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PH_BPI 2025-09-30 Q3 — report review

Status: OK — incomplete — unset metrics listed below; Currency: PHP; Amounts unit: millions; Forms: ✓ ✓ ✓

Report published: Not stored for this period — set financial_report_date on the row (EDGAR filingDate, KASE change_date, or manual_catalog).

Full financial report: Link

PDF: Open the filing PDF (primary document)

To recalculate statement detection and previews from the PDF, use this link The default link runs in the background: a status panel shows phase, elapsed time, rough ETA, CUDA vs CPU, and OOM hints, then loads the finished report. Heavy mode with refresh does this automatically so reverse proxies do not return 502. Add &sync=1 only for one long blocking request (not recommended). You can use ?refresh=1, ?recalc=1, ?nocache=1, or ?recompute=1 on the URL. (block in the browser until done: synchronous refresh)

Default view is fast (metric table + statement page numbers only) so reverse proxies do not time out. Use ?heavy=1 when you need embedded page images and Camelot tables.

Metric mapping (value → extracted evidence)

Metric values use dashboard units where applicable; evidence is the stored snippet from the PDF text layer or OCR used during extraction.

EBITDA → net profit bridge

The finance-costs/tax line is derived as EBIT minus net profit; see the filing PDF above for the detailed split.

Statement pages (discovery)

Below: last full statement reconstruction (PDF scans + tables + subtotal checks) cached from a ?heavy=1 run. Open heavy mode to rebuild if the PDF, discovery, or extraction changed. full previews & tables (?heavy=1).

Statement previews & reconstructed tables

Highlights Yellow row = matched stored evidence label; orange cell = exact number used for that metric (hover row for details). Revenue Operating profit D&A EBITDA Net profit cash debt_short debt_long Assets Equity Operating CF Investing CF

Green / amber / red bars on the label column mark subtotal rows where summed detail lines match the reported total (heuristic). The table under each reconstructed grid lists every check (Σ detail vs reported, status).

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 135,177,028 117,160,736	On loans and advances	135,177,028	117,160,736
4	On FA at amortized cost 10,589,657 10,904,683	On FA at amortized cost	10,589,657	10,904,683
5	On FA at FV through OCI 10,350,633 8,474,824	On FA at FV through OCI	10,350,633	8,474,824
6	On deposits with BSP and other banks 1,513,498 2,211,273	On deposits with BSP and other banks	1,513,498	2,211,273
7	On FA at FV through profit or loss 933,850 927,167	On FA at FV through profit or loss	933,850	927,167
8	158,564,666 139,678,683		158,564,666	139,678,683
9	INTEREST EXPENSE	INTEREST EXPENSE
10	On Deposits 40,923,398 39,155,580	On Deposits	40,923,398	39,155,580
11	On Bills Payable and other borrowings 8,579,028 6,678,022	On Bills Payable and other borrowings	8,579,028	6,678,022
12	49,502,426 45,833,602		49,502,426	45,833,602
13	NET INTEREST INCOME 109,062,240 93,845,081	NET INTEREST INCOME	109,062,240	93,845,081
14	IMPAIRMENT LOSSES 11,750,000 4,800,000	IMPAIRMENT LOSSES	11,750,000	4,800,000
15	NET INTEREST INCOME AFTER IMPAIRMENT	NET INTEREST INCOME AFTER IMPAIRMENT
16	LOSSES 97,312,240 89,045,081	LOSSES	97,312,240	89,045,081
17	OTHER INCOME	OTHER INCOME
18	Fees and commissions 11,217,582 11,178,649	Fees and commissions	11,217,582	11,178,649
19	Income from foreign exchange trading 1,761,295 2,495,622	Income from foreign exchange trading	1,761,295	2,495,622
20	Trading gain (loss) on securities 3,381,148 2,978,053	Trading gain (loss) on securities	3,381,148	2,978,053
21	Income attributable to insurance operations 2,636,805 2,570,521	Income attributable to insurance operations	2,636,805	2,570,521
22	Other operating income 14,269,237 12,687,688	Other operating income	14,269,237	12,687,688
23	33,266,067 31,910,533		33,266,067	31,910,533
24	OTHER EXPENSES	OTHER EXPENSES
25	Compensation and fringe benefits 23,141,435 21,496,121	Compensation and fringe benefits	23,141,435	21,496,121
26	Occupancy and equipment-related expenses 19,618,014 17,665,292	Occupancy and equipment-related expenses	19,618,014	17,665,292
27	Other operating expenses 22,739,368 20,195,706	Other operating expenses	22,739,368	20,195,706
28	65,498,817 59,357,119		65,498,817	59,357,119
29	INCOME BEFORE INCOME TAX 65,079,490 61,598,495	INCOME BEFORE INCOME TAX	65,079,490	61,598,495
30	PROVISION FOR INCOME TAX	PROVISION FOR INCOME TAX
31	Current 14,644,504 12,934,860	Current	14,644,504	12,934,860
32	Deferred (284,629) 455,947	Deferred	(284,629)	455,947
33	14,359,875 13,390,807		14,359,875	13,390,807
34	NET INCOME FOR THE PERIOD 50,719,615 48,207,688	NET INCOME FOR THE PERIOD	50,719,615	48,207,688
35	Attributable to:	Attributable to:
36	Equity holders of BPI 50,484,014 47,985,437	Equity holders of BPI	50,484,014	47,985,437
37	Non-controlling interest 235,601 222,251	Non-controlling interest	235,601	222,251
38	50,719,615 48,207,688		50,719,615	48,207,688

