Company: BBD
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001292814-25-003700
Chunk: 31

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 31
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, such as Black & Scholes, using yield curves, implied volatilities and the fair value of the underlying assets.
The fair value of credit derivatives is determined based on market quotations or obtained from specialized entities. Current market prices
are used to calculate volatility. To estimate the fair value of over-the-counter derivatives, the credit quality of each counterparty
is taken into account, thus associating an expected loss for each derivatives portfolio (Credit valuation adjustment). BRADESCO | Consolidated
Financial Statements in IFRS 25 Consolidated Financial Statements in IFRS | Notes to the Consolidated Financial Statements The derivative
financial instruments held by Bradesco in Brazil primarily consist of swaps, options and futures, and are registered with B3. Derivatives
carried out abroad refer to swaps, forwards, options, credit derivatives and futures transactions carried out, substantially, on the Chicago
and New York Stock Exchanges, as well as on the overthe- counter market. Macro strategies are defined for the Trading (proprietary) and
Banking portfolios. Trading Portfolio transactions, including derivatives, seek gains from directional movements in prices and/or rates,
arbitrage, hedge and market-maker strategies that may be fully or partially settled before the originally stipulated maturity date. The
Banking Portfolio focuses on commercial transactions and their hedges. Portfolio risk is controlled using information consolidated by
risk factor; effective portfolio risk management requires joint use of derivatives with other instruments, including stocks and bonds.
BRADESCO | Consolidated Financial Statements in IFRS 26 Consolidated Financial Statements in IFRS | Notes to the Consolidated Financial
Statements R$ thousands On September 30, 2025 On December 31, 2024 Notional value Amortized cost Fair Value Adjustment Fair Value Notional
value Amortized cost Fair Value Adjustment Fair Value Futures contracts Purchase commitments: 150,287,340 201,089 - 201,089 211,703,083
313,498 - 313,498 - Interbank market 85,607,372 39,924 - 39,924 178,029,255 133,681 - 133,681 - Foreign currency 39,012,731 21,003 - 21,003
22,985,640 140,203 - 140,203 - Other 25,667,237 140,162 - 140,162 10,688,188 39,614 - 39,614