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PH_BPI 2025-06-30 Q2 — report review

Status: OK — неполно — см. пустые метрики ниже; Currency: PHP; Amounts unit: millions; Forms: ✓ ✓ ✓

Дата публикации отчёта: Не сохранена для этого периода — укажите financial_report_date в строке (EDGAR filingDate, KASE change_date или manual_catalog).

Full financial report: Ссылка

PDF: Открыть PDF отчёта (первичный документ)

Чтобы заново выполнить поиск форм и превью из PDF, откройте эту ссылку Основная ссылка запускает пересчёт в фоне: панель статуса, затем готовая страница. Тяжёлый режим с refresh по умолчанию тоже в фоне (иначе прокси даёт 502). &sync=1 — только для одного долгого синхронного ответа (не рекомендуется). Можно ?refresh=1, ?recalc=1, ?nocache=1 или ?recompute=1. (дождаться в браузере: синхронное обновление)

По умолчанию — быстрый просмотр (таблица метрик и номера страниц форм), чтобы прокси не отваливался по таймауту. Полные превью и таблицы — ?heavy=1.

Сопоставление метрик (значение → evidence)

Значения метрик приведены к единицам дашборда, где это применимо; в колонке evidence — сохранённый фрагмент из текстового слоя PDF или OCR на этапе извлечения.

Мост EBITDA → чистая прибыль

Строка «финансовые расходы, налог и прочее» получена как разность EBIT и чистой прибыли; детальная разбивка — в PDF отчёта выше.

Statement pages (discovery)

Ниже — последняя полная реконструкция форм (сканы PDF + таблицы + проверки субитогов), сохранённая после запуска с ?heavy=1. Откройте тяжёлый режим, чтобы пересчитать, если менялись PDF, discovery или извлечение. полные превью и таблицы (?heavy=1).

Превью страниц и восстановленные таблицы

Подсветка Жёлтая строка — совпадение с evidence; оранжевая ячейка — точное число, взятое для метрики (наведите на строку). Выручка Опер. прибыль Аморт. и износ EBITDA Чистая прибыль cash debt_short debt_long Активы Капитал Операц. ДДС Инвест. ДДС

Зелёная / янтарная / красная полоса у подписи строки — итог/субитог, где сумма детальных строк сравнивается с числом в отчёте (эвристика). Под каждой таблицей — список проверок (Σ строк vs отчёт, статус).

P&L

Tables and checks run on 2 of 3 PDF pages for this form (timeout budget). Raise REPORT_REVIEW_HEAVY_RECON_PAGES for more.

P&L — PDF page 8

Camelot table (pages 8, primary page 8).

