Circular Letter No. 3.768

The Head of the Financial System Monitoring Department (Desig), using the authority conferred 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 Layout of Document code 2160 - Liquidity Risk Statement (DRL) shall take effect as from the base date of March 2016, available on the Central Bank of Brazil's website on the internet, 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”:

  • a) amendment to the wording of items 13, 14, 15 and 16;

  • b) inclusion of items 17 and 18; and

  • c) amendment to the wording of item 4 of the topic “Complementary information”;

• II – “Completion instructions - Brazil”:

  • a) amendment to the wording of items: 3.1.11.1.1, 3.1.11.1.2, 3.1.11.1.3, 3.1.8.2.1, 3.1.8.2.2, 3.1.8.2.4, 4.1.1.1.1.1, 4.1.1.1.2.1, 4.2.1.1.1.1, 4.2.1.1.2.1; and

  • b) amendment to the titles of the subtitles of items 4.1.1.1.1.1, 4.1.1.1.2.1, 4.2.1.1.1.1, 4.2.1.1.2.1;

• III – “Completion instruction – Subsidiaries abroad”, with amendment to the wording of items: 3.2.11.1.1, 3.2.11.1.2, 3.2.11.1.3, 3.2.8.2.1, 3.2.8.2.2, 3.2.8.2.4;

• IV - “Completion instruction: Complementary information – Brazil”, with amendment to the wording of items: 5.1.2.1.1, 5.1.2.1.2, 5.1.2.1.3, 5.1.2.1.4, 5.1.2.1.5, 5.1.2.1.6, 5.1.2.1.7, 5.1.2.1.8, 5.1.2.2.1, 5.1.2.2.2, 5.1.2.2.3, 5.1.2.2.4, 5.1.2.2.5, 5.1.2.2.6, 5.1.2.2.7, 5.1.2.2.8, 5.1.2.3.1, 5.1.2.3.2, 5.1.2.3.3, 5.1.2.3.4, 5.1.2.3.5, 5.1.2.3.6, 5.1.2.3.7, 5.1.2.3.8, 5.1.3.1.6, 5.1.3.1.7, 5.1.4.1, 5.1.4.2, 5.1.5.1, 5.1.5.2, 5.1.5.3, 5.1.5.4, 5.1.5.5, 5.1.5.6, 5.1.5.7, 5.1.5.8;

• V - “Completion instruction: Complementary information – Subsidiaries”, with amendment to the wording of items: 5.2.2.1.1, 5.2.2.1.2, 5.2.2.1.3, 5.2.2.1.4, 5.2.2.1.5, 5.2.2.1.6, 5.2.2.1.7, 5.2.2.1.8, 5.2.2.2.1, 5.2.2.2.2, 5.2.2.2.3, 5.2.2.2.4, 5.2.2.2.5, 5.2.2.2.6, 5.2.2.2.7, 5.2.2.2.8, 5.2.2.3.1, 5.2.2.3.2, 5.2.2.3.3, 5.2.2.3.4, 5.2.2.3.5, 5.2.2.3.6, 5.2.2.3.7, 5.2.2.3.8, 5.2.3.1, 5.2.3.2, 5.2.3.3, 5.2.3.4, 5.2.3.5, 5.2.3.6, 5.2.3.7, 5.2.3.8;

• VI - “Completion instructions - Annex 1”, with amendment to the wording of items: “Value range – Brazil (R$)”, “Value range – Foreign currency”, “Maturity ranges of credit and liquidity lines”;

• VII - “Completion instructions - Annex 1”, with amendment to the wording of items: “Wholesale funding”, “Funding from affiliated cooperative” and “Retail funding”;

• VIII – “Completion instructions - Annex 2”, with inclusion of Calculation examples 103 and 104;

• IX - “Completion instructions - Annex 3”, with amendment of Calculation example 7;

• X – “Calculation model” and “Calculation model – example”, with the following adjustments:

  • inclusion of the field “Country” in accounts 5.2.1.1 to 5.2.1.2, 5.2.4.1.1 to 5.2.4.2.2, 5.2.5.1.1 to 5.2.5.4.5 and 5.2.6.1 to 5.2.6.2;

  • exclusion of the field “Country” in accounts 5.1.3.1.1 to 5.1.3.3.8 and 5.1.5.1 to 5.1.5.8;

  • exclusion of the field “Local Currency Ind.” in account 5.1.9.

• XI – “Layout”, with exclusion of:

  • domain 14 of Annex 9 – “Balance ranges”; and

  • domain 8 of Annex 10 – “Maturity ranges”.

Art. 3 The following files were included on the page “Layout of document DRL 2160”:

• I - "List of accounts – Complementary information: Brazil and subsidiaries abroad”;

• II - "List of accounts – Complementary information: Brazil and subsidiaries abroad – Example”;

• III - "Example DRL file”.

Art. 4 Item II of the item “Deadline for Submission”, contained in the Annex to Circular Letter No. 3.724, of 15 September 2015, shall take effect with the following wording:

“Annex to Circular Letter No. 3.724, of 15 September 2015

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Deadline for Submission:

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II – By the tenth business day of the third subsequent month for the information of the base date of March 2016.

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Art. 5 This Circular Letter shall take effect on the date of its publication.

Gilneu Francisco Astolfi Vivan