Company: CIB
Filing Date: 2025-11-14
Form Type: 6-K
Source: 0002058897-25-000052
Chunk: 13

Company: Grupo Cibest S.A.
Filing Date: 2025-11-14
Form: 6-K
Chunk 13
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 consistent with those disclosed for Grupo Bancolombia as of December 31, 2024.

Sensitivity To Interest Rate Risk Of The Banking Book

As of September 30, 2025, the net sensitivity of the banking book in local currency to parallel shifts of 100 basis points in interest rates was COP 310,530 million, representing a decrease of COP 36,718 million compared to December 2024. This reduction is mainly due to the increase in the balance of CDTs with maturities of less than one year and the continued implementation of hedging strategies.

On the other hand, the sensitivity of the Net Interest Margin (NIM) in foreign currency to a parallel shift of 100 basis points in interest rates decreased by USD 7.2 million between December 31, 2024, and September 30, 2025, reaching USD 0.4 million. This increase is mainly explained by the growth of the loan portfolio in Banistmo, Bancolombia Panama, and Bancoagrícola, an effect that was partially offset by the increase in deposit accounts and CDTs across all entities.

#### Separated
Grupo Cibest measures market risk exposure using a Value at Risk (VaR) methodology based on weighted historical simulation, with a 99% confidence level and a 10-day time horizon.

| 16 |

As of September 30, 2025, VaR registered a total value of COP 694,596 million, resulting from exposure to the exchange rate factor, originating from the position denominated in U.S. dollars corresponding to a total of COP 4.4 trillion. Additionally, although to a lesser extent, the COP 3,387 million participation in the Renta Liquidez Investment Fund contributed to a slight diversification

| Risk factor                      |     | September 30th, 2025 |     |         |
| In millions of COP               |     |                      |     |         |
| End of period                    |     |                      |     |         |
| Exchange rate                    |     |                      |     | 694,607 |
| Collective investment funds  (1) |     |                      |     |     -11 |
| Total VaR                        |     |                      |     | 694,596 |

(1) The Collective Investment Fund has a negative correlation with respect to the exchange rate position, generating a diversification effect, which contributes to a reduction in the total market risk of the portfolio.

#### III.