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% |
No files for the selected year.