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Scenario I: considers a change in the market forward yield curves and quotations as of December 31, 2017, according to the base scenario defined by the Company for March 31, 2018. |
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Scenario II: considers a change of + or -25% in the market forward yield curves as of December 31, 2017. |
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Scenario III: considers a change of + or -50% in the market forward yield curves as of December 31, 2017. |
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Impacts on profit (loss) |
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Impacts on comprehensive income |
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Scenario I |
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Scenarios II e III |
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Scenario I |
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Scenarios II e III |
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Risk factor |
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Cash and cash |
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Loans and |
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Principal of |
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Unit |
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Changes |
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Results of |
|
-25% |
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-50% |
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+25% |
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+50% |
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Results of |
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-25% |
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-50% |
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+25% |
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+50% |
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Exchange variation rate |
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USD |
|
11,339 |
|
40,274 |
|
31,393 |
|
USD |
|
-3.81 |
% |
(153 |
) |
(3,328 |
) |
(17,218 |
) |
(897 |
) |
(3,906 |
) |
— |
|
— |
|
— |
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— |
|
— |
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|
BRL |
|
203,392 |
|
161,706 |
|
— |
|
— |
|
3.97 |
% |
— |
|
— |
|
— |
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— |
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— |
|
6,127 |
|
53,441 |
|
156,447 |
|
(28,963 |
) |
(49,564 |
) |
|
EUR |
|
1,692 |
|
— |
|
— |
|
EUR |
|
-1.66 |
% |
(28 |
) |
(423 |
) |
(846 |
) |
423 |
|
846 |
|
— |
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— |
|
— |
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— |
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— |
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PEN |
|
22,830 |
|
— |
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— |
|
PEN |
|
0.68 |
% |
155 |
|
(5,707 |
) |
(11,415 |
) |
5,707 |
|
11,415 |
|
— |
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— |
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— |
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— |
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— |
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Interest rates |
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BRL - CDI |
|
202,311 |
|
70,720 |
|
103,849 |
|
BRL |
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0 bps |
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— |
|
(2,029 |
) |
(4,044 |
) |
2,043 |
|
4,098 |
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USD - LIBOR |
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— |
|
130,610 |
|
1,282,900 |
|
USD |
|
-2 bps |
|
14 |
|
217 |
|
435 |
|
(217 |
) |
(435 |
) |
(0 |
) |
(6 |
) |
(12 |
) |
6 |
|
12 |
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US Dollar coupon |
|
— |
|
— |
|
31,393 |
|
USD |
|
3 bps |
|
(21 |
) |
515 |
|
1,047 |
|
(499 |
) |
(981 |
) |
— |
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— |
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— |
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— |
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— |
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Price - commodities |
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Zinc |
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— |
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— |
|
389,470 |
|
ton |
|
-2.90 |
% |
13,073 |
|
51,744 |
|
103,488 |
|
(51,744 |
) |
(103,488 |
) |
(580 |
) |
(2,297 |
) |
(4,594 |
) |
2,297 |
|
4,594 |
|
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Silver |
|
— |
|
— |
|
503 |
|
k oz |
|
5.20 |
% |
(9 |
) |
281 |
|
562 |
|
(281 |
) |
(562 |
) |
(36 |
) |
1,124 |
|
2,248 |
|
(1,124 |
) |
(2,248 |
) |