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lançamento inserindo no fator de risco correspondente da moeda e vencimento
 
lançamento inserindo no fator de risco correspondente da moeda e vencimento
 
igual a data base.</span></p>
 
igual a data base.</span></p>
 +
<h2 style='margin-left:18.0pt'><span style='mso-fareast-font-family:
 +
"Times New Roman";color:red'>Importação R2 para DLO anterior a 2015:</span><span
 +
style='mso-bookmark:_Toc412107398'></span><span style='mso-fareast-font-family:
 +
"Times New Roman"'></span></h2>
 +
 +
<p class=MsoNormal style='margin-left:18.0pt'>&nbsp;</p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Tipo de contraparte <span class=GramE>3</span>
 +
(IF ligada) </span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Conta:
 +
680.02</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se Derivativo de Crédito e a IF
 +
transferidora do risco que <span class=SpellE>detem</span> o ativo subjacente,
 +
então a operação não entra no <span class=GramE>DLO</span></span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Ponderação:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
contraparte 1, 4 ou <span class=GramE>6</span> (BC, EMD, BNDES): Ponderação 0%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
contraparte <span class=GramE>5</span> (BMF): Ponderação 2%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
Contraparte <span class=GramE>2</span> (IF não ligada):</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:126.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se prazo menor que 90 dias: Ponderação 20%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:126.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se prazo maior que 90 dias: Ponderação 50%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Outros:
 +
Ponderação de 100%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Vai ser gerado <span class=GramE>2</span>
 +
lançamentos, um de ganho potencial futuro e outro de valor de reposição</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Lançamento do Valor de reposição:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
for operação de cambia: conta 570.05</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
Não é um derivativo de crédito: Conta 530.07</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Outros:
 +
Conta 530.16</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Lançamento do ganho potencial futuro:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
for operação de <span class=GramE>cambio:</span>570.07</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
Não é um derivativo de crédito: Conta 530.08</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
a IF é receptora de risco: Conta 530.18</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Outros:
 +
Conta 530.17</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Calculo
 +
do FEPF (conversão) no final do documento</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se a IF não for receptora do risco e
 +
contraparte diferente de <span class=GramE>1,</span>4,5,6 - entra no calculo do
 +
CVA:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Sistema
 +
faz um novo lançamento na conta auxiliar 695-A. </span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Para
 +
maiores explicações sobre o calculo <span class=GramE>do CVA olhar</span> o
 +
documento <i>BAS - Calculo CVA.<span class=SpellE>docx</span></i></span></p>
 +
 +
<p class=MsoNormal style='margin-left:18.0pt'><span style='font-size:10.0pt;
 +
line-height:115%;font-family:"Verdana","sans-serif"'>&nbsp;</span></p>
 +
 +
<p class=MsoNormal style='margin-left:72.0pt'><span style='font-size:10.0pt;
 +
line-height:115%;font-family:"Verdana","sans-serif"'>&nbsp;</span></p>
 +
 +
<span style='font-size:11.0pt;line-height:50%;font-family:"Calibri","sans-serif";
 +
mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman";
 +
color:red;mso-ansi-language:PT-BR;mso-fareast-language:PT-BR;mso-bidi-language:
 +
AR-SA'><br clear=all style='page-break-before:always'>
 +
</span>
 +
 +
<h2 style='margin-left:18.0pt'><span style='mso-fareast-font-family:
 +
"Times New Roman";color:red'>Importação R2 para DLO após 2015:</span><span
 +
style='mso-bookmark:_Toc412107399'></span><span style='mso-fareast-font-family:
 +
"Times New Roman"'></span></h2>
 +
 +
<p class=MsoNormal style='margin-left:18.0pt'>&nbsp;</p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Tipo de contraparte <span class=GramE>3</span>
 +
(IF ligada) ou Derivativo de Crédito e a IF transferidora do risco que detém o
 +
ativo subjacente, então a operação não entra no DLO</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Ponderação:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
contraparte <span class=GramE>1</span>(BC): Ponderação 004 - 0%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
contraparte <span class=GramE>4</span> ou 6 (EMD, BNDES): Ponderação 008 - 0%
 +
(com exceção das contas 530.07 e 530.08)</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
contraparte <span class=GramE>5</span> (BMF): Ponderação 011 - 2%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
Contraparte <span class=GramE>2</span> (IF não ligada):</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:126.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se prazo menor que 90 dias: Ponderação 024
 +
- 20% (com exceção das contas 570.05 e 570.07)</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:126.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se prazo maior que 90 dias: Ponderação 051
 +
- 50%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Outros:
 +
Ponderação 101 - 100%</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:12.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Vai ser gerado <span class=GramE>2</span>
 +
lançamentos, um de ganho potencial futuro e outro de valor de reposição</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Lançamento do Valor de reposição:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
Não é um derivativo de crédito: Conta 530.07</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Outros:
 +
Conta 530.16</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Lançamento do ganho potencial futuro:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
Não é um derivativo de crédito: Conta 530.08</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Se
 +
a IF é receptora de risco: Conta 530.18</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Outros:
 +
Conta 530.17</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Calculo
 +
do FEPF (conversão) no final do documento</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Se a IF não for receptora do risco e
 +
contraparte diferente de <span class=GramE>1,</span>4,5,6 - entra no calculo do
 +
CVA:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Sistema
 +
faz um novo lançamento na conta auxiliar 695-A. </span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>Para
 +
maiores explicações sobre o calculo <span class=GramE>do CVA olhar</span> o
 +
