Circular Letter No. 3.834

The Head of the Financial System Monitoring Department (Desig), using the authority conferred upon him by art. 23, item I, subitem “a”, of the Internal Regulations of the Central Bank of Brazil, annexed to Administrative Rule No. 84.287, of 27 February 2015, based on art. 77, items III and IV, of the aforementioned Regulations, and in view of the provisions of art. 1 of Circular No. 3.761, of 20 August 2015, and Circular No. 3.749, of 5 March 2015,

RESOLVES:

Art. 1 The new versions of the Completion Instructions and the Calculation Model for Document code 2160 - Liquidity Risk Statement (DRL) shall take effect as of the calculation base date of 31 July 2017, for institutions that fall under the provisions of art. 3 of Resolution No. 4.401, of 27 February 2015, available on the Central Bank of Brazil's website at the electronic address http://www.bcb.gov.br/?INFOL.

Art. 2 The following modifications were made to the files:

• I - “Completion Instructions - General Guidelines”: amendment of general guidelines No. 8 and 13 to 18;

• II - “Completion Instructions - Brazil”: amendment to the wording of items: 1.1.1.3.2, 1.1.1.3.3, 3.1.1.1.1.1, 3.1.1.1.1.2, 3.1.1.1.1.3, 3.1.1.1.1.4, 3.1.2.1.1.1, 3.1.2.1.1.2, 3.1.2.1.1.3, 3.1.2.1.1.4, 3.1.3.1.1.1.1.4, 3.1.3.1.1.1.2.1, 3.1.3.1.1.2.1.4, 3.1.3.1.1.2.2.1, 3.1.5.1, 3.1.5.2.1, 3.1.5.2.2.1, 3.1.5.2.2.2, 3.1.5.2.2.3, 3.1.5.2.2.4, 3.1.5.2.2.5, 3.1.5.2.3.1, 3.1.5.2.3.2, 3.1.5.2.3.3, 3.1.5.2.3.4, 3.1.5.2.3.5, 3.1.8.2.4, 3.1.10.9, 4.1.1.1.1.1, 4.1.1.1.1.2, 4.1.1.1.1.3, 4.1.1.1.1.4, 4.1.1.1.1.5, 4.1.1.1.1.6, 4.1.1.1.2.1, 4.1.1.1.2.2, 4.1.1.1.2.3, 4.1.1.1.2.4, 4.1.1.1.2.5, 4.1.1.1.2.6, 4.1.1.2 and 4.1.1.3;

• III - “Completion Instructions - Subsidiaries abroad”: amendment to the wording of items: 1.1.2.3.2, 1.1.2.3.3, 3.2.1.1, 3.2.1.2.1.1, 3.2.1.2.1.2, 3.2.1.2.1.3, 3.2.1.2.2.1, 3.2.1.2.2.2, 3.2.1.2.2.3, 3.2.2.1, 3.2.2.2.1, 3.2.2.2.2, 3.2.2.2.3, 3.2.3.1.1.1.5, 3.2.3.1.1.2.1, 3.2.3.1.2.1.5, 3.2.3.1.2.2.1, 3.2.5.1, 3.2.5.2.1, 3.2.5.2.2.1, 3.2.5.2.2.2, 3.2.5.2.2.3, 3.2.5.2.2.4, 3.2.5.2.2.5, 3.2.5.2.3.1, 3.2.5.2.3.2, 3.2.5.2.3.3, 3.2.5.2.3.4, 3.2.5.2.3.5, 3.2.8.2.4, 3.2.10.9, 4.2.1.1.1.1, 4.2.1.1.1.2, 4.2.1.1.1.3, 4.2.1.1.1.4, 4.2.1.1.1.5, 4.2.1.1.1.6, 4.2.1.1.2.1, 4.2.1.1.2.2, 4.2.1.1.2.3, 4.2.1.1.2.4, 4.2.1.1.2.5, 4.2.1.1.2.6, 4.2.1.2 and 4.2.1.3;

• IV - “Calculation Model” with the following adjustments:

  • amendment of the Weighting Factor from code 15 (3%) to 20 (5%) for accounts: 3.1.1.1.1.1, 3.1.1.1.1.2, 3.1.1.1.1.3, 3.1.1.1.1.4, 3.1.2.1.1.1, 3.1.2.1.1.2, 3.1.2.1.1.3, 3.1.2.1.1.4, 3.1.3.1.1.1.1.4, 3.1.3.1.1.1.2.1, 3.1.3.1.1.2.1.4 and 3.1.3.1.1.2.2.1;

  • amendment of the factor range for the expected Weighting Factor for accounts: 3.2.1.1, 3.2.1.2.1.1, 3.2.1.2.1.2, 3.2.1.2.1.3, 3.2.1.2.2.1, 3.2.1.2.2.2, 3.2.1.2.2.3, 3.2.2.1, 3.2.2.2.1, 3.2.2.2.2, 3.2.2.2.3, 3.2.3.1.1.1.5, 3.2.3.1.1.2.1, 3.2.3.1.2.1.5 and 3.2.3.1.2.2.1;

Art. 3 This Circular Letter shall enter into force on the date of its publication.

Gilneu Francisco Astolfi Vivan