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 50,719,615 48,207,688	NET INCOME BEFORE MINORITY INTEREST	50,719,615	48,207,688
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 4,280,639 4,841,110	net of tax effect	4,280,639	4,841,110
8	Fair value reserve on investments of insurance subsidiaries,	Fair value reserve on investments of insurance subsidiaries,
9	net of tax effect 69,767 90,870	net of tax effect	69,767	90,870
10	Share in other comprehensive income of associates 67,087 199,180	Share in other comprehensive income of associates	67,087	199,180
11	Currency translation differences 107,471 116,719	Currency translation differences	107,471	116,719
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) 15,178	plan, net of tax effect	(27,763)	15,178
15	Share in other comprehensive gain (loss) of associates 46,174 34,590	Share in other comprehensive gain (loss) of associates	46,174	34,590
16	Total Other Comprehensive Income (Loss), net of tax effect 4,543,375 5,297,647	Total Other Comprehensive Income (Loss), net of tax effect	4,543,375	5,297,647

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 65,079 61,598	Income before income tax	65,079	61,598
1	Adjustments for:	Adjustments for:
2	Impairment losses 11,750 4,800	Impairment losses	11,750	4,800
3	Depreciation and amortization 4,130 3,889	Depreciation and amortization	4,130	3,889
4	Share in net income of associates (2,157) (1,999)	Share in net income of associates	(2,157)	(1,999)
5	Dividend and other Income (48) (57)	Dividend and other Income	(48)	(57)
6	Share based compensation (1) (24)	Share based compensation	(1)	(24)
7	Profit from asset sold (228) (128)	Profit from asset sold	(228)	(128)
8	Realized gain or sale on investment securities (1,816) (1,575)	Realized gain or sale on investment securities	(1,816)	(1,575)
9	Interest income (158,565) (139,679)	Interest income	(158,565)	(139,679)
10	Interest received 161,254 137,861	Interest received	161,254	137,861
11	Interest expense 49,834 46,077	Interest expense	49,834	46,077
12	Interest paid (48,825) (46,525)	Interest paid	(48,825)	(46,525)
13	(Increase) decrease in:	(Increase) decrease in:
14	Interbank loans receivable and securities purchased under	Interbank loans receivable and securities purchased under
15	agreements to resell 1,032 5,996	agreements to resell	1,032	5,996
16	Financial Assets at FVTPL (55,309) (39,884)	Financial Assets at FVTPL	(55,309)	(39,884)
17	Loans and advances,net (135,350) (88,694)	Loans and advances,net	(135,350)	(88,694)
18	Assets held for sale (2,790) (1,387)	Assets held for sale	(2,790)	(1,387)
19	Assets attributatble to Insurance operations 22 770	Assets attributatble to Insurance operations	22	770
20	Other assets 3,138 9,123	Other assets	3,138	9,123
21	Increase (decrease) in:	Increase (decrease) in:
22	Deposit liabilities 62,588 44,345	Deposit liabilities	62,588	44,345
23	Due to Bangko Sentral ng Pilipinas and other banks (96) (649)	Due to Bangko Sentral ng Pilipinas and other banks	(96)	(649)
24	Manager's checks demand drafts outstanding 1,692 (1,146)	Manager's checks demand drafts outstanding	1,692	(1,146)
25	Accrued taxes, interest and other expenses 848 (439)	Accrued taxes, interest and other expenses	848	(439)
26	Liabilities attributable to insurance operations 355 (919)	Liabilities attributable to insurance operations	355	(919)
27	Derivative financial instruments (797) 1,900	Derivative financial instruments	(797)	1,900
28	Deferred credits and other liabilities (6,763) (3,454)	Deferred credits and other liabilities	(6,763)	(3,454)
29	Net cash from (used in) operations (51,023) (10,200)	Net cash from (used in) operations	(51,023)	(10,200)
30	Income taxes paid (12,882) (11,789)	Income taxes paid	(12,882)	(11,789)
31	Net cash from (used in) operating activities (63,905) (21,989)	Net cash from (used in) operating activities	(63,905)	(21,989)
32	CASH FLOWS FROM INVESTING ACTIVITIES	CASH FLOWS FROM INVESTING ACTIVITIES
33	Additions to:	Additions to:
34	Investment Securities, net (166,381) (134,946)	Investment Securities, net	(166,381)	(134,946)
35	Bank premises, furniture, fixtures and equipment (3,666) (2,237)	Bank premises, furniture, fixtures and equipment	(3,666)	(2,237)
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 46.93 50.86	Liquidity ratio	Total current assets divided by total current liabilities	46.93	50.86
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 44.68 36.52		divided by total equity	44.68	36.52
6	Asset-to-equity ratio Total assets divided by total equity 731.50 733.23	Asset-to-equity ratio	Total assets divided by total equity	731.50	733.23
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 239.81 242.88		depreciation, and amortization	239.81	242.88
10	Return on equity Net income divided by average equity 14.96 15.90	Return on equity	Net income divided by average equity	14.96	15.90
11	Return on assets Net income divided by average assets 2.02 2.07	Return on assets	Net income divided by average assets	2.02	2.07
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 4.60 4.29	Net interest margin (NIM)	expense) divided by average net interest bearing	4.60	4.29
14	assets		assets
15	Average assets to average equity Average assets divided by average equity 741.53 766.94	Average assets to average equity	Average assets divided by average equity	741.53	766.94
16	Net interest to average assets (NRFF) Net interest income divided by average assets 4.36 4.05	Net interest to average assets (NRFF)	Net interest income divided by average assets	4.36	4.05
17	Total operating expense divided by total income		Total operating expense divided by total income
18	Cost to income ratio 46.02 47.20	Cost to income ratio		46.02	47.20
19	(revenues)		(revenues)
20	Cost to asset ratio Total operating expense divided by average asset 2.62 2.56	Cost to asset ratio	Total operating expense divided by average asset	2.62	2.56
21	Capital to assets ratio Total equity divided by total assets 13.67 13.64	Capital to assets ratio	Total equity divided by total assets	13.67	13.64

