Report on Conventional Banks Through the Financial Services Authority Reporting System

Report on Conventional Banks Through the Financial Services Authority Reporting System

Lineage: Superseded

Timeline

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FINANCIAL SERVICES AUTHORITY REGULATION
REPUBLIC OF INDONESIA
NUMBER 12 /POJK.03/2019
CONCERNING
REPORTING OF CONVENTIONAL BANKS THROUGH THE FINANCIAL SERVICES AUTHORITY REPORTING SYSTEM BY THE GRACE OF GOD THE ALMIGHTY THE COMMISSIONERS OF THE FINANCIAL SERVICES AUTHORITY,

Considering:
a. that in the supervision of the banking sector, information on the financial condition and business activities of banks is needed that is complete, accurate, current, whole, and comparable; b. that to obtain information on the financial condition and business activities of banks, the Financial Services Authority has developed a reporting system as a means of submitting reports from banks quickly;
c. that to increase the effectiveness and efficiency of report submission, it is necessary to regulate the type of information, periodicity, and procedures for submitting reports;
d. that based on the considerations as referred to in letters a through c, it is necessary to establish a Financial Services Authority Regulation concerning the Reporting of Conventional Banks Through the Financial Services Authority Reporting System;

Recalling:

Law Number 7 of 1992 concerning Banking (State Gazette of the Republic of Indonesia Year 1992 Number 31, Supplement to the State Gazette of the Republic of Indonesia Number 3472) as amended by Law Number 10 of 1998 concerning Amendments to Law Number 7 of 1992 concerning Banking (State Gazette of the Republic of Indonesia Year 1998 Number 182, Supplement to the State Gazette of the Republic of Indonesia Number 3790);
Law Number 21 of 2008 concerning Sharia Banking (State Gazette of the Republic of Indonesia Year 2008 Number 94, Supplement to the State Gazette of the Republic of Indonesia Number 4867);
Law Number 21 of 2011 concerning the Financial Services Authority (State Gazette of the Republic of Indonesia Year 2011 Number 111, Supplement to the State Gazette of the Republic of Indonesia Number 5253);

DECIDING:
Establishing: FINANCIAL SERVICES AUTHORITY REGULATION CONCERNING REPORTING OF CONVENTIONAL BANKS THROUGH THE FINANCIAL SERVICES AUTHORITY REPORTING SYSTEM.

CHAPTER I
GENERAL PROVISIONS

Article 1
In this Financial Services Authority Regulation, the following terms are defined as:

Bank means a conventional bank as referred to in the Banking Law, including branches of banks located outside the country, as well as conventional sharia banks and sharia business units as referred to in the Sharia Banking Law.
Report means a report prepared and submitted by the Bank to the Financial Services Authority.
Financial Services Authority Reporting System means an information system used as a means of submitting reports online by the Bank to the Financial Services Authority.

Article 2
(1) Banks are required to prepare and submit Reports to the Financial Services Authority completely, accurately, currently, wholly, and on time. (2) The preparation and submission of Reports as referred to in paragraph (1) is carried out when the Bank has obligations, meets criteria, and/or conducts certain activities as referred to in this Financial Services Authority Regulation and/or other legislation. (3) In preparing Reports as referred to in paragraph (1), Banks are required to refer to the guidelines for preparing conventional bank reports as referred to in the Appendix which is an integral part of this Financial Services Authority Regulation.

Article 3
(1) Banks are responsible for the completeness, accuracy, timeliness, and integrity of data, as well as the timeliness of Report submission. (2) Banks appoint a reporting official responsible to the Financial Services Authority. (3) The reporting official responsible as referred to in paragraph (2) appoints reporting implementation officers. (4) Banks submit written letters of appointment and changes of the reporting official responsible to the Financial Services Authority. (5) The letters of appointment and changes of the reporting official responsible as referred to in paragraph (4) are signed by members of the Board of Directors.

CHAPTER II
TYPES OF REPORTS

Article 4
Reports consist of:
a. Daily Reports; b. Weekly Reports;
c. Monthly Reports;
d. Quarterly Reports; e. Semi-Annual Reports; f. Annual Reports; and g. Other Reports.

Article 5
Banks are required to submit Daily Reports as referred to in Article 4 letter a with the following provisions:
a. for Period I, Reports are submitted no later than the end of the day; and b. for Period II, Reports are submitted no later than the end of the following day.

Article 6
Banks are required to submit Weekly Reports as referred to in Article 4 letter b with the following provisions:
a. for Period I, Reports are submitted no later than Friday of the same week; and b. for Period II, Reports are submitted no later than Monday of the following week.

Article 7
(1) Banks are required to submit Monthly Reports as referred to in Article 4 letter c with the following provisions:
a. for Period I, Reports are submitted no later than the 7th of the following month; b. for Period II, Reports are submitted no later than the 15th of the following month;
c. for Period III, Reports are submitted no later than the 21st of the following month; and
d. for Period IV, Reports are submitted no later than the end of the following month.
(2) Monthly Reports submitted for each period as referred to in paragraph (1) for conventional banks must consist of:
a. Period I, covering:

Basic Lending Interest Rate Report; and
Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank;
b. Period II is the Indonesian Banking Human Resources Data Report-Monthly; and
c. Period IV is the Monthly Publication Report.
(3) In addition to Monthly Reports submitted as referred to in paragraph (2), conventional banks included in the Bank Groups based on Business Activities (BUKU) 3, BUKU 4, and foreign banks are required to submit other Monthly Reports. (4) Other Monthly Reports as referred to in paragraph (3) include:
a. Period II, consisting of:
Liquidity Coverage Ratio Report-Individual Bank; and
Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Individual Bank, for Banks having a net stable funding ratio of less than 100% (one hundred percent);
b. Period IV, consisting of:
Liquidity Coverage Ratio Report-Consolidated Bank;
Action Plan for Fulfilling Net Stable Funding Ratio-Individual Bank, for Banks having a net stable funding ratio of less than 100% (one hundred percent);
Action Plan for Fulfilling Net Stable Funding Ratio-Consolidated Bank, for Banks having a net stable funding ratio of less than 100% (one hundred percent); and
Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Consolidated Bank, for Banks having a net stable funding ratio of less than 100% (one hundred percent).
(5) The obligations as referred to in paragraph (3) also apply to conventional banks that are not included in the BUKU 3, BUKU 4, or foreign bank groups but have previously been required to submit Reports as referred to in paragraph (4). (6) Monthly Reports submitted for each period as referred to in paragraph (1) for sharia banks must consist of:
a. Period I is the Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank; b. Period II is the Indonesian Banking Human Resources Data Report-Monthly; and
c. Period IV is the Monthly Publication Report.

Article 8
(1) Banks are required to submit Quarterly Reports as referred to in Article 4 letter d with the following provisions:
a. for Period I, Reports are submitted no later than:

April 15 of the current year for the first quarter;
July 15 of the current year for the second quarter;
October 15 of the current year for the third quarter; and
January 15 of the following year for the fourth quarter;
b. for Period II, Reports are submitted no later than:
April 21 of the current year for the first quarter;
July 21 of the current year for the second quarter;
October 21 of the current year for the third quarter; and
January 21 of the following year for the fourth quarter;
c. for Period III, Reports are submitted no later than:
April 30 of the current year for the first quarter;
July 31 of the current year for the second quarter;
October 31 of the current year for the third quarter; and
January 31 of the following year for the fourth quarter;
d. for Period IV, Reports are submitted no later than:
May 15 of the current year for the first quarter;
August 15 of the current year for the second quarter;
November 15 of the current year for the third quarter; and
February 15 of the following year for the fourth quarter;
e. for Period V, Reports are submitted no later than March 31 of the following year.
(2) Quarterly Reports submitted for each period as referred to in paragraph (1) for conventional banks must consist of:
a. Period II is the Minimum Capital Provision and Risk-Weighted Assets Report-Consolidated Bank; b. Period IV, covering:
Quarterly Publication Report for the positions of the first, second, and third quarters; and
Asset Quality and Asset Write-Off Provision Formation Report-Consolidated Bank; and
c. Period V is the Quarterly Publication Report for the position of the fourth quarter.
(3) In addition to Quarterly Reports submitted as referred to in paragraph (2), conventional banks included in the BUKU 3, BUKU 4, and foreign bank groups are required to submit other Quarterly Reports. (4) Other Quarterly Reports as referred to in paragraph (3) include:
a. Period I is the Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Individual Bank; and b. Period III is the Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Consolidated Bank. (5) The provisions as referred to in paragraph (3) also apply to conventional banks that are not included in the BUKU 3, BUKU 4, or foreign bank groups but have previously been required to submit Reports as referred to in paragraph (4). (6) Quarterly Reports submitted for each period as referred to in paragraph (1) for sharia banks must consist of:
a. Period II is the Minimum Capital Provision and Risk-Weighted Assets Report-Consolidated Bank; b. Period IV, covering:
Quarterly Publication Report for the positions of the first, second, and third quarters;
Asset Quality and Asset Write-Off Provision Formation Report-Consolidated Bank; and
Fund Provisioning and Maximum Disbursement Limit Report-Consolidated Bank;
c. Period V is the Quarterly Publication Report for the position of the fourth quarter.

Article 9
(1) Banks are required to submit Semi-Annual Reports as referred to in Article 4 letter e with the following provisions:
a. for Period I, Reports are submitted no later than:

July 31 of the current year for the first semester; and
January 31 of the following year for the second semester;
b. for Period II, Reports are submitted no later than:
August 15 of the current year for the first semester; and
February 15 of the following year for the second semester;
c. for Period III, Reports are submitted no later than:
August 31 of the current year for the first semester; and
the end of February of the following year for the second semester.
(2) Semi-Annual Reports required to be submitted for Period I as referred to in paragraph (1) letter a for conventional banks are the Indonesian Banking Human Resources Data Report-Semi-Annual. (3) Semi-Annual Reports required to be submitted for Period I as referred to in paragraph (1) letter a for sharia banks are the Indonesian Banking Human Resources Data Report-Semi-Annual.

Article 10
(1) Banks are required to submit Annual Reports as referred to in Article 4 letter f in the form of work plans with the following provisions:
a. for Period I, Reports are submitted no later than October 31 before the year of the work plan; and b. for Period II, Reports are submitted no later than November 30 before the year of the work plan. (2) Banks are required to submit Annual Reports as referred to in Article 4 letter f other than Annual Reports in the form of work plans as referred to in paragraph (1) with the following provisions:
a. for Period III, Reports are submitted no later than January 31 of the following year; and b. for Period IV, Reports are submitted no later than April 30 of the following year.

Article 11
Banks are required to submit Other Reports as referred to in Article 4 letter g according to the submission period as regulated in the Financial Services Authority Regulation.

Article 12
(1) The obligation to submit Bank Reports on a consolidated basis only applies to Banks that exercise control over subsidiaries. (2) The control criteria in Bank Reports on a consolidated basis as referred to in paragraph (1) are:
a. for Reports related to risk and capital, referring to the Financial Services Authority Regulation regulating the application of consolidated risk management for Banks exercising control over subsidiaries; or b. for Reports related to financial information, referring to financial accounting standards regarding consolidated financial reports.

CHAPTER III
REPORT SUBMISSION PROCEDURES

Article 13
Banks are required to submit Reports and/or Report corrections online through the Financial Services Authority Reporting System.

Article 14
(1) Banks are required to correct errors in information in Reports that have been submitted to the Financial Services Authority. (2) Corrections of information errors as referred to in paragraph (1) are carried out based on findings by the Bank, audit results by public accountants, and/or findings by the Financial Services Authority.

Article 15
(1) Banks that have obligations, meet criteria, and/or conduct certain activities as referred to in Article 2 paragraph (2) but do not have data or transactions related to the Report period are still required to submit empty tables. (2) A Bank is deemed to have submitted a Report if it has passed server validation, evidenced by a receipt from the Financial Services Authority Reporting System.

Article 16
(1) Banks may only use the Financial Services Authority Reporting System for the submission of Reports and/or Report corrections until the end of the sixth month after the Report data period. (2) Submission of Reports and/or Report corrections after exceeding the end of the sixth month as referred to in paragraph (1) is carried out offline to the Financial Services Authority. (3) Banks are responsible for Reports submitted offline as referred to in paragraph (2) which are uploaded by the Financial Services Authority to the Financial Services Authority Reporting System.

Article 17
(1) In the event that the Financial Services Authority experiences technical difficulties at the Report submission deadline so that Banks cannot submit Reports online, the Financial Services Authority notifies the Bank of the technical difficulties in writing and submits:
a. directly to the Bank; b. through the Financial Services Authority Reporting System; or
c. through the Financial Services Authority's email address.
(2) Banks are required to submit Reports online no later than 1 (one) working day after the Financial Services Authority notifies that the technical difficulties at the Financial Services Authority as referred to in paragraph (1) have been resolved.

Article 18
Banks experiencing force majeure so that they cannot submit Reports and/or Report corrections until the submission deadline, notify in writing to the Financial Services Authority to obtain an extension of the Report and/or Report correction submission deadline.

Article 19
Offline Reports as referred to in Article 16 paragraph (2) and/or written notifications regarding force majeure as referred to in Article 18 are submitted to:
a. the supervision department of the relevant Bank or the Financial Services Authority regional office in Jakarta for Banks with headquarters or branches of banks located outside the country located in the Jakarta Special Capital Region Province; or b. the Financial Services Authority regional office or local Financial Services Authority office according to the area where the Bank's headquarters is located, for Banks with headquarters outside the Jakarta Special Capital Region Province.

Article 20
(1) In the event of damage to Reports due to technical difficulties or other disturbances in the Financial Services Authority Reporting System, the Financial Services Authority may request Banks to resubmit Reports and/or Report corrections. (2) Banks immediately resubmit Reports and/or Report corrections upon request by the Financial Services Authority as referred to in paragraph (1).

CHAPTER IV
ADMINISTRATIVE SANCTIONS

Article 21
Banks that do not comply with this Financial Services Authority Regulation and violate provisions as regulated in Article 2 paragraph (1) and/or paragraph (3), Article 13, Article 14 paragraph (1), Article 15 paragraph (1), and/or Article 17 paragraph (2) are subject to administrative sanctions in the form of:
a. written reprimands; b. reduction of health level in the form of a reduction in the governance factor rating in the Bank health level assessment;
c. prohibition on issuing products or conducting new activities;
d. suspension of certain business activities; and/or e. inclusion of members of the Board of Directors, Board of Commissioners, and/or executive officials in the list of failed through the re-evaluation mechanism for principal parties of the Bank as referred to in the Financial Services Authority Regulation regulating the re-evaluation of principal parties of financial service institutions.

Article 22
(1) Banks that do not submit Reports after the final submission deadline as referred to in Article 5, Article 6, Article 7, Article 8, Article 9, Article 10, and/or Article 11 are subject to administrative sanctions in the form of fines of IDR 1,000,000.00 (one million rupiah) per day and at most IDR 30,000,000.00 (thirty million rupiah) per type of Report. (2) Information errors submitted in Reports based on findings by the Bank or the Financial Services Authority are subject to administrative sanctions in the form of fines of IDR 100,000.00 (one hundred thousand rupiah) per entry error and at most IDR 10,000,000.00 (ten million rupiah) per Report. (3) In the event that there is an entry error in 1 (one) Report that causes entry errors in:
a. the same Report; and/or b. other Reports, administrative sanctions in the form of fines are not imposed on other entry errors in the same Report and/or other Reports.

Article 23
(1) Banks that have been subject to administrative sanctions in the form of fines as referred to in Article 22 are still required to submit Reports and/or Report corrections. (2) Banks that do not fulfill the obligations as referred to in paragraph (1) are subject to administrative sanctions as referred to in Article 21.

Article 24
Banks may be exempted from the imposition of administrative sanctions in the form of fines in the event that the Bank:
a. corrects Reports based on audit results by public accountants registered with the Financial Services Authority; b. submits Report corrections before the final submission deadline as referred to in Article 5 through Article 11; and/or
c. experiences force majeure as referred to in Article 18.

CHAPTER V
OTHER PROVISIONS

Article 25
The Financial Services Authority may adjust Report submission times based on certain considerations.

Article 26
(1) For newly established Banks, the obligation to submit Reports online for the first time is carried out for a data period of 1 (one) month after the Bank conducts operational activities. (2) In the event that a Bank conducts a merger, amalgamation, demerger, integration, conversion, change of business activities from a conventional bank to a sharia bank, or is a newly established intermediary bank, the adjustment of the obligation to submit Reports online is determined by the Financial Services Authority.

CHAPTER VI
TRANSITIONAL PROVISIONS

Article 27
Information errors reported by Banks before the first data period of Report submission in accordance with this Financial Services Authority Regulation, which are found by the Bank or the Financial Services Authority after the first data period of Report submission as referred to in this Financial Services Authority Regulation, are subject to administrative sanctions as referred to in this Financial Services Authority Regulation.

Article 28
The procedure for submitting Reports for conventional banks that previously submitted reports online to the Financial Services Authority, namely:
a. Liquidity Coverage Ratio Report-Individual Bank as referred to in Article 7 paragraph (4) letter a number 1; and b. Liquidity Coverage Ratio Report-Consolidated Bank as referred to in Article 7 paragraph (4) letter b number 1; refer to this Financial Services Authority Regulation starting from the data period of April 2019.

CHAPTER VII
CLOSING PROVISIONS

Article 29
(1) The obligation to submit Reports for the first time for conventional banks is carried out for Report data periods:
a. June 2019, for:

Basic Lending Interest Rate Report as referred to in Article 7 paragraph (2) letter a number 1;
Monthly Publication Report as referred to in Article 7 paragraph (2) letter c;
Quarterly Publication Report as referred to in Article 8 paragraph (2) letter b number 1; and
Asset Quality and Asset Write-Off Provision Formation Report-Consolidated Bank as referred to in Article 8 paragraph (2) letter b number 2;
Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Individual Bank for Banks having a net stable funding ratio of less than 100% (one hundred percent) as referred to in Article 7 paragraph (4) letter a number 2;
Action Plan for Fulfilling Net Stable Funding Ratio-Individual Bank for Banks having a net stable funding ratio of less than 100% (one hundred percent) as referred to in Article 7 paragraph (4) letter b number 2;
Action Plan for Fulfilling Net Stable Funding Ratio-Consolidated Bank for Banks having a net stable funding ratio of less than 100% (one hundred percent) as referred to in Article 7 paragraph (4) letter b number 3;
Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Consolidated Bank for Banks having a net stable funding ratio of less than 100% (one hundred percent) as referred to in Article 7 paragraph (4) letter b number 4;
Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Individual Bank as referred to in Article 8 paragraph (4) letter a; and
Net Stable Funding Ratio Working Paper and Net Stable Funding Ratio Report-Consolidated Bank as referred to in Article 8 paragraph (4) letter b;
b. September 2019, for:
Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank as referred to in Article 7 paragraph (2) letter a number 2; and
Minimum Capital Provision and Risk-Weighted Assets Report-Consolidated Bank as referred to in Article 8 paragraph (2) letter a;
c. December 2019, for the Quarterly Publication Report for the position of the fourth quarter as referred to in Article 8 paragraph (2) letter c; and

d. June 2020, for:

Monthly Indonesian Banking Human Resources Data Report as referred to in Article 7 paragraph (2) letter b; and
Semi-annual Indonesian Banking Human Resources Data Report as referred to in Article 9 paragraph (2).
(2) The Semi-annual Indonesian Banking Human Resources Data Report as referred to in paragraph (1) letter d item 2 up to the position of December 2020 contains human resources data including the Board of Directors, Board of Commissioners, Sharia Supervisory Board for conventional commercial banks having Sharia business units, executive officials, officials two (2) levels below the Board of Directors, and shareholders.

Article 30
(1) The obligation to submit the first Report for Islamic commercial banks is for the following Report data periods:
a. April 2019, for the Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank as referred to in Article 7 paragraph (6) letter a; b. June 2019, for:

Monthly Publication Report as referred to in Article 7 paragraph (6) letter c;
Quarterly Publication Report as referred to in Article 8 paragraph (6) letter b item 1;
Asset Quality and Asset Write-off Provision Report-Consolidated Bank as referred to in Article 8 paragraph (6) letter b item 2;
Fund Provision and Maximum Fund Disbursement Limit Report-Consolidated Bank as referred to in Article 8 paragraph (6) letter b item 3; and
Minimum Capital Provision and Risk-Weighted Assets Report-Consolidated Bank as referred to in Article 8 paragraph (6) letter a;
c. December 2019, for the Quarterly Publication Report for the fourth quarter position as referred to in Article 8 paragraph (6) letter c; and
d. June 2020, for:
Monthly Indonesian Banking Human Resources Data Report as referred to in Article 7 paragraph (6) letter b; and
Semi-annual Indonesian Banking Human Resources Data Report as referred to in Article 9 paragraph (3).
(2) The Semi-annual Indonesian Banking Human Resources Data Report as referred to in paragraph (1) letter d item 2 up to the position of December 2020 contains human resources data including the Board of Directors, Board of Commissioners, Sharia Supervisory Board, executive officials, officials two (2) levels below the Board of Directors, and shareholders.

Article 31
In the event that the obligation to submit Reports through the Financial Services Authority Reporting System is established in Financial Services Authority regulations, the procedure for submitting Reports and administrative sanctions shall refer to this Financial Services Authority Regulation.

Article 32
In the event that the Financial Services Authority Reporting System is not yet available, Reports shall be submitted offline or through the previous reporting system.

Article 33
With the implementation of this Financial Services Authority Regulation, the following provisions:

a. conventional commercial banks

Article 7 paragraph (5), Article 55 paragraph (3), Article 55 paragraph (5), Article 56 paragraph (2), Article 64, Appendix I, and Appendix II of Financial Services Authority Regulation Number 42/POJK.03/2015 concerning the Liquidity Coverage Ratio Fulfillment Obligation for Commercial Banks;
Article 47 paragraph (3) of Financial Services Authority Regulation Number 11/POJK.03/2016 concerning the Minimum Capital Provision Obligation for Commercial Banks as amended by Financial Services Authority Regulation Number 34/POJK.03/2016 concerning Amendments to Financial Services Authority Regulation Number 11/POJK.03/2016 concerning the Minimum Capital Provision Obligation for Commercial Banks;
Article 13 paragraph (1), Article 13 paragraph (2), Article 13 paragraph (5), and Article 18 of Financial Services Authority Regulation Number 50/POJK.03/2017 concerning the Net Stable Funding Ratio Fulfillment Obligation for Commercial Banks;
Item IV, Appendix II, and Appendix III of Financial Services Authority Circular Letter Number 38/SEOJK.03/2016 concerning Guidelines for the Use of the Standard Method in Calculating the Minimum Capital Provision Obligation for Commercial Banks Considering Market Risk;
Item VI, Appendix III, Appendix IV, and Appendix regarding reporting formats and guidelines for calculating risk-weighted assets for credit risk-standard approach for the residential mortgage portfolio category of Financial Services Authority Circular Letter Number 42/SEOJK.03/2016 concerning Guidelines for Calculating Risk-Weighted Assets for Credit Risk Using the Standard Approach as amended by Financial Services Authority Circular Letter Number 11/SEOJK.03/2018 concerning Amendments to Financial Services Authority Circular Letter Number 42/SEOJK.03/2016 concerning Guidelines for Calculating Risk-Weighted Assets for Credit Risk Using the Standard Approach; and
Item III and Appendix III of Financial Services Authority Circular Letter Number 48/SEOJK.03/2017 concerning Guidelines for Calculating Net Exposure of Derivative Transactions in Calculating Risk-Weighted Assets for Credit Risk Using the Standard Approach;
b. Islamic commercial banks
Article 42 paragraph (3) and Article 42 paragraph (5) of Financial Services Authority Regulation Number 21/POJK.03/2014 concerning the Minimum Capital Provision Obligation for Islamic Commercial Banks;
Item VI.2 through Item VI.6 of Financial Services Authority Circular Letter Number 34/SEOJK.03/2015 concerning Calculating Risk-Weighted Assets for Credit Risk Using the Standard Approach for Islamic Commercial Banks; and
Item III.2 through Item III.6 of Financial Services Authority Circular Letter Number 35/SEOJK.03/2015 concerning Calculating Risk-Weighted Assets for Market Risk Using the Standard Method for Islamic Commercial Banks;
c. conventional commercial banks and Islamic commercial banks,
Article 12 paragraph (4) and Article 12 paragraph (5) of Financial Services Authority Regulation Number 38/POJK.03/2017 concerning the Application of Consolidated Risk Management for Banks Controlling Subsidiary Companies,
are repealed and declared invalid as of the first Report submission data period as referred to in Article 28, Article 29, and Article 30 of this Financial Services Authority Regulation.

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

Article 34
This Financial Services Authority Regulation shall come into force on the date of its enactment. To ensure that everyone knows it, it is ordered to enact this Financial Services Authority Regulation by placing it in the State Gazette of the Republic of Indonesia. Determined in Jakarta on 4 April 2019 CHAIRMAN OF THE COMMISSIONERS BOARD FINANCIAL SERVICES AUTHORITY REPUBLIC OF INDONESIA, signed WIMBOH SANTOSO

Enacted in Jakarta on 5 April 2019
MINISTER OF LAW AND HUMAN RIGHTS
REPUBLIC OF INDONESIA, signed
YASONNA H. LAOLY

STATE GAZETTE OF THE REPUBLIC OF INDONESIA YEAR 2019 NUMBER 65

EXPLANATION
OF
FINANCIAL SERVICES AUTHORITY REGULATION
REPUBLIC OF INDONESIA
NUMBER 12 /POJK.03/2019
CONCERNING
REPORTING OF COMMERCIAL BANKS THROUGH THE FINANCIAL SERVICES AUTHORITY REPORTING SYSTEM

I. GENERAL
In supporting the effectiveness of supervision functions in the banking sector, financial information and other information submitted by Banks are required. Such information must be complete, accurate, current, whole, and comparable. Banks must compile and submit financial information and other information to the Financial Services Authority within the time and format determined by the Financial Services Authority as referred to in the Banking Law and the Islamic Banking Law. In line with technological developments, an efficient and fast online reporting method through the Financial Services Authority Reporting System is required. The online submission of Reports is intended to increase effectiveness in supervision and data and information analysis related to the determination of Financial Services Authority policies. In relation to the above, regulations regarding the Reporting of Commercial Banks Through the Financial Services Authority Reporting System are needed, covering the types of information, periodicity, and procedures for submitting Reports in the Financial Services Authority Reporting System.

II. ARTICLE BY ARTICLE
Article 1
It is clear enough.

Article 2
Paragraph (1)
It is clear enough.

Paragraph (2)
Legislation includes, among others, Financial Services Authority Regulations governing the liquidity coverage ratio fulfillment obligation for commercial banks, the minimum capital provision obligation for commercial banks, the application of consolidated risk management for banks controlling subsidiary companies, the net stable funding ratio fulfillment obligation for commercial banks, and the minimum capital provision obligation for Islamic commercial banks.

Paragraph (3)
It is clear enough.

Article 3
Paragraph (1)
It is clear enough.

Paragraph (2)
It is clear enough.

Paragraph (3)
It is clear enough.

Paragraph (4)
The submission of appointment letters and changes of the reporting responsible official is directed to the work unit implementing banking information management functions. To expedite submission, letters may be submitted in advance via email to the Financial Services Authority at helpdesk.pelaporanbuk@ojk.go.id for conventional commercial banks or helpdesk.pelaporanbus@ojk.go.id for Islamic commercial banks.

The letter contains at least:
a. the name of the appointed official; and b. an email address reflecting the Bank's identity.

Paragraph (5)
It is clear enough.

Article 4
It is clear enough.

Article 5
Daily Reports include, among others, Reports related to liquidity management and certain financial statement items.

Article 6
Weekly Reports include, among others, Reports related to liquidity management and certain financial statement items.

Article 7
Paragraph (1)
It is clear enough.

Paragraph (2)
It is clear enough.

Paragraph (3)
Banks in the BUKU 3 and BUKU 4 groups are Banks as referred to in Financial Services Authority Regulations governing business activities and office networks based on core capital. Foreign banks are:
a. branches of banks located outside the country; b. commercial banks in the form of Indonesian legal entities where more than 50% (fifty percent) of their shares are owned by foreign citizens and/or foreign legal entities, either individually or jointly; and/or
c. commercial banks in the form of Indonesian legal entities owned individually or jointly by foreign citizens and/or foreign legal entities at less than or equal to 50% (fifty percent) but with control by foreign citizens and/or foreign legal entities.