#	Joined label	Line item	2025	2024
0	Unaudited Unaudited		Unaudited	Unaudited
1	2025 2024		2025	2024
2	INTEREST INCOME	INTEREST INCOME
3	On loans and advances 88,158,454 76,171,353	On loans and advances	88,158,454	76,171,353
4	On FA at amortized cost 6,972,110 7,329,607	On FA at amortized cost	6,972,110	7,329,607
5	On FA at FV through OCI 6,778,231 5,435,467	On FA at FV through OCI	6,778,231	5,435,467
6	On deposits with BSP and other banks 1,027,587 1,654,544	On deposits with BSP and other banks	1,027,587	1,654,544
7	On FA at FV through profit or loss 611,224 546,935	On FA at FV through profit or loss	611,224	546,935
8	103,547,606 91,137,906		103,547,606	91,137,906
9	INTEREST EXPENSE	INTEREST EXPENSE
10	On Deposits 27,091,149 25,516,794	On Deposits	27,091,149	25,516,794
11	On Bills Payable and other borrowings 5,302,475 4,367,732	On Bills Payable and other borrowings	5,302,475	4,367,732
12	32,393,624 29,884,526		32,393,624	29,884,526
13	NET INTEREST INCOME 71,153,982 61,253,380	NET INTEREST INCOME	71,153,982	61,253,380
14	IMPAIRMENT LOSSES 7,250,000 3,000,000	IMPAIRMENT LOSSES	7,250,000	3,000,000
15	NET INTEREST INCOME AFTER IMPAIRMENT	NET INTEREST INCOME AFTER IMPAIRMENT
16	LOSSES 63,903,982 58,253,380	LOSSES	63,903,982	58,253,380
17	OTHER INCOME	OTHER INCOME
18	Fees and commissions 7,492,884 7,266,565	Fees and commissions	7,492,884	7,266,565
19	Income from foreign exchange trading 1,221,676 2,129,899	Income from foreign exchange trading	1,221,676	2,129,899
20	Trading gain (loss) on securities 1,603,806 744,094	Trading gain (loss) on securities	1,603,806	744,094
21	Income attributable to insurance operations 1,825,385 1,503,197	Income attributable to insurance operations	1,825,385	1,503,197
22	Other operating income 9,256,080 8,278,006	Other operating income	9,256,080	8,278,006
23	21,399,831 19,921,761		21,399,831	19,921,761
24	OTHER EXPENSES	OTHER EXPENSES
25	Compensation and fringe benefits 15,459,065 14,319,351	Compensation and fringe benefits	15,459,065	14,319,351
26	Occupancy and equipment-related expenses 12,743,085 11,081,262	Occupancy and equipment-related expenses	12,743,085	11,081,262
27	Other operating expenses 14,546,152 12,871,663	Other operating expenses	14,546,152	12,871,663
28	42,748,302 38,272,276		42,748,302	38,272,276
29	INCOME BEFORE INCOME TAX 42,555,511 39,902,865	INCOME BEFORE INCOME TAX	42,555,511	39,902,865
30	PROVISION FOR INCOME TAX	PROVISION FOR INCOME TAX
31	Current 9,087,511 8,634,050	Current	9,087,511	8,634,050
32	Deferred 307,087 560,652	Deferred	307,087	560,652
33	9,394,598 9,194,702		9,394,598	9,194,702
34	NET INCOME FOR THE PERIOD 33,160,913 30,708,163	NET INCOME FOR THE PERIOD	33,160,913	30,708,163
35	Attributable to:	Attributable to:
36	Equity holders of BPI 32,958,083 30,564,776	Equity holders of BPI	32,958,083	30,564,776
37	Non-controlling interest 202,830 143,387	Non-controlling interest	202,830	143,387
38	Discontinued Operation 0 0	Discontinued Operation	0	0
39	33,160,913 30,708,163		33,160,913	30,708,163

No subtotal/total rows matched the built-in patterns on this table (or fewer than two detail lines above each candidate).

P&L — PDF page 9

Camelot table (pages 9, primary page 9).

#	Joined label	Line item	2025	2024
0	(In Thousands of Pesos)	(In Thousands of Pesos)
1	Unaudited Unaudited		Unaudited	Unaudited
2	2025 2024		2025	2024
3	NET INCOME BEFORE MINORITY INTEREST 33,160,913 30,708,163	NET INCOME BEFORE MINORITY INTEREST	33,160,913	30,708,163
4	Other Comprehensive Income	Other Comprehensive Income
5	Items that may be reclassified subsequently to profit or loss	Items that may be reclassified subsequently to profit or loss
6	Net change in fair value reserve on FVOCI securities,	Net change in fair value reserve on FVOCI securities,
7	net of tax effect 1,070,216 (4,246,365)	net of tax effect	1,070,216	(4,246,365)
8	Fair value reserve on investments of insurance subsidiaries,	Fair value reserve on investments of insurance subsidiaries,
9	net of tax effect 52,304 (27,305)	net of tax effect	52,304	(27,305)
10	Share in other comprehensive income of associates (25,485) (263,773)	Share in other comprehensive income of associates	(25,485)	(263,773)
11	Currency translation differences (203,449) 479,692	Currency translation differences	(203,449)	479,692
12	Items that will not be reclassified to profit or loss	Items that will not be reclassified to profit or loss
13	Actuarial gains (losses) on defined benefit	Actuarial gains (losses) on defined benefit
14	plan, net of tax effect (27,763) 16,784	plan, net of tax effect	(27,763)	16,784
15	Share in other comprehensive gain (loss) of associates (78,903) (3,055)	Share in other comprehensive gain (loss) of associates	(78,903)	(3,055)
16	Total Other Comprehensive Income (Loss), net of tax effect 786,920 (4,044,022)	Total Other Comprehensive Income (Loss), net of tax effect	786,920	(4,044,022)
17	Total Comprehensive Income for the Year 33,947,833 26,664,141	Total Comprehensive Income for the Year	33,947,833	26,664,141
18	Attributable to:	Attributable to:
19	Equity holders of BPI 33,738,944 26,523,704	Equity holders of BPI	33,738,944	26,523,704
20	Non-Controlling Interest 208,889 140,437	Non-Controlling Interest	208,889	140,437
21	33,947,833 26,664,141		33,947,833	26,664,141