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	2018
0	Page 16 of 30		Page 16 of 30
1	as published by BSP, and relative to the Bank's total loan portfolio, which is well		as published by BSP, and relative to the Bank's total loan portfolio, which is well
2	diversified across key industries, with adequate loan loss provisioning, and in general		diversified across key industries, with adequate loan loss provisioning, and in general
3	compliance to BSP guidelines and regulatory ceilings on credit risks (including single		compliance to BSP guidelines and regulatory ceilings on credit risks (including single
4	borrower’s limit and related party transactions). The Bank’s credit risk		borrower’s limit and related party transactions). The Bank’s credit risk
5	management system is governed by stringent credit underwriting policies and risk rating		management system is governed by stringent credit underwriting policies and risk rating
6	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
7	lending procedures and standards which are regularly reviewed and updated given		lending procedures and standards which are regularly reviewed and updated given
8	regulatory requirements and market developments. Review of credit portfolios, products		regulatory requirements and market developments. Review of credit portfolios, products
9	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
10	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
11	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
12	the accounting standards on classification and measurement under PFRS 9 guidelines. The		the accounting standards on classification and measurement under PFRS 9 guidelines. The
13	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
14	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
15	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.
16	In view of the continuing volatilities in the macroeconomic environment, the Bank		In view of the continuing volatilities in the macroeconomic environment, the Bank
17	regularly updates its macroeconomic forecasts and uses these forecasts to update the		regularly updates its macroeconomic forecasts and uses these forecasts to update the
18	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
19	calculation. Industry risk assessments, proactive collection and loan restructuring		calculation. Industry risk assessments, proactive collection and loan restructuring
20	measures, and disciplined loan loss provisioning are being strictly observed to mitigate		measures, and disciplined loan loss provisioning are being strictly observed to mitigate
21	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
22	developments and industry risks on the Bank’s borrowing accounts.		developments and industry risks on the Bank’s borrowing accounts.
23	The Bank closely monitors the risk exposures of both trading and non-trading portfolios.		The Bank closely monitors the risk exposures of both trading and non-trading portfolios.
24	o	o
25	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
26	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
27	are measured using the historical simulation Value-at-Risk (VaR) model complemented		are measured using the historical simulation Value-at-Risk (VaR) model complemented
28	by several risk metrics such as Stop Loss and DV01. As of the third quarter of 2025, the		by several risk metrics such as Stop Loss and DV01. As of the third quarter of 2025, the
29	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
30	by an average of around 40 bps and 50 bps across the curve year-to-date. The global		by an average of around 40 bps and 50 bps across the curve year-to-date. The global
31	economic and financial market environment in the third quarter of 2025 remained		economic and financial market environment in the third quarter of 2025 remained
32	resilient despite headwinds from trade tensions, persistent geopolitical risks and policy		resilient despite headwinds from trade tensions, persistent geopolitical risks and policy
33	uncertainties. Despite the challenges, the Bank continues to prudently manage its trading		uncertainties. Despite the challenges, the Bank continues to prudently manage its trading
34	positions and ensure that its activities are within its set risk appetite, with its trading VaR		positions and ensure that its activities are within its set risk appetite, with its trading VaR
35	levels well within the RMCom-approved limits as of end of the third quarter of 2025.		levels well within the RMCom-approved limits as of end of the third quarter of 2025.
36	The Bank also conducts regular price stress tests that measure the potential impact of		The Bank also conducts regular price stress tests that measure the potential impact of
37	o	o
38	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
39	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
40	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
41	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
42	condition. The results of the third quarter of 2025 price stress test on both the trading		condition. The results of the third quarter of 2025 price stress test on both the trading
43	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

