XML 170 R131.htm IDEA: XBRL DOCUMENT v3.8.0.1
Risk Management (Details Text) - BRL (R$)
R$ in Thousands
 12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Jan. 31, 2017
Risk Management (Details Text)      
Maximum credit risk exposure R$ 1,383,965,461 R$ 1,390,511,535  
Cash and balances with banks 81,742,951 72,554,651  
Other financial assets 599,199,362 497,974,002  
Financial assets held for trading 241,710,041 213,139,846  
Financial assets available for sale 159,412,722 113,118,554  
Investments held to maturity 39,006,118 43,002,028  
Recorded in off-balance sheet accounts 283,089,393 316,298,033  
Other exposures subject to credit risk 419,933,755    
Derivative financial instruments 13,866,885 16,755,442  
Loans and advances to banks 32,253,205 94,845,534  
Loans and advances to customers R$ 373,813,665 392,083,873  
Portfolio of loans and advances to customers 4.70%    
Neither past due nor impaired R$ 321,595,918 R$ 337,337,152  
Loans and advances, which despite being past due, do not provide indications of possible impairment - Portfolio 2.90% 3.20%  
Loans and advances to customers impaired R$ 41,533,433 R$ 42,133,815  
Debt securities issued by companies 468,214 114,069  
Bonds of the Brazilian public debt 116,773 668,115  
Derivatives of the Brazilian public debt   (16,296)  
Total net credit risk value of negative 584,987 765,888  
Effect on the calculation of required shareholders' equity of negative 49,162 11,977  
The mark-to-market of the protection rates that remunerates the counterparty that received the risk R$ 195 (1,067)  
Value at Risk (VaR) 99.00%    
DI Futures contracts at B3 R$ 16,030,487 21,502,218  
Hedge DI securities 14,708,544 21,476,571  
The adjustment to the market, registered in the shareholders' equity 40,060 43,190  
The adjustment to the market, registered in the shareholders' equity, net of tax effects 24,036 25,914  
Risk of DI interest rates by using DI Futuro contracts in B3 6,769,979    
Object of hedge as funds referenced to the DI 6,671,048    
The adjustment to market, recorded in shareholders' equity (84,044)    
The adjustment to market, recorded in shareholders' equity, net of tax effects (50,426)    
Functional currency is other than Reais, using Forward contracts 1,110,888    
Functional currency is other than Reais, using Forward contracts, investment abroad denominated in MXN (Mexican Peso) 582,567    
The mark-to-market adjustment these operations, recorded in shareholders' equity (59,739)    
The mark-to-market adjustment these operations, recorded in shareholders' equity, net of tax effects (35,843)    
VaR of Trading Portfolio net of tax effects 14,417    
Total High Quality Liquid Assets (HQLA) R$ 125,596,242    
Redemptions and non-renewals retail and wholesale funding without collateral (unsecured) 54.00%    
Transfers out of Level 3 of fair value hierarchy, assets   (1,562,225)  
Derivative Assets and Liabilities - Transfer to investments held to maturity R$ 12,419,003 12,419,003  
Portion concerning Market Risk 80.00%    
Capital margin 25.00%    
Weighted Average Amount      
Risk Management (Details Text)      
Cash inflows [2] R$ 42,438,620 [1] 42,376,396 [3]  
Average in the year      
Risk Management (Details Text)      
Value at risk 168,751 198,274  
Maximum in the year      
Risk Management (Details Text)      
Value at risk R$ 387,884 R$ 371,395  
Application of deductions of prudential adjustments I      
Risk Management (Details Text)      
Factor applied to prudential adjustments     60.00%
Application of deductions of prudential adjustments II      
Risk Management (Details Text)      
Factor applied to prudential adjustments     80.00%
Prudential      
Risk Management (Details Text)      
Capital adequacy ratio 17.10%    
Tier I capital 13.10% 12.00%  
- Common equity 12.30% 11.20%  
Margin (Capital Buffer) [4] R$ 34,226,583 R$ 28,084,702  
Margin (Capital Buffer) - Increase in loan operations (Retail) R$ 672,758,390    
Daily hypothetical and effective P&L over the last 250 business days      
Risk Management (Details Text)      
Value at Risk (VaR)   99.00%  
Maximum credit risk exposure - Increase      
Risk Management (Details Text)      
Credit risk exposure 0.50%    
Cash and bank deposits      
Risk Management (Details Text)      
Credit risk exposure 6.00%    
Other financial assets      
Risk Management (Details Text)      
Credit risk exposure 43.30%    
Recorded in off-balance sheet accounts      
Risk Management (Details Text)      
Credit risk exposure 20.50% 22.60%  
Other exposures subject to credit risk      
Risk Management (Details Text)      
Credit risk exposure 30.30%    
Derivative financial instruments - Refers basically to over-the-counter contracts      
Risk Management (Details Text)      
Credit risk exposure 99.40%    
Derivative financial instruments - Low credit risk      
Risk Management (Details Text)      
Credit risk exposure 93.00%    
Loans and advances to customers assessed to be neither past due nor impaired - Low risk      
Risk Management (Details Text)      
Credit risk exposure 96.20%    
Loans and advances to customers impaired      
Risk Management (Details Text)      
Credit risk exposure 11.10% 10.70%  
Variation on prices      
Risk Management (Details Text)      
Applicable tax rate   1.00%  
Variation on prices | Scenario 2      
Risk Management (Details Text)      
Applicable tax rate 25.00%    
Variation on prices | Scenario 3      
Risk Management (Details Text)      
Applicable tax rate 50.00%    
For a 1-year fixed interest rate | Scenario 1      
Risk Management (Details Text)      
Applicable tax rate 6.90%    
For a 1-year fixed interest rate | Scenario 2      
Risk Management (Details Text)      
Applicable tax rate 6.90%    
For a 1-year fixed interest rate | Scenario 3      
Risk Management (Details Text)      
Applicable tax rate 6.90%    
Scenario was applied | Scenario 1      
Risk Management (Details Text)      
Applicable tax rate 6.91%    
Scenario was applied | Scenario 2      
Risk Management (Details Text)      
Applicable tax rate 8.62%    
Scenario was applied | Scenario 3      
Risk Management (Details Text)      
Applicable tax rate 10.35%    
Exchange rate | Scenario 1      
Risk Management (Details Text)      
Average foreign exchange rate 3.14    
Exchange rate | Scenario 2      
Risk Management (Details Text)      
Average foreign exchange rate 3.14    
Exchange rate | Scenario 3      
Risk Management (Details Text)      
Average foreign exchange rate 3.14    
Scenario was used | Scenario 1      
Risk Management (Details Text)      
Average foreign exchange rate 3.17    
Scenario was used | Scenario 2      
Risk Management (Details Text)      
Average foreign exchange rate 3.93    
Scenario was used | Scenario 3      
Risk Management (Details Text)      
Average foreign exchange rate 4.72    
[1] Calculated based on the simple daily average of the months that compose the quarter (61 observations);
[2] Corresponds to the value after application of the weighting factors; and
[3] Calculated based on the simple average of the closing of the months that compose the quarter (3 observations);
[4] Margin = Minimum (PR – PRE; PR Level I - RWA * 6%; PR Principal - RWA * 4.5%) - Additional Principal Capital.