Paragraph (4)
The liquidity coverage ratio Report refers to Financial Services Authority Regulations governing the liquidity coverage ratio fulfillment obligation for commercial banks. Working papers, Reports, and action plans for net stable funding ratio fulfillment refer to Financial Services Authority Regulations governing the net stable funding ratio fulfillment obligation for commercial banks.

Paragraph (5)
It is clear enough.

Paragraph (6)
It is clear enough.

Article 8
It is clear enough.

Article 9
It is clear enough.

Article 10
Paragraph (1)
Annual Reports in the form of work plans are Reports describing the Bank's short-term and/or medium-term business activity plans.

Paragraph (2)
It is clear enough.

Article 11
Other Reports submitted include, among others, Reports on work plan changes and Reports on articles of association changes.

Article 12
It is clear enough.

Article 13
Online submission of Reports is the submission of Reports conducted by sending or transferring data records directly through the Financial Services Authority Reporting System.

Article 14
Paragraph (1)
It is clear enough.

Paragraph (2)
Public accountant audit results include audits of historical financial information or limited reviews, both for annual and interim periods.

Article 15
Paragraph (1)
Example:
A Bank that does not have market risk exposure data for a certain period is still required to submit an empty table, i.e., a table containing only the header of the risk-weighted assets calculation table for market risk in the Minimum Capital Provision and Risk-Weighted Assets Report.

Paragraph (2)
It is clear enough.

Article 16
Paragraph (1)
Example:
A Bank can only submit Reports and/or Report corrections for data positions of 31 December 2020, such as the Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank, Quarterly Publication Reports, and Semi-annual Indonesian Banking Human Resources Data Reports, online through the Financial Services Authority Reporting System until 30 June 2021.

Paragraph (2)
Offline submission of Reports is the submission of Report data records to the Financial Services Authority, for example, in the form of compact discs or flash drives.

Paragraph (3)
It is clear enough.

Article 17
Paragraph (1)
It is clear enough.

Paragraph (2)
Example:
The Financial Services Authority Reporting System experienced a technical disturbance on Tuesday, 7 May 2019, which was the deadline for Period I of the April 2019 Monthly Report. Subsequently, the Financial Services Authority announced that the system was operating normally on Thursday, 9 May 2019. The Bank submits the April 2019 Monthly Report no later than 1 (one) working day thereafter, i.e., on Friday, 10 May 2019.

Article 18
Force majeure includes fires, mass riots, war, armed conflict, sabotage, and natural disasters such as floods and earthquakes that disrupt Bank operations, which are certified by officials of the competent local agency.

Article 19
Proof of receipt for Reports submitted offline and/or written notifications are receipts in the case of direct submission to the Financial Services Authority or shipping receipts if sent via registered mail or courier services.

Article 20
Paragraph (1)
Requests by the Financial Services Authority for Reports and/or Report corrections are made via email.

Paragraph (2)
It is clear enough.

Article 21
It is clear enough.

Article 22
Paragraph (1)
Example:
The Base Credit Interest Rate Report for the period of July 2019 is submitted no later than Wednesday, 7 August 2019. Bank "X" submits the Report on Tuesday, 13 August 2019. Bank "X" is subject to an administrative sanction in the form of a fine of Rp6,000,000.00, i.e., Rp1,000,000.00 x 6 (six) days.

Paragraph (2)
It is clear enough.

Paragraph (3)
Letter a
Example:
In the Quarterly Publication Report, Bank "X" incorrectly reported a credit that had been converted into temporary equity as a non-performing credit, which should have been reported as "equity" in the balance sheet table. This error resulted in errors in:

the "credit" account in the balance sheet table;
the "equity" account in the balance sheet table;
the "non-performing credit" account in the productive asset quality table; and
the "performing equity" account in the productive asset quality table.

For this error, Bank "X" is only subject to sanctions for the error in inputting the "credit" figure in the balance sheet table, i.e., Rp100,000.00 x 1 (one) entry.

Letter b
Example:
In the Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank, Bank "X" incorrectly reported securities that should have been reported as "instruments meeting additional core capital requirements" but were reported as "instruments meeting supplementary capital requirements." This error also resulted in errors in:

the Minimum Capital Provision and Risk-Weighted Assets Report-Consolidated Bank for 3 (three) entries, namely the amounts for "instruments meeting additional core capital requirements," "instruments meeting supplementary capital requirements," and "total capital"; and
the Quarterly Publication Report for 3 (three) entries, namely the amounts for "instruments meeting additional core capital requirements," "instruments meeting supplementary capital requirements," and "total capital."

For this error, Bank "X" is only subject to sanctions for the error in the Minimum Capital Provision and Risk-Weighted Assets Report-Individual Bank, i.e., Rp100,000.00 x 1 (one) entry.

Article 23
Paragraph (1)
The deadline for submitting Reports and/or Report corrections as determined by the Financial Services Authority.

Paragraph (2)
It is clear enough.

Article 24
It is clear enough.

Article 25
Certain considerations include, among others, Indonesian government decisions regarding joint holidays.

Article 26
Paragraph (1)
Example:
For a Bank established in July 2019, the reporting obligation applies to data periods starting from August 2019, for example:
a. Daily Reports for Period I data position of 1 August 2019 are submitted no later than the end of the day on 1 August 2019; b. Monthly Reports for Period I data position of August 2019 are submitted no later than 7 September 2019.

Paragraph (2)
Intermediary banks are Banks as referred to in the Law concerning the prevention and handling of financial system crises.

Article 27
Example:
The liquidity coverage ratio Report is determined to refer to this Financial Services Authority Regulation starting from the data period of April 2019. Information errors in the liquidity coverage ratio Report for the data period of March 2019 and previous periods are subject to administrative sanctions referring to:
a. Financial Services Authority Regulations governing the liquidity coverage ratio fulfillment obligation for commercial banks, in the event the error is found up to 30 April 2019; or b. this Financial Services Authority Regulation, in the event the error is found after 30 April 2019.

Article 28
It is clear enough.

Article 29
It is clear enough.

Article 30
It is clear enough.

Article 31
The format and guidelines for filling out Reports refer to the formats and guidelines for filling out as regulated in Financial Services Authority regulations.

Article 32
It is clear enough.

Article 33
It is clear enough.

Article 34
It is clear enough.

SUPPLEMENT TO THE STATE GAZETTE OF THE REPUBLIC OF INDONESIA NUMBER 6331

APPENDIX
FINANCIAL SERVICES AUTHORITY REGULATION
REPUBLIC OF INDONESIA
NUMBER 12 /POJK.03/2019
CONCERNING
REPORTING OF COMMERCIAL BANKS THROUGH
THE FINANCIAL SERVICES AUTHORITY REPORTING SYSTEM

GUIDELINES FOR THE PREPARATION
OF COMMERCIAL BANK REPORTS

CHAPTER I GENERAL EXPLANATION ..............................................................................28
I.1 TYPES AND PERIODS OF REPORTS.................................................................... 29

Conventional Commercial Banks....................................................................... 29
Islamic Commercial Banks ............................................................................... 30
I.2 RESPONSIBLE OFFICIALS AND REPORTING EXECUTIVE PERSONNEL . 31
I.3 SUBMISSION OF REPORTS .............................................................................. 31
I.4 SUBMISSION OF INQUIRIES........................................................................ 31
I.5 REFERENCE CODES ....................................................................................... 32

CHAPTER II CONVENTIONAL COMMERCIAL BANK REPORTS ...............................................33
II.1 MONTHLY PUBLICATION REPORTS ................................................................... 34
II.2 QUARTERLY PUBLICATION REPORTS ............................................................. 35
II.3 BASE CREDIT INTEREST RATE REPORTS...................................................... 36

Report Format....................................................................................... 36
Filling Guidelines.................................................................................. 37
II.4 MINIMUM CAPITAL PROVISION AND RISK-WEIGHTED ASSETS REPORTS.................................................................. 42
Calculation of Minimum Capital Provision Ratio (KPMM) ........................................................................ 44
a. Report Format ................................................................................. 44

Individual Bank.................................................................... 44
a) Table 1A: Calculation of Minimum Capital Provision Ratio-Individual Bank....... 44
b) Table 1B: Calculation of Minimum Capital Provision Ratio-Branches of Banks Located Outside the Country ............................................................................. 46
Consolidated Bank ............................................................... 47
Table 1C: Calculation of Minimum Capital Provision Ratio-Consolidated Bank.......................................... 47

b. Filling Guidelines ............................................................................ 49
2. Calculation of RWA for Credit Risk ................................................... 50
a. Report Format ................................................................................. 50

Banks individually.................................................................... 50
a) Table 2A: Exposure Data for RWA Calculation for Credit Risk-Standard Approach-Individually...................................... 50
b) Table 2B: Details of RWA Calculation for Credit Risk-Standard Approach-Individually.............................. 53
c) Table 2C: Recapitulation of RWA Calculation Results for
Credit Risk-Individually.......................................... 63
Banks on a consolidated basis ............................................................... 65
a) Table 2D: Exposure Data for RWA Calculation for Credit Risk-Standard Approach-Consolidated ......................... 65
b) Table 2E: Details of RWA Calculation for Credit Risk-Standard Approach-Consolidated ......................... 68
c) Table 2F: Recapitulation of RWA Calculation Results for Credit
Risk-Consolidated ............................................... 79
b. Filling Guidelines ............................................................................ 81

Calculation of RWA for Market Risk .................................................... 95
a. Report Format ................................................................................. 95

Banks individually.................................................................... 95
a) Table 3A: Specific Risk-Securities Exposure (Trading
Book)-Individually..................................................... 95
b) Table 3B: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method–Individually
................................................................................... 96
c) Table 3C: General Risk-Interest Rate Exposure (Trading Book)-Duration Method–Individually
................................................................................... 98
d) Table 3D: Exchange Rate Exposure (Banking Book and Trading
Book)-Individually................................................... 100
e) Table 3E: RWA Calculation for Market Risk-Banks
Individually...................................................................... 102
Banks on a consolidated basis ............................................................. 103
a) Table 3F: Specific Risk-Securities Exposure (Trading
Book)-Consolidated .............................................. 103
b) Table 3G: General Risk-Interest Rate Exposure (Trading Book)-Maturity Method-Consolidated
............................................................................ 104
c) Table 3H: General Risk-Interest Rate Exposure (Trading Book)-Duration Method-Consolidated
............................................................................ 106
d) Table 3I: Exchange Rate Exposure (Banking Book and Trading
Book)-Consolidated .............................................. 108
e) Table 3J: Equity Exposure (Trading Book)-Banks
Consolidated............................................................................ 110
f) Table 3K: Commodity Exposure (Banking Book and Trading Book)-Consolidated-Simplified
Approach) ............................................................. 111

g) Table 3L: Commodity Exposure (Banking Book and Trading Book)-Consolidated-Maturity
Ladder Approach).................................................... 112
h) Table 3M: RWA Calculation for Market Risk–Banks
Consolidated................................................................. 113
b. Filling Guidelines .......................................................................... 114
4. Disclosure and Additional Explanations ............................................. 119
a. Report Format ............................................................................... 119
b. Filling Guidelines .......................................................................... 119
II.5 ASSET QUALITY AND PROVISION FOR ASSET IMPAIRMENT REPORT-BANKS ON A
CONSOLIDATED BASIS............................................................................................. 120
II.6 LIQUIDITY COVERAGE RATIO (LCR) REPORT............................................. 121

Quantitative Information.............................................................................. 121
a. Report Format ............................................................................... 121
b. Filling Guidelines .......................................................................... 129
Qualitative Information................................................................................ 137
a. Report Format ............................................................................... 137
b. Filling Guidelines .......................................................................... 138
II.7 WORK PAPERS, REPORTS, AND ACTION PLANS FOR NET
STABLE FUNDING RATIO (NSFR) COMPLIANCE.................................................................. 139
II.8 HUMAN RESOURCES DATA REPORT FOR INDONESIAN BANKING
INDUSTRY................................................................................................. 140
Table 1a/1b: Key HR Data............................................................... 143
a. Report Format ............................................................................... 143
b. Filling Guidelines .......................................................................... 144
Table 2a/2b: Career History Data....................................................... 155
a. Report Format ............................................................................... 155
b. Filling Guidelines .......................................................................... 156
Table 3a/3b: Work History Data .................................................... 164
a. Report Format ............................................................................... 164
b. Filling Guidelines .......................................................................... 165
Table 4a/4b: Formal Education History Data ...................................... 167
a. Report Format ............................................................................... 167
b. Filling Guidelines .......................................................................... 168
Table 5a/5b: Training/Certification History Data.................................... 169
a. Report Format ............................................................................... 169
b. Filling Guidelines .......................................................................... 170
Table 6: Bank HR Management Performance ................................................. 172
a. Report Format ............................................................................... 172
b. Filling Guidelines .......................................................................... 174
Table 7: Workforce Needs Prediction ............................................. 179
a. Report Format ............................................................................... 179
b. Filling Guidelines .......................................................................... 180
Table 8: Bank HR Remuneration Data .................................................... 182
a. Report Format ............................................................................... 182
b. Filling Guidelines .......................................................................... 183
Table 9: Shareholder Data ............................................................. 186
a. Report Format ............................................................................... 186
b. Filling Guidelines .......................................................................... 187

CHAPTER III REPORTS FOR ISLAMIC COMMERCIAL BANKS AND ISLAMIC BUSINESS UNITS...........195
III.1 MONTHLY PUBLICATION REPORT ................................................................. 196
III.2 QUARTERLY PUBLICATION REPORT ........................................................... 197
III.3 ASSET QUALITY AND PROVISION FOR ASSET IMPAIRMENT REPORT-ISLAMIC BANKS ON A CONSOLIDATED BASIS..................................................................... 198
III.4 FUNDING PROVISION AND MAXIMUM FUNDING DISBURSEMENT LIMIT (BMPD) REPORT-ISLAMIC BANKS ON A CONSOLIDATED BASIS.. 199
III.5 MINIMUM CAPITAL REQUIREMENT AND RISK-WEIGHTED ASSETS REPORT................................................................ 200
III.6 HUMAN RESOURCES DATA REPORT FOR INDONESIAN BANKING
INDUSTRY................................................................................................. 201

CHAPTER I
GENERAL EXPLANATION

I.1 TYPES AND PERIODS OF REPORTS
Reports submitted by Banks to the Financial Services Authority are classified into 4 (four) groups of information, namely:

Financial;
Risk and Capital;
Products and Activities; and
Key Data.
The types and periods of Reports for both conventional commercial banks and Islamic commercial banks are as follows:
Conventional Commercial Banks
No. Report Period Information Group
REPORTS SUBMITTED MONTHLY
Prime Lending Rate Report (SBDK) I Financial
Minimum Capital Requirement (KPMM) and Risk-Weighted Assets (RWA) Report-Individually
II Risk and
Capital
Liquidity Coverage Ratio (LCR)-Individually
II Risk and
Capital
Net Stable Funding Ratio (NSFR) Work Paper and NSFR Report in the event NSFR is less than
100% (one hundred percent)-Individually
II Risk and
Capital
Indonesian Banking Human Resources (HR) Data Report-Monthly
II Key Data
Monthly Publication Report IV Financial
Liquidity Coverage Ratio (LCR) Report-Consolidated
IV Risk and
Capital
NSFR Compliance Action Plan in the event NSFR is less than 100% (one hundred percent)
IV Risk and
Capital
NSFR Work Paper and Monthly NSFR Report in the event NSFR is less than 100% (one hundred
percent)-Consolidated
IV Risk and
Capital
REPORTS SUBMITTED QUARTERLY
NSFR Work Paper and NSFR Report-Individually
I Risk and
Capital
KPMM and RWA Report-Consolidated
II Risk and
Capital
NSFR Work Paper and NSFR Report-Consolidated
III Risk and
Capital

No. Report Period Information Group
13. Asset Quality and Provision for Asset Impairment (PPA) Report-Consolidated
IV Risk and
Capital
14. Quarterly Publication Report IV
(first, second, and third quarter positions)
V
(fourth quarter position)
Financial
REPORTS SUBMITTED SEMI-ANNUALLY
15. Indonesian Banking HR Data Report-Semi-Annual
I Key Data
2. Islamic Commercial Banks
No. Report Submission Period Type of Information REPORTS SUBMITTED MONTHLY

KPMM and RWA Report-Individually I Risk and
Capital
Indonesian Banking Human Resources (HR) Data Report-Monthly
II Key Data
Monthly Publication Report IV Financial
REPORTS SUBMITTED QUARTERLY
KPMM and RWA Report-Consolidated
II Risk and
Capital
Asset Quality and Provision for Asset Impairment (PPA) Report-Consolidated
IV Risk and
Capital
Funding Provision and Maximum Funding Disbursement Limit (BMPD) Report-Consolidated
IV Risk and
Capital

No. Report Submission Period Type of Information
7. Quarterly Publication Report IV
(first, second, and third quarter positions)
V
(fourth quarter position)
Financial
REPORTS SUBMITTED SEMI-ANNUALLY
8. Indonesian Banking HR Data Report–
Semi-Annual
I Key Data
I.2 RESPONSIBLE OFFICIALS AND REPORTING STAFF
The responsible official for reporting is the administrator responsible officer who has the authority to appoint reporting staff by granting access rights to create, change, or delete user IDs of reporting staff as responsible officers in the Financial Services Authority Reporting System. The responsible official for reporting and reporting staff have access rights to submit Reports through the Financial Services Authority Reporting System. I.3 SUBMISSION OF REPORTS Banks prepare Reports in txt and/or pdf file formats, and submit Reports that are the result of encrypted and compressed processing to the Financial Services Authority. I.4 SUBMISSION OF QUESTIONS

Questions related to the Financial Services Authority Reporting System are submitted to the Financial Services Authority helpdesk
via telephone number 021-29600000 ext. 7000 or electronic mail address: helpdesk.pelaporanbuk@ojk.go.id for conventional commercial banks or helpdesk.pelaporanbus@ojk.go.id for Islamic commercial banks.
Questions related to Bank regulations and products are submitted to the Financial Services Authority c.q. the work unit overseeing Bank supervision functions.
I.5 REFERENCE CODES
Country
The name and code of the country are filled using references contained in the Financial Services Authority Reporting System.
Province and city/regency
The name and code of the province and city/regency are filled using references contained in the Financial Services Authority Reporting System.
Bank
The name and code of the bank are filled using references contained in the Financial Services Authority Reporting System.

CHAPTER II
REPORTS FOR CONVENTIONAL COMMERCIAL BANKS

II.1 MONTHLY PUBLICATION REPORT
The format and filling guidelines for the Monthly Publication Report refer to Financial Services Authority regulations regarding the transparency and publication of conventional commercial bank reports.

II.2 QUARTERLY PUBLICATION REPORT
The format and filling guidelines for the Quarterly Publication Report refer to Financial Services Authority regulations regarding the transparency and publication of conventional commercial bank reports.

II.3 PRIME LENDING RATE REPORT
The Prime Lending Rate (SBDK) Report is the Report as referred to in Financial Services Authority regulations regarding the transparency of prime lending rate information. The SBDK Report is expressed in percentages.

Report Format
Rupiah Prime Lending Rate
(effective % per year)
Mortgage Loans (KPR) Non-Mortgage Loans (Non KPR) 4) 1.1.
1.1.1. Third-Party Funding Costs
1.1.2. Non-Third-Party Funding Costs
1.1.2.1. Liability Funding Costs to Other Banks
1.1.2.2. Liability Funding Costs to Bank Indonesia
1.1.2.3. Securities Funding Costs
1.1.2.4. Received Loan Funding Costs
1.1.2.5. Inter-Office Liability Funding Costs
1.1.2.6. Capital Funding Liability Costs
1.1.3. Other Funding Costs
1.1.3.1. Promotion and Marketing Costs Related to Funding
1.1.3.2. Others
1.2.
1.3.
1.3.1. Minimum Reserve Requirement (GWM) Costs
1.3.2. Deposit Insurance Agency Premium Costs
1.4.
1.4.1.
1.4.2.
2.1. Labor Costs
2.2. Education and Training Costs
2.3. Research and Development Costs
2.4.
2.5. Promotion and Marketing Costs
2.5.1. Cash Back
2.5.2.
2.5.3. Advertising and Promotion
2.5.4. Sponsorship/Entertainment
2.5.5.
2.6. Maintenance and Repair Costs
2.7 Fixed Asset and Inventory Depreciation Costs
2.8. Other Overhead Costs
2.8.1. Goods/Services and Administrative Costs
2.8.2.
Prime Lending Rate (SBDK) (1+2+3)
Risk Premium Estimate
Lending Rate (SBDK + Risk Premium Estimate)
Profit Margin
Others
Overhead Costs
Rent Costs
Prizes
Others
Others
Cash Costs
No. Component 1)
Rupiah Prime Lending Rate (Prime Lending Rate) By Loan Type Corporate Loans 2) Retail Loans 2) Micro Loans 3) Consumption Loans 2) Funding Cost for Loans (HPDK) Funding Costs Service Costs Regulatory Costs Other HPDK Notes:

Each component is filled as long as it is used to finance loans.
Classification of corporate loans, retail loans, and consumption loans (KPR and Non-KPR) is based on criteria established by the Bank.
Micro loan classification refers to the definition of micro enterprises as referred to in the Law on micro, small, and medium enterprises.
Does not include credit cards and Unsecured Loans (KTA).

Filling Guidelines
a. Prime Lending Rate (SBDK) is the lowest interest rate that reflects the fairness of costs incurred by the Bank, including expected profits to be obtained. SBDK is used as the basis for the Bank in setting the lending interest rates to be charged to customers. b. SBDK is calculated annually in percentage (%) form and is an effective SBDK (annualized effective rate), calculated based on 3 (three) components, namely Funding Cost for Loans (HPDK), Overhead Costs, and Profit Margin. Specifically for Mortgage Loans (KPR) Consumption Loans, SBDK is calculated for the normal interest rate (market interest rate), not the SBDK during the fixed rate period (e.g., the first 1 to 2 years).
c. SBDK calculation applies to Corporate Loans, Retail Loans, Micro Loans, and Consumption Loans. The definition of Consumption Loans includes KPR and Non-KPR. In Non-KPR Consumption Loans, the disbursement of funds via credit cards and Unsecured Loans (KTA) is not included.
d. SBDK calculation only applies to loans given in Rupiah currency. e. SBDK calculation does not include the risk premium estimate component, which is the Bank's assessment of the loan repayment prospects by prospective borrowers, whether individual borrowers or groups of borrowers, which among other things considers financial conditions, loan tenor, and business prospects. f. Lending interest rates are the sum of SBDK and the risk premium estimate. g. The SBDK calculation report is detailed as follows:

Funding Cost for Loans (HPDK)
Funding Cost for Loans (HPDK) refers to expenses/costs arising from funding activities, consisting of Funding Costs, Service Costs, Regulatory Costs, and Other HPDK. The HPDK calculation is detailed as follows:
a) Funding Costs
Funding Costs refer to costs from Bank liabilities to residents and non-residents in the form of interest costs arising from liabilities to third parties, non-third parties, and other interest-bearing liabilities, detailed as follows:
i. Third-Party Funding Costs
Third-Party Funding Costs refer to all interest costs on Bank liabilities to third parties other than Banks in the form of checking accounts, savings, and deposits.
ii. Non-Third-Party Funding Costs
Non-Third-Party Funding Costs refer to all interest costs on Bank liabilities to non-third parties, consisting of:
(a) Liability Funding Costs to Other Banks
Liability Funding Costs to Other Banks refer to all interest costs to other banks in the form of checking accounts, interbank call money, savings, deposits, and other forms. (b) Liability Funding Costs to Bank Indonesia Liability Funding Costs to Bank Indonesia refer to all interest costs on loans from Bank Indonesia. (c) Securities Funding Costs Securities Funding Costs refer to all interest costs paid on the issuance of securities to Bank Indonesia, other banks, and/or third parties other than Banks. (d) Received Loan Funding Costs Received Loan Funding Costs refer to all interest costs paid on loans received by the Bank from other banks and/or third parties other than Banks. (e) Inter-Office Liability Funding Costs Inter-Office Liability Funding Costs refer to all interest costs paid on funds originating from inter-office liabilities. (f) Capital Funding Liability Costs Capital Funding Liability Costs refer to all interest costs paid originating from the issuance of securities and/or loans received that meet all requirements to be counted as capital components as regulated in Financial Services Authority Regulations regarding minimum capital requirements for commercial banks and have obtained approval from the Financial Services Authority.
iii. Other Funding Costs
Other Funding Costs refer to all interest costs paid due to Bank liabilities other than items i and ii above. (a) Promotion and Marketing Costs Related to Funding In this component, all costs paid for promotion and marketing activities related to funding (funding) are included, namely cash back, prizes, advertising and promotion, and others. (b) Others In this component, among other things, interest/discount costs paid by the Bank arising from the sale of securities with a repurchase agreement (repo). The Other sub-component can be a combination of several sub-components. b) Service Costs Service Costs refer to all costs paid due to Bank liabilities directly related to the Bank's funding activities, such as credit commissions or provisos paid by the Bank due to receiving credit from other banks, issuance of securities, or others. c) Regulatory Costs Regulatory Costs refer to all costs paid due to Bank obligations imposed by authorities on the Bank related to funding activities, namely:
i. Minimum Reserve Requirement (GWM) Costs; and
ii. Deposit Insurance Agency Premium Costs.
d) Other HPDK
Other HPDK refers to all costs incurred by the Bank other than costs as referred to in letters a) to c). The Other HPDK component is divided into 2 (two) sub-components, namely Cash Costs and Others. The Other sub-component can be a combination of several sub-components.
Overhead Costs
The term Overhead Costs refers to non-interest operational expenses incurred for fund mobilization and credit disbursement activities, including taxes payable. The calculation of Overhead Costs is detailed as follows:
a) Labor Costs
The term Labor Costs refers to:
i. Basic salaries, wages, allowances, and/or honoraria paid to the Board of Directors, Board of Commissioners, and Bank employees, whether permanent or non-permanent, before deduction of income tax and other withholdings. In cases where income tax is borne by the Bank, the amount must be added to this component.
ii. All labor costs other than salaries, wages, allowances, and honoraria, including overtime pay and health care.
b) Education and Training Costs
The term Education and Training Costs refers to all expenses incurred for the education and training of Bank employees, including courses and seminars. This component also includes donations given to educational institutions specializing in banking education. c) Research and Development Costs The term Research and Development Costs refers to all expenses incurred for the research and development of the Bank's business activities. d) Rental Costs The term Rental Costs refers to costs arising from the Bank leasing assets to third parties, including office rent, house rent, equipment rent, and furniture rent, including interest from lease rights. e) Promotion and Marketing Costs The term Promotion and Marketing Costs refers to all expenses for Bank product/service promotion activities not related to funding activities, divided into 4 (four) components: Cash Back, Gifts, Advertising and Promotion, Sponsorship/Entertainment, and Others. The "Others" component may be a combination of several sub-components. Promotion and marketing costs related to funding activities become part of the Cost of Funds (HPDK), specifically included in the Other Cost of Funds component. f) Maintenance and Repair Costs The term Maintenance and Repair Costs refers to all maintenance and repair expenses incurred by the Bank for the maintenance and/or repair of the Bank's buildings, houses, machines, vehicles, and furniture. g) Depreciation of Fixed Assets and Inventory The term Depreciation of Fixed Assets and Inventory refers to depreciation costs for the Bank's fixed assets and inventory. h) Other Overhead Costs The term Other Overhead Costs refers to all non-interest operational expenses incurred for fund mobilization and credit disbursement activities other than the costs referred to in letters a) through g).
Profit Margin
The term Profit Margin refers to the profit margin set by the Bank in credit disbursement activities. The setting of the profit margin is based on the profit margin after considering taxes payable.
Risk Premium Estimate
The term Risk Premium Estimate refers to the margin estimated by the Bank to be charged to debtors to compensate for the risk of default on granted credit. The Risk Premium Estimate represents the Bank's assessment of the credit repayment prospects of prospective debtors, whether individual or group debtors, which considers among other things financial conditions, credit tenor, and business prospects.