No subtotal/total rows matched the built-in patterns on this table (or fewer than two detail lines above each candidate).

BS

Tables and checks run on 2 of 3 PDF pages for this form (timeout budget). Raise REPORT_REVIEW_HEAVY_RECON_PAGES for more.

BS — PDF page 12

Camelot table (pages 12, primary page 12).

#	Joined label	Line item	Column 2	Column 3
0	Income before income tax 42,556 39,903	Income before income tax	42,556	39,903
1	Adjustments for:	Adjustments for:
2	Impairment losses 7,250 3,000	Impairment losses	7,250	3,000
3	Depreciation and amortization 2,667 2,632	Depreciation and amortization	2,667	2,632
4	Share in net income of associates (1,410) (1,203)	Share in net income of associates	(1,410)	(1,203)
5	Dividend and other Income (36) (45)	Dividend and other Income	(36)	(45)
6	Share based compensation (5) (59)	Share based compensation	(5)	(59)
7	Profit from asset sold (222) (43)	Profit from asset sold	(222)	(43)
8	Realized gain or sale on investment securities (790) (590)	Realized gain or sale on investment securities	(790)	(590)
9	Interest income (103,548) (91,138)	Interest income	(103,548)	(91,138)
10	Interest received 104,031 86,561	Interest received	104,031	86,561
11	Interest expense 32,593 30,047	Interest expense	32,593	30,047
12	Interest paid (31,754) (29,511)	Interest paid	(31,754)	(29,511)
13	(Increase) decrease in:	(Increase) decrease in:
14	Interbank loans receivable and securities purchased	Interbank loans receivable and securities purchased
15	under agreements to resell 1,427 4,983	under agreements to resell	1,427	4,983
16	Financial Assets at FVTPL (49,211) (42,113)	Financial Assets at FVTPL	(49,211)	(42,113)
17	Loans and advances,net (91,738) (34,586)	Loans and advances,net	(91,738)	(34,586)
18	Assets held for sale (2,238) (799)	Assets held for sale	(2,238)	(799)
19	Assets attributatble to Insurance operations 1,384 1,153	Assets attributatble to Insurance operations	1,384	1,153
20	Other assets 6,204 1,925	Other assets	6,204	1,925
21	Increase (decrease) in:	Increase (decrease) in:
22	Deposit liabilities (3,162) 10,532	Deposit liabilities	(3,162)	10,532
23	Due to Bangko Sentral ng Pilipinas and other banks (833) 1,521	Due to Bangko Sentral ng Pilipinas and other banks	(833)	1,521
24	Manager's checks demand drafts outstanding (626) 252	Manager's checks demand drafts outstanding	(626)	252
25	Accrued taxes, interest and other expenses 85 (1,871)	Accrued taxes, interest and other expenses	85	(1,871)
26	Liabilities attributable to insurance operations (1,108) (1,174)	Liabilities attributable to insurance operations	(1,108)	(1,174)
27	Derivative financial instruments (1,212) 2,409	Derivative financial instruments	(1,212)	2,409
28	Deferred credits and other liabilities (1,263) (6,831)	Deferred credits and other liabilities	(1,263)	(6,831)
29	Net cash from (used in) operations (90,959) (25,045)	Net cash from (used in) operations	(90,959)	(25,045)
30	Income taxes paid (8,118) (7,133)	Income taxes paid	(8,118)	(7,133)
31	Net cash from (used in) operating activities (99,077) (32,178)	Net cash from (used in) operating activities	(99,077)	(32,178)
32	CASH FLOWS FROM INVESTING ACTIVITIES	CASH FLOWS FROM INVESTING ACTIVITIES
33	Additions to:	Additions to:
34	Investment Securities, net (102,823) (77,998)	Investment Securities, net	(102,823)	(77,998)
35	Bank premises, furniture, fixtures and equipment (2,580) (1,425)	Bank premises, furniture, fixtures and equipment	(2,580)	(1,425)
36	Disposals of:	Disposals of:

