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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