II.4 REPORT ON MINIMUM CAPITAL PROVISION REQUIREMENTS AND RISK-WEIGHTED ASSETS The method for calculating Minimum Capital Provision Requirements (KPMM) and Risk-Weighted Assets (ATMR) refers to Financial Services Authority (OJK) regulations regarding:

minimum capital provision requirements for commercial banks;
guidelines for calculating risk-weighted assets for credit risk using the standard approach;
guidelines for calculating net positions of derivative transactions in the calculation of risk-weighted assets for credit risk using the standard approach;
prudential principles in asset securitization activities for commercial banks; and
guidelines for using the standard method in calculating minimum capital provision requirements for commercial banks considering market risk.
KPMM and ATMR reports are presented in millions of Rupiah.
Banks individually fill in the following Tables:

No.	Table Name	Description
1.	Table 1A: Calculation of KPMM Ratio - Bank Individually<br>or<br>Table 1B: Calculation of KPMM Ratio - Branches of Banks Located Abroad	Calculation of KPMM Ratio
2.	Table 2A: Exposure Data for ATMR Calculation Credit Risk - Standard Approach - Bank Individually	Calculation of ATMR for Credit Risk
3.	Table 2B: Detail of ATMR Calculation Credit Risk - Standard Approach - Bank Individually
4.	Table 2C: Recapitulation of ATMR Calculation Results for Credit Risk - Bank Individually
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: Disclosure and Additional Explanations - Bank Individually	Filled if deemed necessary to complete the filling of other tables

For Banks with subsidiaries, in addition to filling in the Tables above, they also fill in:

No.	Table Name	Description
1.	Table 1C: Calculation of KPMM Ratio - Bank Consolidated	Calculation of KPMM Ratio
2.	Table 2D: Exposure Data for ATMR Calculation Credit Risk - Standard Approach - Bank Consolidated	Calculation of ATMR for Credit Risk
3.	Table 2E: Detail of ATMR Calculation Credit Risk - Standard Approach - Bank Consolidated
4.	Table 2F: Recapitulation of ATMR Calculation Results for Credit Risk - Bank Consolidated
5.	Table 3F: Specific Risk - Securities Exposure (Trading Book) - Bank Consolidated	Calculation of ATMR for Market Risk
6.	Table 3G: General Risk - Interest Rate Exposure (Trading Book) - Maturity Method - Bank Consolidated
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: Disclosure and Additional Explanations - Bank Consolidated	Filled if deemed necessary to complete the filling of other tables

Calculation of KPMM Ratio
a. Report Format

Bank Individually
Table 1A: Calculation of KPMM Ratio - Bank Individually

a) Table 1A: Calculation of KPMM Ratio - Bank Individually

Item	Amount
1 CORE CAPITAL
a. Core Capital
1) Paid-up Capital (after deducting treasury shares)
a) Ordinary shares
b) Preferred shares
2) Additional Capital Reserves
a) Adders
( 1 ) Other Comprehensive Income
( a ) Translation differences
( b ) Potential gains from fair value increases of financial assets in the available-for-sale group
( c ) Fixed asset revaluation surplus balance
( 2 ) Other Additional Capital Reserves (other disclosed reserves)
( a ) Agio from Core Capital instruments
( b ) General reserves
( c ) Prior years' profits
i. Prior years' profits after tax
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( d ) Current year profits
i. Current year profits after tax
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( e ) Capital contribution funds
( f ) Others
b) Deductors
( 1 ) Other Comprehensive Income
( a ) Translation losses
( b ) Potential losses from fair value decreases of financial assets in the available-for-sale group
( 2 ) Other Additional Capital Reserves (other disclosed reserves)
( a ) Disagio from Core Capital instruments
( b ) Prior years' losses
i. Prior years' losses
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( c ) Current year losses
i. Current year losses
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( d ) Shortfall between Asset Impairment Provisions (PPA) for productive assets and Impairment Loss Reserves (CKPN) for productive assets
( e ) Shortfall in fair value adjustment amounts of financial instruments in the Trading Book
( f ) Non-productive PPA
( g ) Others
3) Core Capital Deductors
a) Deferred taxes
b) Intangible assets
( 1 ) Goodwill
( 2 ) Patents
( 3 ) Software
( 4 ) Others
c) Participations considered as deductors
d) Capital deficiency in insurance subsidiary companies
e) Securitization exposure
f) Other Core Capital deductors
( 1 ) Funds placed in Additional Core Capital and/or Supplementary Capital instruments at other banks
( 2 ) Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
Total
b. Additional Core Capital
1) 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
2) Agio from Additional Core Capital instruments
3) Disagio from Additional Core Capital instruments
4) Additional Core Capital Deductors
a) Funds placed in Additional Core Capital and/or Supplementary Capital instruments at other banks
b) Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
2 SUPPLEMENTARY CAPITAL
a. Capital instruments in the form of shares or others meeting Supplementary Capital requirements
1) Preferred shares (perpetual cumulative, non-perpetual), after deducting buybacks
2) Subordinated securities (perpetual cumulative, non-perpetual), after deducting buybacks
3) Subordinated loans (perpetual cumulative, non-perpetual), after deducting buybacks
4) Mandatory convertible bonds
5) Amortization based on remaining tenor
b. Agio from Supplementary Capital instruments
c. Disagio from Supplementary Capital instruments
d. General PPA reserves for productive assets that must be calculated (maximum 1.25% of Credit Risk ATMR)
e. Supplementary Capital Deductors
1) Sinking Fund
2) Funds placed in Supplementary Capital instruments at other banks
3) Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
3 DEDUCTORS OF CAPITAL IN THE FORM OF EXPOSURES CAUSING CREDIT RISK DUE TO SETTLEMENT FAILURE (SETTLEMENT RISK) - NON DELIVERY VERSUS PAYMENT
4 TOTAL CAPITAL
5 ATMR
a. ATMR for Credit Risk
b. ATMR for Market Risk
c. ATMR for Operational Risk
6 KPMM RATIO (ACTUAL)
a. Core Capital Ratio
1) Core Capital Ratio
2) Additional Core Capital Ratio
b. Supplementary Capital Ratio
7 SHORTFALL OF CORE CAPITAL TO MEET 4.5% MINIMUM
8 SHORTFALL OF CORE CAPITAL TO MEET 6% MINIMUM
9 KPMM RATIO ACCORDING TO RISK PROFILE
10 ALLOCATION OF ACTUAL KPMM RATIO FOR MEETING KPMM ACCORDING TO RISK PROFILE 1)
a. Core Capital Ratio (minimum 4.5%)
b. Allocated Additional Core Capital Ratio
c. Additional Core Capital Ratio allocated to meet minimum 6% Core Capital 2)
d. Allocated Supplementary Capital Ratio
e. Additional Core Capital Ratio allocated to meet KPMM Risk Profile 3)
11 CAPITAL SHORTFALL FOR MEETING KPMM RISK PROFILE
12 AVAILABLE CORE CAPITAL FOR MEETING BUFFER 4)
13 TOTAL BUFFER THAT MUST BE FORMED
a. Capital Conservation Buffer
b. Countercyclical Buffer
c. Capital Surcharge for Systemically Important Banks
14 EXCESS OR SHORTFALL OF CORE CAPITAL FOR MEETING BUFFER

Notes:

Filled only if the Allocated Actual KPMM Ratio is smaller than the KPMM Ratio according to Risk Profile.
Filled only if the Actual Core Capital Ratio is greater than the Allocated Core Capital Ratio.
Meeting KPMM according to risk profile from the actual KPMM ratio in accordance with Financial Services Authority Regulations regarding minimum capital provision requirements for commercial banks, with conditions:

Core Capital 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.

Filled only if the Additional Core Capital Ratio is less than 1.5%, so that the Core Capital minimum 6% requirement is met from the Core Capital Ratio.

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

b) Table 1B: Calculation of Minimum Capital Provision Requirements Ratio - Branches of Banks Located Abroad

Table 1B: Calculation of KPMM Ratio - Branches of Banks Located Abroad

Item	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. Fair value increase/decrease 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. Fair value increase/decrease of financial liabilities (+/-)
c. Gains on asset sales in securitization transactions
4 General Reserves
5 Fixed Asset Revaluation Surplus Balance
6 Other Comprehensive Income: Potential gains from fair value increases of financial assets in the available-for-sale group
7 General PPA Reserves for Productive Assets That Must Be Calculated (Maximum 1.25% of Credit Risk ATMR)
8 Others
9 Capital Deductors
a. Other Comprehensive Income:
1) Translation losses
2) Potential losses from fair value decreases of financial assets in the available-for-sale group
b. Shortfall between PPA and impairment loss reserves for productive assets
c. Shortfall in fair value adjustment amounts of financial instruments in the trading book
d. Non-productive PPA
e. Deferred taxes
f. Goodwill
g. All other intangible assets
h. Capital deficiency in insurance subsidiary companies
i. Securitization exposure
j. Funds placed in Additional Core Capital and/or Supplementary Capital instruments issued by other banks
k. Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
l. Others
10 Capital Deductors - Exposures Causing Credit Risk Due to Settlement Failure (Settlement Risk) - Non Delivery Versus Payment
11 Total Capital
2 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 Meeting Buffer
17 Total Buffer That Must Be Formed
a. Capital Conservation Buffer
b. Countercyclical Buffer
18 Excess or Shortfall of Business Funds for Meeting Buffer

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

Bank Consolidated
Table 1C: Calculation of Minimum Capital Provision Requirements Ratio - Bank Consolidated

Table 1C: Calculation of KPMM Ratio - Bank Consolidated

Item	Amount
1 CORE CAPITAL
a. Core Capital
1) Paid-up Capital (after deducting treasury shares)
a) Ordinary shares
b) Preferred shares
2) Additional Capital Reserves
a) Adders
( 1 ) Other Comprehensive Income
( a ) Translation differences
( b ) Potential gains from fair value increases of financial assets in the available-for-sale group
( c ) Fixed asset revaluation surplus balance
( 2 ) Other Additional Capital Reserves (other disclosed reserves)
( a ) Agio from Core Capital instruments
( b ) General reserves
( c ) Prior years' profits
i. Prior years' profits after tax
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( d ) Current year profits
i. Current year profits after tax
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( e ) Capital contribution funds
( f ) Others
b) Deductors
( 1 ) Other Comprehensive Income
( a ) Translation losses
( b ) Potential losses from fair value decreases of financial assets in the available-for-sale group
( 2 ) Other Additional Capital Reserves (other disclosed reserves)
( a ) Disagio from Core Capital instruments
( b ) Prior years' losses
i. Prior years' losses
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( c ) Current year losses
i. Current year losses
ii. Fair value increase/decrease of financial liabilities (+/-)
iii. Gains on asset sales in securitization transactions
( d ) Shortfall between Asset Impairment Provisions (PPA) for productive assets and Impairment Loss Reserves (CKPN) for productive assets
( e ) Shortfall in fair value adjustment amounts of financial instruments in the Trading Book
( f ) Non-productive PPA
( g ) Others
3) Non-controlling interests that can be considered
4) Core Capital Deductors
a) Deferred taxes
b) Intangible assets
( 1 ) Goodwill
( 2 ) Patents
( 3 ) Software
( 4 ) Others
c) Participations considered as deductors
d) Capital deficiency in insurance subsidiary companies
e) Securitization exposure
f) Other Core Capital deductors
( 1 ) Funds placed in Additional Core Capital and/or Supplementary Capital instruments at other banks
( 2 ) Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
Total
b. Additional Core Capital
1) 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)
2) Agio from Additional Core Capital instruments
3) Disagio from Additional Core Capital instruments
4) Additional Core Capital Deductors
a) Funds placed in Additional Core Capital and/or Supplementary Capital instruments at other banks
b) Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
2 SUPPLEMENTARY CAPITAL
a. Capital instruments in the form of shares or others meeting Supplementary Capital requirements
1) Preferred shares (perpetual cumulative, non-perpetual), after deducting buybacks
2) Subordinated securities (perpetual cumulative, non-perpetual), after deducting buybacks
3) Subordinated loans (perpetual cumulative, non-perpetual), after deducting buybacks
4) Mandatory convertible bonds
5) Issuance of Supplementary Capital by subsidiary companies in the form of banks and non-banks purchased by third parties (consolidated)
6) Amortization based on remaining tenor
b. Agio from Supplementary Capital instruments
c. Disagio from Supplementary Capital instruments
d. General PPA reserves for productive assets that must be calculated (maximum 1.25% of Credit Risk ATMR)
e. Supplementary Capital Deductors
1) Sinking Fund
2) Funds placed in Supplementary Capital instruments at other banks
3) Cross-holdings in other entities obtained through legal transfer, donation, or testamentary bequest
3.a DEDUCTORS OF CAPITAL IN THE FORM OF EXPOSURES CAUSING CREDIT RISK DUE TO SETTLEMENT FAILURE (SETTLEMENT RISK) - NON DELIVERY VERSUS PAYMENT
3.b DEDUCTORS OF CAPITAL IN THE FORM OF EXPOSURES IN SUBSIDIARY COMPANIES CONDUCTING BUSINESS ACTIVITIES BASED ON SHARIA PRINCIPLES (IF ANY)
4 TOTAL CAPITAL
5 ATMR
a. ATMR for Credit Risk
b. ATMR for Market Risk
c. ATMR for Operational Risk
6 KPMM RATIO (ACTUAL)
a. Core Capital Ratio
1) Core Capital Ratio
2) Additional Core Capital Ratio
b. Supplementary Capital Ratio
7 SHORTFALL OF CORE CAPITAL TO MEET 4.5% MINIMUM
8 SHORTFALL OF CORE CAPITAL TO MEET 6% MINIMUM
9 KPMM RATIO ACCORDING TO RISK PROFILE
10 ALLOCATION OF ACTUAL KPMM RATIO FOR MEETING KPMM ACCORDING TO RISK PROFILE 1)
a. Core Capital Ratio (minimum 4.5%)
b. Allocated Additional Core Capital Ratio
c. Additional Core Capital Ratio allocated to meet minimum 6% Core Capital 2)
d. Allocated Supplementary Capital Ratio
e. Additional Core Capital Ratio allocated to meet KPMM Risk Profile 3)
11 CAPITAL SHORTFALL FOR MEETING KPMM RISK PROFILE
12 AVAILABLE CORE CAPITAL FOR MEETING BUFFER 4)
13 TOTAL BUFFER THAT MUST BE FORMED
a. Capital Conservation Buffer
b. Countercyclical Buffer
c. Capital Surcharge for Systemically Important Banks
14 EXCESS OR SHORTFALL OF CORE CAPITAL FOR MEETING BUFFER

Notes:

Filled only if the Allocated Actual KPMM Ratio is smaller than the KPMM Ratio according to Risk Profile.
Filled only if the Actual Core Capital Ratio is greater than the Allocated Core Capital Ratio.
Meeting KPMM according to risk profile from the actual KPMM ratio in accordance with Financial Services Authority Regulations regarding minimum capital provision requirements for commercial banks, with conditions:

Core Capital 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.

Filled only if the Additional Core Capital Ratio is less than 1.5%, so that the Core Capital minimum 6% requirement is met from the Core Capital Ratio.

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

b. Filling Guidelines

The calculation of the Minimum Capital Adequacy Ratio (KPMM) is performed by calculating the ratio of the Bank's capital to Risk-Weighted Assets (RWA) for credit risk, RWA for market risk, and RWA for operational risk.
The calculation of the KPMM ratio includes:
a) The Bank's Total Capital consisting of Core Capital (Tier 1) and Supplementary Capital (Tier 2), which includes capital components as regulated in the Financial Services Authority Regulation regarding the minimum capital provision requirements for general banks. b) RWA for Credit Risk, which is the total credit risk RWA as the sum in Table 2C and/or Table 2F, row (C). c) RWA for Market Risk, which is the total market risk RWA as the sum in Table 3E and/or Table 3M. d) RWA for Operational Risk, which is the total RWA calculated with reference to the Financial Services Authority regulations regarding the calculation of risk-weighted assets for operational risk using the basic indicator approach. e) The KPMM Ratio according to Risk Profile as regulated in the Financial Services Authority Regulation regarding the minimum capital provision requirements for general banks. f) The Total Buffer That Must Be Formed, which is the percentage of the buffer that must be met by the Bank as regulated in the Financial Services Authority Regulation regarding the minimum capital provision requirements for general banks, which includes:
(1) Capital Conservation Buffer (%), filled in by Banks required to form a Capital Conservation Buffer; (2) Countercyclical Buffer (%), filled in by Banks whose amount is determined by the competent authority; and (3) Capital Surcharge for Systemically Important Banks (%), filled in by Banks required to form a capital surcharge for systemically important banks as regulated in the Financial Services Authority Regulation regarding the designation of systemically important banks and capital surcharge.

Calculation of RWA for Credit Risk
a. Reporting Format

Banks individually
a) Table 2A: Exposure Data for Credit Risk RWA Calculation - Standard Approach - Banks individually 1. No. CKPN Receivables Net Receivables (1) (3) (4) (5) = (3) - (4) 1. a. 0
Deposits at Bank Indonesia
Securities
Securities sold with a repurchase agreement (Repo)
Loans granted
Other receivables
Accrued interest receivables
b. 0
Securities
Securities sold with a repurchase agreement (Repo)
Acceptance receivables
Loans granted
Other receivables
Accrued interest receivables

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

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

0
a. b.
0
a. b.
0
a. b.
Acceptance receivables
Accrued interest receivables
Accrued interest receivables
Receivables from Banks
Table 2A: Exposure Data for Credit Risk RWA Calculation - Standard Approach - Banks individually
I. NON-DERIVATIVE CREDIT EXPOSURE
Loans granted
Accrued interest receivables
Balance Sheet Asset Exposures, excluding Securitization Exposures Receivables from Public Sector Entities Other receivables Short-term Receivables Residential Mortgages Other receivables Receivables from Multilateral Development Banks and International Institutions Securities Securities sold with a repurchase agreement (Repo) Loans granted Commercial Real Estate Loans Employee/Pensioner Loans Accrued interest receivables Securities Loans granted Securities sold with a repurchase agreement (Repo) Acceptance receivables (2) Portfolio Category Receivables from Other Countries' Governments Long-term Receivables Receivables from Governments Receivables from the Indonesian Government Loans granted Loans granted Accrued interest receivables

No. CKPN Receivables Net Receivables
(1) (3) (4) (5) = (3) - (4)
8. 0
a. b. c. d.
9. 0
a. Securities b.
c. Acceptance receivables
d. Loans granted e. Other receivables f. Accrued interest receivables 10. a. 0 b. 0

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

0
a. 0 b. 0

Temporary investments in the context of credit restructuring 0
Investments in unlisted financial companies 0
Investments in listed financial companies 0
c. 0
d. 0 e. 0 f. 0

a.
No. TRA Value Special PPA Net TRA Value
(1) (3) (4) (5) = (3) - (4)
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 PPA Net TRA Value
(1) (3) (4) (5) = (3) - (4)
0
a. 0 b. 0
0
0
0
a. 0 b. 0
0

Inter-branch net
Receivables from Micro, Small Enterprises, and Retail Portfolios Short-term Receivables Residential Mortgages Other than Residential Mortgages Other Assets Receivables from Banks Loans granted Overdue Receivables Receivables from Micro, Small Enterprises, and Retail Portfolios Acceptance receivables Other receivables Accrued interest receivables Receivables from Corporations Total Exposure for Balance Sheet Asset Positions Other Administrative Account Transactions Withdrawal Allowances Others Acquired Assets (AYDA) Long-term Receivables Exposure to Commitment/Liability Contingencies in Other Administrative Account Transactions, excluding Securitization Exposures Residential Mortgages Receivables from Public Sector Entities Portfolio Category (2) Receivables from the Indonesian Government (2) Portfolio Category Overdue Receivables Net Fixed Assets and Inventories Receivables from Other Countries' Governments Receivables from Multilateral Development Banks and International Institutions Receivables from Governments Total Exposure from Other Administrative Account Transactions Receivables from Corporations Other than Residential Mortgages Receivables from Corporations Receivables from Banks Receivables from Micro, Small Enterprises, and Retail Portfolios Long-term Receivables Receivables from Other Countries' Governments Receivables from Public Sector Entities Receivables from Multilateral Development Banks and International Institutions Residential Mortgages Commercial Real Estate Loans (2) Receivables from Governments Receivables from the Indonesian Government Portfolio Category Total Exposure for Withdrawal Allowances Employee or Pensioner Loans Cash, gold, and commemorative coins Investments (excluding those that are capital deductions) Securities sold with a repurchase agreement (Repo) Short-term Receivables

a.
No. Net Receivables
(1) (3)
0
a. b.
0
a. b.
b.
No. CKPN Receivables Net Receivables
(1) (3) (4) (5) = (3) - (4)
0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0

No. Exposure Value
(1) (3)

0
a. b. c. d.

No. Replacement Cost (RC) Potential Futures Exposures (PFE) Net Receivables (1,4 x [RC + PFE]) (1) (3) (4) (5)

Receivables from Governments 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
Receivables from Corporations 0
TOTAL 0
Receivables from the Indonesian Government
Receivables from Other Countries' Governments
Receivables from Banks
Long-term Receivables
Receivables from Micro, Small Enterprises, and Retail Portfolios
II. DERIVATIVE EXPOSURE
Portfolio Category
Receivables from Multilateral Development Banks and International Institutions Short-term Receivables Receivables from Public Sector Entities (2) Total Exposure from Settlement Risk 100% Risk Weight (more than 45 working days) For transactions classified as Non-Delivery versus Payment (non-DvP) Portfolio Category Exposure Causing Counterparty Credit Risk Short-term Receivables Receivables from Banks Long-term Receivables Receivables from Corporations Long-term Receivables Receivables from Governments Receivables from Micro, Small Enterprises, and Retail Portfolios Receivables from Banks Short-term Receivables Receivables from Public Sector Entities Receivables from the Indonesian Government Receivables from Other Countries' Governments (2) Repo Transactions Portfolio Category (2) Receivables from Multilateral Development Banks and International Institutions Transaction Type (2) For transactions classified as Delivery versus Payment (DvP) 8% Risk Weight (5-15 working days) 50% Risk Weight (16-30 working days) 75% Risk Weight (31-45 working days) Total Exposure from Reverse Repo Transactions Receivables from Multilateral Development Banks and International Institutions Receivables from Corporations Total Exposure from Repo Transactions Receivables from Public Sector Entities Reverse Repo Transactions Receivables from Other Countries' Governments Receivables from Micro, Small Enterprises, and Retail Portfolios Receivables from Governments Receivables from the Indonesian Government Exposure Causing Settlement Failure Risk (Settlement Risk)

b) Table 2B: Details of Credit Risk RWA Calculation - Standard Approach - Banks individually
Table 2B: Details of Credit Risk RWA Calculation - Standard Approach - Banks Individually

Balance Sheet Asset Exposures, excluding Securitization Exposures
1.1.a. Receivables from the Indonesian Government (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) Receivables from the Indonesian Government 0% 0 Total RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 1.1.b. Receivables from Other Countries' Governments (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) 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 credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0
1.2. Receivables from Public Sector Entities
(1)
Net Receivables 0
0% 20% 50% 100%
(2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
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 credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) 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 RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 1.4.a. Receivables from Banks - Short-term Receivables (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) 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 credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0
I. NON-DERIVATIVE CREDIT EXPOSURE
RWA after CRM
Risk Weight Category Net Receivables
Unsecured Portion
Secured Portion
(Credit Risk Mitigation Technique Recognition) RWA before CRM RWA before CRM RWA after CRM
1.3. Receivables from Multilateral Development Banks and International Institutions
Risk Weight Category Net Receivables
Unsecured Portion
Secured Portion
(Credit Risk Mitigation Technique Recognition) RWA before CRM RWA before CRM RWA after CRM Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM

1.4.b. Receivables from Banks - Long-term Receivables (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) 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 credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) LTV ≤ 50% 20% 0 0 50% < LTV ≤ 70% 25% 0 0 70% < LTV ≤ 100% 35% 0 0 Total RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) Commercial Real Estate Loans 100% 0 Total RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0
1.7. Employee or Pensioner Loans
(1)
Net Receivables 0
0% 20% 50% 100%
(2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
Employee or Pensioner Loans 50% 0
Total RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0
1.8. Receivables from Micro, Small Enterprises, and Retail Portfolios
(1)
Net Receivables 0
0% 20% 50% 100%
(2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
Receivables from Micro, Small Enterprises, and Retail Portfolios 75% 0 Total RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 (1) Net Receivables 0 0% 20% 50% 100% (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) 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 credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 RWA before CRM RWA after CRM
1.9. Receivables from Corporations
Risk Weight Category Net Receivables
Unsecured Portion
Secured Portion
(Credit Risk Mitigation Technique Recognition) Net Receivables Unsecured Portion Secured Portion Risk Weight Category (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM RWA before CRM RWA after CRM
1.6. Commercial Real Estate Loans
Net Receivables
Unsecured Portion
Secured Portion
(Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM Category Risk Weight Category Risk Weight Category
1.5. Residential Mortgages
Risk Weight Net Receivables
Unsecured Portion
Secured Portion
(Credit Risk Mitigation Technique Recognition) Net Receivables Unsecured Portion Secured Portion Risk Weight Category (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM

1.10. Overdue Receivables
(1)
Net Receivables 0
0% 20% 50% 100%
(2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
Residential Mortgages 100% 0
Other than Residential Mortgages 150% 0
Total RWA before credit risk mitigation recognition (A) 0 Total RWA after credit risk mitigation recognition (B) 0 2. 2.1.a. Receivables from the Indonesian Government Net TRA Value (1) Withdrawal Allowances 0 Other Admin Account Transactions 0 Administrative Account Transaction (TRA) Type Net TRA Value FKK Net Receivables (2) (3) (4) (5) TRA meeting uncommitted criteria 0% 0 Commitment Liabilities with agreement term ≤ 1 year 20% 0 Commitment Liabilities with agreement term > 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 for credit provision (e.g., bid, performance, advance payment bonds) 50% 0 Contingent Liabilities in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) Receivables from the Indonesian Government 0% 0 Total RWA before credit risk mitigation recognition (B) 0 Total RWA after credit risk mitigation recognition (C) 0 2.1.b. Receivables from Other Countries' Governments Net TRA Value (1) Withdrawal Allowances 0 Other Admin Account Transactions 0 Administrative Account Transaction (TRA) Type Net TRA Value FKK Net Receivables (2) (3) (4) (5) TRA meeting uncommitted criteria 0% 0 Commitment Liabilities with agreement term ≤ 1 year 20% 0 Commitment Liabilities with agreement term > 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 for credit provision (e.g., bid, performance, advance payment bonds) 50% 0 Contingent Liabilities in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) 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 credit risk mitigation recognition (B) 0 Total RWA after credit risk mitigation recognition (C) 0 RWA before CRM RWA after CRM Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Exposure to Commitment/Liability Contingencies in Administrative Account Transactions, excluding Securitization Exposures Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM

2.2. Receivables from Public Sector Entities
Net TRA Value
(1)
Withdrawal Allowances 0
Other Admin Account Transactions 0
Administrative Account Transaction (TRA) Type Net TRA Value FKK Net Receivables (2) (3) (4) (5) TRA meeting uncommitted criteria 0% 0 Commitment Liabilities with agreement term ≤ 1 year 20% 0 Commitment Liabilities with agreement term > 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 for credit provision (e.g., bid, performance, advance payment bonds) 50% 0 Contingent Liabilities in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) 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 credit risk mitigation recognition (B) 0 Total RWA after credit risk mitigation recognition (C) 0
2.3. Receivables from Multilateral Development Banks and International Institutions
Net TRA Value
(1)
Withdrawal Allowances 0
Other Admin Account Transactions 0
Administrative Account Transaction (TRA) Type Net TRA Value FKK Net Receivables (2) (3) (4) (5) TRA meeting uncommitted criteria 0% 0 Commitment Liabilities with agreement term ≤ 1 year 20% 0 Commitment Liabilities with agreement term > 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 for credit provision (e.g., bid, performance, advance payment bonds) 50% 0 Contingent Liabilities in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) 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 RWA before credit risk mitigation recognition (B) 0 Total RWA after credit risk mitigation recognition (C) 0 RWA before CRM RWA after CRM Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) Risk Weight Category Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM

