XML 291 R266.htm IDEA: XBRL DOCUMENT v3.19.1
Risk management (Details 10)
R$ in Thousands
12 Months Ended
Dec. 31, 2018
BRL (R$)
Scenario 1 | Interest Rate - Reais  
Trading portfolio  
Risk Factor R$ (752)
Description Exposures subject to changes in interest fixed rate
Scenario 1 | Coupon Interest Rate  
Trading portfolio  
Risk Factor R$ (1,091)
Description Exposures subject to changes in coupon rate of interest rate
Scenario 1 | Inflation  
Trading portfolio  
Risk Factor R$ (4,344)
Description Exposures subject to change in coupon rates of price indexes
Scenario 1 | Coupon - US Dollar  
Trading portfolio  
Risk Factor R$ (2,229)
Description Exposures subject to changes in coupon US Dollar rate
Scenario 1 | Coupon - Other Currencies  
Trading portfolio  
Risk Factor R$ (5,030)
Description Exposures subject to changes in coupon foreign currency rate
Scenario 1 | Foreign Currency  
Trading portfolio  
Risk Factor R$ (10,926)
Description Exposures subject to foreign exchange
Scenario 1 | Eurobond/Treasury/Global  
Trading portfolio  
Risk Factor R$ (328)
Description Exposures subject to changes in interest rate negotiated roles in international market
Scenario 1 | Shares and Indexes  
Trading portfolio  
Risk Factor R$ (3,028)
Description Exposures subject to change in shares price
Scenario 1 | Commodities  
Trading portfolio  
Risk Factor R$ (2)
Description Exposures subject to change in commodities' prices
Scenario 1 | Total  
Trading portfolio  
Risk Factor R$ (27,730) [1]
Scenario 2 | Interest Rate - Reais  
Trading portfolio  
Risk Factor R$ (11,854)
Description Exposures subject to changes in interest fixed rate
Scenario 2 | Coupon Interest Rate  
Trading portfolio  
Risk Factor R$ (15,747)
Description Exposures subject to changes in coupon rate of interest rate
Scenario 2 | Inflation  
Trading portfolio  
Risk Factor R$ (45,686)
Description Exposures subject to change in coupon rates of price indexes
Scenario 2 | Coupon - US Dollar  
Trading portfolio  
Risk Factor R$ (60,518)
Description Exposures subject to changes in coupon US Dollar rate
Scenario 2 | Coupon - Other Currencies  
Trading portfolio  
Risk Factor R$ (5,349)
Description Exposures subject to changes in coupon foreign currency rate
Scenario 2 | Foreign Currency  
Trading portfolio  
Risk Factor R$ (273,156)
Description Exposures subject to foreign exchange
Scenario 2 | Eurobond/Treasury/Global  
Trading portfolio  
Risk Factor R$ (2,138)
Description Exposures subject to changes in interest rate negotiated roles in international market
Scenario 2 | Shares and Indexes  
Trading portfolio  
Risk Factor R$ (75,711)
Description Exposures subject to change in shares price
Scenario 2 | Commodities  
Trading portfolio  
Risk Factor R$ (42)
Description Exposures subject to change in commodities' prices
Scenario 2 | Total  
Trading portfolio  
Risk Factor R$ (490,201) [1]
Scenario 3 | Interest Rate - Reais  
Trading portfolio  
Risk Factor R$ (23,708)
Description Exposures subject to changes in interest fixed rate
Scenario 3 | Coupon Interest Rate  
Trading portfolio  
Risk Factor R$ (31,494)
Description Exposures subject to changes in coupon rate of interest rate
Scenario 3 | Inflation  
Trading portfolio  
Risk Factor R$ (91,371)
Description Exposures subject to change in coupon rates of price indexes
Scenario 3 | Coupon - US Dollar  
Trading portfolio  
Risk Factor R$ (121,036)
Description Exposures subject to changes in coupon US Dollar rate
Scenario 3 | Coupon - Other Currencies  
Trading portfolio  
Risk Factor R$ (10,697)
Description Exposures subject to changes in coupon foreign currency rate
Scenario 3 | Foreign Currency  
Trading portfolio  
Risk Factor R$ (546,313)
Description Exposures subject to foreign exchange
Scenario 3 | Eurobond/Treasury/Global  
Trading portfolio  
Risk Factor R$ (4,277)
Description Exposures subject to changes in interest rate negotiated roles in international market
Scenario 3 | Shares and Indexes  
Trading portfolio  
Risk Factor R$ (151,422)
Description Exposures subject to change in shares price
Scenario 3 | Commodities  
Trading portfolio  
Risk Factor R$ (84)
Description Exposures subject to change in commodities' prices
Scenario 3 | Total  
Trading portfolio  
Risk Factor R$ (980,402) [1]
[1] Amounts net of taxes.