documento <i>BAS - Calculo CVA.<span class=SpellE>docx</span></i></span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Caso a contraparte seja Fundo Proprietário:</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>2061
 +
- Ignorar a operação (pois a contraparte é <span class=GramE>um IF Ligada</span>)</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>2071
 +
- Alocar nas contas do ativo objeto (alocação normal nas contas descritas
 +
acima)</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:54.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings;color:#C00000'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif";
 +
color:#C00000'>&nbsp; </span><span style='font-size:10.0pt;line-height:115%;
 +
font-family:"Verdana","sans-serif"'>Caso a operação seja de um fundo
 +
Proprietário</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>2061
 +
- Alocar normalmente nas contas de risco do ativo Objeto (com tanto que a
 +
contraparte não seja IF Ligada)</span></p>
 +
 +
<p class=MsoListParagraph style='margin-left:90.0pt;text-indent:-18.0pt'><span
 +
style='font-size:10.0pt;line-height:115%;font-family:Wingdings'>§</span><span
 +
style='font-size:7.0pt;line-height:115%;font-family:"Times New Roman","serif"'>&nbsp;
 +
</span><span style='font-size:10.0pt;line-height:115%;font-family:"Verdana","sans-serif"'>2071
 +
- Alocar na conta 530.13 (conta de Fundo)</span></p>
 +
 +
<p class=MsoNormal style='margin-left:18.0pt'><span style='font-size:10.0pt;
 +
line-height:115%;font-family:"Verdana","sans-serif"'>&nbsp;</span></p>
 +
 +
<span style='font-size:11.0pt;line-height:115%;font-family:"Calibri","sans-serif";
 +
mso-fareast-font-family:"Times New Roman";mso-bidi-font-family:"Times New Roman";
 +
color:red;mso-ansi-language:PT-BR;mso-fareast-language:PT-BR;mso-bidi-language:
 +
AR-SA'><br clear=all style='page-break-before:always'>
 +
</span>
 +
 +
<p class=MsoNormal style='margin-left:18.0pt'><b><span style='font-size:13.0pt;
 +
line-height:115%;font-family:"Cambria","serif";color:red'>&nbsp;</span></b></p>
 +
 +
<table class=MsoNormalTable border=0 cellspacing=0 cellpadding=0 width=251
 +
style='width:188.0pt;margin-left:2.75pt;border-collapse:collapse'>
 +
<tr style='height:15.0pt'>
 +
  <td width=251 nowrap colspan=2 valign=bottom style='width:188.0pt;border:
 +
  solid windowtext 1.0pt;background:#D9D9D9;padding:0cm 3.5pt 0cm 3.5pt;
 +
  height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>De-Para Indexadores</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;background:#D9D9D9;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>Indexador CFI</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  background:#D9D9D9;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>Fator de Risco Bacen</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>1</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JJ1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>2</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JT1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>3</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JT2</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>4</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JT3</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>5</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JJ1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>6</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JJ1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>7</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JT9</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>8</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JI1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>9</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JI2</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>10</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JI9</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>11</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM1 e ME1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>12</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM2 e ME2</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>13</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM3 e ME3</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>14</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM4 e ME4</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>15</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM5 e ME5</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>16</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM7 e ME7</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>17</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>JM9 e ME9</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>18</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>AA1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>19</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>AA2</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>20</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>AA3</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>21</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>AA4</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>22</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>AA5</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>23</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>AA9</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>24</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>25</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME2</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>26</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME3</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>27</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME4</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>28</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME5</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>29</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME6</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>30</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>ME9</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>40</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>FF1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>50</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>MC1</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>98</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>998</span></p>
 +
  </td>
 +
</tr>
 +
<tr style='height:15.0pt'>
 +
  <td width=100 nowrap valign=bottom style='width:75.25pt;border:solid windowtext 1.0pt;
 +
  border-top:none;padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>99</span></p>
 +
  </td>
 +
  <td width=150 nowrap valign=bottom style='width:112.75pt;border-top:none;
 +
  border-left:none;border-bottom:solid windowtext 1.0pt;border-right:solid windowtext 1.0pt;
 +
  padding:0cm 3.5pt 0cm 3.5pt;height:15.0pt'>
 +
  <p class=MsoNormal align=center style='margin-bottom:0cm;margin-bottom:.0001pt;
 +
  text-align:center;line-height:normal'><span style='font-family:"Verdana","sans-serif";
 +
  color:black'>999</span></p>
 +
  </td>
 +
</tr>
 +
</table>

