XML 93 R86.htm IDEA: XBRL DOCUMENT

Operational Ratios (Tables)

12 Months Ended

Dec. 31, 2017

Operational Ratios (Tables) [Abstract]

In July 2008, the regulations governing the measurement of regulatory capital came into force under the Basel II Standardized Approach. These regulations were revoked by Resolution 4,192/2013 and Resolution 4,278/2013, which came into effect in October 2013. Also, Resolutions 4,193 and 4,281 of 2013, which establish the model for calculating minimum requirements for Reference Equity (PR), of Level I and Principal Capital. These Resolutions determine that the composition of the Referential Equity be made through equity, subordinated debt, hybrid capital instruments. The index is calculated on a consolidated basis, as shown below:

Financial Conglomerate

Thousand of reais

2017 ⁽¹⁾

2016 ⁽¹⁾

2015 ⁽²⁾

Tier I Regulatory Capital

56,386,001

56,264,021

52,785,049

Principal Capital

52,196,893

52,136,837

47,840,179

Supplementary capital

4,189,108

4,127,184

4,944,870

Tier II Regulatory Capital

4,250,447

4,280,864

5,182,065

Regulatory Capital (Tier I and II)

60,636,448

60,544,885

57,967,114

Required Regulatory Capital

383,132,693

36,669,570

40,531,194

Portion of Credit Risk ⁽³⁾

324,696,458

31,309,944

36,355,897

Market Risk Portions ⁽⁴⁾

25,857,109

2,388,626

2,300,969

Operational Risk Portion

32,579,126

2,971,000

1,874,328

Basel I Ratio

14.7

15.2

14.3

Basel Principal Capital

13.6

14.0

13.0

Basel

15.8%

16.3%

18.2%

(1) Amounts calculated based on the consolidated information provided by the Consolidated Prudential.

(2) Amounts calculated based on the consolidated information provided by the financial institutions (Financial Conglomerate).

(3) To calculate the capital allocation for credit risk were considered modifications and inclusions of Bacen Circular 3,714 of August 20, 2014, Bacen Circular 3,770 of October 29,2015, which amending Circular 3,644 of March 4, 2013.

(4) Includes portions for market risk exposures subject to variations in rates of foreign currency coupons (PJUR2), price indexes (PJUR3) and interest rate (PJUR1/PJUR4), the price of commodities (PCOM), the price of shares classified as trading portfolios (PACS), and portions for gold exposure and foreign currency transactions subject to foreign exchange (PCAM).