We present below the breakdown of Risk-weighted assets of market risk (RWAMINT), as follows:
| 12/31/2017(1) | 12/31/2016(2) | |||||||
|
Market Risk Weighted Assets—Standard Aproach (RWAMPAD ) |
32,893 | 26,811 | ||||||
|
Operations subject to interest rate variations |
31,076 | 24,919 | ||||||
|
Fixed rate denominated in Real |
6,119 | 4,952 | ||||||
|
Foreign currency coupon |
17,153 | 15,497 | ||||||
|
Price index coupon |
7,804 | 4,470 | ||||||
|
Operations subject to commodity price variation |
361 | 353 | ||||||
|
Operations subject to stock price variation |
239 | 401 | ||||||
|
Operations subject to risk exposures in gold, foreign currency and foreign exchange variation |
1,217 | 1,138 | ||||||
|
Minimum Market Risk Weighted Assets—Standard Aproach (RWAMPAD ) (1) (2) (a) |
26,314 | 24,130 | ||||||
|
Market Risk Weighted Assets calculated based on internal methodology (b) |
32,915 | 19,799 | ||||||
|
Reduction of Market Risk Weighted Assets due to Internal Models Aproach (IMA) |
— | (2,681 | ) | |||||
|
Market Risk Weighted Assets (RWAMINT )—maximum of (a) and (b) |
32,915 | 24,130 | ||||||
| (1) | Market risk weighted-assets calculated based on internal models, with maximum saving possibility of 20% of the standard model. |
| (2) | Market risk weighted-assets calculated based on internal models, with maximum saving possibility of 10% of the standard model. |