Edição atual tal como às 19h48min de 30 de outubro de 2015

Importações DDR e DLO

Importação R2 para DDR:

 

§  Cada linha deve ser quebrada em duas, uma pra posição comprada e outra pra posição vendida.

§  1º Registro:

§  Carteira: Derivativo

§  Item Carteira: D30

§  Posição: Comprada

§  Se Indexador da posição Comprada for Selic ou DI:

§  Se percentual do indexador = 100% -> Fator de Risco = 999

§  Se percentual diferente de 100%: cria novo lançamento

§  Joga 100% no fator de risco 999

§  Joga a diferença (100 – Percentual) no fator de risco JJ1 (risco pre), seguindo a seguinte regra:

·         Se percentual > 100%:

o   Carteira: Passivo

o   Item Carteira: P90

o   Posição: Vendido

·         Se percentual < 100%:

o   Carteira: Ativo

o   Item Carteira: A20

o   Posição: Comprado

§  Se indexador é um cupom de moeda (11 ao 17): cria novo lançamento inserindo no fator de risco correspondente da moeda e vencimento igual a data base.

§  2º Registro:

§  Carteira: Derivativo

§  Item Carteira: D30

§  Posição: Vendida

§  Se Indexador Selic ou DI:

§  Se percentual do indexador = 100% -> Fator de Risco = 999

§  Se percentual diferente de 100%: cria novo lançamento

§  Joga 100% no fator de risco 999

§  Joga a diferença (100 – Percentual) no fator de risco JJ1 (risco pre), seguindo a seguinte regra:

·         Se percentual > 100%:

o   Carteira: Ativo

o   Item Carteira: A90

o   Posição: Comprado

·         Se percentual < 100%:

o   Carteira: Passivo

o   Item Carteira: P10

o   Posição: Vendido

§  Se indexador é um cupom de moeda (11 ao 17): cria novo lançamento inserindo no fator de risco correspondente da moeda e vencimento igual a data base.

