Risk Management

1Q 2022

Values in millions of BRL

Required Reference Shareholders‘s Equity (PRE) – (a)
Credit Risk 200.41
Market Risk 39.133
Rates Brazil 3.984
Foreign Currency Coupon 8.103
Inflation 5.917
Interest Rate Coupon 1
Foreign Exchange 4.080
Commodities 13.758
Equities 6.290
Operational Risk 23.555
RWA 263.130
Reference Shareholders‘s Equity (PR) – (b)
Tier I 34.792
Common Equity Tier I* 34.407
Deductions
Additional Tier I 385
Tier II 4.627
Available Regulatory Capital 39.419
*Contemplate the deductions
Ratios (%)
Basel Ratio 15,0%
Common Equity Tier I Ratio 13,1%
Additional Tier I Ratio 0.1%
Tier II Ratio 1.8%

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