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 30		Page 17 of 30
1	the minimum internal and regulatory requirement given adverse movements in risk		the minimum internal and regulatory requirement given adverse movements in risk
2	factors.		factors.
3	Interest rate risk exposures arising from core banking activities are measured through (a)		Interest rate risk exposures arising from core banking activities are measured through (a)
4	o	o
5	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
6	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
7	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
8	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
9	in interest rates. As of the third quarter of 2025, BPI Group's BSVaR and EaR levels are		in interest rates. As of the third quarter of 2025, BPI Group's BSVaR and EaR levels are
10	well within the RMCom-approved limits.		well within the RMCom-approved limits.
11	The Bank’s liquidity profile is measured and monitored through its internal metric, the		The Bank’s liquidity profile is measured and monitored through its internal metric, the
12	o	o
13	Minimum Cumulative Liquidity Gap (MCLG) supplemented by liquidity risk monitoring		Minimum Cumulative Liquidity Gap (MCLG) supplemented by liquidity risk monitoring
14	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
15	Funding Ratio (NSFR). MCLG measures the smallest net cumulative cash inflow (if		Funding Ratio (NSFR). MCLG measures the smallest net cumulative cash inflow (if
16	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
17	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
18	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
19	(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
20	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.
21	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
22	shocks. As of the third quarter of 2025, BPI Group’s LCR and NSFR figures exceed the		shocks. As of the third quarter of 2025, BPI Group’s LCR and NSFR figures exceed the
23	prescribed minimum requirement set by the BSP.		prescribed minimum requirement set by the BSP.
24	The Bank regularly reviews its risk models and assumptions to assess performance,		The Bank regularly reviews its risk models and assumptions to assess performance,
25	o	o
26	accuracy and/or effectiveness, from which recalibration or update is conducted, as		accuracy and/or effectiveness, from which recalibration or update is conducted, as
27	necessary. Model validation is performed by a team independent of development, guided		necessary. Model validation is performed by a team independent of development, guided
28	by an established framework and standards. Independent validation reports are		by an established framework and standards. Independent validation reports are
29	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.
30	Enterprise risk systems are continuously enhanced and/or upgraded considering		Enterprise risk systems are continuously enhanced and/or upgraded considering
31	increasing regulatory expectations and the Bank’s risk data aggregation initiatives		increasing regulatory expectations and the Bank’s risk data aggregation initiatives
32	towards the completeness, accuracy, timeliness and quality of risk data, dashboards, and		towards the completeness, accuracy, timeliness and quality of risk data, dashboards, and
33	reporting. The Bank also utilizes data analytics to support risk and regulatory		reporting. The Bank also utilizes data analytics to support risk and regulatory
34	requirements and reporting.		requirements and reporting.
35	The Bank has maintained the operational-related risk losses to less than 1% of gross		The Bank has maintained the operational-related risk losses to less than 1% of gross
36	o	o
37	income as of August 2025. These losses are well within the Senior Management and		income as of August 2025. These losses are well within the Senior Management and
38	Board/RMCom's conservative and prudent risk appetite and are generally attributed to		Board/RMCom's conservative and prudent risk appetite and are generally attributed to
39	inherent risks in executing the Bank's day-to-day business operations. The RMCom is		inherent risks in executing the Bank's day-to-day business operations. The RMCom is
40	regularly apprised of operational risks through comprehensive reporting and discussions		regularly apprised of operational risks through comprehensive reporting and discussions
41	during monthly meetings, and is continually briefed on the evolving cybercrime		during monthly meetings, and is continually briefed on the evolving cybercrime
42	landscapes, emerging threats, industry trends, and the corresponding mitigation		landscapes, emerging threats, industry trends, and the corresponding mitigation
43	measures in place.		measures in place.

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)