting position and predictions for the next 3 (three) years. Prediction data is grouped by employee demand classification and reported semi-annually in Table 7.

I. Job Field
Filling guidelines refer to Roman numeral XXIII in Table 1a/1b.

II. Education Level
Filling guidelines refer to Roman numeral XVII in Table 1a/1b.

III. Employment Status
Filling guidelines refer to Roman numeral XX in Table 1a/1b.

IV. Position
Filling guidelines refer to Roman numeral XXI in Table 1a/1b.

V. Employment Status
Filling guidelines refer to Roman numeral XIX in Table 1a/1b.

VI. Number of Workforce
Filled with the number of workforce in the reporting period and the predicted number of workforce up to 3 (three) years ahead. Example:
The number of workforce is filled with data as follows:

The first semester data period of 2021 will contain data on the number of workforce as of June 30, 2021, and predictions for positions as of December 31, 2022, through December 31, 2024; and
The second semester data period of 2021 will contain data on the number of workforce as of December 31, 2021, and predictions for positions as of December 31, 2022, through December 2024.

Example Filling of Table 7:

Task Field	Education Level	Employee Status	Job Status	Labor Force Status	Labor Force Count	Year Realization	Year Prediction 1	Year Prediction 2	Year Prediction 3
I	II	III	IV	V	VI	001	5	6	6
8	001	002	0	002	003	002	002	001	50
60	72	84	005	002	002	003	001	41
58	69	86	Dst	...	...	...	...	...	...
...	...	...	...	...	...	...	...	...	...
0012	008	1	002	001	2	3	3	4

h) Table 8: Bank Human Resources Remuneration Data

(1) Report Format

TABLE 8
BANK HUMAN RESOURCES REMUNERATION DATA

Job	Job Level (Grade)	Salary per Year (in rupiah)	Fixed Remuneration	Variable Remuneration
			Total Minimum	Total Maximum	Total Average	Total Minimum	Total Maximum	Total Average
I	II	III.1.a	III.1.b	III.1.c	III.2.a	III.2.b	III.2.c

(2) Filling Guidelines

The Bank Human Resources Remuneration Report is filled with information on the range of minimum, maximum, and average remuneration policies for employees per job level and per job grade (grade) in the current year.

Remuneration is compensation established and given to members of the board of directors, members of the board of commissioners, members of the Sharia Supervisory Board (DPS), and/or employees, whether fixed or variable, in cash or non-cash form, according to their duties, authority, and responsibilities.

Parameters for fixed remuneration and variable remuneration are in accordance with the Financial Services Authority Regulation regarding the application of governance in providing remuneration for commercial banks, namely as follows:
(a) Fixed remuneration is remuneration that is not linked to performance and risk, including basic salary, facilities, housing allowance, health allowance, education allowance, holiday allowance, and pension. (b) Variable remuneration is remuneration that is linked to performance and risk, including bonuses or other forms equivalent to those.

Information filled in Table 8 for the first semester period will contain data on the accumulated remuneration amount from the previous year, because accumulated remuneration data for the current year is not yet available. Whereas for the second semester period, the reported data covers the accumulated remuneration amount for the current year (annual).

Example filling:

Period	Report Data	Calculation of Remuneration Amount
Semester 1 Year 2021	January to December 2020
Semester 2 Year 2021	January to December 2021
Semester 1 Year 2022	January to December 2021
Semester 2 Year 2022	January to December 2022

Employees with a working period of less than 1 year are not included in the calculation of the remuneration amount reported in this table.

Employees in the process of assessment of competence and propriety or who have not received approval from the OJK are not counted in the current year remuneration amount data.

In the event that there is only 1 (one) employee in a specific job, the columns "Total Minimum", "Total Maximum", and "Total Average" are filled with the same data.

I. Job
Filling guidelines refer to Roman XXI in Table 1a/1b.

II. Job Level (Grade)

Filled with the job group (grade) according to the job at the Conventional Commercial Bank (BUK).
Example Filling:
a. assistant manager; b. group 3a;
c. band B; or
d. grade 3.

