Company: BBD
Filing Date: 2025-05-30
Form Type: 6-K
Source: 0001292814-25-002283
Chunk: 45

Company: BANK BRADESCO
Filing Date: 2025-05-30
Form: 6-K
Chunk 45
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 and limit excessive liquidity risk taking,
Basel III introduced two liquidity indices: The Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR).

BCB
Resolution No. 207/22, as amended, regulates the preparation and remittance, by financial institutions of information related to (i) the
indicator of Short-Term Liquidity (LCR); and (ii) exposure to liquidity risk, which must be kept at the disposal of the Central Bank of
Brazil, for a minimum period of five years, together with the documentation of the methodology for its calculation and the respective
original data.

| 42 – Reference Form – 2024 |

| 1. Issuer’s activities |

According
to CMN Resolution No. 4,950/21, financial institutions must keep consolidated accounting records (for calculating their capital requirements)
of their investments in companies whenever they hold, directly or indirectly, individually or together with partners, a controlling interest
in the investee companies. If their interest does not result in control of a company, financial institutions may choose to recognize the
interest as equity in the earnings of unconsolidated companies instead of consolidating such interests.

Under
certain conditions and within certain limits, financial institutions may include eligible instruments when determining their capital requirements
in order to calculate their operational limits, provided that this instrument complies with the requirements of the regulation in force.

Risk weighting

Pursuant
to BCB Resolution No. 229/22, as amended, the Central Bank of Brazil consolidated the risk-weighted
assets (RWA) applied to different exposures in order to calculate capital requirements through a standardized approach (RWAcpad). Risk-weight
factors applicable to different exposures are often changed by the Central Bank of Brazil. Subsequently, mitigation instruments were provided
for the portion RWA related to the exposure to credit risk subject to the calculation of capital requirements through a RWAcpad, through
Circular No. 3,809/16. A new criterion for application of the 85% Risk-weight factor (FPR), established by Circular No. 3,921/18.

In addition,
there are specific standards of the Central Bank of Brazil to determine procedures to calculate the portion of risk-weighted assets related
to other exposures. In March 2022, BCB Resolution No. 202/22 was edited, as amended, and now establishes the calculation of the portion
of RWA related to the calculation of capital required for