2.4.a. Receivables from Banks - Short-term Receivables Net TRA Value (1) Withdrawal Allowances 0 Other Admin Account Transactions 0 Administrative Account Transaction (TRA) Type Net TRA Value FKK Net Receivables (2) (3) (4) (5) TRA meeting uncommitted criteria 0% 0 Commitment Liabilities with agreement term ≤ 1 year 20% 0 Commitment Liabilities with agreement term > 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 for credit provision (e.g., bid, performance, advance payment bonds) 50% 0 Contingent Liabilities in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) 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 credit risk mitigation recognition (B) 0 Total RWA after credit risk mitigation recognition (C) 0 2.4.b. Receivables from Banks - Long-term Receivables Net TRA Value (1) Withdrawal Allowances 0 Other Admin Account Transactions 0 Administrative Account Transaction (TRA) Type Net TRA Value FKK Net Receivables (2) (3) (4) (5) TRA meeting uncommitted criteria 0% 0 Commitment Liabilities with agreement term ≤ 1 year 20% 0 Commitment Liabilities with agreement term > 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 for credit provision (e.g., bid, performance, advance payment bonds) 50% 0 Contingent Liabilities in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) 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 credit risk mitigation recognition (B) 0 Total RWA after credit risk mitigation recognition (C) 0 Risk Weight Category Risk Weight Net Receivables Unsecured Portion Secured Portion Category (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM Net Receivables Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) RWA before CRM RWA after CRM

2.5. Residential Mortgage-Backed Loans
Net TRA Value
(1)
Drawdown Allowance 0
Administrative Account Transaction Type (TRA) Net TRA Value Net TRA FKK Net Exposure (2) (3) (4) (5) TRA meeting criteria as uncommitted 0% 0 Commitment Obligations with contract duration ≤ 1 year 20% 0 Commitment Obligations with contract duration

1 year 50% 0
(A) 0
0% 20% 50% 100%
(6) (7) (8) (9) (10) (11) (12) (13) (14) (15)
LTV ≤ 50% 20% 0 0
50% < LTV ≤ 70% 25% 0 0
70% < LTV ≤ 100% 35% 0 0
Total ATMR before MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
2.6. Commercial Property-Backed Loans
Net TRA Value
(1)
Drawdown Allowance 0
Administrative Account Transaction Type (TRA) Net TRA Value Net TRA FKK Net Exposure (2) (3) (4) (5) TRA meeting criteria as uncommitted 0% 0 Commitment Obligations with contract duration ≤ 1 year 20% 0 Commitment Obligations with contract duration
1 year 50% 0
(A) 0
0% 20% 50% 100%
(6) (7) (8) (9) (10) (11) (12) (13) (14) (15)
Commercial Property-Backed Loans 100% 0
Total ATMR before MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
2.7. Employee or Pensioner Loans
Net TRA Value
(1)
Drawdown Allowance 0
Administrative Account Transaction Type (TRA) Net TRA Value Net TRA FKK Net Exposure (2) (3) (4) (5) TRA meeting criteria as uncommitted 0% 0 Commitment Obligations with contract duration ≤ 1 year 20% 0 Commitment Obligations with contract duration
1 year 50% 0
(A) 0
0% 20% 50% 100%
(6) (7) (8) (9) (10) (11) (12) (13) (14) (15)
Employee/Pensioner Loans 50% 0
Total ATMR before MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
Net Exposure Risk Weight Category
Unsecured Portion
Secured Portion
(Credit Risk Mitigation Technique Recognition) ATMR before MRK ATMR after MRK ATMR before MRK ATMR after MRK Net Exposure Risk Weight Category Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before MRK ATMR after MRK Net Exposure Risk Weight Category Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition)

2.8. Claims on Micro, Small Enterprises, and Retail Portfolios
Net TRA Value
(1)
Drawdown Allowance 0
Other Admin Account Transactions 0
Administrative Account Transaction Type (TRA) Net TRA Value Net TRA FKK Net Exposure (2) (3) (4) (5) TRA meeting criteria as uncommitted 0% 0 Commitment Obligations with contract duration ≤ 1 year 20% 0 Commitment Obligations with contract duration

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 in the context of credit provision (e.g., bid, performance, advance payment bond ) 50% 0 Contingent Obligations in the form of guarantees in the context of credit provision, or acceptance (e.g., guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) Claims on Micro, Small Enterprises, and Retail Portfolios 75% 0 Total ATMR before MRK recognition (B) 0 Total ATMR after MRK recognition (C) 0
2.9. Claims on Corporates
Net TRA Value
(1)
Drawdown Allowance 0
Other Admin Account Transactions 0
Administrative Account Transaction Type (TRA) Net TRA Value Net TRA FKK Net Exposure (2) (3) (4) (5) TRA meeting criteria as uncommitted 0% 0 Commitment Obligations with contract duration ≤ 1 year 20% 0 Commitment Obligations with contract duration
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 in the context of credit provision (e.g., bid, performance, advance payment bond ) 50% 0 Contingent Obligations in the form of guarantees in the context of credit provision, or acceptance (e.g., guarantees, standby L/C and aval on securities) 100% 0 (A) 0 0% 20% 50% 100% (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) 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 MRK recognition (B) 0 Total ATMR after MRK recognition (C) 0 ATMR before MRK ATMR after MRK Net Exposure Risk Weight Category Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition) ATMR before MRK ATMR after MRK Net Exposure Risk Weight Category Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition)

2.10. Past Due Claims
Net TRA Value
(1)
Drawdown Allowance-Residential Mortgage-Backed Loans 0 Drawdown Allowance-Other than Residential Mortgage-Backed Loans 0 Administrative Account Transaction Type (TRA) Net TRA Value Net TRA FKK Net Exposure (2) (3) (4) (5) TRA meeting criteria as uncommitted 0% 0 Commitment Obligations with contract duration ≤ 1 year 20% 0 Commitment Obligations with contract duration

1 year 50% 0
(A) 0
0% 20% 50% 100%
(6) (7) (8) (9) (10) (11) (12) (13) (14) (15)
Residential Mortgage-Backed Loans 100% 0 0
Other than Residential Mortgage-Backed Loans 150% 0 0 Total ATMR before MRK recognition (B) 0 Total ATMR after MRK recognition (C) 0 3. 3.1.a. Claims on the Indonesian Government Transaction Type Net Exposure (1) (2) Repo Transactions 0 Reverse Repo Transactions 0 (A) 0 (3) (4) (5) (6) (7) (8) Claims on the Indonesian Government 0% 0 Total ATMR before MRK recognition (B) 0 Total ATMR after MRK recognition (C) 0 3.1.b. Claims on Other Governments Transaction Type Net Exposure (1) (2) Repo Transactions 0 Reverse Repo Transactions 0 (A) 0 (3) (4) (5) (6) (7) (8) 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 MRK recognition (B) 0 Total ATMR after MRK recognition (C) 0
3.2. Claims on Public Sector Entities
Transaction Type Net Exposure
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
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 MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
ATMR after
MRK
Net Exposure Risk Weight Category
Net Exposure after MRK
ATMR before
MRK
ATMR before
MRK
ATMR after
MRK
Net Exposure Risk Weight Category
Net Exposure after MRK
Net Exposure Risk Weight Category
Net Exposure after MRK
ATMR before
MRK
ATMR after
MRK
ATMR before
MRK
ATMR after
MRK
Exposures Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk) Net Exposure Risk Weight Category Unsecured Portion Secured Portion (Credit Risk Mitigation Technique Recognition)

Transaction Type Net Exposure
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
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 MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
3.4.a. Claims on Banks-Short-Term Claims
Transaction Type Net Exposure
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
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 MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
3.4.b. Claims on Banks-Long-Term Claims
Transaction Type Net Exposure
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
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 MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
Transaction Type Net Exposure
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
Retail Portfolio Claims 75% 0 0
Total ATMR before MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
3.6. Claims on Corporates
Transaction Type Net Exposure
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
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 MRK recognition (B) 0
Total ATMR after MRK recognition (C) 0
3.3. Claims on Multilateral Development Banks and International Institutions
ATMR after
MRK
Net Exposure Risk Weight Category
Net Exposure after MRK
ATMR before
MRK
ATMR after
MRK
Net Exposure Risk Weight Category
Risk Weight
Net Exposure Risk Weight Category
Net Exposure after MRK
ATMR before
MRK
ATMR after
MRK
Net Exposure Risk Weight Category
Net Exposure after MRK
ATMR before
MRK
ATMR after
MRK
Category
3.5. Claims on Micro, Small Enterprises, and Retail Portfolios
Net Exposure
Net Exposure after MRK
ATMR before
MRK
ATMR after
MRK
Net Exposure Risk Weight Category
Net Exposure after MRK
ATMR before
MRK

1.a. Claims on the Indonesian Government
(6) (7) (8) (9)
Claims on the Indonesian Government 0% 0
TOTAL 0 0
1.b. Claims on Other Governments
(6) (7) (8) (9)
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
(6) (7) (8) (9)
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
(6) (7) (8) (9)
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
4.a. Claims on Banks-Short-Term Claims
(6) (7) (8) (9)
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
(6) (7) (8) (9)
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
(6) (7) (8) (9)
Retail Portfolio Claims 75% 0
TOTAL 0 0
6. Claims on Corporates
(6) (7) (8) (9)
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
II. DERIVATIVE EXPOSURE
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR
Net Exposure Risk Weight Category ATMR

c) Table 2C: Recapitulation of ATMR Calculation Results for Credit Risk-Individually Reported Banks
I. NON-DERIVATIVE CREDIT EXPOSURE
No Net Exposure
ATMR
Before
MRK
ATMR
After
MRK
(1) (3) (4) (5)

0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0
(2)
(2)
Commercial Property-Backed Loans
Employee or Pensioner Loans
Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Corporates Past Due Claims Residential Mortgage-Backed Loans Other than Residential Mortgage-Backed Loans Other Assets Cash, gold, and commemorative coin Investments (except those acting as capital reduction factors) Long-Term Claims
Balance Sheet Asset Exposures, except Securitization Exposures
Portfolio Category
Claims on Government
Claims on the Indonesian Government
Claims on Other Governments
Claims on Public Sector Entities
Claims on Multilateral Development Banks and International Institutions Claims on Banks Short-Term Claims Fixed Assets and Net Inventories Residential Mortgage-Backed Loans Assets Acquired (AYDA) Net Inter-Office Others TOTAL
Commitment/Contingency Exposures in Administrative Account Transactions, except Securitization Exposures
Portfolio Category
Claims on the Indonesian Government
Claims on Other Governments
Claims on Multilateral Development Banks and International Institutions Claims on Banks Claims on Public Sector Entities Claims on Corporates Claims on Micro, Small Enterprises, and Retail Portfolios Residential Mortgage-Backed Loans Commercial Property-Backed Loans Employee or Pensioner Loans Long-Term Claims Short-Term Claims Past Due Claims Residential Mortgage-Backed Loans Other than Residential Mortgage-Backed Loans TOTAL
Table 2C: Recapitulation of ATMR Calculation Results for Credit Risk-Individually Reported Banks

No Net Exposure
ATMR
Before
MRK
ATMR
After
MRK
(1) (3) (4) (5)

Claims on Government 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
No Value
Exposure
Capital
Reduction
Factor
ATMR
(1) (3) (4) (5)
0 0
a. 0 0 b. 0 0
c. 0 0
d. 0 0
0
No
Capital
Reduction
Factor
ATMR
(1) (3) (4)

0 0
II. DERIVATIVE EXPOSURE
No Net Exposure ATMR
(1) (3) (4)

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
III. TOTAL CREDIT RISK MEASUREMENT (I + II)
(A) 0
(B)
(C) 0
(D) 0
Transaction Type
(2)
ATMR on Securitization Exposures calculated using the External Rating Base Approach (ERBA) ATMR on Securitization Exposures calculated using the Standardized Approach (SA) Transaction Type Claims on the Indonesian Government Claims on Other Governments Claims on Multilateral Development Banks and International Institutions Claims on Banks Short-Term Claims Long-Term Claims Claims on Public Sector Entities Claims on Corporates Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL ATMR CREDIT RISK CALCULATION CREDIT RISK ATMR REDUCTION FACTORS:
Excess difference between general provisions for productive assets required to be calculated and 1.25% ATMR for Credit Risk TOTAL CREDIT RISK ATMR (A) - (B) TOTAL CAPITAL REDUCTION FACTORS Claims on Banks Short-Term Claims Claims on Corporates Long-Term Claims Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL Exposure weighted from Credit Valuation Adjustment (CVA risk weighted assets ) Claims on Multilateral Development Banks and International Institutions
5. Securitization Exposures
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 Indonesian Government Claims on Other Governments Securitization Exposures that are Core Main Capital Reduction Factors TOTAL Portfolio Category (2)
4. Exposures Causing Credit Risk Due to Settlement Failure (Settlement Risk )
Non -Delivery versus Payment
TOTAL
Portfolio Category
3. Exposures Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk )
(2)
(2)

Banks on a consolidated basis
a) Table 2D: Credit Risk ATMR Calculation Exposure Data-Standardized Approach-Banks on a consolidated basis 1. No Net Exposure CKPN Net Exposure (1) (3) (4) (5) = (3) - (4) 1. 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.
0
a. b. c. d.
0
a. Securities b. Securities sold with agreement to repurchase (Repo )
c. Acceptance claims
d. Loans granted e. Other claims f. Accrued interest receivable Loans granted Loans granted Claims on Micro, Small Enterprises, and Retail Portfolios Acceptance claims Other claims Accrued interest receivable Accrued interest receivable Claims on Corporates Commercial Property-Backed Loans Employee/Pensioner Loans Accrued interest receivable Securities Loans granted Securities sold with agreement to repurchase (Repo ) Acceptance claims (2) Portfolio Category Claims on Other Governments Long-Term Claims Claims on Government Claims on the Indonesian Government Loans granted
Table 2D: Credit Risk ATMR Calculation Exposure Data-Standardized Approach-Banks on a consolidated basis
I. NON-DERIVATIVE CREDIT EXPOSURE
Loans granted
Accrued interest receivable
Loans granted
Balance Sheet Asset Exposures, except Securitization Exposures Claims on Public Sector Entities Other claims Short-Term Claims Residential Mortgage-Backed 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

No Net Exposure CKPN Net Exposure
(1) (3) (4) (5) = (3) - (4)
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. Investments (except those acting as capital reduction factors) 0

Temporary equity participation in the context of credit restructuring 0
Investments in unlisted financial companies 0
Investments in listed financial companies 0
c. 0
d. 0 e. 0 f. 0

a.
No Net TRA Value Special PPA Net TRA Value
(1) (3) (4) (5) = (3) - (4)
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 PPA Net TRA Value
(1) (3) (4) (5) = (3) - (4)
0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
Net Inter-Office
Claims on Micro, Small Enterprises, and Retail Portfolios Short-Term Claims Residential Mortgage-Backed Loans Other than Residential Mortgage-Backed Loans Other Assets Claims on Banks Past Due Claims Total Exposure for Balance Sheet Asset Positions Other Administrative Account Transactions Drawdown Allowance Others Assets Acquired (AYDA) Long-Term Claims Claims on Other Governments Claims on Multilateral Development Banks and International Institutions Commitment/Contingency Exposures in Administrative Account Transactions, except Securitization Exposures Residential Mortgage-Backed Loans Claims on Public Sector Entities Portfolio Category (2) Claims on the Indonesian Government (2) Portfolio Category Claims on Other Governments Claims on Public Sector Entities Claims on Multilateral Development Banks and International Institutions Residential Mortgage-Backed Loans Commercial Property-Backed Loans (2) Claims on Government Claims on the Indonesian Government Portfolio Category Total Exposure for Drawdown Allowance Employee or Pensioner Loans Past Due Claims Fixed Assets and Net Inventories Claims on Government Total Exposure from Other Administrative Account Transactions Claims on Corporates Other than Residential Mortgage-Backed Loans Claims on Banks Claims on Micro, Small Enterprises, and Retail Portfolios Long-Term Claims Short-Term Claims Claims on Corporates
a.
No Net Exposure
(1) (3)
0
a. b.
0
a. b.
b.
No Net Exposure CKPN Net Exposure
(1) (3) (4) (5) = (3) - (4)
0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0

No Exposure Value
(1) (3)

0
a. b. c. d.

No Capital Reduction
Factor ATMR
(1) (3) (4)

Total Exposure
No Replacement Cost
(RC)
Potential Futures
Exposures (PFE)
Net Exposure
(1,4 x [RC + PFE])
(1) (3) (4) (5)
Claims on Government 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
Claims on Corporates 0
Portfolio Category
(2)
Claims on Multilateral Development Banks and International Institutions Claims on Micro, Small Enterprises, and Retail Portfolios Transaction Type (2) Transaction Type (2) For transactions classified as Non -Delivery versus Payment (non-DvP) For transactions classified as Delivery versus Payment (DvP) Claims on Corporates Long-Term Claims Claims on Multilateral Development Banks and International Institutions Claims on Public Sector Entities Claims on Other Governments Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Government Claims on the Indonesian Government Claims on Banks Short-Term Claims Claims on Public Sector Entities Claims on the Indonesian Government Claims on Other Governments TOTAL Claims on the Indonesian Government Claims on Other Governments Claims on Banks Long-Term Claims Claims on Micro, Small Enterprises, and Retail Portfolios
II. DERIVATIVE EXPOSURE
Portfolio Category
Claims on Multilateral Development Banks and International Institutions Short-Term Claims Claims on Public Sector Entities (2) Portfolio Category (2) Repo Transactions Claims on Corporates Total Exposure from Repo Transactions Long-Term Claims Reverse Repo Transactions Claims on Government Total Exposure from Settlement Risk Risk Weight 50% (16-30 working days) Exposure in Subsidiary Companies Conducting Business Based on Sharia Principles (if any) Total Exposure from Reverse Repo Transactions Exposures Causing Credit Risk Due to Settlement Failure (Settlement Risk) Exposures Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk ) Short-Term Claims Claims on Banks Risk Weight 75% (31-45 working days) Risk Weight 100% (more than 45 working days) Risk Weight 8% (5-15 working days)

b) Table 2E: Credit Risk ATMR Calculation Details

Standard Approach - Consolidated Banks

1. Asset Exposures on the Balance Sheet, excluding Securitization Exposures

1.1.a. Claims on the Indonesian Government

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
Claims on the Indonesian Government	0%	0
Total ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

1.1.b. Claims on Governments of Other Countries

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
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 MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

1.2. Claims on Public Sector Entities

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
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 MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
Meets 0% 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 ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

1.4.a. Claims on Banks - Short-Term Claims

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
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 MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

I. CREDIT EXPOSURES OTHER THAN DERIVATIVES

ATMR after MRK	Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK	ATMR before MRK	ATMR after MRK

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 MRK	ATMR after MRK
Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK

1.4.b. Claims on Banks - Long-Term Claims

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
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 MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
LTV ≤ 50%	20%	0	0
50% < LTV ≤ 70%	25%	0	0
70% < LTV ≤ 100%	35%	0	0
Total ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

(1)
Net Claims 0

Risk Weight Category	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
Commercial Real Estate Secured Loans	100%	0
Total ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

1.7. Employee or Pensioner Loans

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
Employee or Pensioner Loans	50%	0
Total ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

1.8. Claims on Micro, Small Enterprises, and Retail Portfolios

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
Claims on Micro, Small Enterprises, and Retail Portfolios	75%	0
Total ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
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 MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

ATMR before MRK	ATMR after MRK

1.9. Claims on Corporates

Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	Net Claims
Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
ATMR before MRK	ATMR after MRK

1.6. Commercial Real Estate Secured Loans

Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Risk Weight Category
Risk Weight Category

1.5. Residential Real Estate Secured Loans

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)	Risk Weight Category	ATMR before MRK	ATMR after MRK

1.10. Past Due Claims

(1)
Net Claims 0

	0%	20%	50%	100%
(2)	(3)	(4)	(5)	(6)
(7)	(8)	(9)	(10)	(11)
Residential Real Estate Secured Loans	100%	0
Other than Residential Real Estate Secured Loans	150%	0
Total ATMR before MRK recognition (A)					0
Total ATMR after MRK recognition (B)					0

2.1.a. Claims on the Indonesian Government

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
Claims on the Indonesian Government	0%	0
Total ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

2.1.b. Claims on Governments of Other Countries

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
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 MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

ATMR before MRK	ATMR after MRK
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 MRK	ATMR after MRK
Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK

Exposures to Credit Risk from Counterparty Failure

Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK

2.2. Claims on Public Sector Entities

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
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 MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

2.3. Claims on Multilateral Development Banks and International Institutions

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
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 ATMR before MRK recognition (B)					0
Total ATMR after MRK 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 MRK	ATMR after MRK
ATMR before MRK	ATMR after MRK

2.4.a. Claims on Banks - Short-Term Claims

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
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 MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

2.4.b. Claims on Banks - Long-Term Claims

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
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 MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)
Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)
Risk Weight Category
Risk Weight Category
ATMR before MRK	ATMR after MRK

2.5. Residential Real Estate Secured Loans

Net TRA Value

(1)
Drawdown Facility 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract term > 1 year	50%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
LTV ≤ 50%	20%	0	0
50% < LTV ≤ 70%	25%	0	0
70% < LTV ≤ 100%	35%	0	0
Total ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

2.6. Commercial Real Estate Secured Loans

Net TRA Value

(1)
Drawdown Facility 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract term > 1 year	50%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
Commercial Real Estate Secured Loans	100%	0
Total ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

2.7. Employee or Pensioner Loans

Net TRA Value

(1)
Drawdown Facility 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract term > 1 year	50%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
Employee/Pensioner Loans	50%	0
Total ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

Net Claims	Unsecured Portion	Secured Portion
Risk Weight Category (Credit Risk Mitigation Technique Recognition)
ATMR before MRK	ATMR after MRK
Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK

2.8. Claims on Micro, Small Enterprises, and Retail Portfolios

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
Claims on Micro, Small Enterprises, and Retail Portfolios	75%	0
Total ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

2.9. Claims on Corporates

Net TRA Value

(1)
Drawdown Facility 0
Other Administrative Account Transactions 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract 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 credit provision (e.g., bid, performance, advance payment bond)	50%	0
Contingent Obligations in the form of guarantees for credit provision, or acceptance (e.g., guarantees, standby L/C, and aval on securities)	100%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
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 MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK
Risk Weight Category	Net Claims

2.10. Past Due Claims

Net TRA Value

(1)
Drawdown Facility - Residential Real Estate Secured Loans 0 Drawdown Facility - Other than Residential Real Estate Secured Loans 0

Type of Administrative Account Transaction (TRA)	Net TRA Value	FKK	Net Claims
(2)	(3)	(4)	(5)
TRA meeting criteria as uncommitted	0%	0
Commitment Obligations with contract term ≤ 1 year	20%	0
Commitment Obligations with contract term > 1 year	50%	0
(A)	0

	0%	20%	50%	100%
(6)	(7)	(8)	(9)	(10)
(11)	(12)	(13)	(14)	(15)
Residential Real Estate Secured Loans	100%	0	0
Other than Residential Real Estate Secured Loans	150%	0	0
Total ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

3.1.a. Claims on the Indonesian Government

Type of Transaction	Net Claims
(1)	(2)
Repo Transactions	0
Reverse Repo Transactions	0
(A)	0

(3)	(4)	(5)	(8)
Claims on the Indonesian Government	0%	0
Total ATMR before MRK recognition (B)			0
Total ATMR after MRK recognition (C)			0

3.1.b. Claims on Governments of Other Countries

Type of Transaction	Net Claims
(1)	(2)
Repo Transactions	0
Reverse Repo Transactions	0
(A)	0

(3)	(4)	(5)	(6)	(8)
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 MRK recognition (B)				0
Total ATMR after MRK recognition (C)				0

Risk Weight Category	Net Claims
Net Claims after MRK
Risk Weight Category	Net Claims
Net Claims after MRK
ATMR before MRK	ATMR before MRK
ATMR after MRK	ATMR after MRK

Exposures to Credit Risk from Counterparty Failure

Risk Weight Category	Net Claims	Unsecured Portion	Secured Portion (Credit Risk Mitigation Technique Recognition)	ATMR before MRK	ATMR after MRK

3.2. Claims on Public Sector Entities

Type of Transaction	Net Claims
(1)	(2)
Repo Transactions	0
Reverse Repo Transactions	0
(A)	0

(3)	(4)	(5)	(6)	(8)
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 MRK recognition (B)				0
Total ATMR after MRK recognition (C)				0

Type of Transaction	Net Claims
(1)	(2)
Repo Transactions	0
Reverse Repo Transactions	0
(A)	0

(3)	(4)	(5)	(6)	(7)	(8)
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 ATMR before MRK recognition (B)					0
Total ATMR after MRK recognition (C)					0

3.4.a. Claims on Banks - Short-Term Claims

Type of Transaction	Net Claims
(1)	(2)
Repo Transactions	0
Reverse Repo Transactions	0
(A)	0

3.4.b. Claims on Banks - Long-Term Claims

Type of Transaction	Net Claims
(1)	(2)
Repo Transactions	0
Reverse Repo Transactions	0
(A)	0

(3)	(4)	(5)	(6)	(8)
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 MRK recognition (B)				0
Total ATMR after MRK recognition (C)				0

ATMR after MRK
Risk Weight Category
Risk Weight Category	Net Claims
Net Claims after MRK
ATMR before MRK	ATMR after MRK
Net Claims
Net Claims after MRK
ATMR before MRK	ATMR after MRK
Risk Weight Category	Net Claims
Net Claims after MRK
ATMR before MRK	ATMR after MRK

3.3. Claims on Multilateral Development Banks and International Institutions

Risk Weight Category	Net Claims
Net Claims after MRK
ATMR before MRK
ATMR after MRK

3.5. Claims on Micro, Small Enterprises, and Retail Portfolios
Transaction Type
Net Claims
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
Retail Portfolio Claims 75% 0 0
Total RWA before CRM recognition (B) 0
Total RWA after CRM recognition (C) 0

3.6. Claims on Corporates
Transaction Type
Net Claims
(1) (2)
Repo Transactions 0
Reverse Repo Transactions 0
(A) 0
(3) (4) (5) (6) (7) (8)
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 CRM recognition (B) 0
Total RWA after CRM recognition (C) 0

1.a. Claims on the Indonesian Government
(6) (7) (8) (9)
Claims on the Indonesian Government 0% 0
TOTAL 0 0

1.b. Claims on Governments of Other Countries
(6) (7) (8) (9)
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

Claims on Public Sector Entities
(6) (7) (8) (9)
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

Risk Weight Category
Net Claims
RWA
Risk Weight Category
Net Claims
RWA

II. DERIVATIVE EXPOSURES
Risk Weight Category
Net Claims
RWA
Net Claims
Net Claims after CRM
RWA before
CRM
RWA after
CRM
Risk Weight Category
Net Claims
RWA
Net Claims after CRM
RWA before
CRM
RWA after
CRM
Risk Weight Category

Claims on Multilateral Development Banks and International Institutions
(6) (7) (8) (9)
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

4.a. Claims on Banks-Short-Term Claims
(6) (7) (8) (9)
Rating AAA to BBB- 20% 0
Rating BB+ to B- 50% 0
Rating below B- 150% 0
Unrated 20% 0
TOTAL 0 0

4.b. Claims on Banks-Long-Term Claims
(6) (7) (8) (9)
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 on Micro, Small Enterprises, and Retail Portfolios
(6) (7) (8) (9)
Retail Portfolio Claims 75% 0
TOTAL 0 0
Claims on Corporates
(6) (7) (8) (9)
Rating AAA to AA- 20% 0
Rating A+ to A- 50% 0
Rating BBB+ to BB- 100% 0
Rating below BB- 150% 0
Unrated 100% 0
TOTAL 0 0

Risk Weight Category
Net Claims
RWA
Risk Weight Category
Net Claims
RWA
Risk Weight Category
Net Claims
RWA
Risk Weight Category
Net Claims
RWA
Risk Weight Category
Net Claims
RWA

c) Table 2F: Recapitulation of RWA Calculation Results for Credit Risk-Bank on a Consolidated Basis

I. CREDIT EXPOSURES OTHER THAN DERIVATIVES

Asset Exposures on the Balance Sheet, except Securitization Exposures
No
Net Claims
RWA
Before
CRM
RWA
After
CRM
(1) (3) (4) (5)
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
Participation in unlisted financial companies 0 0
Participation in listed financial companies 0 0
c. 0 0
d. 0 0 e. 0 0 f. 0

