Risk Management

3Q 2022

Values in millions of BRL

Required Reference Shareholders‘s Equity (PRE) – (a)
Credit Risk 224.505
Market Risk 52.713
Rates Brazil 18.983
Foreign Currency Coupon 8.965
Inflation 8.741
Interest Rate Coupon 0
Foreign Exchange 1.027
Commodities 11.127
Equities 3.870
Operational Risk 23.528
RWA 300.746
Reference Shareholders‘s Equity (PR) – (b)
Tier I 39.068
Common Equity Tier I* 38.681
Deductions 0
Additional Tier I 387
Tier II 6.643
Available Regulatory Capital 45.711
*Contemplate the deductions
Ratios (%)
Basel Ratio 15.2%
Common Equity Tier I Ratio 12.9%
Additional Tier I Ratio 0.1%
Tier II Ratio 2.2%

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