No subtotal/total rows matched the built-in patterns on this table (or fewer than two detail lines above each candidate).

BS — PDF page 13

Camelot table (pages 13, primary page 13).

#	Joined label	Line item	Formula → Total current assets di…	Current Year	Prior Year → in percentage
0	Ratio Formula Current Year Prior Year	Ratio	Formula	Current Year	Prior Year
1	in percentage				in percentage
2	Liquidity ratio Total current assets divided by total current liabilities 47.89 47.94	Liquidity ratio	Total current assets divided by total current liabilities	47.89	47.94
3	Total liabilities (Bills payable and Bonds payable)		Total liabilities (Bills payable and Bonds payable)
4	Debt-to-equity ratio	Debt-to-equity ratio
5	divided by total equity 49.99 37.12		divided by total equity	49.99	37.12
6	Asset-to-equity ratio Total assets divided by total equity 749.67 765.00	Asset-to-equity ratio	Total assets divided by total equity	749.67	765.00
7	Earning before interest expense, income taxes,		Earning before interest expense, income taxes,
8	Interest rate coverage ratio	Interest rate coverage ratio
9	depreciation, and amortization 239.60 242.33		depreciation, and amortization	239.60	242.33
10	Return on equity Net income divided by average equity 14.93 15.52	Return on equity	Net income divided by average equity	14.93	15.52
11	Return on assets Net income divided by average assets 2.01 2.00	Return on assets	Net income divided by average assets	2.01	2.00
12	Net interest income (return on investment less interest		Net interest income (return on investment less interest
13	Net interest margin (NIM) expense) divided by average net interest bearing 4.58 4.26	Net interest margin (NIM)	expense) divided by average net interest bearing	4.58	4.26
14	assets		assets
15	Average assets to average equity Average assets divided by average equity 743.16 774.61	Average assets to average equity	Average assets divided by average equity	743.16	774.61
16	Net interest to average assets (NRFF) Net interest income divided by average assets 4.34 4.02	Net interest to average assets (NRFF)	Net interest income divided by average assets	4.34	4.02
17	Total operating expense divided by total income		Total operating expense divided by total income
18	Cost to income ratio 46.19 47.15	Cost to income ratio		46.19	47.15
19	(revenues)		(revenues)
20	Cost to asset ratio Total operating expense divided by average asset 2.61 2.51	Cost to asset ratio	Total operating expense divided by average asset	2.61	2.51
21	Capital to assets ratio Total equity divided by total assets 13.34 13.07	Capital to assets ratio	Total equity divided by total assets	13.34	13.07

No subtotal/total rows matched the built-in patterns on this table (or fewer than two detail lines above each candidate).

CF

Tables and checks run on 2 of 3 PDF pages for this form (timeout budget). Raise REPORT_REVIEW_HEAVY_RECON_PAGES for more.

CF — PDF page 17

Camelot table (pages 17, primary page 17).