Liability Exposures Commitments/Contingencies in Administrative Account Transactions, except Securitization Exposures
No
Net Claims
RWA
Before
CRM
RWA
After
CRM
(1) (3) (4) (5)
Claims on Governments 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
0
0
0
0
a. 0 b. 0

Other than Mortgage Loans
Mortgage Loans
Commercial Property Mortgage Loans
Employee or Pensioner Loans
Claims on Micro, Small Enterprises, and Retail Portfolios Claims on Corporates Claims on Governments of Other Countries Claims on Multilateral Development Banks and International Institutions (2) Long-Term Claims Portfolio Category Claims on Governments Claims on the Indonesian Government 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 (2) Overdue Claims Mortgage Loans Others TOTAL Portfolio Category Net Fixed Assets and Inventories Claims on the Indonesian Government Other Assets Cash, Gold, and Commemorative Coins Participations (excluding those that are capital deductions) Acquired Assets (AYDA) Inter-office Net Claims on Public Sector Entities Claims on Corporates Claims on Micro, Small Enterprises, and Retail Portfolios Mortgage Loans Commercial Property Mortgage Loans Employee or Pensioner Loans Overdue Claims Mortgage Loans Other than Mortgage Loans TOTAL Long-Term Claims Claims on Banks Short-Term Claims

Table 2F: Recapitulation of RWA Calculation Results for Credit Risk-Bank on a Consolidated Basis

No
Net Claims
RWA
Before
CRM
RWA
After
CRM
(1) (3) (4) (5)

Claims on Governments 0
a. 0 b. 0
0
0
0
a. 0 b. 0
0
0
Exposures Causing Credit Risk Due to Settlement Failure (Settlement Risk)
No
Exposure
Value
Capital
Reduction
Factor
RWA
(1) (3) (4) (5)
0 0
a. 0 0 b. 0 0
c. 0 0
d. 0 0
0
Securitization Exposures
No
Capital
Reduction
Factor
RWA
(1) (3) (4)

0 0

Exposures in Subsidiaries Conducting Business Based on Sharia Principles (if any)
No
Capital
Reduction
Factor
RWA
(1) (3) (4)

II. DERIVATIVE EXPOSURES
No
Net Claims
RWA
(1) (3) (4)

Claims on Governments 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

III. TOTAL CREDIT RISK MEASUREMENT (I + II)
(A) 0
(B)
(C) 0
(D) 0

Portfolio Category
Short-Term Claims
Long-Term Claims
Claims on Corporates
Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL (2) (2) Claims on Public Sector Entities Claims on the Indonesian Government

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 Claims on the Indonesian Government Claims on Governments of Other Countries Claims on Multilateral Development Banks and International Institutions Claims on Banks

CREDIT RISK RWA REDUCTION FACTORS:
The excess difference between the general reserve of PPA on productive assets that must be calculated and 1.25% RWA for Credit Risk TOTAL CREDIT RISK RWA (A) - (B) TOTAL CAPITAL REDUCTION FACTORS

Exposures Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk) - Repo and Reverse Repo Transactions Transaction Type (2) Total Exposure Transaction Type (2) RWA on Securitization Exposures calculated with the External Rating Based Approach (ERBA) RWA on Securitization Exposures calculated with the Standardized Approach (SA) Securitization Exposures that are Core Primary Capital Reduction Factors TOTAL Claims on Governments of Other Countries Claims on Public Sector Entities

CREDIT RISK RWA CALCULATION
Claims on Corporates
Claims on Micro, Small Enterprises, and Retail Portfolios TOTAL Long-Term Claims Portfolio Category (2) Claims on Multilateral Development Banks and International Institutions Risk-Weighted Assets from Credit Valuation Adjustment (CVA risk weighted assets) Claims on Banks Short-Term Claims

b. Filling Guidelines

Filling Guidelines for Table 2A and Table 2D: Exposure Data

RWA Calculation for Credit Risk-Standardized Approach

a) Table 2A is filled with exposure value data and/or provisions (i.e., CKPN or Specific PPA) that have been formed by the Bank, while Table 2D is filled with exposure value data and/or provisions that have been formed by the Bank on a consolidated basis with its subsidiaries.

b) The grouping and reporting of exposure and/or provision data as referred to in letter a) is done by considering:
(1) the scope of exposures calculated in RWA for Credit Risk-Standardized Approach; and (2) the determination of portfolio categories of exposures; as referred to in the Financial Services Authority regulations governing the guidelines for calculating risk-weighted assets for credit risk using the standardized approach.

c) The reporting of exposure and/or provision data in Table 2A and Table 2D is grouped as follows:
(1) Item I: Credit Exposures other than Derivatives, as regulated in the Financial Services Authority regulations governing the guidelines for calculating risk-weighted assets for credit risk using the standardized approach; and (2) Item II: Derivative Exposures, as regulated in the Financial Services Authority regulations governing the guidelines for calculating net claims of derivative transactions in the calculation of risk-weighted assets for credit risk using the standardized approach.

d) Reporting of each section
(1) Item I.1: Asset Exposures on the Balance Sheet, except Securitization Exposures
i. The reporting of exposure and/or provisions for assets on the balance sheet must meet the general grouping principles as referred to in item 1).b).

ii. Data reported in column (3) or "Claims" is the book value of claims on the Bank's balance sheet before considering the provisions formed for said claims.

iii. Data reported in column (4) or "CKPN" is the value of provisions formed by the Bank, in the form of CKPN according to financial accounting standards. Specifically for CKPN formed collectively, only CKPN on assets identified as having impaired value can be considered.

iv. Column (5) or "Net Claims" is the difference between the values in column (3) and column (4). Subsequently, the data in column (5) of Table 2A and/or Table 2D becomes input in the reporting of Item I.1 of Table 2B and/or Table 2E.

(2) Item I.2: Liability Exposures Commitments or Contingencies in Administrative Accounts, except Securitization Exposures
i. The reporting of exposure data in the form of commitment liabilities or contingency liabilities in administrative accounts is grouped into 2 (two) parts: data on withdrawal allowances and data on other administrative accounts.

ii. The withdrawal allowance data reported in Table 2A and Table 2D includes withdrawal allowance data that meets the criteria and does not meet the criteria as uncommitted as referred to in legislation regarding the assessment of commercial bank asset quality.

iii. Data reported in column (3) or "Administrative Account Value" is the value of commitment liabilities or contingency liabilities as recorded in the Bank's administrative accounts before considering the Credit Conversion Factor (CCF).

iv. Data reported in column (4) or "Specific PPA" is the value of asset write-off provisions in the form of specific reserves (Specific PPA) formed by the Bank on administrative accounts, as referred to in legislation regarding the assessment of commercial bank asset quality.

v. Column (5) or "Net Administrative Account Value" is the difference between the values in column (3) and column (4).

vi. Subsequently, the data in column (5) of Table 2A and/or Table 2D will become input in the reporting of Item I.2 of Table 2B and/or Table 2E.

(3) Item I.3: Exposures Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk)
i. The reporting of exposure data causing credit risk due to counterparty failure is grouped into 2 (two) parts: repo transactions and reverse repo transactions. Meanwhile, the calculation of net claims for derivative transactions refers to Financial Services Authority regulations governing the guidelines for calculating net claims of derivative transactions in the calculation of risk-weighted assets for credit risk using the standardized approach, so it is reported separately in the derivative exposure section.

ii. For repo transactions, column (3) or "Net Claims" is filled with the positive difference between the net book value of securities underlying the repo transaction and the book value of the repo liability.

iii. For reverse repo transactions, the filling of columns is as follows:
(a) column (3) or "Claims" is filled with the book value of reverse repo claims on the Bank's balance sheet before considering the provisions formed for said claims; (b) column (4) or "CKPN" is filled with the CKPN value for reverse repo claims according to financial accounting standards; (c) specifically for CKPN formed collectively, only CKPN on reverse repo claims identified as having impaired value can be considered; and

(d) column (5) or "Net Claims" is the difference between the values in column (3) and column (4).

iv. Subsequently, the Net Claims data as referred to in item ii and item iii.(d) becomes input in the reporting of Item I.3 of Table 2B and/or Table 2E.

(4) Item I.4: Exposures Causing Credit Risk Due to Settlement Failure (Settlement Risk)
i. Transactions reported in Table 2A and Table 2D include transactions for the purchase or sale of financial instruments that experienced failure in cash and/or financial instrument delivery on the settlement date (settlement date) more than 4 (four) working days.

ii. Filling column (3) or "Exposure Value" is:
(a) for transactions classified as Delivery versus Payment (DvP), column (3) 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 (3) is filled with the cash value or fair value of financial instruments already delivered by the Bank.

(5) Item I.5: Exposures in Subsidiaries Conducting Business Based on Sharia Principles (if any) This section is filled only if the Bank has exposures in subsidiaries conducting business based on Sharia principles. Filling is done as follows:
i. Column (3) or "Capital Reduction Factor" is filled with the total value that is the capital reduction factor from the exposure of subsidiaries conducting business based on Sharia principles; and/or
ii. Column (4) or "RWA" is filled with the total value considered as RWA from the exposure of subsidiaries conducting business based on Sharia principles, as regulated in Financial Services Authority regulations governing the minimum capital provision requirements for commercial banks.
This section only exists in consolidated reporting (Table 2D).

(6) Item II: Derivative Exposures
i. This section is filled with RC, PFE, and net claims data of derivative transactions.

ii. Column filling is done with calculation methods as referred to in Financial Services Authority regulations governing the guidelines for calculating net claims of derivative transactions in the calculation of risk-weighted assets for credit risk using the standardized approach.

Filling Guidelines for Table 2B and Table 2E: Detailed RWA Calculation for Credit Risk-Standardized Approach

a) In general, Table 2B and/or Table 2E function to:
(1) detail further the data in the "Net Claims" column reported in Item I.1 of Table 2A and/or Table 2D according to the risk weight of each exposure; (2) detail further the data in the "Net Administrative Account Value" column reported in Item I.2 of Table 2A and/or Table 2D according to the CCF of each type of administrative account transaction; (3) detail further the data in the "Net Claims" column reported in Item I.3 of Table 2A and/or Table 2D according to the risk weight of each exposure; (4) recognize the impact of credit risk mitigation from collateral, guarantees, sureties, or credit insurance recognized in Credit Risk Mitigation (CRM) techniques; and/or (5) detail further the data in the "Net Claims" column reported in Item II of Table 2A and/or Table 2D according to the risk weight of each derivative transaction exposure.

b) Reporting of each section
(1) Item I.1: Asset Exposures on the Balance Sheet, except Securitization Exposures
i. Column (1) is net claims data for each portfolio category reported by the Bank in column (5) in Item I.1 of Table 2A and/or Table 2D.

ii. The Bank must detail further the net claims data in column (1) into column (4) or "Net Claims", according to the risk weight of each exposure.

iii. In the event that an exposure has credit risk mitigation instruments in the form of collateral, guarantees, sureties, or credit insurance that meet the criteria as CRM techniques, then:
(a) the portion of the net claims value that does not receive protection from the aforementioned credit risk mitigation instruments, called the unprotected portion, is reported in column (5) or "Unprotected Portion"; and (b) the portion of the net claims value that receives protection from the credit risk mitigation instruments, called the protected portion, is reported in columns (6) to (9) or "Protected Portion" according to the risk weight of each credit risk mitigation instrument. For every risk weight row in column (3), the total value reported by the Bank in columns (5) to (9) must be equal to the value reported in column (4).

iv. Column (10) or "RWA Before CRM" is the result of multiplying the net claims value in column (4) by the risk weight value in column (3). Column (10) reflects the Credit Risk RWA calculation before considering CRM techniques.

v. Column (11) or "RWA After CRM" is the result of summing:
(a) the result of multiplying the "Unprotected Portion" value in column (5) by the risk weight in column (3); (b) the result of multiplying the "Protected Portion" value in column (6) by a risk weight of 0% (zero percent); (c) the result of multiplying the "Protected Portion" value in column (7) by a risk weight of 20% (twenty percent); (d) the result of multiplying the "Protected Portion" value in column (8) by a risk weight of 50% (fifty percent); and (e) the result of multiplying the "Protected Portion" value in column (9) by a risk weight of 100% (one hundred percent). Column (11) reflects the Credit Risk RWA calculation after considering CRM techniques.

vi. Row (A) or "Total RWA before CRM Recognition" is the result of summing all of column (10).

vii. Row (B) or "Total RWA after CRM Recognition" is the result of summing all of column (11).

(2) Item I.2: Liability Exposures Commitments or Contingencies in Administrative Accounts, except Securitization Exposures
i. Column (1) is "Net Administrative Account Value" for each portfolio category reported by the Bank in column (5) in Item I.2 of Table 2A and/or Table 2D.

ii. The Bank must detail further the "Net Administrative Account Value" data in column (1) into column (3) or "Net Administrative Account Value", according to the CCF for each administrative account transaction.

iii. Column (5) or "Net Claims" is the result of multiplying column (3) by the CCF in column (4).

iv. Row (A) is the result of summing all of column (5).

v. The Bank must detail further the net claims data in row (A) into column (8) according to the risk weight of each exposure.

vi. In the event that an exposure has credit risk mitigation instruments in the form of collateral, guarantees, sureties, or credit insurance that meet the criteria as CRM techniques, then:
(a) the portion of the net claims value that does not receive protection from the credit risk mitigation instruments, called the unprotected portion, is reported in column (9) or "Unprotected Portion"; and (b) the portion of the net claims value that receives protection from the credit risk mitigation instruments, called the protected portion, is reported in columns (10) to (13) or "Protected Portion" according to the risk weight of each credit risk mitigation instrument. For every risk weight row in column (7), the total value reported by the Bank in columns (9) to (13) must be equal to the value reported in column (8).

vii. Column (14) or "RWA Before CRM" is the result of multiplying the net claims value in column (8) by the risk weight value in column (7).
Column (14) reflects the Credit Risk RWA calculation before considering CRM techniques.

viii. Column (15) or "RWA After CRM" is the result of summing:
(a) the result of multiplying the "Unprotected Portion" value in column (9) by the risk weight in column (7); (b) the result of multiplying the "Protected Portion" value in column (10) by a risk weight of 0% (zero percent); (c) the result of multiplying the "Protected Portion" value in column (11) by a risk weight of 20% (twenty percent); (d) the result of multiplying the "Protected Portion" value in column (12) by a risk weight of 50% (fifty percent); and (e) the result of multiplying the "Protected Portion" value in column (13) by a risk weight of 100% (one hundred percent). Column (15) reflects the Credit Risk RWA calculation after considering CRM techniques.

ix. Row (B) or "Total RWA before CRM Recognition" is the result of summing all of column (14).

x. Row (C) or "Total RWA after CRM Recognition" is the result of summing all of column (15).

(3) Item I.3: Exposures Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk)
i. For each portfolio category, the reporting of exposure data causing credit risk due to counterparty failure is:
(a) for repo transactions, column (2) is the "Net Claims" value reported by the Bank in column (3) in Item I.3.a of Table 2A and/or Table 2D; (b) for reverse repo transactions, column (2) is the "Net Claims" value reported by the Bank in column (5) in Item I.3.b of Table 2A and/or Table 2D;

ii. Row (A) is the result of summing all net claims in column (2).

iii. The Bank must detail further the net claims data in row (A) into column (5) according to the risk weight of each exposure.

iv. In the event that an exposure has credit risk mitigation instruments in the form of collateral that meet the criteria as CRM techniques, column (6) or "Net Claims after CRM" is filled with the net claims value after considering the Collateral CRM technique using the comprehensive approach.

v. Column (7) or "ATMR Before MRK" is the result of multiplying the "Net Exposure" value in column (5) by the "Risk Weight" value in column (4).
Column (7) reflects the calculation of Credit Risk ATMR before taking into account MRK techniques.
vi. Column (8) or "ATMR After MRK" is the result of multiplying the "Net Exposure After MRK" value in column (6) by the "Risk Weight" value in column (4).
Column (8) reflects the calculation of Credit Risk ATMR after taking into account MRK techniques.
vii. Row (B) or "Total ATMR before MRK Recognition" is the sum of all column (7) values.
viii. Row (C) or "Total ATMR after MRK Recognition" is the sum of all column (8) values.
(4) Item II: Derivative Exposure
i. Banks must further detail the Net Exposure data into column (8) according to the risk weight of each exposure.
The Total Net Exposure in column (8) must be equal to the Net Exposure reported in column (5) of Item II in Table 2A and/or Table 2D.
ii. Column (9) or "ATMR" is the multiplication of the "Net Exposure" value in column (8) by the "Risk Weight" value in column (7).
3) Guidelines for Filling out Table 2C and Table 2F: Recapitulation of ATMR Calculation Results for Credit Risk
a) In general, Table 2C and/or Table 2F is a recapitulation of net exposure data and the results of Credit Risk ATMR calculations using the Standardized Approach, which have been carried out in Table 2A, Table 2D, Table 2B, and/or Table 2E. b) Reporting for each section (1) Item I.1: Asset Exposure on the Balance Sheet, except Securitization Exposure
i. Column (3) or "Net Exposure" is the net exposure value that the Bank has reported in column (5) in Item I.1 of Table 2A and/or Table 2D.
ii. Column (4) or "ATMR Before MRK" is the ATMR value that the Bank has reported in row (A) in Item I.1 of Table 2B and/or Table 2E.
iii. Column (5) or "ATMR After MRK" is the ATMR value that the Bank has reported in row (B) in Item I.1 of Table 2B and/or Table 2E.
iv. Specifically for exposure types consisting of other assets, column (5) is the result of multiplying column (3) by the risk weight for other assets as referred to in the Financial Services Authority regulations governing guidelines for calculating risk-weighted assets for credit risk using the standardized approach.
(2) Item I.2: Commitment Liability or Contingent Liability Exposure in TRA, except Securitization Exposure
i. Column (3) or "Net Exposure" is the net exposure value that the Bank has reported in row (A) in Item I.2 of Table 2B and/or Table 2E.
ii. Column (4) or "ATMR Before MRK" is the ATMR value that the Bank has reported in row (B) in Item I.2 of Table 2B and/or Table 2E.
iii. Column (5) or "ATMR After MRK" is the ATMR value that the Bank has reported in row (C) in Item I.2 of Table 2B and/or Table 2E.
(3) Item I.3: Exposure Causing Credit Risk Due to Counterparty Failure (Counterparty Credit Risk)
i. Column (3) or "Net Exposure" is the Net Exposure value that the Bank has reported in row (A) in Item I.3 of Table 2B and/or Table 2E.
ii. Column (4) or "ATMR Before MRK" is the ATMR value that the Bank has reported in row (B) in Item I.3 of Table 2B and/or Table 2E.
iii. Column (5) or "ATMR After MRK" is the ATMR value that the Bank has reported in row (C) in Item I.3 of Table 2B and/or Table 2E.
(4) Item I.4: Exposure Causing Credit Risk Due to Settlement Failure (Settlement Risk)
i. Column (3) or "Exposure Value" is the exposure value that the Bank has reported in column (3) in Item I.4 of Table 2A and/or Table 2D.
ii. For transactions classified as non-DvP, column (4) or "Capital Reduction Factor" is filled with the value of column (3).
iii. For transactions classified as DvP, column (5) or "ATMR" is the multiplication of:
(a) the value of column (3);
(b) a certain percentage as referred to in the Table of Determination of Certain Percentages in the Calculation of Credit Risk Due to Settlement Failure (Settlement Risk) as referred to in the Financial Services Authority regulations governing guidelines for calculating risk-weighted assets for credit risk using the standardized approach; and (c) 12.5 (twelve point five). (5) Item I.5: Securitization Exposure For securitization exposures included in the Financial Services Authority Regulation governing prudential principles in asset securitization activities for commercial banks:
i. column (3) or "Capital Reduction Factor" is data on the capital reduction factor related to securitization exposures such as credit enhancing interest only strips; and
ii. column (4) or "ATMR" is data on the calculation results of ATMR for securitization exposures with reference to the Financial Services Authority Regulation governing prudential principles in asset securitization activities for commercial banks.
(6) Item I.6: Exposure in Subsidiary Companies Conducting Business Activities Based on Sharia Principles (if any)
i. Column (3) is the value that the Bank has reported in column (3) in Item I.5 of Table 2D.
ii. Column (4) is the value that the Bank has reported in column (4) in Item I.5 of Table 2D.
This section only exists in consolidated reporting (Table 2F).
(7) Item II: Derivative Exposure
i. Column (3) or "Net Exposure" is the total net exposure value that the Bank has reported in column (8) in Item II of Table 2B and/or Table 2E.
ii. Column (4) or "ATMR" is the ATMR value that the Bank has reported in column (9) in Item II of Table 2B and/or Table 2E.
iii. Banks must fill in the total risk-weighted exposure of Credit Valuation Adjustment (CVA risk weighted assets) in the row "7. Risk-weighted exposure of Credit Valuation Adjustment (CVA risk weighted assets)" the calculation of which refers to the Financial Services Authority regulations governing guidelines for calculating risk-weighted assets for credit risk using the standardized approach.
(8) Item III: Total Credit Risk Measurement
i. Row (A) is the total calculation of Credit Risk ATMR and is the sum of:
(a) total Credit Risk ATMR for asset exposure on the balance sheet (Item I.1 of Table 2C and/or Table 2F). This ATMR is ATMR after taking into account MRK techniques, i.e., column (5); (b) total Credit Risk ATMR for commitment liability and contingent liability exposure in TRA (Item I.2 of Table 2C and/or Table 2F). This ATMR is ATMR after taking into account MRK techniques, i.e., column (5); (c) total Credit Risk ATMR for exposure causing credit risk due to counterparty failure (Item I.3 of Table 2C and/or Table 2F). This ATMR is ATMR after taking into account MRK techniques, i.e., column (5); (d) total Credit Risk ATMR for exposure causing Credit Risk due to settlement failure (settlement risk) (Item I.4 of Table 2C and/or Table 2F), i.e., column (5); (e) total Credit Risk ATMR for securitization exposure (Item I.5 of Table 2C and/or Table 2F), i.e., column (4); (f) total Credit Risk ATMR for exposure in subsidiary companies conducting business activities based on Sharia principles (Item I.6 of Table 2F), i.e., column (4); and (g) total Credit Risk ATMR for derivative exposure (Item II of Table 2C and/or Table 2F), i.e., column (4).
ii. Row (B) is the excess of the general reserve for productive assets that must be calculated and 1.25% (one point two five percent) of Credit Risk ATMR, which can be taken into account as a reduction factor for the calculation of ATMR for credit risk as regulated in the Financial Services Authority regulations governing minimum capital adequacy requirements for commercial banks.
iii. Row (C) is the result of subtracting row (B) from row (A).
iv. Row (D) is the sum of:
(a) total capital reduction factors for exposure causing Credit Risk due to settlement failure (settlement risk) (Item I.4 of Table 2C and/or Table 2F), i.e., column (4); (b) total capital reduction factors for securitization exposure (Item I.5 of Table 2C and/or Table 2F), i.e., column (3); and (c) total capital reduction factors for exposure in subsidiary companies operating on a Sharia basis (Item I.6 of Table 2F), i.e., column (3).

Calculation of ATMR for Market Risk
a. Reporting Format

Banks individually
a) Table 3A: Specific Risk - Securities Exposure (Trading Book) - Banks individually
Table 3A: Specific Risk - Securities Exposure (Trading Book) - Banks individually
Long Short
(1) (3) (4) (5) (6) (7)
1 0 0.00% 0 a. 0 0.00% 0 b.
i. remaining time to maturity less than or equal to 6 months 0 0.25% 0
ii. remaining time to maturity more than 6 months up to 24 months 0 1.00% 0
iii. remaining time to maturity more than 24 months 0 1.60% 0
c. 0 8.00% 0
d. 0 12.00% 0 e. 0 8.00% 0 a. 0 0.25% 0 b. 0 1.00% 0
c. 0 1.60% 0

a.
i. short-term rating A-1 0 1.60% 0
ii. short-term rating A-2 0 4.00% 0
iii. short-term rating A-3 0 8.00% 0
iv. short-term rating less than A-3 0 12.00% 0
v. rating AAA to AA- 0 1.60% 0
vi. rating A+ to A- 0 4.00% 0
vii. rating BBB+ to BB- 0 8.00% 0
viii. rating less than BB- 0 12.00% 0
ix. unrated 0 12.00% 0
b.
i. Short-term Receivables

short-term rating less than A-3 0 12.00% 0
rating BB+ to B- 0 4.00% 0
rating less than B- 0 12.00% 0
unrated 0 4.00% 0
ii. Long-term Receivables
short-term rating less than A-3 0 12.00% 0
rating BB+ to B- 0 8.00% 0
rating less than B- 0 12.00% 0
unrated 0 8.00% 0
c.
i. rating BB+ to B- 0 8.00% 0
ii. rating less than B- 0 12.00% 0
iii. unrated 0 8.00% 0
TOTAL 0
Total Capital Charge for Specific Risk (based on gross position, i.e., long position plus short position) Instruments meeting the criteria as:
Issued by Corporations, with:
Issued by Banks:
Issued by public sector entities and multilateral development banks and international institutions, with:
remaining time to maturity less than or equal to 6 months remaining time to maturity more than 6 months up to 24 months remaining time to maturity more than 24 months rating less than B unrated Instruments meeting the criteria as Qualification, with:
(2)
Instruments meeting the criteria as Indonesian Government Instruments meeting the criteria as Other Governments Securities and Derivative Instruments with securities as underlying instruments:
No. Securities and Derivative Instruments
Total Risk Weight

b) Table 3B: General Risk - Interest Rate Exposure (Trading Book) - Maturity Method - Banks individually
Table 3B: General Risk - Interest Rate Exposure (Trading Book) - Maturity Method - Banks individually
Currency: Exchange Rate: Maturity Ladder
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (15) (17) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) < 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

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 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 Positions in Securities, Debt Related Derivatives, and Credit Derivatives Positions in Interest Rate Derivatives 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) (2) (3) (4) (5) (6) (7) (8)
< 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

c) Table 3C: General Risk - Interest Rate Exposure (Trading Book) - Duration Method - Banks individually
Table 3C: General Risk - Interest Rate Exposure (Trading Book) - Duration Method - Banks individually
Currency: Exchange Rate: Maturity Ladder
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (16) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) (32) < 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

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
Capital Charge for Vega Risk
Modified Duration Zone Time Scale
Positions in Securities, Debt Related Derivatives, and Credit Derivatives Positions in Interest Rate Derivatives Total Net Option Position (delta equivalent) Horizontal Disallowance between zones 1 and 2 Residual Value Matched Position Residual Value Matched Position Assumed Changes in Yield Estimated Price Movement Position After Weighting Vertical Disallowance Horizontal Disallowance within zones 1, 2, and 3 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 )

(2) (3) (4) (5) (6) (7) (8)
< 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

d) Table 3D: Exchange Rate Exposure (Banking Book and Trading Book) - Banks individually
Table 3D: Exchange Rate Exposure (Banking Book and Trading Book) - Banks individually
Long Short Long Short Long Short Long Short
(2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
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
TOTAL CAPITAL CHARGE 0
(1)
TOTAL CAPITAL CHARGE
Capital Charge (Simplified Approach )
Capital Charge for Gamma Risk
Capital Charge for Vega Risk
Foreign Currency Exchange Rate
Foreign Exchange Position [Assets, Liabilities, and Administrative Accounts (excluding options)] Structural Position Foreign Exchange Position (not including Options) after considering Structural Position Net Option Position (delta equivalent) Total Net Foreign Exchange Position

Long Short Long Short Long Short
(1) (2) (3) (4) (5) (6) (7)
US Dollar 0 0
Euro 0 0
Australian Dollar 0 0
Canadian Dollar 0 0
Danish Krone 0 0
Hong Kong Dollar 0 0
Malaysian Ringgit 0 0
New Zealand Dollar 0 0
Norwegian Krone 0 0
British Pound 0 0
Singapore Dollar 0 0
Swedish Krona 0 0
Swiss Franc 0 0
Japanese Yen 0 0
Burmese Kyat 0 0
Indian Rupee 0 0
Kuwaiti Dinar 0 0
Pakistani Rupee 0 0
Philippine Peso 0 0
Saudi Riyal 0 0
Sri Lankan Rupee 0 0
Thai Baht 0 0
Brunei Dollar 0 0
Gold 0 0
Other currencies ………… 0
Net Option Position
(net delta equivalent) Foreign Currency
Option Position Option Position
(delta equivalent)

e) Table 3E: Calculation of ATMR for Market Risk - Banks individually
Table 3E: Calculation of ATMR for Market Risk - Banks 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
ATMR)

