Company: BBD
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001292814-25-003700
Chunk: 35

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 35
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 thousand (R$59,956,404 thousand
on December 31, 2024); and (ii) accounting cash flow hedges to protect DI-indexed (Interbank Deposit Rate) investments totaling R$6,034,612
thousand (R$24,468,458 thousand on December 31, 2024); and (2) Includes specific hedges to protect assets and liabilities, arising from
foreign investments. Investments abroad total R$37,473,076 thousand (R$42,019,674 thousand on December 31, 2024). Swaps are contracts
of interest rates, foreign currency and cross currency and interest rates in which payments of interest or the principal or in one or
two different currencies are exchanged for a contractual period. The risks of swap contracts refer to the potential inability or unwillingness
of the counterparties to comply with the contractual terms and the risk associated with changes in market conditions due to changes in
the interest rates and the currency exchange rates. The interest rate and currency futures and the forward contracts of interest rates
call for subsequent delivery of an instrument at a specific price or specific profitability. The reference values constitute a nominal
value of the respective instrument whose variations in price are settled daily. The credit risk associated with futures contracts is minimized
due to these daily settlements. Futures contracts are also subject to risk of changes in interest rates or in the value of the respective
instruments. BRADESCO | Consolidated Financial Statements in IFRS 28 Consolidated Financial Statements in IFRS | Notes to the Consolidated
Financial Statements Credit Default Swap – CDS In general, these represent a bilateral contract in which one of the counterparties
buys protection against a credit risk of a particular financial instrument (its risk is transferred). The counterparty that sells the
protection receives a remuneration that is usually paid linearly over the life of the operation. In the event of a default, the counterparty
who purchased the protection will receive a payment, the purpose of which is to compensate for the loss of value in the financial instrument.
In this case, the counterparty that sells the protection normally will receive the underlying asset in exchange for said payment. R$ thousands
On September 30, 2025 (1) On December 31, 2024 Risk received in credit swaps - Notional 1,623,157 1,954,290 - Debt securities issued by
companies 1,151,716 783,357