#	Joined label	Line item	Page 16 of 29 → The Bank contin…
0	Page 16 of 29		Page 16 of 29
1	o The Bank continues to manage overall credit risks and maintain asset quality for the	o	The Bank continues to manage overall credit risks and maintain asset quality for the
2	period with non-performing loan (NPL) ratio of 2.25% and sufficient NPL coverage ratio,		period with non-performing loan (NPL) ratio of 2.25% and sufficient NPL coverage ratio,
3	consistent with the Bank’s credit risk appetite and strategy. The NPL ratio trend was		consistent with the Bank’s credit risk appetite and strategy. The NPL ratio trend was
4	primarily driven by credit risks of consumer loans (credit cards, housing, and auto loans)		primarily driven by credit risks of consumer loans (credit cards, housing, and auto loans)
5	and borrower-specific credit risks that affected the corporate loan portfolios.		and borrower-specific credit risks that affected the corporate loan portfolios.
6	Nonetheless, the Bank’s NPL ratio is generally acceptable and is lower relative to the		Nonetheless, the Bank’s NPL ratio is generally acceptable and is lower relative to the
7	industry’s NPL ratio, as published by BSP, and relative to the Bank's total loan portfolio,		industry’s NPL ratio, as published by BSP, and relative to the Bank's total loan portfolio,
8	which is well diversified across key industries, with adequate loan loss provisioning, and		which is well diversified across key industries, with adequate loan loss provisioning, and
9	in general compliance to BSP guidelines and regulatory ceilings on credit risks (including		in general compliance to BSP guidelines and regulatory ceilings on credit risks (including
10	single borrower’s limit and related party transactions). The Bank’s credit risk		single borrower’s limit and related party transactions). The Bank’s credit risk
11	management system is governed by stringent credit underwriting policies and risk rating		management system is governed by stringent credit underwriting policies and risk rating
12	parameters (e.g., internal credit risk rating systems and credit scorecards), as well as		parameters (e.g., internal credit risk rating systems and credit scorecards), as well as
13	lending procedures and standards which are regularly reviewed and updated given		lending procedures and standards which are regularly reviewed and updated given
14	regulatory requirements and market developments. Review of credit portfolios, products		regulatory requirements and market developments. Review of credit portfolios, products
15	and programs, internal and regulatory credit stress tests, and risk reporting to Senior		and programs, internal and regulatory credit stress tests, and risk reporting to Senior
16	Management and the RMCom are regularly conducted to ensure that the Bank is aligned		Management and the RMCom are regularly conducted to ensure that the Bank is aligned
17	with sound credit risk management best practices. Since January 2018, the Bank adopted		with sound credit risk management best practices. Since January 2018, the Bank adopted
18	the accounting standards on classification and measurement under PFRS 9 guidelines. The		the accounting standards on classification and measurement under PFRS 9 guidelines. The
19	Bank began recognizing credit losses upon initial recognition of its assets through the		Bank began recognizing credit losses upon initial recognition of its assets through the
20	Expected Credit Loss (ECL) models. The Bank also complies with BSP’s requirement of		Expected Credit Loss (ECL) models. The Bank also complies with BSP’s requirement of
21	maintaining 1% general loan loss provisions for Stage 1 loans as prescribed by BSP 1011.		maintaining 1% general loan loss provisions for Stage 1 loans as prescribed by BSP 1011.
22	In view of the continuing volatilities in the macroeconomic environment, the Bank		In view of the continuing volatilities in the macroeconomic environment, the Bank
23	regularly updates its macroeconomic forecasts and uses these forecasts to update the		regularly updates its macroeconomic forecasts and uses these forecasts to update the
24	forward-looking, point-in-time probability of default and loss rate models used in ECL		forward-looking, point-in-time probability of default and loss rate models used in ECL
25	calculation. Industry risk assessments, proactive collection and loan restructuring		calculation. Industry risk assessments, proactive collection and loan restructuring
26	measures, and disciplined loan loss provisioning are being strictly observed to mitigate		measures, and disciplined loan loss provisioning are being strictly observed to mitigate
27	credit risks and vulnerabilities due to persistent and heightened global and local market		credit risks and vulnerabilities due to persistent and heightened global and local market
28	developments and industry risks on the Bank’s borrowing accounts.		developments and industry risks on the Bank’s borrowing accounts.
29	o The Bank closely monitors the risk exposures of both trading and non-trading portfolios.	o	The Bank closely monitors the risk exposures of both trading and non-trading portfolios.
30	Assets in both on- and off-balance sheet trading portfolios are marked-to-market, and the		Assets in both on- and off-balance sheet trading portfolios are marked-to-market, and the
31	resulting gains and losses are recognized through profit and loss. Market risk exposures		resulting gains and losses are recognized through profit and loss. Market risk exposures
32	are measured using the historical simulation Value-at-Risk (VaR) model complemented		are measured using the historical simulation Value-at-Risk (VaR) model complemented
33	by several risk metrics such as Stop Loss and DV01. As of the second quarter of 2025, the		by several risk metrics such as Stop Loss and DV01. As of the second quarter of 2025, the
34	Philippine Government Securities (GS)/PHP BVAL rates and US treasury rates were lower		Philippine Government Securities (GS)/PHP BVAL rates and US treasury rates were lower
35	by an average of around 15 bps and 25 bps across the curve year-to-date. The global		by an average of around 15 bps and 25 bps across the curve year-to-date. The global
36	economic and financial market environment in the first half of 2025 is generally		economic and financial market environment in the first half of 2025 is generally
37	characterized by trade tensions, persistent geopolitical and policy uncertainties, inflation		characterized by trade tensions, persistent geopolitical and policy uncertainties, inflation
38	divergence leading to heightened market volatility. Despite the challenges, the Bank		divergence leading to heightened market volatility. Despite the challenges, the Bank
39	continues to prudently manage its trading positions and ensure that its activities are		continues to prudently manage its trading positions and ensure that its activities are
40	within its set risk appetite, with its trading VaR levels well within the RMCom-approved		within its set risk appetite, with its trading VaR levels well within the RMCom-approved
41	limits as of end of the second quarter of 2025.		limits as of end of the second quarter of 2025.