III. Salary Per Year (in rupiah)

Fixed Remuneration
a. Total Minimum
1. Filled with the minimum cumulative amount of remuneration (both fixed and variable) per year in the corresponding job group.
2. Filled in rupiah units.
3. Filled with real data. If the BUK does not have real data, the BUK can report data according to the policy at each BUK.
  b. Total Maximum
4. Filled with the maximum cumulative amount of remuneration (both fixed and variable) per year in the corresponding job group.
5. Filled in rupiah units.
6. Filled with real data. If the BUK does not have real data, the BUK can report data according to the policy at each BUK.
  c. Total Average
7. Filled with the average cumulative amount of remuneration (both fixed and variable) per year in the corresponding job group.
8. Filled in rupiah units.
9. Filled with real data. If the BUK does not have real data, the BUK can report data according to the policy at each BUK.
Variable Remuneration
a. Total Minimum
Filling guidelines refer to Roman III number 1 letter a in this table. b. Total Maximum Filling guidelines refer to Roman III number 1 letter b in this table.
c. Total Average
Filling guidelines refer to Roman III number 1 letter c in this table.

Example Filling of Table 8:

Job	Job Level (Grade)	Salary per Year (in rupiah)	Fixed Remuneration	Variable Remuneration
			Total Minimum	Total Maximum	Total Average	Total Minimum	Total Maximum	Total Average
I	II	III.1.a	III.1.b	III.1.c	III.2.a	III.2.b	III.2.c
006	9	25000000	55000000	35000000	10000000	25000000	1600000
006	8	20000000	45000000	25000000	10000000	30000000	22000000
007	7	27000000	45000000	35000000	15000000	35000000	25000000
007	6	25000000	43000000	30000000	15000000	33000000	23000000
008	5	50000000	10000000	8000000	25000000	45000000	33000000
008	4	40000000	8000000	6000000	24000000	40000000	31000000
008	3	30000000	5000000	4000000	23000000	38000000	28000000

i) Table 9: Shareholder Data

(1) Report Format

TABLE 9
SHAREHOLDER DATA

Ownership Type	Owner Classification	Identity Type	Identity Number	Shareholder Name	Address according to Identity Card	Country	Phone Number	Electronic Mail Address
I	II	III	IV	V	VI	VII	VIII	IX
Parent Name	Legal Entity Form	Establishment Deed Number	Establishment Deed Date	Last Change Deed Number	Last Change Deed Date	Legal Entity Establishment Date
X	XI	XII	XIII	XIV	XV	XVI
Ownership Share	Effective Start Date of Ownership	Effective End Date of Ownership	Number of General Meeting of Shareholders Decision Letter
XVII	XVIII	XIX	XX

(2) Filling Guidelines

(a) Shareholder data is reported semi-annually, filled with data:
i. Controlling Shareholders (PSP) of a BUK, whether legal entities, individuals, and/or business groups. PSP is a shareholder according to the Financial Services Authority Regulation regarding single ownership in Indonesian banking;
ii. PSP of a BUK in the form of a public entity; and
iii. data of non-PSP shareholders with ownership of at least 5% (five percent).
(b) In the event of changes in shareholders within the reporting period, information on previous shareholders is also reported. (c) Example: PSP of BUK "ABC" changed from PT "XYZ" to PT "DEF" in December 2020, the PSP information reported in the second semester of 2020 includes information on PT "XYZ" and PT "DEF".

I. Ownership Type

Filled with a 3 (three) digit number according to the ownership type code.
Data filling reference:
No. Ownership Type Code
1. | Individual | 101
2. | Legal Entity | 102
3. | Public Entity | 103

II. Owner Classification

Filled with a 3 (three) digit number according to the owner classification code.
Data filling reference:
No. Owner Classification Code
1. | Non-PSP Shareholder with ownership ≥ 5% | 200
2. | PSP | 201
3. | Last Controlling Shareholder (PSPT) | 202
PSPT is the PSP of the BUK or the main owner of the BUK. PSPT can be the owner of the PSP or the same as the PSP.
Non-PSP shareholders with ownership of less than 5% (five percent) are not reported.
In the event that the BUK has only 1 (one) shareholder, PSP and PSPT are filled with the same data.

