| (a) Historical data disclosed over the last 5 years | ||||||
| Data published in thousand USD | N − 1 | N − 2 | N − 3 | N − 4 | N − 5 | |
| Net banking income | 23,801,000 | 22,657,000 | 20,500,000 | 20,152,000 | 28,149,900 | |
| Net profit | 6,316,000 | 6,849,000 | 6,849,000 | 6,316,000 | 67,296,000 | |
| Net income (group share) | 5,437,000 | 5,844,000 | 2,692,000 | 4,844,000 | 44,000,000 | |
| Workforce at the end of the year | 72,758 | 75,711 | 73,817 | 73,346 | 75,811 | |
| Average workforce | 71,652 | 75,975 | 72,520 | 72,524 | 72,510 | |
| (b) Pool 1 bank’s gaps in hedge accounting before OPE25 aggravating the risk of bankruptcy (Risk covered and losses remaining to be covered in charges and debts after transfer of the amount to the insurer) | ||||||
| 1 | Forecast of losses based on the pre-OPE25 risk management practices calculation model or on a relative VaR or AMA, limited to unexpected losses (UL) = 15% of the average turnover of the last three years (“N” + “N + 1” + “N + 2”/3 × 15%)] | $3,347,900 | ||||
| 2 | Maximum amount that can be covered by insurance: “The recognition of the coverage of operational risk losses by insurance cannot exceed 20% before considering the economic capital accounts” (BCBS, October 2010): = 20% of the line above | $669,580 | ||||
| 3 | Losses remaining to be covered by equity after insurance if OPE25 is not implemented | 2,678,320 | ||||