Company: BBD
Filing Date: 2025-03-31
Form Type: 20-F
Source: 0001292814-25-001244
Chunk: 418

Company: BANK BRADESCO
Filing Date: 2025-03-31
Form: 20-F
Item: Item 19
Chunk 418
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  Simulations of stress of liquidity of the portfolio.  

Stress Tests

Due to the dynamics and criticality of
this theme, the management and control of liquidity risk should happen every day and be based on stress scenarios. In this way, the
main metric used for the monitoring of the liquidity risk of the Prudential Conglomerate is the Short-term Liquidity Coverage Ratio (LCR),
which measures the adequacy of liquid resources to honor the commitments in the next thirty days considering a scenario of stress. Therefore,
the daily management is performed through the stress test.

In addition to the LCR and other metrics
of monitoring, simulations of stress scenarios in the long-term are performed, within the integrated stress test program (ICAAP for example),
also to evaluate a possible deterioration of liquidity indicators for different time horizons.

Internal communication

Internal communication about liquidity
risk, both between areas and between the different layers of internal governance is done through internal reports, committees and the
Company's senior management.

Additionally, reports are distributed
daily to the areas involved in management and control, as well as to senior management. Several analysis instruments are part of this
process and are used to monitor liquidity, such as:

  Daily distribution of liquidity control instruments;  

  Automatic intraday update of liquidity reports for the proper  

  Preparation of reports with past and future movements, based  

  Daily verification of compliance with the minimum liquidity level;  

  Preparation of complementary reports in which the concentration         
  of funding is presented by type of product, term and counterparty; and  
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  Weekly reports to senior management with behavior and expectations  

The liquidity risk management process
has an alert system, which determines the appropriate level of reporting of risk reports according to the percentage of use of the established
limits. Thus, the lower the liquidity ratios, the higher levels of management of the Company receive the reports.

Undiscounted cash flows of financial
liabilities and insurance contracts

The table below presents the cash flows
payable for non-derivative financial liabilities and insurance contracts, covering the remaining contractual period to maturity as from
the date of the consolidated statement of financial position. The values disclosed in this table represent the undiscounted contractual
cash flows.

  Schedule of undiscounted cash flows of financial liabilities                                                                                                                                                                                        
                                                                    R$ thousands                                                                                                                                                                      
                                                                    Up to 1 month      From 1 to 3 months      From 3 months to