III. Identity Type

Filled with a 1 (one) digit number according to the identity type code.
Data filling reference:
No. Identity Type Code
1. | (ID Card/KTP) | 1
2. | Passport | 2
3. | (Tax ID/NPWP)/tax identification number | 3
4. | Other (specifically for owners in the form of public entities that do not have an NPWP) | 4

Example data filling:

No.	Identity Type	Filling

| Shareholder is an Indonesian citizen (using ID Card) | KTP
| Shareholder is a foreigner (using Passport) | Passport
| Shareholder is a legal entity (using NPWP) | NPWP
| Shareholder is a foreign legal entity (using tax identification number) | Tax ID
| Shareholder is the Government of the Republic of Indonesia (public entity without NPWP) | Other
| Shareholder is the West Java Provincial Regional Government (public entity without NPWP) | Other

IV. Identity Number

For individual shareholders, filled according to the identity number as stated in the shareholder's identity document.
Specifically for shareholders in the form of a public entity:
a. Government of the Republic of Indonesia
Filled with the third-party group code according to regulations on integrated commercial bank reports. b. Central Public Institutions Filled with the third-party group code according to regulations on integrated commercial bank reports; and
c. Regional Public Institutions
Filled with the reference code for province and city/regency according to regulations on integrated commercial bank reports.
If the identity number contains characters other than letters and numbers, those characters do not need to be included.

Example data filling:

No.	PSP Identity Number	Filling

| Shareholder is an Indonesian citizen and has an ID Card with NIK "1234567891234567" | 1234567891234567
| Shareholder is a foreigner and has a Passport with number "A123456789" | A123456789
| Shareholder is a foreigner and has a Passport with number "A-1234.56" | A123456
| Shareholder is the Government of the Republic of Indonesia (public entity without NPWP) | 111111
| Shareholder is the West Java Provincial Regional Government (public entity without NPWP) | S131301L
| Shareholder is the Yogyakarta City Government (public entity without NPWP) | [Code not fully visible in source, implied reference]

V. Shareholder Name

For individual shareholders, filled with the name stated in the identity document (without academic title abbreviations, status, and religious titles). Filling guidelines refer to Roman IX in Table 1a/1b.
For legal entity shareholders, filled with the name of the legal entity stated in the business deed document.

Example data filling:
Shareholder name is PT Makmur filled with "Makmur"

VI. Address according to Identity Card

If the shareholder is an Indonesian individual, filled with the address as stated in the ID Card (KTP).
If the shareholder is a foreign individual, filled with the domicile address in Indonesia as stated in the residence permit document, such as IMTA or KITAS.
If the shareholder is a legal entity, filled with the address as stated in the NPWP/tax identification number.

VII. Country
Filled with a 2 (two) digit country code for the location of the legal entity or public entity shareholder or the domicile country of the individual shareholder according to the country reference code. The country reference code refers to the list of country reference codes according to regulations on integrated commercial bank reports. Filling guidelines refer to Roman II in Table 1a/1b.

VIII. Phone Number
Filling guidelines refer to Roman XIV in Table 1a/1b.

IX. Electronic Mail Address
This column is filled with the shareholder's email address.

Example data filling:

No.	Email Address	Filling

| corsec@abccorp.com | corsec@abccorp.com

X. Parent Name

Filled with the name of the PSPT.
In the event that the PSP is the PSPT, this column is left blank.
Filling guidelines refer to Roman V in this table.

XI. Legal Entity Form

Filled if the "Ownership Type" column is filled with "Legal Entity" (code 102).
Filled with a 2 (two) digit number according to the legal entity form code.
Data filling reference:
No. Legal Entity Form Code
1. | Persero | 01
2. | Limited Liability Company (Perseroan Terbatas) | 02
3. | Regional Company (Perusahaan Daerah) | 03
4. | Public Company (Perusahaan Umum) | 04
5. | Regional Public Company (Perusahaan Umum Daerah) | 05
6. | Regional Joint Stock Company (Perusahaan Perseroan Daerah) | 06
7. | Cooperative (Koperasi) | 07
8. | Foreign Business Entity (Badan usaha asing) | 08
9. | Other (Lainnya) | 09

Example filling:

No.	Shareholder Name	Filling

| PT ABC, Tbk. | 02
| PT Bank XYZ, Tbk. (Persero) | 01
| DEF Ltd. | 08

XII. Establishment Deed Number

Filled with the establishment deed number of the legal entity as stated in the legal entity establishment deed.
If the "Ownership Type" column is filled with "Public Entity" (code 103), this column is left blank.
Filled if the "Ownership Type" column is filled with "Legal Entity" (code 102).

