Company: BBD
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001292814-25-003701
Chunk: 158

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 158
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% Basel Ratio
15.9% Additional Common Equity (ACP) as a proportion of RWA Additional Common Equity Conservation - ACPConservation 2.50% Additional Contracyclic
Common Equity - ACPContracyclic 0.00% Additional Systemic Importance of Common Equity - Systemic ACPS 1.00% Total ACP (1) 3.50% Excess
Margin of Common Equity 3.39% Leverage Ratio (AR) Total exposure 2,019,475,069 AR 7.1% Short Term Liquidity Indicator (LCR) Total High
Quality Liquid Assets (HQLA) 223,244,138 Total net cash outflow 146,257,369 LCR 152.6% Long Term Liquidity Indicator (NSFR) Available
stable funding (ASF) 1,074,577,174 Stable resources required (RSF) 885,448,501 NSFR 121.4% (1) Failure to comply with ACP rules may result
in restrictions on the payment of dividends and interest on equity, net surplus, share buyback, reduction of capital stock, and variable
compensation to its managers. BRADESCO | Consolidated Financial Statements 138 Conso lidated Financial Statements | Notes to the Consolidated
Financial Statements b) Credit Risk Measurement of Credit Risk Periodically, the Company evaluates the expected credit losses from financial
assets by means of quantitative models, considering the historical experience of credit losses of the different types of portfolio (which
can vary from 2 to 7 years), the current quality and characteristics of customers, operations, and mitigating factors, according to processes
and internal governance. The actual loss experience has been adjusted to reflect the differences between the economic conditions during
the period in which the historical data was collected, current conditions and the vision of the Company about future economic conditions,
which are incorporated into the measurement by means of econometric models that capture the current and future effects of estimates of
expected losses. The main macroeconomic variables used in this process are the Brazilian interest rates, unemployment rates, inflation
rates and economic activity indexes. The estimate of expected loss of financial assets is divided into three categories (stages): •
Stage 1: Financial assets with no significant increase in credit risks; • Stage 2: Financial assets with significant increase in
credit risks; and • Stage 3: Financial assets that are credit impaired. The significant increase of credit risk is