Banks on a consolidated basis
a) Table 3F: Specific Risk - Securities Exposure (Trading Book) - Banks on a consolidated basis
Table 3F: Specific Risk - Securities Exposure (Trading Book) - Banks on a consolidated basis
Long Short
(1) (3) (4) (5) (6) (7)
1 0 0.00% 0 a. 0 0.00% 0 b.
i. remaining time to maturity less than or equal to 6 months 0 0.25% 0
ii. remaining time to maturity more than 6 months up to 24 months 0 1.00% 0
iii. remaining time to maturity more than 24 months 0 1.60% 0
c. 0 8.00% 0
d. 0 12.00% 0 e. 0 8.00% 0 a.
0 0.25% 0 b.
0 1.00% 0 c.
0 1.60% 0

a.
i. short-term rating A-1 0 1.60% 0
ii. short-term rating A-2 0 4.00% 0
iii. short-term rating A-3 0 8.00% 0
iv. short-term rating less than A-3 0 12.00% 0
v. rating AAA to AA- 0 1.60% 0
vi. rating A+ to A- 0 4.00% 0
vii. rating BBB+ to BB- 0 8.00% 0
viii. rating less than BB- 0 12.00% 0
ix. unrated 0 12.00% 0
b.
i. Short-term Receivables

short-term rating less than A-3 0 12.00% 0
rating BB+ to B- 0 4.00% 0
rating less than B- 0 12.00% 0
unrated 0 4.00% 0
ii. Long-term Receivables
short-term rating less than A-3 0 12.00% 0
rating BB+ to B- 0 8.00% 0
rating less than B- 0 12.00% 0
unrated 0 8.00% 0
c.
i. rating BB+ to B- 0 8.00% 0
ii. rating less than B- 0 12.00% 0
iii. unrated 0 8.00% 0
TOTAL 0
Total Capital Charge for Specific Risk (based on gross position, i.e., long position plus short position) Instruments meeting the criteria as:
Issued by Corporations, with:
TOTAL Risk Weight
Issued by Banks:
Issued by public sector entities and multilateral development banks and international institutions, with:
remaining time to maturity less than or equal to 6 months remaining time to maturity more than 6 months up to 24 months remaining time to maturity more than 24 months rating less than B unrated Instruments meeting the criteria as Qualification, with:
(2)
Instruments meeting the criteria as Indonesian Government Instruments meeting the criteria as Other Governments Securities and Derivative Instruments with securities as underlying instruments:
No. Securities and Derivative Instruments

b) Table 3G: General Risk - Interest Rate Exposure (Trading Book) - Maturity Method - Consolidated Banks

Table 3G: General Risk - Interest Rate Exposure (Trading Book) - Maturity Method - Consolidated Banks
Currency: Exchange Rate: Maturity Ladder
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (15) (17) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) < 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
Capital Charge (Simplified Approach)
Capital Charge for Gamma Risk
Capital Charge for Vega Risk
TOTAL CAPITAL CHARGE 0

Matched Position
Disallowance Factor
Total Capital Charge
(Capital Charge)
1 0
2 0
Residual Value
Horizontal Disallowance between zone 1 and zone 3 Matched Position Overall Net Open Position Long Short Long Short Matched Position Residual Value Matched Position Residual Value Matched Position Residual Value Matched Position Residual Value Long Short Long 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 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 Coupon 3% or more Risk Weight Short Long Short Position After Weighting Short Long Short Long Short

(1) (2) (3) (4) (5) (6) (7) (8)
< 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
Option Time Scale Total Option Position
(delta equivalent)
Total Net Option Position
(delta equivalent)
Coupon 3% or more Long Short Long Short Coupon less than 3% Long Short

c) Table 3H: General Risk - Interest Rate Exposure (Trading Book) - Duration Method - Consolidated Banks

Currency: Exchange Rate: Maturity Ladder
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (16) (18) (19) (20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) (32) < 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
Table 3H: General Risk - Interest Rate Exposure (Trading Book) - Duration Method - Consolidated Banks
Capital Charge for Gamma Risk
TOTAL CAPITAL CHARGE 0

Matched Position
Disallowance Factor
Total Capital Charge
(Capital Charge)
Capital Charge (Simplified Approach )
Assumed Changes in Yield
Price Movement Estimation
Modified Duration Zone Time Scale
Securities Position, Debt Related Derivatives, and Credit Derivatives 0 0 2 0 1 0 Long Short Long Short Long Short Long Short Residual Value Matched Position Residual Value Matched Position Residual Value Long Short Long Short Long Short Long Short Long Short Matched Position Horizontal Disallowance between zone 2 and zone 3 Horizontal Disallowance between zone 1 and zone 3 Overall Net Open Position Horizontal Disallowance between zone 1 and zone 2 Residual Value Matched Position Residual Value Matched Position Interest Rate Derivatives Position Total Net Option Position (delta equivalent) Position After Weighting Vertical Disallowance Horizontal Disallowance within zone 1, zone 2, and zone 3

(2) (3) (4) (5) (6) (7) (8)
< 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
Long Long Short
Total Net Option Position
(delta equivalent)
Time Scale
Option Position Total Option Position
(delta equivalent)
Short Long Short

d) Table 3I: Exchange Rate Exposure (Banking Book and Trading Book) - Consolidated Banks

Table 3I: Exchange Rate Exposure (Banking Book and Trading Book) - Consolidated Banks
Long Short Long Short Long Short Long Short
(2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
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
TOTAL CAPITAL CHARGE 0

(1)
TOTAL CAPITAL CHARGE
Capital Charge (Simplified Approach )
Capital Charge for Gamma Risk
Capital Charge for Vega Risk
Foreign Currency Exchange Rate
Foreign Exchange Position [Assets, Liabilities, and Administrative Accounts (excluding options)] Structural Position Foreign Exchange Position (excluding Option) after considering Structural Position Net Option Position (delta equivalent) Total Net Foreign Exchange Position

e) Table 3J: Equity Exposure (Trading Book) - Consolidated Banks

Table 3J: Equity Exposure (Trading Book) - Consolidated Banks
New York
Stock
Exchange
London
Stock
Exchange
Hong Kong
Stock
Exchange
Tokyo
Stock
Exchange
Singapore
Stock
Exchange
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11)
1 Common Stock Long
Short
2 Convertible securities Long
Short
3 Commitment to buy and sell stocks 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 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 by short position) 0 0 Capital Charge for Gamma Risk Capital Charge for Vega Risk TOTAL CAPITAL CHARGE 0 0 Total Capital Charge (capital charge ) for Equity Risk No Equity Type Position Capital Market Stock Exchange Jakarta Other Countries TOTAL Total Capital Charge (capital charge) for Specific Risk (based on gross position, i.e., long position plus short position) 0 0

f) Table 3K: Commodity Exposure (Banking Book and Trading Book) - Consolidated Banks - Simplified Approach

Table 3K: Commodity Exposure (Banking Book and Trading Book) - Consolidated Banks - Simplified Approach
Long Short
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10)
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
TOTAL CAPITAL CHARGE 0

Capital Charge for Position
Net
Capital Charge for Position
Gross
Total Capital Charge
Capital Charge (Simplified Approach )
Capital Charge for Gamma Risk
Capital Charge for Vega Risk
Risk Weight for Position
Gross
Total Capital Charge (capital charge ) for Commodity Risk No Commodity Type Position Spot Price Risk Weight for Position Net

g) Table 3L: Commodity Exposure (Banking Book and Trading Book) - Consolidated Banks - Maturity Ladder Approach

Commodity :
Long Short Long Short
(2) (3) (4) (5) (6) (7) (8)

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% 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
Time Scale
Position
Table 3L: Commodity Exposure (Banking Book and Trading Book) - Consolidated Banks - Maturity Ladder Approach
Capital Charge (Simplified Approach)
Capital Charge for residual position considered in the next time scale (1) < 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

h) Table 3M: ATMR Calculation for Market Risk - Consolidated Banks

Table 3M: ATMR Calculation for Market Risk - Consolidated Banks
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

b. Filling Guidelines

Table filling covers all positions in the balance sheet (on balance sheet)
as well as derivative transaction positions (off balance sheet).
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, the Bank uses the effective notional value in calculating the fair value.
Filling Guidelines for Tables 3A, 3B, 3C, 3F, 3G, and 3H - Interest Rate Exposure
a) Table 3A and/or Table 3F: Specific risk against exposure to securities and derivative instruments related to securities (debt related derivatives) (1) Table 3A and/or Table 3F is filled with long and short positions of securities and derivative instruments related to securities, such as bond forward 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, the Bank does not need to report these 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. (2) Specifically for item 2.b and item 3 in Table 3A and/or Table 3F, long and short positions are filled based on the residual maturity time scale up to maturity (residual maturity) of the securities and/or securities that serve as the underlying (underlying securities) in derivative transactions. b) Table 3B, 3C, 3G, and 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) (1) Table 3B and 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 swap, cross currency swap, foreign exchange forward, and FRA. (2) Specifically for option transactions, all long and short positions are reported in the "Option Position" table, using delta equivalent values. In the event the Bank uses the simplified method, option risk calculations are performed separately. (3) In the event the Bank uses the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately. (4) In the event the Bank uses the duration method, the Bank fills and uses Form 3C and/or 3H (duration method). If there are multiple instruments in one (1) time scale, the Bank fills the "Position After Weighting" column based on calculations performed separately without filling the "Modified Duration" and "Price Movement Estimation" columns. (5) The Bank documents calculations related to the use of the duration method, including modified duration calculations and price movement estimations.
Filling Guidelines for Tables 3D and 3I - Foreign Currency Exposure
a) Table 3D and 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 as regulated in legislation regarding Net Foreign Exchange Position (NFP). The asset value considered is the book value, which is the instrument value after considering impairment loss reserves formed in the same currency. b) Specifically for option transactions, all long and short positions are reported in the "Option Position" table, using net delta equivalent values. The Bank may offset (offset) between long and short positions of all or part of these option positions with option positions arising from other option contracts as long as they are identical, meaning they have the same exercise date, strike price, currency type, underlying instrument, and option type. In the event the Bank has long and short positions that can be offset, these positions do not need to be reported in the "Option Position" table, but the Bank documents the entire offset process. Offset is not permitted for long positions arising from put option sales and short positions arising from call option sales, even if both positions are identical. Thus, the Bank reports both positions in the "Option Position" table in column (2) and column (3). c) In the event the Bank uses the simplified method, option risk calculations are performed separately. d) In the event the Bank uses the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
Filling Guidelines for Table 3J - Equity Exposure - Consolidated Banks
a) Table 3J is filled with long and short positions of financial instruments and derivative instruments related to stocks, such as equity futures and equity options, that fall into the trading book category. Positions are reported on a market-by-market basis. b) In the event a financial instrument exposed to equity risk is traded on more than one (1) financial market, the Bank reports the financial instrument on the financial market where the instrument is primarily traded (primary listing). c) In the event a derivative contract is based not only on stocks but also on interest rates, the Bank reports in Table 3G or Table 3H. d) Specifically for option transactions, all long and short positions are reported using delta equivalent values. In the event the Bank uses the simplified method, option risk calculations are performed separately. e) In the event the Bank uses the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
Filling Guidelines for Table 3K - Commodity Exposure - Consolidated Banks (Simplified Method)
a) 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. b) In the event a derivative contract is based not only on commodities but also on interest rates, the Bank reports in Table 3G or Table 3H. c) Specifically for option transactions, all long and short positions are reported using delta equivalent values. In the event the Bank uses the simplified method, option risk calculations are performed separately. d) In the event the Bank uses the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
Filling Guidelines for Table 3L - Commodity Exposure - Consolidated Banks (Maturity Method)
a) 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. b) Additionally, the Bank fills the "Capital Charge for Residual Position Considered in the Next Time Scale" and "Capital Charge for Overall Net Position" columns. c) In the event a derivative contract is based not only on commodities but also on interest rates, the Bank reports in Table 3G or Table 3H. d) Specifically for option transactions, all long and short positions are reported using delta equivalent values. In the event the Bank uses the simplified method, option risk calculations are performed separately. e) In the event the Bank uses the delta-plus method, option risk calculations for gamma risk and vega risk are performed separately.
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 equivalent by multiplying by the number 12.5 (twelve point five).

Disclosure and Additional Explanations
a. Report Format
Table 4A: Disclosure and Additional Explanations - Banks Individually
Table 4B: Disclosure and Additional Explanations - Consolidated Banks
b. Filling Guidelines
This table is filled when deemed necessary to supplement the filling of other tables.

II.5 ASSET QUALITY REPORT AND ALLOWANCE FOR IMPAIRMENT LOSSES FORMATION - CONSOLIDATED BANKS The format and filling guidelines for the Asset Quality and Allowance for Impairment Losses Formation Report - Consolidated Banks refer to Financial Services Authority regulations regarding prudential principles and reporting in the context of applying consolidated risk management for banks that control subsidiaries.

II.6 LIQUIDITY COVERAGE RATIO (LCR) REPORT
The LCR Report is the Report as referred to in 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.

Quantitative Information
a. Report Format
Monthly Liquidity Coverage Ratio Fulfillment Obligation Calculation Report Bank Name :
Report Position :
Haircut or
Run-off Rate or Inflow
Rate
Value
Outstanding 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, which are:
part of deposits at
Bank Indonesia that can be withdrawn under stress conditions 0% 1.3 Securities meeting the criteria of Article 10 paragraph (1) letter c POJK LCR issued or guaranteed by another country's government 0% issued or guaranteed by another country's central bank 0% issued or guaranteed by public sector entities 0% issued or guaranteed by multilateral development banks 0% 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% 1.5 Securities issued by other countries' governments and central banks in foreign currency with risk weights greater than 0% that meet the criteria of Article 10 paragraph (1) letter e POJK LCR 0% Total HQLA Level 1 A
HQLA Level 2A
2.1
Securities meeting the criteria of Article 11 paragraph (1) letter a POJK LCR issued or guaranteed by another country's government 15% issued or guaranteed by another country's central bank 15%

Haircut or Run-off Rate or Inflow Rate | Outstanding Value or Market Value | Value after Haircut or Run-off Rate or Inflow Rate --- | --- | --- Issued or guaranteed by public sector entities | 15% | Issued or guaranteed by multilateral development banks | 15% |
2.2 | Securities in the form of debt instruments issued by non-financial corporations meeting the criteria of Article 11 paragraph (1) letter b of POJK LCR | 15% |
2.3 | Securities in the form of covered bonds not issued by the Reporting Bank or affiliated parties with the Reporting Bank meeting the criteria of Article 11 paragraph (1) letter b of POJK LCR | 15% |
Total HQLA Level 2A | B |
3. HQLA Level 2B | |
3.1 | Asset-backed securities (ABS) in the form of residential housing meeting the criteria of Article 12 paragraph (1) letter a of POJK LCR | 25% |
3.2 | Securities in the form of debt instruments issued by corporations meeting the criteria of Article 12 paragraph (1) letter b of POJK LCR | 50% |
3.3 | Ordinary shares owned by non-bank subsidiaries meeting the criteria of Article 12 paragraph (1) letter c of POJK LCR | 50% |
3.4 | Government or central bank securities of other countries with the highest rating BBB+ and 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 (Arus Kas Keluar Bersih)

Cash Outflows
1.1 Retail Customer Deposit Withdrawals
Total Retail Customer Deposits:
Stable deposits | 5%
Stable deposits meeting the criteria of Article 50 paragraph (2) POJK LCR | *) filled by banks operating cross-border. Run-off rate follows host country Total Stable Retail Customer Deposits Less stable deposits | 10% Less stable deposits meeting the criteria of Article 50 paragraph (2) POJK LCR | *) filled by banks operating cross-border. Run-off rate follows host country Additional deposit categories with higher withdrawal rates set by supervisors:
Category 1
Category 2
Category 3
Total Less Stable Retail Customer Deposits
Total Retail Customer Deposit Withdrawals

1.2 Funding Withdrawals from Micro and Small Business Customers
Total Funding for Micro and Small Business Customers:
Stable funding from customers meeting the criteria of Article 15 paragraph (1) POJK LCR | 5% Stable funding from customers meeting the criteria of Article 15 paragraph (2) POJK LCR | 5% Stable funding from customers meeting the criteria of Article 50 paragraph (2) POJK LCR | *) filled by banks operating cross-border. Run-off rate follows host country Total Stable Funding for Micro and Small Business Customers Less stable funding from customers meeting the criteria of Article 21 paragraph (1) POJK LCR | 10% Less stable funding meeting the criteria of Article 50 paragraph (2) POJK LCR | *) filled by banks operating cross-border. Run-off rate follows host country Additional deposit categories with higher withdrawal rates set by supervisors:
Category 1
Category 2
Category 3
Total Less Stable Funding for Micro and Small Business Customers Total Funding Withdrawals for Micro and Small Business Customers

1.3 Funding Withdrawals 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) POJK LCR:
*) filled by banks operating cross-border. Run-off rate follows host country Guaranteed by guarantee institution | *) filled by banks operating cross-border. Run-off rate follows host country Not guaranteed by guarantee institution | *) filled by banks operating cross-border. Run-off rate follows host country Total Operational Deposits for Corporate Customers Non-operational deposits and/or non-operational liabilities:
Guaranteed by LPS | 20%
Not guaranteed by LPS | 40%
Non-operational deposits and/or non-operational liabilities meeting the criteria of Article 50 paragraph (1) POJK LCR:
*) filled by banks operating cross-border. Run-off rate follows host country Guaranteed by guarantee institution | *) filled by banks operating cross-border. Run-off rate follows host country Not guaranteed by guarantee institution | *) filled by banks operating cross-border. Run-off rate follows 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 Funding Withdrawals from Corporate Customers

1.4 Secured Funding Withdrawals
Transactions conducted with Bank Indonesia | 0% Transactions conducted with HQLA Level 1 collateral | 0% Transactions conducted with HQLA Level 2A collateral | 15% Transactions conducted with central government or public sector entities with the highest risk weight 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 ABS | 25% Transactions with HQLA Level 2B collateral other than ABS | 50% Transactions conducted with collateral other than HQLA | 100% Total Secured Funding Withdrawals

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 transactions | 100% Related to mark-to-market changes over derivative or other transactions The largest absolute net collateral flow realized over 30 days within 24 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 a counterparty for a specific transaction but the counterparty has not yet requested such collateral | 100% Related to the potential exchange of collateral in the form of HQLA into non-HQLA | 100% Other cash outflows related to loss of funding originating from ABS, covered bonds, and other structured financing instruments issued by the Bank | 100% Originating from asset-backed commercial paper, conduits, securities investment vehicles, and other similar financing facilities | 100% of funding maturing within the next 30 days and assets that have the potential to be paid off within the next 30 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% 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%
Retail customers | 100% of the excess value between the contractual obligation to disburse funds and 50% of total cash inflows Non-financial corporations | 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% 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 securities in the form of debt instruments, with or without collateral, having a maturity of more than 30 (thirty) days for issuers affiliated with dealers or market makers | 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

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 ABS meeting HQLA Level 2B requirements | 25% Collateral in the form of HQLA Level 2B other than ABS | 50% Transactions in the form of margin lending but collateral is other than HQLA | 50% Collateral not meeting the aforementioned requirements | 100% Collateral reused to cover customer short positions | 0% Total Cash Inflows from Secured Lending

2.2 Counterparty Receivables
Retail customers | 50%
Micro and small business customers | 50%
Financial service institutions | 100%
Bank Indonesia | 100%\
Funds placed in other banks for operational activities | 0% Others (non-financial corporate customers, central government, foreign governments, public sector entities, and multilateral development banks) where the receipt rate comes 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) where the receipt rate comes from non-HQLA securities with a remaining maturity of less than 30 days | 100% Total Cash Inflows Based on 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) Net Cash Out Flow

C. LCR
Total HQLA
Net Cash Out Flow
LCR Value

b. Filling Guidelines a) Data for each row in the Monthly LCR Report is calculated using average daily positions within the monthly reporting period. b) Total High Quality Liquid Asset (HQLA) Filled with the total HQLA owned by the Bank after haircut deductions for each HQLA Level, consisting of HQLA Level 1, HQLA Level 2A, and HQLA Level 2B. a) HQLA Level 1 consists of:

cash and cash equivalents;
placements at Bank Indonesia, including SBI and Minimum Reserve Requirements (GWM);
securities issued or guaranteed by foreign governments, foreign central banks, public sector entities, multilateral development banks, and/or international institutions as referred to in the Financial Services Authority regulations regarding risk-weighted asset calculation guidelines for credit risk using the standard approach, meeting the requirements as referred to in the Financial Services Authority Regulation regarding the Liquidity Coverage Ratio obligation for commercial banks;
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 needs in the respective foreign currency; and/or
securities issued by foreign governments and central banks with a risk weight of more than 0% (zero percent) in foreign currency provided that:
i. The Bank has a subsidiary or branch in the respective country; and
ii. At most equal to the outflow needs in the currency of the country issuing the foreign currency securities.
Outflow refers to net cash outflows. b) HQLA Level 2A consists of:
(1) securities issued or guaranteed by foreign governments, foreign central banks, public sector entities, and/or multilateral development banks; and/or (2) securities in the form of debt instruments issued by corporations, including commercial paper, and covered bonds but excluding subordinated bonds, meeting the requirements as referred to in the Financial Services Authority Regulation regarding the Liquidity Coverage Ratio obligation for commercial banks. c) HQLA Level 2B consists of:
(1) asset-backed securities in the form of residential housing; (2) securities in the form of debt instruments issued by corporations including commercial paper; and/or (3) ordinary shares owned by non-bank subsidiaries, meeting the requirements as referred to in the Financial Services Authority Regulation regarding the Liquidity Coverage Ratio obligation for commercial banks. c) Retail Customer Deposits and Funding from Micro and Small Business Customers consist of:
a) Stable deposits/funding
Filled with the outstanding value of deposits/funding that meet the deposit guarantee institution guarantee criteria and meet the requirements:
(1) the customer has a relationship or connection with the Bank such that the likelihood of deposit withdrawal is very small; or (2) the deposit account is used for routine customer transactions. b) Less stable deposits/funding Filled with the outstanding value of deposits/funding that do not meet the criteria referred to in letter a). The criteria for retail customer deposits and funding from micro and small business customers refer to the Financial Services Authority Regulation regarding the Liquidity Coverage Ratio obligation for commercial banks. d) Funding from Corporate Customers a) Operational deposits Filled with the outstanding value of deposits meeting the requirements:
(1) used by corporate customers for clearing, custodian, or cash management activities meeting the criteria as referred to in the Financial Services Authority Regulation regarding the Liquidity Coverage Ratio obligation for commercial banks; and (2) placed in separate accounts that do not provide economic incentives to customers placing excess funds other than for transactional purposes in this account. b) 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 operational deposit requirements, consisting of:
(1) 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 (2) deposits and/or other liabilities originating from other entities. c) 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 Bank, regardless of the security holder. The criteria for funding from corporate customers refer to the Financial Services Authority Regulation regarding the Liquidity Coverage Ratio obligation for commercial banks. d) Secured Funding Filled with the outstanding value of the Bank's obligations guaranteed by a legal right over specific assets owned by the Bank in the event of bankruptcy, insolvency, liquidation, or resolution. Secured funding that is counted is secured funding that will mature within 30 (thirty) days. e) Other Cash Outflows (Additional Requirement) Filled with the outstanding value of other cash outflows in the next 30 (thirty) days consisting of:
(1) Cash Outflows Related to Derivative Transactions Filled with the estimated cash outflows for derivative transactions based on the valuation methods applicable at each Bank. (2) Cash Outflows Related to Increased Liquidity Needs Filled with the estimated cash outflows for increased liquidity needs associated with:
i. a downgrade in the Bank's rating in funding, derivative, and other transactions;
ii. mark-to-market changes over 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. the obligation to provide collateral to a counterparty for a specific transaction but the counterparty has not yet requested such collateral; and
vi. the potential exchange of collateral in the form of HQLA into non-HQLA.
(3) Cash Outflows Related to Loss of Funding
Filled with the estimated cash outflows for the risk of loss of funding related to:
i. loss of funding originating from asset-backed securities, covered bonds, and other structured financing instruments issued by the Bank; or
ii. loss of funding originating from asset-backed commercial paper, conduits, securities investment vehicles, and other similar financing facilities.
(4) Cash Outflows Related to Withdrawal of Credit Facilities and Liquidity Facilities 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 debt to third parties that will mature within the next 30 (thirty) days. In the event that customer debt to third parties will mature more than 30 (thirty) days from now, the facility is categorized as a commitment obligation in the form of a credit facility. (5) Cash Outflows for Other Contractual Obligations Related to Fund Disbursement Filled with other contractual obligations related to fund disbursement to:
i. financial service institutions; and/or
ii. retail customers and non-financial corporations.
(6) Cash Outflows for 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 Bank 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 securities in the form of debt instruments, with or without collateral, having a maturity of more than 30 (thirty) days for issuers affiliated with dealers or market makers; and/or
viii. non-contractual obligations for customer short positions protected by other customers' collateral.
(7) Other Contractual Cash Outflows
Filled with other contractual cash outflows other than those referred to in numbers (1) to (6). Examples of other contractual cash outflows in the next 30 (thirty) days include outflows to cover unsecured collateral borrowing, unfilled short positions, dividends, or contractual interest payments. Cash outflows related to operational costs are not included in the calculation. f) Total Cash Outflows Filled with the sum of all cash outflows after being multiplied by the withdrawal rate (run-off rate) for each type of cash outflow. g) Secured Lending Filled with the outstanding value of the Bank's receivables guaranteed by a legal right over specific assets owned by the counterparty in the event the counterparty cannot fulfill its obligations. h) Counterparty Receivables with Performing Quality (Inflows From Fully Performing Exposures) Filled with the outstanding value of the Bank's receivables that have performing quality based on the counterparty.

i) 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 following requirements:
(1) originate from claims with a "current" (lancar) quality; and (2) are not expected to experience default within the next 30 (thirty) days.

j) Total Cash Inflows
Filled with the sum of all cash inflows after being multiplied by the respective inflow rate for each type of cash inflow.

k) Total Adjusted Value
Adjusted value is calculated after applying haircuts, run-off rates, and inflow rates, as well as the maximum limits for HQLA components, for example, the maximum limit for HQLA Level 2B and HQLA Level 2, and the maximum limit for cash inflows that can be counted in the LCR.

l) Total HQLA
Filled with the total HQLA after adjustment for maximum HQLA component limits. Total HQLA is obtained through the following formula:
Total HQLA = HQLA Level 1 + HQLA Level 2 – (Adjustment for maximum HQLA Level 2B limit + Adjustment for maximum HQLA Level 2 limit). Where:
(1) Adjustment for maximum HQLA Level 2B limit 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).

(2) Adjustment for maximum HQLA Level 2 limit is 40%, which is the highest value among:
i. adjusted HQLA Level 2A + adjusted HQLA Level 2B – adjustment for maximum 15% HQLA Level 2B limit – (2/3 x adjusted HQLA Level 1); or
ii. 0 (zero).

(3) Adjusted HQLA Level 1 is the value of HQLA Level 1 in the event of an 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. (4) Adjusted HQLA Level 2A is the value of HQLA Level 2A in the event of an unwind of short-term SFT and collateral swap transactions involving the exchange of HQLA for HQLA Level 2A that meet, or will meet, the HQLA criteria if the asset is unencumbered, as an operational requirement for HQLA. (5) Adjusted HQLA Level 2B is the value of HQLA Level 2B in the event of an 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 an operational requirement for HQLA. (6) In this context, short-term transactions are transactions with a maturity date of up to 30 (thirty) calendar days.

m) Net Cash Outflows
Filled with the total estimated cash outflows minus the total estimated cash inflows, after being adjusted for the maximum limit of cash inflows that can be counted in the LCR.

n) LCR Value
Filled with the result of the comparison between Total HQLA and Net Cash Outflows.