No subtotal/total rows matched the built-in patterns on this table (or fewer than two detail lines above each candidate).

CF — PDF page 18

Camelot table (pages 18, primary page 18).

#	Joined label	Line item	2025
0	Page 17 of 29		Page 17 of 29
1	o The Bank also conducts regular price stress tests that measure the potential impact of	o	The Bank also conducts regular price stress tests that measure the potential impact of
2	adverse movements in interest rates and other risk factors on the Bank’s trading and		adverse movements in interest rates and other risk factors on the Bank’s trading and
3	banking books, and the corresponding impact to the Bank’s CAR and CET1 ratios. The		banking books, and the corresponding impact to the Bank’s CAR and CET1 ratios. The
4	stress-testing activities are useful to help better assess how extreme, yet plausible		stress-testing activities are useful to help better assess how extreme, yet plausible
5	conditions and external events may potentially affect the Bank’s resilience and financial		conditions and external events may potentially affect the Bank’s resilience and financial
6	condition. The results of the second quarter of 2025 price stress test on both the trading		condition. The results of the second quarter of 2025 price stress test on both the trading
7	and banking books showed that the Bank’s post-shock CAR and CET1 levels are well above		and banking books showed that the Bank’s post-shock CAR and CET1 levels are well above
8	the minimum internal and regulatory requirement given adverse movements in risk		the minimum internal and regulatory requirement given adverse movements in risk
9	factors.		factors.
10	o Interest rate risk exposures arising from core banking activities are measured through (a)	o	Interest rate risk exposures arising from core banking activities are measured through (a)
11	Earnings-at-Risk (EaR), or the potential deterioration in net interest income over the		Earnings-at-Risk (EaR), or the potential deterioration in net interest income over the
12	short- to medium- term horizon (i.e., those occurring in the next one to three years) due		short- to medium- term horizon (i.e., those occurring in the next one to three years) due
13	to adverse movements in interest rates, and (b) Balance Sheet Value-at-Risk (BSVaR), or		to adverse movements in interest rates, and (b) Balance Sheet Value-at-Risk (BSVaR), or
14	the impact on the economic value of future cash flows in the banking book due to changes		the impact on the economic value of future cash flows in the banking book due to changes
15	in interest rates. As of the second quarter of 2025, BPI Group's BSVaR and EaR levels are		in interest rates. As of the second quarter of 2025, BPI Group's BSVaR and EaR levels are
16	well within the RMCom-approved limits.		well within the RMCom-approved limits.
17	o The Bank’s liquidity profile is measured and monitored through its internal metric, the	o	The Bank’s liquidity profile is measured and monitored through its internal metric, the
18	Minimum Cumulative Liquidity Gap (MCLG) supplemented by liquidity risk monitoring		Minimum Cumulative Liquidity Gap (MCLG) supplemented by liquidity risk monitoring
19	tools, as well as through regulatory metrics, Liquidity Coverage Ratio (LCR) and Net Stable		tools, as well as through regulatory metrics, Liquidity Coverage Ratio (LCR) and Net Stable
20	Funding Ratio (NSFR). MCLG measures the smallest net cumulative cash inflow (if		Funding Ratio (NSFR). MCLG measures the smallest net cumulative cash inflow (if
