Risk Management Table
B. Leverage Ratio Calculation Report
36. Report on Calculation for Quarterly Liquidity Coverage Ratio
No. Components
Outstanding balance at end Quarter IV 2022 Outstanding balance at end Quarter III 2022 Outstanding balance at end Quarter IV 2022 Outstanding balance at end Quarter III 2022
Outstanding commitment, and liabilities/
contractual receivables
HQLA after haircut, outstanding commitment and
liabilities times run-off rate or contractual receivables times
inflow rate
Outstanding commitment and liabilities/
contractual receivables
HQLA after haircut, outstanding commitment and
liabilities times run-off rate or contractual receivables times
inflow rate
Outstanding commitment and liabilities/
contractual receivables
HQLA after haircut, outstanding commitment and
liabilities times run-off rate or contractual receivables times
inflow rate
Outstanding commitment and liabilities/
contractual receivables
HQLA after haircut, outstanding commitment and
liabilities times run-off rate or contractual receivables times
inflow rate
1 Total data used in LCR calculation 65 days 65 days 65 days 65 days
HIGH QUALITY LIQUID ASSET (HQLA)
2 Total High Quality Liquid Asset (HQLA) 520,032,475 510,055,355 531,204,418 520,432,980
CASH OUTFLOW
3 Retail deposits and deposits from Micro and Small Business customers, consist of: 785,918,531 50,290,426 782,801,609 50,151,689 796,857,450 51,087,515 792,506,930 50,870,236
a. Stable deposit/funding 566,028,539 28,301,427 562,569,437 28,128,472 571,964,597 28,598,230 567,609,130 28,380,456
b. Less stable deposit/funding 219,889,992 21,988,999 220,232,172 22,023,217 224,892,853 22,489,285 224,897,800 22,489,780
4 Wholesale funding, consist of: 247,100,054 65,577,579 237,082,181 62,706,860 250,719,291 67,382,530 240,055,918 64,308,897
a. Operational deposit 211,020,581 50,785,436 203,492,080 48,903,327 212,498,557 51,147,092 204,641,158 49,183,681
b. Non operational deposit and/or other non operational liabilities 36,079,473 14,792,143 33,590,101 13,803,533 38,220,734 16,235,438 35,414,760 15,125,216
c. Marketable securities issued by bank - - - -
5 Secured Funding - - - -
6 Other cash outflow (additional requirement), consist of: 363,121,868 42,377,892 342,993,660 45,733,059 364,094,870 43,216,299 343,753,056 46,364,216
a. cash outflow from derivative transaction 15,069,608 15,069,608 22,923,012 22,923,012 15,069,608 15,069,608 22,923,012 22,923,012
b. cash outflow from additional liquidity requirement - - - -
c. cash outflow from liquidation of funding - - - -
d. cash outflow from disbursement of loan commitment and liquidity facilities 224,670,207 24,211,547 205,971,688 21,409,313 224,231,354 24,191,370 205,504,111 21,367,902
e. cash outflow from other contractual liabilities related to placement of funds - - - -
f. cash outflow from other funding related contingencies liabilities 121,639,097 1,353,781 113,954,498 1,256,272 122,194,636 1,356,049 114,511,033 1,258,402
g. other contractual cash outlow 1,742,956 1,742,956 144,462 144,462 2,599,272 2,599,272 814,900 814,900
7 TOTAL CASH OUTFLOW 158,245,897 158,591,608 161,686,344 161,543,349
CASH INFLOW
8 Secured lending - - - - 1,908 1,908 1,525 1,525
9 Inflows from fully performing exposures 26,678,604 10,883,125 28,312,645 10,271,844 30,893,069 14,281,678 31,505,922 12,719,341
10 Other cash inflow 15,202,201 15,202,201 23,032,331 23,032,331 15,202,201 15,202,201 23,032,331 23,032,331
11 TOTAL CASH INFLOW 41,880,805 26,085,326 51,344,976 33,304,175 46,097,178 29,485,787 54,539,778 35,753,197
TOTAL ADJUSTED
VALUE1 TOTAL ADJUSTED
VALUE1 TOTAL ADJUSTED
VALUE1 TOTAL ADJUSTED
VALUE1
12 TOTAL HQLA 520,032,475 510,055,355 531,204,418 520,432,980
13 TOTAL NET CASH OUTFLOWS 132,160,571 125,287,433 132,200,557 125,790,152
14 LCR (%) 393.49% 407.11% 401.82% 413.73%
Quarterly Liquidity Coverage Ratio Report
Individual Analysis
• Calculation of BCA's Liquidity Coverage Ratio (Bank Only) for Quarter IV 2022 is based on the average daily position data from October 2022 to December 2022. Meanwhile the calculation for Quarter III 2022 is based on the average daily position data from
July 2022 to September 2022.