Qualitative Information
a. Report Format
Analysis of Calculation
Liquidity Coverage Ratio (LCR) Fulfillment Ratio Analysis Monthly Bank Name :
Report Position :
Individual Analysis
Consolidated Analysis

b. Filling Guidelines

In addition to quantitative information, Banks must disclose additional qualitative information, both individually and on a consolidated basis, in the form of explanations regarding the calculation and value of the LCR in the Monthly LCR Report.
Qualitative LCR information is filled with the results of the Bank's liquidity condition analysis, considering the significance of LCR components as per the quantitative calculation. Examples of qualitative LCR information disclosure include:
a) main factors affecting the published LCR ratio and their impact on the movement of LCR calculations over time; b) trends in LCR values compared to previous periods; c) HQLA composition; d) concentration of funding sources; e) derivative exposure and potential for collateral calls (increased liquidity needs related to rating downgrades of funding, derivative, and other agreements); f) currency mismatch in the LCR; g) explanations related to liquidity management, such as the level of centralization of liquidity management and interactions between work unit groups; and/or h) other cash inflows and outflows in the LCR calculation not covered in the LCR disclosure template as regulated in the Financial Services Authority Regulation regarding the fulfillment of the liquidity coverage ratio for commercial banks, but considered relevant to the Bank's liquidity profile.

II.7 WORK PAPERS, REPORTS, AND PLANS FOR NSFR COMPLIANCE The format and filling guidelines for NSFR Work Papers, Reports, and Plans for NSFR Compliance refer to the Financial Services Authority Regulation regulating the net stable funding ratio fulfillment obligation for commercial banks.

II.8 INDONESIAN BANKING HUMAN RESOURCES (HR) DATA REPORT
I. Reporting of Indonesian Banking Human Resources Data
The Indonesian Banking Human Resources Data Report consists of 2 (two) Reports, namely:

Indonesian Banking Human Resources Data Report-Monthly
a. The report is submitted to the Financial Services Authority on a monthly basis. b. The Indonesian Banking Human Resources Data Report-Monthly consists of several tables, namely:

Table 1a Basic HR Data;
Table 2a Career History Data;
Table 3a Work History Data;
Table 4a Formal Education History Data; and
Table 5a Training/Certification History Data.
c. The obligation to submit the Indonesian Banking Human Resources Data Report-Monthly as referred to in letter b includes data information for the Board of Directors, Board of Commissioners, Sharia Supervisory Board (for conventional commercial banks with a Sharia business unit), and Executive Officials (EO).

Indonesian Banking Human Resources Data Report-Semi-Annual
a. The report is submitted to the Financial Services Authority on a semi-annual basis. b. The Indonesian Banking Human Resources Data Report-Semi-Annual consists of several tables, namely:

Table 1b Basic HR Data;
Table 2b Career History Data;
Table 3b Work History Data;
Table 4b Formal Education History Data;
Table 5b Training/Certification History Data;
Table 6 Bank HR Management Performance;
Table 7 Employee Needs Prediction;
Table 8 Bank HR Remuneration Data; and
Table 9 Shareholder Data.
d. The obligation to submit the Indonesian Banking Human Resources Data Report-Semi-Annual as referred to in letter b applies to Bank HR with the following details:
Table 1b covers individual data information for officials 2 (two) levels below the Board of Directors, excluding EOs, down to staff-level employees.
Table 2b, Table 3b, and Table 4b cover individual data information for officials 2 (two) levels below the Board of Directors, excluding EOs.
Table 5b covers individual data information for officials 2 (two) levels below the Board of Directors, excluding EOs, down to staff-level employees.
Table 6 covers information on Bank HR management performance indicators.
Table 7 covers data information for the Board of Directors, Board of Commissioners, Sharia Supervisory Board (for conventional commercial banks with a Sharia business unit), EOs, officials 2 (two) levels below the Board of Directors down to staff-level employees.
Table 8 covers employee remuneration information per position and job level.
Table 9 covers individual data information for Bank shareholders, whether legal entities, individuals, and/or business groups.

Table 2a also includes information regarding the reporting of the appointment, replacement, and dismissal of EOs as referred to in statutory regulations regarding the institutional framework of commercial banks.

II. Reporting Illustration
Monthly and Semi-Annual Reporting Illustration

Reporting Period	Tables Reported	First Reporting Position	Scope of HR Reported
Monthly	Table 1a, Table 2a, Table 3a, Table 4a, and Table 5a	June 2020 Position	1. Board of Directors;<br>2. Board of Commissioners;<br>3. Sharia Supervisory Board (for conventional commercial banks with a Sharia business unit); and<br>4. EO
Semi-Annual	Table 1b	June 2020 Position	1. Officials 2 (two) levels below the Board of Directors, excluding EOs, down to staff-level employees.<br>2. Specifically for the first semester of 2020 and second semester of 2020 reporting positions, filled with officials 2 (two) levels below the Board of Directors, excluding EOs.
Semi-Annual	Table 2b, Table 3b, and Table 4b	June 2020 Position	Officials 2 (two) levels below the Board of Directors, excluding EOs.
Semi-Annual	Table 5b	June 2020 Position	1. Officials 2 (two) levels below the Board of Directors, excluding EOs, down to staff-level employees.<br>2. Specifically for the first semester of 2020 and second semester of 2020 reporting positions, filled with officials 2 (two) levels below the Board of Directors, excluding EOs.
Semi-Annual	Table 6, Table 7, and Table 8	June 2020 Position	Board of Directors, Board of Commissioners, Sharia Supervisory Board (for conventional commercial banks with a Sharia business unit), EOs, officials 2 (two) levels below the Board of Directors down to staff-level employees.
Semi-Annual	Table 9	June 2020 Position	Individual data information for Bank shareholders, whether legal entities, individuals, and/or business groups.

Table 1a/1b: Basic HR Data
a. Report Format
TABLE 1a/1b
BASIC HR DATA
Status
Data
Country
Province
Regency or City
Bank Office
Employee
ID Number
Identity
Number
NPWP
Name
Employee
Place of
Birth
Date of
Birth
Gender
Citizenship
Phone
Address
According to Identity
Current Home
Address/
Domicile
Education
Level
Study
Program
Employment
Status
Employment
Status
Position
Description
Position
Field of
Duty
Description
Field of
Duty
Date
Started
Working at
Bank
Internal
Bank
Violation

b. Filling Guidelines
The basic HR data report is filled with information regarding the individual data of active Bank employees and those who have left during the Reporting Period. Individual Bank HR data reported includes permanent and non-permanent employees. Basic data for the Board of Directors, Board of Commissioners, and EOs is reported monthly in Table 1a, while basic data for officials 2 (two) levels below the Board of Directors, excluding EOs, down to staff-level employees is reported semi-annually in Table 1b. Example of information to be included for employees who left during the Reporting Period is as follows:
On October 28, 2020, employees named Budi (EO), Wati (Staff), and Ani (Staff) left PT Bank "ABC". Therefore, information for Budi (EO) is reported in Table 1a for the October 2020 position (monthly reporting), and information for Wati (Staff) and Ani (Staff) is reported in Table 1b for the December 2020 position (semi-annual reporting).

Data Status
a) Filled with 3 (three) digit characters according to the data status code. b) Data filling reference:
Data Status Description Code
New Used for employee data that has never been reported before.
Permanent Used for employee data that has not changed from the previous Reporting Position. Changed Used for employee data that has undergone data changes from the previous Reporting Position. Deletion Used for employee data that has been reported previously, then left the Bank for the following reasons:
a. Career Retirement 041 b. Early Retirement 042
c. Dismissed 043
d. Resigned 044 e. Contract/Term Ended 045 f. Deceased 046
Country
a) Filled with 2 (two) digit characters for the office location code (country) where the employee is placed, according to the country code reference. b) Example of country code reference filling:
No. Country Filling
1 Indonesia ID
2 Malaysia MY
3 South Korea KR
Province
a) Filled with 2 (two) digit characters for the province code of the Bank office where the reported employee is located, according to the province code reference. b) Example of province code reference filling:
No. Province Filling
1 West Java 01
2 Banten 02
3 DKI Jakarta 03
4 Outside Indonesia 99
Regency or City
a) Filled with 4 (four) digit characters for the regency or city code of the employee's address, according to the regency or city code reference. b) Example of regency or city code reference filling:
No. Regency or City Filling
1 Salatiga City 0992
2 Mojokerto Regency 1203
3 Outside Indonesia 9999
Bank Office
Filled with 9 (nine) unique characters as the identity of the Bank office location where the employee is located, established by each Bank and/or by the competent authority, with the following provisions:
a) the Bank office code is xxxyyyyyy; b) the code for a Bank branch office or a sub-branch office of a branch office located abroad is established by the competent authority, with xxx being 3 (three) digits established by the authority and yyyyyy filled with 000000, so the filling becomes xxx000000; and c) the code for an office not established by the competent authority is established according to each Bank's policy. The filling of the Bank office code is standardized with the Bank office code submitted in reports to the competent authority regarding office network information and is consistently used by the respective office from the Bank Business Plan (RBB), operation, status change, address relocation, until closure. Codes that have been used cannot be used for other offices even if that office has been closed. Example:
The Bank receives a branch office code for Bandung from the authority, which is 007. This code is converted into 9 (nine) digits, i.e., 007000000. The Bank then establishes a code for a sub-branch office in Cimahi, which is in Bandung city, with the code 007005000.
Employee ID Number (NIP)
a) The Employee ID Number (NIP) is a unique identity number for each employee according to the identity system used by the Bank, consisting of numbers, letters, or a combination of numbers and letters, up to 25 (twenty-five) digits. b) In the event that the Bank's Board of Directors and Board of Commissioners do not have an NIP, the Bank is required to create a special NIP for the Board of Directors and Board of Commissioners. c) Example of data filling:
No. Employee ID Number Filling
1 H8569365 H8569365
2 P2586244 P2586244
3 1235997865652385 1235997865652385
Identity Number
a) Identity documents for employees are as follows:
No. Employee Type Identity Document Identity Number 1 Indonesian Citizen (WNI) Resident Identity Card (KTP) National Identity Number (NIK) 2 Foreign Citizen (WNA) Passport Passport Number b) If the individual identity number contains characters other than alphabets and numbers, those characters do not need to be included. c) Example of data filling:
No. Identity Number Filling
1 Employee is a WNI and has a KTP with NIK "1234567891234567" 1234567891234567 2 Employee is a WNA and has a Passport with number "A123456789" A123456789 3 Employee is a WNA and has a Passport with number "A-1234.56" A123456
NPWP (Taxpayer Identification Number)
a) If the Taxpayer Identification Number (NPWP) contains characters other than alphabets and numbers, those characters do not need to be included. b) Example of data filling:
No. NPWP Filling
1 49.810.734.1-035.000 498107341035000
2 08.435.185.4-125.000 084351854125000
Employee Name
a) Filled according to the name without titles, as stated in the identity document. b) Example of data filling:
No. Employee Name Filling
1 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 nobility 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
Place of Birth
Filled with the employee's place of birth according to the place of birth stated in the employee's identity document.
Date of Birth
a) Filled with 8 (eight) digit numbers in the format yyyymmdd. b) Filled with the employee's date of birth according to the date of birth stated in the employee's identity document. c) Example of data filling:
No. Date of Birth Filling
1 June 7, 1982 19820607
2 December 18, 1971 19711218
3 25/04/1988 19880425
Gender
a) Filled with the character "L" for male employees, and "P" for female employees, according to what is stated in the employee's identity document. b) Data filling reference:
No. Gender Filling
1 Male L
2 Female P
Citizenship
a) Filled with 2 (two) digit characters for the citizenship code stated in the employee's identity document, according to the country code reference. b) Example of country code reference:
No. Citizenship Filling
1 Indonesia ID
2 Malaysia MY
3 South Korea KR
Phone
a) Filled with a reachable phone number including the code, without minus signs (-) and using semicolons (;) as separators in case more than one phone number is input. b) Reported phone numbers can be office, home, and/or mobile phone numbers. c) Phone numbers are filled in completely with area codes. d) For foreign numbers, the country code is included. e) Example of data filling:
No. Phone Number Filling
1 (021)12345678 02112345678
2 (62-751) 4257712 07514257712
3 7256969 (Bogor) 02517256969
4 65-5682466 (Singapore) 655682466
Address according to identity
a) For Indonesian Citizens (WNI), filled with the address according to what is stated in the KTP. b) For Foreign Citizens (WNA), filled with the domicile address in Indonesia according to what is stated in the residence permit document, such as the Alien Worker Employment Permit (IMTA) or Limited Stay Permit Card (KITAS).
Current home address/domicile
a) For WNI, filled with the address according to the current domicile. b) For WNA, filled with the domicile address in Indonesia according to what is stated in the residence permit document, such as IMTA or KITAS. c) For employees placed outside Indonesia, this column is filled with the employee's domicile address in the respective country as stated in the residence permit document.
Education Level
a) Filled with 3 (three) digit characters according to the highest education level code. b) Data filling reference:
No. Highest Education Code
1 Up to High School (SMA) or equivalent 001
2 D1 - D2 002
3 D3 - D4 003
4 S1 004
5 S2 005
6 S3 006
Study Program
a) Filled with 3 (three) digit characters according to the highest education study program code. b) Data filling reference:
No. Study Program Code
1 Banking 001
2 Economics 002
3 Business and Management 003
4 Law 004
5 Engineering 005
6 Computer Science 006
7 Mathematics and Natural Sciences (MIPA) 007
8 Marine Science 008
9 Agriculture and Forestry 009
10 Animal Husbandry 010
11 Fisheries 011
12 Social and Political Sciences 012
13 Psychology 013
14 Education 014
15 Health 015
16 Literature 016
17 Others 099
Employment Status
a) Filled with 3 (three) digit characters according to the employment status code. b) Data filling reference:
No. Employment Status Code Description
1 Local Labor 001 Indonesian Citizen (WNI) labor.
2 Foreign Labor 002 Foreign Citizen (WNA) holding a visa with the purpose of working in the territory of the Republic of Indonesia.
Employment Status
a) Filled with 3 (three) digit characters according to the employee status code. b) Data filling reference:
No. Employment Status Code Description
1 Permanent 001 Organic employee.
2 Non-permanent 002 Non-organic employee assigned with contract or honorary status.
Position
a) Filled with 3 (three) digit characters according to the position code. b) Data filling reference:
No. Position Code Description
1 President Director 001
2 Director 002
3 Compliance Director 003 Director who oversees the compliance function 4 Lead Commissioner 004 5 Commissioner 005 6 Sharia Supervisory Board (DPS) 006 7 Executive Official (EO) 007 EO definition refers to the Financial Services Authority Regulation. 8 Officials up to 2 (two) levels below the Board of Directors 008 All officials whose level is up to 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 down to staff-level employees. 10 Experts and Consultants 010 Individuals with specific technical knowledge and adequate qualification standards.
Position Description
a) Filled with the position or title name, accompanied by the city where the position or title is located. Example of filling:
(1) Branch Area Manager VII Surabaya;
(2) Regional Marketing Staff II Palembang; or
(3) Fixed Income Portfolio Analyst Jakarta. b) Specifically for the commissioner position, this column is filled with the description "independent" or "non-independent".
Field of Duty
a) Filled with 3 (three) digit characters according to the field of duty code. b) Data filling reference:
No. Field of Duty Code Description
1 Core Party 000 Filled specifically for the Board of Directors (including compliance directors), Board of Commissioners, and Sharia Supervisory Board. 2 Treasury 001 Treasury duties include tasks related to the arrangement and management of Bank assets and liabilities to optimize profits, liquidity management, net forex position, and direct or indirect sales of treasury products. 3 Risk Management 002 Risk management duties include tasks related to risk management and mitigation. 4 Credit or Financing 003 Credit or financing duties include tasks related to the disbursement of credit or financing by the Bank. 5 Information Technology 004 Information technology duties include 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 duties include tasks related to...

No. Task Area Code Description with efforts to market banking products and services, both for fund gathering and fund distribution. 7 Investor Relations 006 The investor relations task area includes tasks that among others relate to strategy and efforts to obtain and cultivate quality relationships with investors to obtain business opportunities. 8 Finance 007 The finance task area includes tasks that among others relate to financial accounting aspects, management accounting, financial reporting, taxation, financial planning, and financial strategy. 9 Compliance 008 The compliance task area includes tasks that among others relate to efforts to ensure that policies, regulations, systems and procedures, and business activities conducted by the Bank are in accordance with Financial Services Authority regulations and statutory regulations, including Sharia principles for conventional universal banks that have Sharia business units. 10 Personnel 009 The task area includes tasks that among others relate to human resources. 11 Operations 010 The operational task area includes tasks that among others relate to the implementation of operations and transaction administration. 12 Internal Audit 011 The internal audit task area includes activities providing assurance and consulting that are independent and objective in nature with the aim of increasing value and improving Bank operations, through a systematic approach by evaluating and improving the effectiveness of risk management, controls, and the Bank's governance process.

No. Task Area Code Description
13 Other banking task areas 012 Those included in the category of other banking task areas are employees who work outside the task areas in codes 001-011.

Task Area Description
This column is filled with:
a) the description of the task area held by employees who have the task area code "012". For example, the task area "Procurement"; or b) in the event that an employee has more than 1 (one) task area. For example, an employee handles risk management tasks and compliance tasks. If the "Task Area" column is filled with "002", then this column is filled with "Compliance".
Date of Start of Work at the Bank
a) Filled with 8 (eight) digits in the format yyyymmdd. b) Filled with the date of first employment at this Bank. c) Example of data entry:
No. Date of Start of Work at Bank Entry
1 7 June 1995 19950607
2 18 December 2001 20011218
3 25/04/2013 20130425
Internal Bank Violations
a) Filled with the type of serious mistakes ever committed by Bank employees within the last 2 (two) years resulting in internal Bank sanctions. The definition of serious mistakes refers to the Law on Manpower. b) In the event that there are no serious mistakes as referred to in letter a), this column is filled with "Nil".

Table 2a/2b: Job History Data
a. Report Format
TABLE 2a/2b
JOB HISTORY DATA
Employee ID Code Bank Position Position Description Task Area Description Task Area 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

b. Filling Guidelines
Job history data reports are filled with information regarding the job history of the Board of Directors, Board of Commissioners, Sharia Supervisory Board, Executive Officials (PE), and officials 2 (two) levels below the Board of Directors who are not Executive Officials, both employees who are active and those who have ceased employment during the Reporting Period. Job history data for the Board of Directors, Board of Commissioners, Sharia Supervisory Board, and Executive Officials are reported monthly in Table 2a, while job history data for officials 2 (two) levels below the Board of Directors who are not Executive Officials are reported semi-annually in Table 2b. The job history data listed is detailed job history data for each individual from the position 2 (two) levels below the Board of Directors up to the current position, while working in banking.

Example 1:
Mrs. Patricia is the Head of Credit Division at Bank "A" with the following job history:

ODP since 1998;
Credit Team Leader at Kelapa Gading Branch Office since 2005;
Group Head Credit at Jakarta Region (position 2 (two) levels below the Board of Directors) since 2014; and
Head of Credit Division (position 1 (one) level below the Board of Directors/Executive Official) since 2018.
Mrs. Patricia's position reporting in Table 2a for the June 2020 data position is filled with 2 (two) rows, namely the position details in item 3) and item 4).

Example 2:
Mrs. Citra is the Group Head of Jakarta Region at Bank "B" with the following job history:

ODP since 2000;
Credit Team Leader at Fatmawati Branch Office since 2006; and
Group Head Credit at Jakarta Region (position 2 (two) levels below the Board of Directors who are not Executive Officials) since 2017.
Mrs. Citra's position reporting in Table 2b for the June 2020 data position is filled with 1 (one) row, namely the position details in item 3).

Example 3:
Mrs. Widya is a Group Head at the Compliance Work Unit at Bank "C" with the following job history:

ODP since 1998;
Credit Team Leader at Gadjah Mada Branch Office since 2006;
Group Head at Business Unit (position 2 (two) levels below the Board of Directors who are not Executive Officials) since 2014; and
Group Head at Compliance Unit (position 2 (two) levels below the Board of Directors who are not Executive Officials) since 2018.
Mrs. Widya's position reporting in Table 2b for the June 2020 data position is filled with 2 (two) rows, namely the position details in item 3) and item 4).

Example 4:
Mr. Torang is the Head of Credit Division at Bank "A" with the following job history:

ODP since 1998 at Bank "B";
Credit Team Leader since 2005 at Bank "C";
Group Head Credit at Jakarta Region (position 2 (two) levels below the Board of Directors) since 2014 at Bank "D";
Group Head Credit at Jakarta Region (position 2 (two) levels below the Board of Directors) since 2016 at Bank "A"; and
Head of Credit Division (position 1 (one) level below the Board of Directors/Executive Official) since 2018 at Bank "A".
Mr. Torang's position reporting in Table 2a for the June 2020 data position is filled with 3 (three) rows, namely the position details in item 3), item 4), and item 5).

Example 5:
Mrs. Sari is the Head of Credit Division at Bank "A" with the following job history:

ODP since 1998 at Bank "B";
Credit Team Leader since 2005 at Bank "C";
Group Head Credit at Jakarta Region (position 2 (two) levels below the Board of Directors) since 2014 at Bank "D";
Group Head Credit at Jakarta Region (position 2 (two) levels below the Board of Directors) since 2016 at Bank "A"; and
Head of Credit Division (position 1 (one) level below the Board of Directors/Executive Official) since 2018 at Bank "A".
Mrs. Sari's position reporting in Table 2a for the June 2020 data position is filled with 3 (three) rows, namely the position details in item 3), item 4), and item 5).

Example 6:
Example information to be listed for employees who ceased employment in the Reporting Period is as follows:
On October 28, 2020, employees named Budi (Executive Official), Wati (Official 2 (two) levels below the Board of Directors who are not Executive Officials), and Ani (Official 2 (two) levels below the Board of Directors who are not Executive Officials) ceased employment from PT Bank "ABC". Information for Budi is reported in Table 2a for the October 2020 position (monthly reporting), while information for Wati and Ani is reported in Table 2b for the December 2020 position (semi-annual reporting).

Employee ID Number (NIP)
Writing format refers to item 6) in Table 1a/1b.
Bank Code
Filled in accordance with the Bank code where the individual works, both at the current Bank and at previous Banks in the event the individual has previously held positions as a Director, Commissioner, Sharia Supervisory Board member, Executive Official, and/or official 2 (two) levels below the Board of Directors at another Bank.
Position
Writing format refers to item 21) in Table 1a/1b.
Position Description
Writing format refers to item 22) in Table 1a/1b.
Task Area
Writing format refers to item 23) in Table 1a/1b.
Task Area Description
Writing format refers to item 24) in Table 1a/1b.
Appointment/Replacement Status
a) Filled with 3 (three) digit characters, namely:
No. Appointment/Replacement Status Code
1 Permanent 001
2 Temporary 002 b) Temporary status is used for reporting temporary replacements due to:
(1) the existence of a vacant position and the new official has not been appointed or has been appointed but has not yet carried out their duties; or (2) the official concerned (who actually holds the position) cannot carry out duties for a period of more than 3 (three) months.
Appointment/Replacement Letter Number
a) This column is filled with the number of the appointment/replacement decision letter from the Bank's Board of Directors or the competent official. b) The meaning of:
(1) Appointment is the decision of the Board of Directors or competent official to appoint someone who previously did not meet the criteria as a Director, Commissioner, Sharia Supervisory Board member, Executive Official, and official 2 (two) levels below the Board of Directors, to become a Director, Commissioner, Sharia Supervisory Board member, Executive Official, and official 2 (two) levels below the Board of Directors at a Bank. (2) Permanent replacement is the decision of the Board of Directors or competent official to place someone who previously became a Director, Commissioner, Sharia Supervisory Board member, Executive Official, and official 2 (two) levels below the Board of Directors, to become a Director, Commissioner, Sharia Supervisory Board member, Executive Official, and official 2 (two) levels below the Board of Directors at another position in the same Bank. (3) Temporary replacement is the decision of the Board of Directors or competent official to appoint/place someone as a temporary replacement for Executive Officials and officials 2 (two) levels below the Board of Directors due to:
(a) the existence of a vacant position and the new Executive Officials and officials 2 (two) levels below the Board of Directors have not been appointed or have been appointed but have not yet carried out their duties; or (b) the Executive Officials and officials 2 (two) levels below the Board of Directors concerned (who actually hold the position) cannot carry out duties for a period of more than 3 (three) months.
Appointment/Replacement Letter Date
a) Filled with 8 (eight) digits in the format yyyymmdd. b) Filled with the date of the appointment/replacement letter, from the Bank's Board of Directors or the competent official.
Effective Date of Appointment/Replacement
a) Filled with 8 (eight) digits in the format yyyymmdd. b) Filled with the effective date of the appointment/replacement. c) Example of data entry:
No. Effective Date of Appointment/Replacement Entry 1 In the PE Appointment Decision Letter No. CD/I/Dir/2018 dated 4 January 2018, it is stated that the decision is effective from the date it is established. 20180104 2 In the PE Appointment Decision Letter No. AB/II/Dir/2018 dated 2 February 2018, it is stated that the letter starts to be effective from 5 February 2018. 20180205
Dismissal Decision Letter Number
a) Only filled for the reporting of dismissal of Directors, Commissioners, Sharia Supervisory Board members, Executive Officials, and officials 2 (two) levels below the Board of Directors. This column is filled with the dismissal letter number. b) Dismissal means the individual concerned no longer works at that bank. c) This column is left blank for positions that are still active at the end of the Reporting Period. d) 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.
Effective Date of Dismissal
a) Filled with 8 (eight) digits in the format yyyymmdd. b) Filled with the effective date of the decision as stated in the dismissal decision letter. c) Example of data entry:
No. Effective Date of Appointment/Replacement/Temporary Replacement Entry 1 In the PE Dismissal Decision Letter No. XY/III/Dir/2018 dated 8 March 2018, it is stated that the decision is effective from the date it is established. 20180308 2 In the PE Revocation of Authority Letter No. QR/IV/Dir/2018 dated 15 April 2018, it is stated that the revocation of authority letter starts to be effective on 18 April 2018. 20180418
Reason for Dismissal
Filled with the reason for dismissal as a Director, Commissioner, Sharia Supervisory Board member, Executive Official, or official 2 (two) levels below the Board of Directors. For example, resignation, career retirement, or early retirement.

Example of filling in Table 2a based on Example 5 and Example 6:
Reporting Bank Code is 008
Employee ID Code Bank Position Position Description Task Area Description Task Area 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 02052210990 014 007 Group Head Credit at Jakarta Region 003 - 001 SK/123/11/14 20140921 20140921 - - - 02052210990 008 007 Group Head Credit at Jakarta Region 003 - 001 SK/456/06/16 20160610 20160610 - - - 02052210990 008 006 Head of Credit Division 003 - 001 SK/789/04/18 20180410 20180410 - - - 02100180992 008 006 Head of Operational Division 010 - 001 SK/543/05/00 20000508 20000508 20201028 20201028 Career retirement

Table 3a/3b: Work History Data
a. Report Format
TABLE 3a/3b
WORK HISTORY DATA
Employee ID Number (NIP)
Company Name
Type of Company
Business
Start Date
End Date
Position/Position Name

b. Filling Guidelines
Work history data reports for Directors, Commissioners, Sharia Supervisory Board members, Executive Officials, or officials 2 (two) levels below the Board of Directors are filled with information regarding:

detailed work history of each individual before holding the position of official 2 (two) levels below the Board of Directors, both at the Bank and before working at the Bank; and
detailed work history of each individual at non-Bank companies.
Work history data for Directors, Commissioners, Sharia Supervisory Board members, and Executive Officials are reported monthly in Table 3a, while work history data for officials 2 (two) levels below the Board of Directors who are not Executive Officials are reported semi-annually in Table 3b.
Employee ID Number (NIP)
Writing format refers to item 6) in Table 1a/1b.
Company Name
Filled with the company name, whether Bank, non-Bank financial institution, or other company/institution. Example:
PT Bank XYZ.
PT ABC, Tbk.
Type of Company Business
a. Filled with 3 (three) digit characters in accordance with the code for the type of company business. b. Data filling reference:
No. Company Business Code
1 Financial Sector a) Bank 101 b) Pension Fund 102 c) Venture Capital 103 d) Financing Company 104 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 202 c) Government Institution 203 d) Educational Institution 204 e) Others 205
Start Date
a) Filled with 8 (eight) digits in the format yyyymmdd. b) Filled with the effective date of the start of duties at a certain position.
End Date
a) Filled with 8 (eight) digits in the format yyyymmdd. b) Filled with the effective date of the end of duties at a certain position.
Position/Position Name
Writing format refers to item 22) in Table 1a/1b.

