Investor Presentaiton
Capital Adequacy Ratios
Capital Ratios
Composition of Total Capital
In R$ billion
14,42%
13,46%
13,54%
13,59%
12,78%
72.1
12,78%
76.7
13,46%
77.7
13,54%
79.0
13,59%
83.2
14,42%
10,50%
9,43%
9,47%
10,75%
8,76%
8,94%
8,97%
7,50%
6,63%
49.4
8,76%
53.8
9,43%
54.4
9,47%
52.0
8,94%
51.8
8,97%
6,00%
5,1%
jun/16
sep/16
Total Capital ratio
Common Equity Tier 1 (CET1) ratio
Tier 1 ratio
Risk Weighted-Assets (RWA)
1.214,0
dec/16
mar/17
jun/17
Total Capital - Regulatory Requirement
CET1 - Regulatory Requirement
Tier 1 - Regulatory Requirement
1.277,0
22.7
23.0
23.3
27.0
4,02%
4,03%
4,06%
4,65%
31.4
5,45%
jun/16
sep/16
dec/16
mar/17
jun/17
■Tier 2
■Common Equity Tier 1 (CET1)
Total Capital
RWA Composition
46,4%
45,2%
563,8
576,9
95.7
16,6%
jun/16
jun/17
Total Assets
Risk Weighted-Assets (RWA)
......% RWA/TA
Source: Caixa Econômica Federal
57.5
10,0%
10.9
1,9%
■RWA - Credit Risk (Loans)
■RWA - Credit Risk (Other Assets)
■RWA - Credit Risk (Securities)
■RWA - Operational Risk
31.1
5,4%
381.7
66,2%
RWA- Market Risk
22
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