Company: BBD
Filing Date: 2025-03-31
Form Type: 20-F
Source: 0001292814-25-001244
Chunk: 316

Company: BANK BRADESCO
Filing Date: 2025-03-31
Form: 20-F
Item: Item 11
Chunk 316
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/Eurobonds and Treasuries      Exposure subject to variations in the interest rate of securities traded on the international market                2,322          278,823           538,734  
  Other                                   Exposure not eligible in the previous definitions                                                                      16              400               799  
  Total not correlated                                                                                                                                     (55,427)      (7,069,250)      (13,435,262)  

(1)Amounts
net of tax effects.

  220 – Form 20-F 2024 | Bradesco  

  Table of Contents  

  Trading Portfolio                       As of December 31, 2024                                                                                   R$ in thousands                                
  Risk factors                            Definition                                                                                                  Scenarios (1)                                
                                                                                                                                                                  1              2              3  
 ───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
  Interest rate in Reais                  Exposure subject to the variation of fixed interest rates and interest rate coupon                                   (69)       (24,757)       (50,192)  
  Price indexes                           Exposure subject to variations in price index coupon rates                                                          (110)        (9,118)       (16,071)  
  Exchange coupon                         Exposure subject to variations in foreign currency coupon rates                                                       (5)          (670)        (1,330)  
  Foreign currency                        Exposure subject to exchange rate variations                                                                      (2,401)       (60,037)      (120,073)  
  Equities                                Exposure subject to variation in stock prices                                                                     (1,971)       (49,268)       (98,536)  
  Sovereign/Eurobonds and Treasuries      Exposure subject to variations in the interest rate of securities traded on the international market                 (26)        (6,451)       (13,634)  
  Other                                                                                                                                                        (61)        (1,515)        (3,029)  
  Total not correlated                                                                                                                                      (4,642)      (151,816)      (302,865)  

(1)Amounts
net of tax effects.

  Ø       Value at Risk (VaR)  

For the calculation of
VaR, the Delta-Normal methodology is adopted, with a 99.0% confidence level, and the time horizon applied includes the number of days
required to undo the existing exposures. Additionally, for the measurement of all risk factors of the options