Table 4a/4b: Formal Education History Data
a. Report Format
TABLE 4a/4b
FORMAL EDUCATION HISTORY DATA
Employee ID Number (NIP)
Identity Number
Education Level
Name of
Educational Institution
Year
Entered
Study Program
Graduate/Degree

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

Employee ID Number (NIP)
Writing format refers to item 6) in Table 1a/1b.
Identity Number
Writing format refers to item 7) in Table 1a/1b.
Education Level
Writing format refers to item 17) in Table 1a/1b.
Name of Educational Institution
Filled with the name of the formal educational institution.
Example: Universitas Indonesia.
Year Entered
Filled with 4 (four) digit characters in yyyy format in accordance with the year of entry into formal education.
Study Program
Writing format refers to item 18) in Table 1a/1b.
Graduate/Degree
Filled in accordance with the formal education degree achieved.
Example: Bachelor of Economics, Master of Management.

Table 5a/5b: Training/Certification History Data
a. Report Format
TABLE 5a/5b
TRAINING/CERTIFICATION HISTORY DATA
Employee ID Number (NIP)
Identity Number
Type of Training/
Certification
Year of
Training/
Certification
Name of
Organizing Institution

b. Filling Guidelines
The training/certification history data report is filled with information regarding training history, both soft skills and technical skills, and certifications ever taken by all employees with the following conditions:

for positions of Directors, Commissioners, Sharia Supervisory Board members, Executive Officials, and officials 2 (two) levels below the Board of Directors, the reported information covers all training/certifications ever taken; and
specifically for other employees up to staff-level employees, the reported information covers training/certification history taken within the last 2 (two) years from the Reporting Position.
Training/certification history data for Directors, Commissioners, Sharia Supervisory Board members, and Executive Officials are reported monthly in Table 5a, while training/certification history data for officials 2 (two) levels below the Board of Directors other than Executive Officials up to staff-level employees are reported semi-annually in Table 5b.
Employee ID Number (NIP)
Writing format refers to item 6) in Table 1a/1b.
Identity Number
Writing format refers to item 7) in Table 1a/1b.
Type of Training/Certification
a) The scope of training/certification reported is training/certification organized both by the internal Bank and externally. b) Filled with 3 (three) digit characters in accordance with the code for the type of training/certification. c) Data filling reference:
No. Training/Certification Code
1 Technical Skill Training a) Bank Reporting 110 b) Lending/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 240 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
Year of Training/Certification
Filled with 4 (four) digit characters in accordance with the year of training/certification in yyyy format.
Name of Organizing Institution
Filled in accordance with the name of the organizing institution.

Table 6: Bank Human Resource Management Performance
a. Report Format
TABLE 6
BANK HUMAN RESOURCE MANAGEMENT PERFORMANCE
Indicator Value a. Personnel Function
Time to fill vacant positions, for task areas:
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 task areas
Average recruitment cost, for position levels:
a) Board of Directors b) Board of Commissioners c) Sharia Supervisory Board d) Executive Officials e) Officials 2 (two) 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
Employee Productivity
a) Revenue per Employee b) Net Profit per Employee
Labor Costs
a) Ratio of Labor Costs to Total Operating Costs b) Ratio of Outsourcing Costs to Total Fixed Labor Costs
Employee Turnover (Loyalty)
a) Voluntary employee turnover ratio b) Involuntary employee turnover ratio c) Average employee working period, for position levels:

Executive Officials
Officials 2 (two) levels below the Board of Directors
Experts and consultants
Employees other than items 1), 2), and 3) up to staff-level employees

Promotion Opportunities
a) Average promotion time, for position levels:

Executive Officials
Officials 2 (two) levels below the Board of Directors
Employees other than items 1) and 2) up to staff-level employees
b) Job Promotion Ratio, for task areas:
Treasury
Risk Management
Credit or Financing
Information Technology
Marketing
Investor Relations
Finance
Compliance
Personnel
Operations
Internal Audit
Other banking task areas
c) Job Rotation

Employee Planning
Retirement ratio
c. Training and Development Function
Average training time per employee
Average training cost per employee
Ratio of total education funds to labor costs
d. Others
Number of debtors per Relationship Manager or Account Officer
a) Corporate segment b) Non-corporate segment
Mandatory Leave Obligations

b. Filling Guidelines
The Bank Human Resource Management Performance Report is filled with information on several management indicators in aggregate for a certain period. The Bank Human Resource Management Performance Report is reported semi-annually. Bank Human Resource Management Performance Data is filled with actual data. In the event that the Bank does not have actual data, the Bank may report data in accordance with the policies applicable to each Bank.

Personnel Function
a) Time to Fill Vacant Positions
(1) Filled in accordance with the time to fill vacant positions, which is the time required to fill a certain position from the time the position is vacant until the candidate employee accepts the offer to fill the position. (2) Filled in units of days. b) Average Recruitment Cost (1) Filled in accordance 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 Sharia Supervisory Board, or employee. The calculation formula is:
(2) Filled in units of Rupiah.
(3) 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.
Performance Evaluation Function
a) Employee Productivity
(1) Revenue per Employee
(a) Filled in accordance with revenue per employee, which is the average amount of revenue generated by

for each employee, the calculation formula is:
(b) Filled in Rupiah units.
(2) Net Profit per Employee
(a) Filled in accordance with the net profit per employee, which is the average net profit generated by each employee, the calculation formula is:
(b) Filled in Rupiah units. b) Labor Costs
(1) Labor Cost Ratio to Total Operational Costs (a) Filled in accordance with the ratio of labor costs to total operational costs, the calculation formula is:
(b) Filled in percent units with 2 (two) decimal places.
(2) Outsourcing Service Cost Ratio to Fixed Labor Costs (a) Filled in accordance with the ratio of outsourcing service costs to fixed labor costs, the calculation formula is:
(b) Filled in percent units with 2 (two) decimal places.

c) Employee Turnover (Loyalty)
(1) Voluntary Employee Turnover Ratio
(a) Filled in accordance with the ratio of employees who voluntarily resigned during a specific period, the calculation formula is:
Voluntary employee turnover ratio =
(b) Filled in percent units with 2 (two) decimal places.
(2) Involuntary Employee Turnover Ratio
(a) Filled in accordance with the ratio of employees dismissed by the Bank during a specific period, the calculation formula is:
Involuntary employee turnover ratio =
(b) Filled in percent units with 2 (two) decimal places.
(3) Average Employee Tenure
(a) Filled in accordance with the average duration employees work in specific positions at the Bank, calculated from the establishment of the employment relationship between the worker and the Bank based on the employment agreement until the worker stops working at the Bank. (b) Filled in year units, with 2 (two) decimal places. (4) Promotion Opportunities (a) Average Promotion Time
i. Filled in accordance with the average time required for each employee in a specific position to be promoted according to the policy implemented by each Bank.
ii. Filled in year units, with 2 (two) decimal places.

(b) Promotion Ratio
i. Filled in accordance with the ratio of the number of promoted employees (promoted in position/level) compared to the total number of employees during a specific period, the calculation formula is:
ii. Filled in percent units with 2 (two) decimal places.
(c) Job Rotation
i. Filled in accordance with the average time required for an employee to move from one job to another within the same company according to the policy implemented by each Bank.
ii. Filled in year units, with 2 (two) decimal places.
(5) Employee Planning - Retirement Ratio
(a) Filled in accordance with the ratio of retired employees compared to the total number of employees (permanent and non-permanent) during a specific period, the calculation formula is:
Retirement ratio =
(b) Filled in percent units with 2 (two) decimal places.
3) Training and Development Function
a) Average Training Time per Employee
(1) Filled in accordance with the average training time required for each employee during a specific period. (2) Filled in hour units. (3) If the Bank does not have actual figures, it may be filled in accordance with the Bank's policy.

b) Average Training Cost per Employee
(1) Filled in accordance with the average training cost per employee during a specific period, the calculation formula is:
Average training cost per employee =
(2) Filled in Rupiah units. c) Ratio of Total Education Funds to Labor Costs (1) Filled with the total realization of education funds in the current year divided by total labor costs. (2) The definition of education funds refers to regulations governing the provision of funds for the development of human resources of general banks, the calculation formula is:
(3) Filled in percent units with 2 (two) decimal places. d) Others (1) Number of Debtors per Relationship Manager or Account Officer (a) Filled in accordance with the average number of debtors handled by one Relationship Manager or Account Officer. (b) Filled in whole units with rounding of decimal places. (2) Mandatory Leave Obligation (a) Filled with mandatory leave in accordance with the Bank's policy. If the Bank does not have a mandatory leave policy, fill with the number 0 (zero). (b) Filled in day units.

Table 7: Workforce Needs Prediction
a. Report Format
TABLE 7
WORKFORCE NEEDS PREDICTION
Field
Task
Education Level
Position Status
Employment Status
Number of Workforce
Year
Realization
Year
First Prediction
Year
Second Prediction
Year
Third Prediction

b. Filling Guidelines
The workforce needs 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 needs classification and reported semi-annually in Table 7.

Field of Task
Writing follows the numbering 23) in Table 1a/1b.
Education Level
Writing follows the numbering 17) in Table 1a/1b.
Employment Status
Writing follows the numbering 20) in Table 1a/1b.
Position
Writing follows the numbering 21) in Table 1a/1b.
Employment Status
Writing follows the numbering 19) in Table 1a/1b.
Number of Workforce
Filled with the number of workforce during the reporting period and prediction of workforce up to 3 (three) years subsequently. Example:
a. The number of workforce is filled with the following data:
the first semester 2020 data period will contain workforce numbers at the position of June 30, 2020 and predictions for positions December 31, 2021 to December 31, 2023; and
the second semester 2020 data period will contain workforce numbers at the position of December 31, 2020 and predictions for positions December 31, 2021 to December 2023.

b. Filling Table 7 is as follows:
Field
Task
Education Level
Position Status
Employment Status
Number of Workforce
Year
Realization
Year
First Prediction
Year
Second Prediction
Year
Third Prediction
1 5 6 6 8
1 2 0
2 3 1 2 1 50 60 72 84
5 2 1 3 1 41 58 69 86
Etc
... ... ... ... ... ... ... ... ...
... ... ... ... ... ... ... ... ...
14 8 1 2 1 2 3 3 4

Table 8: Bank Human Resources Remuneration Data
a. Report Format
TABLE 8
BANK HUMAN RESOURCES REMUNERATION DATA
Position
Position Level
(Grade)
Annual Salary (in Rupiah)
Fixed Remuneration Variable Remuneration
Total
Minimum
Total
Maximum
Total
Average
Total
Minimum
Total
Maximum
Total
Average

b. Filling Guidelines
The Bank Human Resources Remuneration Report is filled with information regarding the range of minimum, maximum, and average remuneration policies per position level and grade for the current year. Remuneration is compensation established and given to members of the Board of Directors, members of the Board of Commissioners, Sharia Supervisory Board, and/or employees, whether permanent or variable, in cash or non-cash forms according to duties, authority, and responsibilities. Fixed remuneration is remuneration not linked to performance and risk, including basic salary, facilities, housing allowances, health allowances, education allowances, holiday allowances, and pensions. Bank Human Resources Remuneration data is reported semi-annually. Variable remuneration is remuneration linked to performance and risk, including bonuses or other forms equivalent to them. Information filled in Table 8 for the first semester period will contain the "Total" of accumulated remuneration from the previous year, as accumulated remuneration data for the current year is not yet available.

Position
Writing follows the numbering 21) in Table 1a/1b.
Position Level (Grade)
a) Filled with the position group (grade) corresponding to the position in item 1) above at the Bank. b) Filling Example:
(1) Assistant Manager;
(2) Group 3A;
(3) Band B; or
(4) Grade 3.
Minimum Total
a) Filled with the minimum cumulative total remuneration (both fixed and variable) per year in the corresponding position group. b) Filled in Rupiah units. c) Filled with actual data. If the Bank does not have actual data, the Bank may report data in accordance with the policy applicable to each Bank.
Maximum Total
a) Filled with the maximum cumulative total remuneration (both fixed and variable) per year in the corresponding position group. b) Filled in Rupiah units. c) Filled with actual data. If the Bank does not have actual data, the Bank may report data in accordance with the policy applicable to each Bank.
Average Total
a) Filled with the average cumulative total remuneration (both fixed and variable) per year in the corresponding position group. b) Filled in Rupiah units. c) Filled with actual data. If the Bank does not have actual data, the Bank may report data in accordance with the policy applicable to each Bank.

d) Filling Table 8 is as follows:
Position
Position Level
(Grade)
Annual Salary (in Rupiah)
Fixed Remuneration Variable Remuneration
Total
Minimum
Total
Maximum
Total
Average
Total
Minimum
Total
Maximum
Total
Average
6 9 25000000 55000000 35000000 10000000 25000000 1600000 6 8 20000000 45000000 25000000 10000000 30000000 22000000 7 7 27000000 45000000 35000000 15000000 35000000 25000000 7 6 25000000 43000000 30000000 15000000 33000000 23000000 8 5 50000000 10000000 8000000 25000000 45000000 33000000 8 4 40000000 8000000 6000000 24000000 40000000 31000000 8 3 30000000 5000000 4000000 23000000 38000000 28000000

Table 9: Shareholder Data
a. Report Format
TABLE 9
SHAREHOLDER DATA
Ownership Type
Owner Classification
Identity Type
Identity Number
Shareholder Name
Address according to Identity Card
Country
Telephone
Electronic Mail Address
Parent Name
Business Entity Type
Deed of Establishment Number
Date of Deed of Establishment
Last Deed of Amendment Number
Date of Last Deed of Amendment
Establishment Date
Legal Entity
Ownership Share
Effective Ownership Start Date
Effective Ownership End Date
Number of General Meeting of Shareholders Decision

b. Filling Guidelines
Shareholder data is reported semi-annually, filled with:

Controlling Shareholder (PSP) data of a Bank, whether legal entities, individuals, and/or business groups. PSP is a shareholder as referred to in Financial Services Authority Regulations governing single ownership in Indonesian banking; and
Non-PSP shareholder data with ownership of 5% or more.
In the event of a change in shareholders within the reporting period, information on previous shareholders is also reported. For example: Bank "ABC" PSP changed from PT "XYZ" to PT "DEF" in March 2020, the PSP information reported in the first semester 2020 includes information on PT "XYZ" and PT "DEF".
Ownership Type
a) Filled with 3 (three) digit characters according to the ownership type code. b) Data filling reference:
No Ownership Type Code
1 Individual 101
2 Legal Entity 102
Owner Classification
a) Filled with 3 (three) digit characters according to the owner classification code. b) Data filling reference:
No Owner Classification Code
1 Non-PSP shareholder with ownership ≥ 5% 200
2 PSP 201
3 Ultimate Controlling Shareholder (PSPT) 202 c) Non-PSP shareholders with ownership less than 5% are not reported.
Identity Type
a) Filled with 1 (one) digit character according to the identity type code. b) Data filling reference:
No Identity Type Code
1 Identity Card (KTP) 1
2 Passport 2
3 Tax Identification Number (NPWP)/tax identification number 4 4 Others (specifically for public entities without NPWP) c) Example of data filling:
No Identity Type Filling
1 Shareholder is an Indonesian citizen (using KTP) 2 Shareholder is a foreigner (using Passport) 3 Shareholder is a legal entity (using NPWP) 4 Shareholder is a foreign legal entity (using tax identification number) 5 Shareholder is the Government of the Republic of Indonesia (public entity without NPWP) 6 Shareholder is the West Java Provincial Regional Government (public entity without NPWP)
Identity Number
a) For individual/individual shareholders, filled in accordance with the identity number stated in the shareholder's identity document. b) Specifically for shareholders in the form of public entities:
(1) Government of the Republic of Indonesia
Filled with 111111
(2) Central Public Agency
Filled with the third-party group code as referred to in Financial Services Authority regulations governing debtor reporting and information requests through the financial information service system; and (3) Regional Public Agency Filled with the provincial and city/regency reference code. c) If the identity number contains characters other than alphabets and numbers, those characters do not need to be included. d) Example of data filling:
No Identity Number PSP Filling
1 Shareholder is an Indonesian citizen and has a KTP with NIK “1234567891234567” 1234567891234567 2 Shareholder is a foreigner and has a Passport with number “A123456789” A123456789 3 Shareholder is a foreigner and has a Passport with number “A-1234.56” A123456 4 Shareholder is the Government of the Republic of Indonesia (public entity without NPWP) 111111 5 Shareholder is the West Java Provincial Regional Government (public entity without NPWP) 6 Shareholder is the Yogyakarta City Government (public entity without NPWP)
Shareholder Name
a) For individual/individual shareholders, filled in accordance with the name stated in the identity document (without abbreviations and academic titles, status, religious titles). Writing follows the numbering 9) in Table 1a/1b. b) For legal entity shareholders, filled in accordance with the name of the legal entity stated in the business deed document.

Example of data filling:
No Shareholder Name Filling
1 Shareholder Name is “PT MAKMUR” MAKMUR
2 Shareholder Name is “CV MAKMUR” MAKMUR
3 Shareholder Name is “KOPERASI MAKMUR” MAKMUR
6) Address according to Identity Card
a) For Indonesian citizens, filled with the address as stated in the KTP. b) For foreigners, filled with the domicile address in Indonesia as stated in the residence permit documents, such as Foreign Worker Employment Permit (IMTA) or Limited Stay Permit (KITAS). c) For Legal Entities, filled with the address as stated in the Company NPWP/tax identification number.
7) Country
Filled with 2 (two) digit characters of the country code for the location of the business entity or domicile of the reported individual/individual shareholder as stated in the country code reference.
8) Telephone
Writing follows the numbering 14) in Table 1a/1b.
9) Electronic Mail Address
This column is filled with the shareholder's electronic mail address.
Example of data filling:
No Electronic Mail Address Filling
1 sri.kartini.24@gmail.com sri.kartini.24@gmail.com 2 Shareholder does not have an electronic mail address column is left blank
10) Parent Name
a) Only filled for PSP in the form of non-PSPT legal entities. b) Parent name is filled with the name of the PSPT.

c) Writing follows the numbering 5) in Table 9.
11) Business Entity Type
a) Filled with 2 (two) digit characters according to the business entity type code. b) Data filling reference:
No Business Entity Type Code
1 State-Owned Enterprise (Persero) 01
2 Limited Liability Company (Perseroan Terbatas) 02 3 Regional Enterprise 03 4 Public Enterprise 04 5 Regional Public Enterprise 05 6 Regional Limited Liability Company 06 7 Cooperative 07 8 Foreign business entity 08 9 Others 09 c) Only filled for shareholders in the form of legal entities. d) Example of filling:
No Shareholder Name Filling
1 PT ABC Tbk 02
2 PT Bank XYZ (Persero) 01
3 DEF Ltd. 08
4 East Java Provincial Regional Government
12) Deed of Establishment Number
a) This column is filled with the number of the legal entity's deed of establishment as stated in the legal entity deed. b) Only filled for shareholders in the form of legal entities. c) Example of filling:
No Deed of Establishment Number Filling
1 Deed of establishment number is “1234” 1234
2 Deed of establishment number is “7A” 7A
3 Deed of establishment number is “09” 09
13) Date of Deed of Establishment
a) Filled with 8 (eight) digit numbers in yyyymmdd format.

b) Filled with the date of the legal entity's deed of establishment as stated in the legal entity deed. c) Only filled for shareholders in the form of legal entities. d) Example of data filling:
No Date of Deed of Establishment Filling
1 June 7, 1982 19820607
2 December 18, 1971 19711218
3 April 25, 1988 19880425
14) Last Deed of Amendment Number
a) This column is filled with the number of the last legal entity deed (amendment deed). b) Only filled for shareholders in the form of legal entities. c) If there is no legal entity amendment deed, this column is filled with the deed of establishment number. d) Example of data filling:
No Last Deed of Amendment Number Filling
1 Last amendment deed number is “1235”
2 Deed of establishment number is “1234” and no amendment deed exists 3 Last amendment deed number is “09”
15) Date of Last Deed of Amendment
a) Filled with 8 (eight) digit numbers in yyyymmdd format. b) Filled with the date of the last legal entity deed as stated in the last legal entity deed. c) Only filled for shareholders in the form of legal entities. d) Example of data filling:
No. Date of Deed of Establishment Filling
1 June 7, 1982 19820607
2 December 18, 1971 19711218
3 April 25, 1988 19880425
16) Legal Entity Establishment Date
a) Filled with 8 (eight) digit numbers in yyyymmdd format.

b) Filled with the legal entity establishment date corresponding to the shareholder's legal entity deed. c) Only filled for shareholders in the form of legal entities.
17) Ownership Share
a) Filled in accordance with the shareholder's ownership share. b) Filled in percent units with a maximum of 2 (two) decimal places. c) Share ownership is the number of shares owned by the Shareholder during a period corresponding to the reporting period. d) Example of data filling:
No Ownership Share Filling
1 Controlling PSP with ownership share 70.5% 70.50 2 PSP (from acquisition) with ownership share 80% 80.00 3 Shareholder with ownership share 10.76% 10.76
18) Effective Ownership Start Date
a) Filled with 8 (eight) digit numbers in yyyymmdd format. b) Filled with the effective date of share ownership. c) Example of filling:
In General Meeting of Shareholders Decision Letter No. CD/I/Dir/2010 dated January 4, 2010, it is stated that the decision takes effect upon establishment, in the "Effective Ownership Start Date" column filled with 20100104.
19) Effective Ownership End Date
a) Filled with 8 (eight) digit numbers in yyyymmdd format. b) Filled with the date of share ownership expiration, including expiration due to sale. c) This column is not filled for existing shareholders.

Number of General Meeting of Shareholders Decision
Filled in accordance with the number of the General Meeting of Shareholders Decision, if any.

CHAPTER III
REPORTING BY SHARIA GENERAL BANKS AND SHARIA BUSINESS UNITS

III.1 MONTHLY PUBLICATION REPORT
Format and filling guidelines for the Monthly Publication Report refer to Financial Services Authority regulations governing transparency and publication of reports for Sharia general banks and Sharia business units.

III.2 QUARTERLY PUBLICATION REPORT
Format and filling guidelines for the Quarterly Publication Report refer to Financial Services Authority regulations governing transparency and publication of reports for Sharia general banks and Sharia business units.

III.3 ASSET QUALITY REPORT AND PPABANK FORMATION REPORT IN CONSOLIDATION Format and filling guidelines for the Asset Quality Report and PPABank Formation Report in consolidation refer to Financial Services Authority regulations governing prudential principles and reports in the context of applying consolidated risk management for banks controlling subsidiary companies.

III.4 FUNDING AVAILABILITY AND BMPD-BANK REPORT IN CONSOLIDATION Format and filling guidelines for the Funding Availability and BMPD-Bank Report in consolidation refer to Financial Services Authority regulations governing prudential principles and reports in the context of applying consolidated risk management for banks controlling subsidiary companies.

III.5 MINIMUM CAPITAL REQUIREMENT AND RISK-WEIGHTED ASSETS REPORT Format and filling guidelines for the Minimum Capital Requirement (KPMM) and Risk-Weighted Assets (ATMR) Report refer to Financial Services Authority regulations governing:

minimum capital requirements for Sharia general banks;
minimum capital requirements according to risk profile for Sharia general banks;
risk-weighted asset calculations for credit risk using the standard approach for Sharia general banks;
risk-weighted asset calculations for market risk using the standard method for Sharia general banks; and
risk-weighted asset calculations for operational risk using the basic indicator approach for Sharia general banks.

III.6 INDONESIAN BANKING HUMAN RESOURCES DATA REPORT
I. Indonesian Banking Human Resources Data Reporting
Indonesian Banking Human Resources Data Reports are submitted by Sharia general banks, consisting of 2 (two) Reports, namely:

Indonesian Banking Human Resources Data Report - Monthly
a. The report is submitted to the Financial Services Authority with a monthly period. b. Indonesian Banking Human Resources Data Report - Monthly consists of several tables, namely:

Table 1a Basic Human Resources Data;
Table 2a Job History Data;
Table 3a Work History Data;
Table 4a Formal Education History Data; and
Table 5a Training/Certification History Data.
c. The obligation to submit Indonesian Banking Human Resources Data Report - Monthly as referred to in letter b includes information on directors, commissioners, Sharia supervisory boards, and Executive Officials (PE).

Indonesian Banking Human Resources Data Report - Semi-annual
a. The report is submitted to the Financial Services Authority with a semi-annual period. b. Indonesian Banking Human Resources Data Report - Semi-annual consists of several tables, namely:

Table 1b Basic Human Resources Data;
Table 2b Job History Data;
Table 3b Work History Data;
Table 4b Formal Education History Data;
Table 5b Training/Certification History Data;
Table 6 Bank Human Resources Management Performance;
Table 7 Workforce Needs Prediction;
Table 8 Bank Human Resources Remuneration Data; and
Table 9 Shareholder Data.
c. The obligation to submit Indonesian Banking Human Resources Data Report - Semi-annual as referred to in letter b applies to Bank Human Resources with the following details:
Table 1b includes individual data information for officials two (2) levels below the Board of Directors who are not Key Officials (PE) up to staff-level employees.
Table 2b, Table 3b, and Table 4b include individual data information for officials two (2) levels below the Board of Directors who are not Key Officials (PE).
Table 5b includes individual data information for officials two (2) levels below the Board of Directors who are not Key Officials (PE) up to staff-level employees.
Table 6 includes information on Human Resource (HR) management performance indicators for Banks.
Table 7 includes data information for the Board of Directors, Board of Commissioners, Sharia Supervisory Board, Key Officials (PE), officials two (2) levels below the Board of Directors up to staff-level employees.
Table 8 includes information on employee remuneration per position and job level.
Table 9 includes individual data information for Bank shareholders, whether legal entities, individuals, and/or business groups.

Table 2a also includes information regarding the reporting of the appointment, replacement, and dismissal of Key Officials (PE) as referred to in statutory regulations regarding the institutional framework of Islamic commercial banks.

II. Reporting Illustration

Monthly and Semi-Annual Reporting Illustration

Reporting Period	Table Reported	First Reporting	HR Coverage Reported
Monthly	Table 1a, Table 2a, Table 3a, Table 4a, and Table 5a	Position as of June 2020	1. Board of Directors;<br>2. Board of Commissioners;<br>3. Sharia Supervisory Board; and<br>4. Key Officials (PE).
Semi-Annual	Table 1b	Position as of June 2020	1. Officials two (2) levels below the Board of Directors who are not Key Officials (PE) up to staff-level employees.<br>2. Specifically for reporting the position in the first semester of 2020 and the second semester of 2020, filled with officials two (2) levels below the Board of Directors who are not Key Officials (PE).
	Table 2b, Table 3b, and Table 4b	Position as of June 2020	Officials two (2) levels below the Board of Directors who are not Key Officials (PE).
	Table 5b	Position as of June 2020	1. Officials two (2) levels below the Board of Directors who are not Key Officials (PE) up to staff-level employees.<br>2. Specifically for reporting the position in the first semester of 2020 and the second semester of 2020, filled with officials two (2) levels below the Board of Directors who are not Key Officials (PE).
	Table 6, Table 7, and Table 8	Position as of June 2020	Board of Directors, Board of Commissioners, Sharia Supervisory Board, Key Officials (PE), officials two (2) levels below the Board of Directors up to staff-level employees.
	Table 9	Position as of June 2020	Individual data of Bank shareholders, whether legal entities, individuals, and/or business groups.

III. Format and guidelines for filling out the Indonesian Banking Human Resource Data Report for Islamic commercial banks refer to Section II.8 - Indonesian Banking Human Resource Data (HR) Report in the Appendix to this Financial Services Authority Regulation.

Established in Jakarta on 4 April 2019

CHAIRMAN OF THE COMMISSIONERS
FINANCIAL SERVICES AUTHORITY
REPUBLIC OF INDONESIA,

signed
WIMBOH SANTOSO

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

Rating AAA to BBB-

Rating BB+ to B-

Rating below B-

Total ATMR before MRK recognition (B)

Total ATMR after MRK recognition (C)