4Q 2020

Values in millions of BRL

Required Reference Shareholders‘s Equity (PRE) - (a)
Credit Risk 76,582
Market Risk 30,893
Rates Brazil 4,689
Foreign Currency Coupon 7,435
Inflation 2,411
Interest Rate Coupon 10
Foreign Exchange 4,843
Commodities 3,951
Equities 7,554
Operational Risk 7,959
RWA 115,434
Reference Shareholders‘s Equity (PR) - (b)
Tier I 17,662
Common Equity Tier I* 17,282
Deductions
Additional Tier I 381
Tier II 4,713
Available Regulatory Capital 22,375
*Contemplate the deductions
Ratios (%)
Basel Ratio 19.4%
Common Equity Tier I Ratio 15.0%
Additional Tier I Ratio 0.3%
Tier II Ratio 4.1%
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