Company: BBD
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001292814-25-003701
Chunk: 161

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 161
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099,905 13.3 Transportation and concession 27,807,322 3.7 Automotive 6,975,483 0.9 Food products
14,532,294 1.9 Wholesale 19,320,271 2.6 Production and distribution of electricity 8,673,177 1.1 Oil, derivatives and aggregate activities
5,522,781 0.7 Other industries 80,849,803 10.7 Individuals 428,710,650 56.8 e) Market Risk VaR Internal Model - Trading Portfolio Below
is the 1-day VaR: Risk factors (1) R$ thousands On September 30, 2025 Fixed rates 2,992 IGPM/IPCA 13,864 Exchange coupon 101 Foreign currency
5,199 Equities 2,915 Sovereign/Eurobonds and Treasuries 2,761 Other 11,624 Correlation/diversification effect (11,840) VaR (Value at Risk)
27,617 (1) Amounts net of tax effects. Sensitivity analysis of financial exposures Sensitivity analysis of the Organization’s financial
exposures (Trading and Banking Portfolio) were carried out based on scenarios prepared at the respective dates, always considering market
data at the time and scenarios that would adversely affect our positions, according to the examples below: Scenario 1: Based on market
information (B3, Anbima, etc.), stresses were applied for 1 basis point on the interest rate and 1.0% variation on prices. For example:
for a Real/US dollar exchange rate of R$5.32 a scenario of R$5.37 was used, while for a 1-year fixed interest rate of 14.32%, a 14.33%
scenario was applied; Scenario 2: 25.0% stresses were determined based on market information. For example: for a Real/US dollar exchange
rate of R$5.32 a scenario of R$6.65 was used, while for a 1- year fixed interest rate of 14.32%, a 17.91% scenario was applied. The scenarios
for other risk factors also accounted for 25.0% stresses in the respective curves or prices; and BRADESCO | Consolidated Financial Statements
141 Conso lidated Financial Statements | Notes to the Consolidated Financial Statements Scenario 3: 50.0% stresses were determined based