Importação R2 para DLO anterior a 2015:

 

§  Tipo de contraparte 3 (IF ligada)

§  Conta: 680.02

§  Se Derivativo de Crédito e a IF transferidora do risco que detem o ativo subjacente, então a operação não entra no DLO

§  Ponderação:

§  Se contraparte 1, 4 ou 6 (BC, EMD, BNDES): Ponderação 0%

§  Se contraparte 5 (BMF): Ponderação 2%

§  Se Contraparte 2 (IF não ligada):

§  Se prazo menor que 90 dias: Ponderação 20%

§  Se prazo maior que 90 dias: Ponderação 50%

§  Outros: Ponderação de 100%

§  Vai ser gerado 2 lançamentos, um de ganho potencial futuro e outro de valor de reposição

§  Lançamento do Valor de reposição:

§  Se for operação de cambia: conta 570.05

§  Se Não é um derivativo de crédito: Conta 530.07

§  Outros: Conta 530.16

§  Lançamento do ganho potencial futuro:

§  Se for operação de cambio:570.07

§  Se Não é um derivativo de crédito: Conta 530.08

§  Se a IF é receptora de risco: Conta 530.18

§  Outros: Conta 530.17

§  Calculo do FEPF (conversão) no final do documento

§  Se a IF não for receptora do risco e contraparte diferente de 1,4,5,6 - entra no calculo do CVA:

§  Sistema faz um novo lançamento na conta auxiliar 695-A.

§  Para maiores explicações sobre o calculo do CVA olhar o documento BAS - Calculo CVA.docx

 

 

Importação R2 para DLO após 2015:

 

§  Tipo de contraparte 3 (IF ligada) ou Derivativo de Crédito e a IF transferidora do risco que detém o ativo subjacente, então a operação não entra no DLO

§  Ponderação:

§  Se contraparte 1(BC): Ponderação 004 - 0%

§  Se contraparte 4 ou 6 (EMD, BNDES): Ponderação 008 - 0% (com exceção das contas 530.07 e 530.08)

§  Se contraparte 5 (BMF): Ponderação 011 - 2%

§  Se Contraparte 2 (IF não ligada):

§  Se prazo menor que 90 dias: Ponderação 024 - 20% (com exceção das contas 570.05 e 570.07)

§  Se prazo maior que 90 dias: Ponderação 051 - 50%

§  Outros: Ponderação 101 - 100%

§  Vai ser gerado 2 lançamentos, um de ganho potencial futuro e outro de valor de reposição

§  Lançamento do Valor de reposição:

§  Se Não é um derivativo de crédito: Conta 530.07

§  Outros: Conta 530.16

§  Lançamento do ganho potencial futuro:

§  Se Não é um derivativo de crédito: Conta 530.08

§  Se a IF é receptora de risco: Conta 530.18

§  Outros: Conta 530.17

§  Calculo do FEPF (conversão) no final do documento

§  Se a IF não for receptora do risco e contraparte diferente de 1,4,5,6 - entra no calculo do CVA:

§  Sistema faz um novo lançamento na conta auxiliar 695-A.

§  Para maiores explicações sobre o calculo do CVA olhar o documento BAS - Calculo CVA.docx

§  Caso a contraparte seja Fundo Proprietário:

§  2061 - Ignorar a operação (pois a contraparte é um IF Ligada)

§  2071 - Alocar nas contas do ativo objeto (alocação normal nas contas descritas acima)

§  Caso a operação seja de um fundo Proprietário

§  2061 - Alocar normalmente nas contas de risco do ativo Objeto (com tanto que a contraparte não seja IF Ligada)

§  2071 - Alocar na conta 530.13 (conta de Fundo)

 

 

De-Para Indexadores

Indexador CFI

Fator de Risco Bacen

1

JJ1

2

JT1

3

JT2

4

JT3

5

JJ1

6

JJ1

7

JT9

8

JI1

9

JI2

10

JI9

11

JM1 e ME1

12

JM2 e ME2

13

JM3 e ME3

14

JM4 e ME4

15

JM5 e ME5

16

JM7 e ME7

17

JM9 e ME9

18

AA1

19

AA2

20

AA3

21

AA4

22

AA5

23

AA9

24

ME1

25

ME2

26

ME3

27

ME4

28

ME5

29

ME6

30

ME9

40

FF1

50

MC1

98

998

99

999
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