Example filling:

No.	Establishment Deed Number	Filling

| Establishment deed number is "1234" | 1234
| Establishment deed number is "7A" | 7A
| Establishment deed number is "09" | 09

XIII. Establishment Deed Date

Filled with 8 (eight) digits in yyyymmdd format.
Filled with the date of the legal entity establishment deed as stated in the legal entity establishment deed.
If the "Ownership Type" column is filled with "Public Entity" (code 103), this column is left blank.
Only filled if the "Ownership Type" column is filled with "Legal Entity" (code 102).

Example data filling:

No.	Establishment Deed Date	Filling

| 7 June 1982 | 19820607
| 18 December 1971 | 19711218
| 25 April 1988 | 19880425

XIV. Last Change Deed Number

Filled with the number of the last change deed of the legal entity.
If the "Ownership Type" column is filled with "Public Entity" (code 103), this column is left blank.
Only filled if the "Ownership Type" column is filled with "Legal Entity" (code 102).
If there is no legal entity change deed, this column is filled with the establishment deed number.

Example data filling:

No.	Last Change Deed Number	Filling

| Last change deed number is "1234" | 1234
| Establishment deed number is "7A" | 7A
| Establishment deed number is "09" | 09

XV. Last Change Deed Date

Filled with 8 (eight) digits in yyyymmdd format.
Filled with the date of the last legal entity deed as stated in the last legal entity change deed.
If the "Ownership Type" column is filled with "Public Entity" (code 103), this column is left blank.
Only filled if the "Ownership Type" column is filled with "Legal Entity" (code 102).

Example data filling:

No.	Establishment Deed Date	Filling

| 7 June 1982 | 19820607
| 18 December 1971 | 19711218
| 25 April 1988 | 19880425

XVI. Legal Entity Establishment Date

Filled with 8 (eight) digits in yyyymmdd format.
Filled with the date of the legal entity establishment according to the shareholder's legal entity establishment deed.
If the "Ownership Type" column is filled with "Public Entity" (code 103), this column is left blank.
Only filled if the "Ownership Type" column is filled with "Legal Entity" (code 102).

XVII. Ownership Share

Filled with the Shareholder's ownership share.
Filled in percent units with a maximum of 2 (two) decimal places, using a dot (.) as separator.
Share ownership is the number of shares owned by the Shareholder during the period corresponding to the reporting period.

Example data filling:

No.	Ownership Share	Filling

| Controlling PSP with ownership share 70.50% | 70.50
| PSP (from takeover) with ownership share 80% | 80.00
| Shareholder with ownership share 10.76% | 10.76

XVIII. Effective Start Date of Ownership

Filled with 8 (eight) digits in yyyymmdd format.
Filled with the effective date of the start of share ownership, or the date of the approval letter from the Financial Services Authority.

Example filling:
In the General Meeting of Shareholders Decision Letter No. CD/I/Dir/2010 dated 4 January 2010, it is stated that the decision takes effect upon being established, in the "Effective Start Date of Ownership" column filled with 20100104.

This copy is consistent with the original
Legal Director 1
Legal Department signed
Mufli Asmawidjaja

XIX. Effective End Date of Ownership

Filled with 8 (eight) digits in yyyymmdd format.
Filled with the date of the end of share ownership, for example, ending due to sale.
This column is left blank for existing shareholders.

XX. Number of General Meeting of Shareholders Decision Letter
Filled according to the GMSL decision letter number, if any.
Specifically for KCBLN, this column can be left blank.

Determined in Jakarta on 22 December 2020
EXECUTIVE HEAD OF BANKING SUPERVISOR
FINANCIAL SERVICES AUTHORITY
REPUBLIC OF INDONESIA, signed
HERU KRISTIYANA

Conventional Commercial Bank Reporting Through the Financial Services Authority Reporting System

Lineage: Superseded

Timeline