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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