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

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 30
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910,527 Total 477,434,196 371,883,348 The financial instruments pledged as
collateral classified as “Financial assets at fair value through profit or loss”, totaled R$14,853,087 thousand on September
30, 2025 (R$15,626,382 thousand on December 31, 2024), being composed primarily of Brazilian government bonds. BRADESCO | Consolidated
Financial Statements in IFRS 24 Consolidated Financial Statements in IFRS | Notes to the Consolidated Financial Statements c) Liabilities
at fair value through profit or loss R$ thousands On September 30, 2025 On December 31, 2024 Derivative financial instruments 21,142,613
16,240,611 Total 21,142,613 16,240,611 7) DERIVATIVE FINANCIAL INSTRUMENTS Bradesco carries out transactions with derivative financial
instruments, which are recognized in the statement of financial position, to meet its own needs in managing its global exposure, as well
as to meet its customers’ requests, in order to manage their exposure. These operations involve a range of derivatives, such as
interest rate and currency swaps, futures, options, forward contracts and credit derivatives. Bradesco’s risk management policy
is based on the utilization of derivative financial instruments mainly to mitigate the risks from operations carried out by the Bank and
its subsidiaries. Derivative financial instruments are measured at fair value and classified in the fair value through profit or loss
(FVTPL) category as shown in the consolidated financial statements. Fair value is generally determined based on market quotations or prices
applicable to assets or liabilities with similar characteristics. When such quotations are not available, fair value is estimated on information
from market operators, pricing models, discounted cash flow, or similar techniques. In these cases, determining fair value may require
significant judgment or estimation by Management. The fair value of swaps is determined using discounted cash flow modeling techniques,
utilizing yield curves that reflect appropriate risk factors. These curves are applied to the pricing of currency swaps, interest rate
swaps, and swaps with other risk factors. The information used to construct yield curves is obtained primarily from B3 and the domestic
and international secondary markets. The fair value of futures and forward contracts is determined based on market price quotations for
exchange-traded derivatives or using methodologies similar to those used in pricing swaps. The fair value of options is determined based
on mathematical models