• BCA's Liquidity Coverage Ratio (Bank Only) during Quarter IV 2022 decreased by 13.62%; from 407.11% (Quarter III 2022) to 393.49% (Quarter IV 2022). The decrease in this ratio was mainly due to the increase in Net Cash Outflow after the run-off by 5.49% (Rp 6.87 trillion) which was higher than the increase in the weighted value of HQLA of 1.96% (Rp 9.98 trillion). The increase in NCO after the run-off was mainly due to an increase in funding from individuals, micro and small businesses, as well as
corporations for the amount of Rp3.01 trillion, an increase in other contractual cash outflows (ex: dividends and borrowing) for the amount of Rp1.60 trillion , and an increase in bills due ≤ 30 days for the amount of Rp0.82 trillion. Meanwhile, the increase in HQLA was particularly due to an increase in securities with HQLA for the amount of Rp13.17 trillion, a decrease in placement at BI for the amount of Rp 3.56 trillion, and an increase in Cash for the amount of Rp0.15 trillion.
• The composition of BCA's HQLA in Quarter IV 2022 consists of Level 1 HQLA of 98,38%; Level 2A HQLA of 1.18%; and Level 2B HQLA of 0.44%. The composition of the amount of HQLA Level 1 was dominated by Marketable Securities issued by the Indonesian Government and BI of 72.78% and Placement at Bank Indonesia of 23.49%.
• BCA's third party deposits composition during Quarter IV 2022 was mainly contributed by CASA at around 82.08%. The composition can be seen in Table 1 below.
Table 1. BCA’s funding composition (Bank Only) during Quarter IV 2022.
Type of funding (Rp & FCY) Composition
CASA 82.08%
Current Account 32.62%
Saving Account 49.46%
Time Deposit 17.92%
Total 100.00%
• BCA's derivative exposure mainly came from USD FX Swap Buy-Sell transactions for average of USD406.13 million.
• In managing its liquidity, the Bank has properly identified, measured, monitored, and controlled its liquidity risks. In addition to the LCR ratio, the bank also monitors conditions and sufficiency of liquidity through cash flow projection reports, NSFR reports, and other liquidity ratios. The bank has established a limit, early warning indicator, contingency funding plan, and an Action Plan (Recovery Plan) related to liquidity risks.
from October 2022 to December 2022. Meanwhile, calculation for Quarter III 2022 is based on the average daily position data from July 2022 to September 2022.
• Liquidity Coverage Ratio BCA (Consolidation) during Quarter IV 2022 period decreased by 11.91%; from 413.73% (Quarter III 2022) to 401.82% (Quarter IV 2022). The decrease in this ratio is mainly from the increase in Net Cash Outflow after the run-off of 5.10%
(Rp6.41 trillion) which is greater than the increase in the weighted value of HQLA of 2.07% (Rp10.77 trillion). The increase in NCO after the run-off is mainly due to an increase in funding from individuals, micro and small businesses, as well as corporations for the amount of Rp3.29 trillion, an increase in other contractual cash outflows (ex: dividends and borrowing) for the amount of Rp1.78 trillion , and an increase in bills due ≤ 30 days for the amount of Rp0.98 trillion. Meanwhile, the increase in HQLA is mainly due to an increase in securities with HQLA for the amount of Rp14.43 trillion, a decrease in BI placements for the amount of Rp4.18 trillion, and an increase in Cash for the amount of Rp0.16 trillion.
• BCA's HQLA composition for Quarter IV 2022 consists of Level 1 HQLA of 98.07%; Level 2A HQLA of 1.38%; and Level 2B HQLA of 0.55%. The composition of total Level 1 HQLA was dominated by Marketable Securities issued by the Indonesian Government and BI of 72.52% and Placement at Bank Indonesia of 23.80%.
• BCA's third party deposits composition during Quarter IV 2022 was mainly contributed by CASA at around 81,40%. The composition can be found in Table 2 below.
Table 2. BCA’s Funding Composition (Consolidated) for Quarter IV 2022.
Type of funding (Rp & FCY) Composition
CASA 81.40%
Current Account 32.32%
Saving Account 49.08%
Time Deposit 18.60%
Total 100.00%
• BCA's derivative exposure mainly came from USD FX Swap Buy-Sell transactions for average of USD 406.13 million
• In managing its liquidity, the Bank has properly identified, measured, monitored, and controlled its liquidity risks. In addition to the LCR ratio, the bank also monitors conditions and sufficiency of liquidity through cash flow projection reports, NSFR reports, and other liquidity ratios. The bank has established a limit, early warning indicator, contingency funding plan, and an Action Plan (Recovery Plan) related to liquidity risks.