21	positively gapped) or the largest net cumulative cash outflow (if negatively gapped) over		positively gapped) or the largest net cumulative cash outflow (if negatively gapped) over
22	the next three months. LCR promotes the short-term resilience of the Bank’s liquidity risk		the next three months. LCR promotes the short-term resilience of the Bank’s liquidity risk
23	profile and requires the Bank to hold an adequate level of high-quality liquid assets		profile and requires the Bank to hold an adequate level of high-quality liquid assets
24	(HQLA) to cover net cash outflows in the next 30 days. NSFR, on the other hand, requires		(HQLA) to cover net cash outflows in the next 30 days. NSFR, on the other hand, requires
25	the Bank to maintain a stable funding profile to cover its assets over a horizon of one year.		the Bank to maintain a stable funding profile to cover its assets over a horizon of one year.
26	Both LCR and NSFR are designed to strengthen the resilience of the Bank against liquidity		Both LCR and NSFR are designed to strengthen the resilience of the Bank against liquidity
27	shocks. As of the second quarter of 2025, BPI Group’s LCR and NSFR figures exceed the		shocks. As of the second quarter of 2025, BPI Group’s LCR and NSFR figures exceed the
28	prescribed minimum requirement set by the BSP.		prescribed minimum requirement set by the BSP.
29	o The Bank regularly reviews its risk models and assumptions to assess performance,	o	The Bank regularly reviews its risk models and assumptions to assess performance,
30	accuracy and/or effectiveness, from which recalibration or update is conducted, as		accuracy and/or effectiveness, from which recalibration or update is conducted, as
31	necessary. Model validation is performed by a team independent of development, guided		necessary. Model validation is performed by a team independent of development, guided
32	by an established framework and standards. Independent validation reports are		by an established framework and standards. Independent validation reports are
33	presented to the Bank's RMCom and action items are subject to monitoring and review.		presented to the Bank's RMCom and action items are subject to monitoring and review.
34	Enterprise risk systems are continuously enhanced and/or upgraded considering		Enterprise risk systems are continuously enhanced and/or upgraded considering
35	increasing regulatory expectations and the Bank’s risk data aggregation initiatives		increasing regulatory expectations and the Bank’s risk data aggregation initiatives
36	towards the completeness, accuracy, timeliness and quality of risk data, dashboards, and		towards the completeness, accuracy, timeliness and quality of risk data, dashboards, and
37	reporting. The Bank also utilizes data analytics to support risk and regulatory		reporting. The Bank also utilizes data analytics to support risk and regulatory
38	requirements and reporting.		requirements and reporting.
39	o The Bank has maintained the operational-related risk losses to less than 1% of gross	o	The Bank has maintained the operational-related risk losses to less than 1% of gross
40	income as of May 2025. These losses are well within the Senior Management and		income as of May 2025. These losses are well within the Senior Management and

No subtotal/total rows matched the built-in patterns on this table (or fewer than two detail lines above each candidate).

Formulas used

• Net debt: debt_short + debt_long - cash; same-date sibling row (instant BS value; cross-period fill)
• EBITDA: identity: operating profit + D&A on this row [rgap]
• NII proxy: NII proxy = revenue (bank top-line fallback when explicit net_interest_income is absent)