Company: CIB
Filing Date: 2025-11-14
Form Type: 6-K
Source: 0002058897-25-000052
Chunk: 12

Company: Grupo Cibest S.A.
Filing Date: 2025-11-14
Form: 6-K
Chunk 12
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 360,287 |         |     |   351,134 |                |     |   356,794 |               |     |   346,694 |
| Collective investment funds |     |               |     |    31,962 |         |     |    25,653 |                |     |    31,473 |               |     |    18,005 |
| Total Value at Risk         |     |               |     | 1,697,566 |         |     | 1,439,112 |                |     | 1,734,164 |               |     | 1,182,360 |

*As of September 30, 2025, the proprietary cryptocurrency portfolio of Wenia amounted to USD 1.45 million, with a Value at Risk (VaR) of USD 11.3 thousand. The VaR was calculated using an internal methodology

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based on a Dinamic Conditional Correlation (DCC) GARCH model, with a one-day time horizon and a 99% of confidence level.

On the other hand, regarding the VaR measured with the internal, no relevant variations were identified in the VaR metrics at the end of the quarter, nor were any exceedances of the approved limits.

It is important to mention that these exposures are subject to ongoing monitoring by Senior Management and serve as a decision-making tool that helps preserve the stability of the Group.

#### Non-trading Instruments Market Risk Measurement
The banking book’s relevant risk exposure is interest rate risk, which is the probability of unexpected changes in net interest income or in the economic value of equity as a result of a change in market interest rates. Changes in interest rates affect the income of Grupo Cibest Consolidated due to differences in the repricing of the assets and liabilities. The management of interest rate risk arising from banking activities in non-trading instruments by analyzing the interest rate mismatches between its interest earning assets and its interest bearing liabilities, and estimates the impact on the net interest income and the economic value of equity. Foreign exchange exposures arising in the banking book are transferred to the treasury book for management.

#### Interest Risk Exposure (Banking Book)
Grupo Cibest Consolidated conducts an interest rate risk sensitivity analysis by estimating the impact on the net interest margin of each position in the banking book using a repricing model and assuming a positive parallel shift of 100 basis points in interest rates.

The principles and guidelines for interest rate risk management in the banking book remain