FIBA

Fibabanka

Standardized per-bank financials from quarterly BRSA reports

Data through 2026Q1

Market Risk

FX net open position and interest-rate repricing gap, from the bank's §4 footnotes.

FX NOP / Capital

+11.5%

net long FX

1Y Repricing Gap

+14.8%

of rate-sensitive assets

Liquidity Coverage

189%

LCR · min 100%

Interest-rate repricing gap

% of rate-sensitive assets, by repricing bucket

0–1M

−17.0%

1–3M

+11.5%

3–12M

+20.3%

1–5Y

+2.2%

5Y+

+6.6%

FX net open position

Net position as % of regulatory capital

Audited §4 capital ratios · 2026Q1 · buffer vs the 12% regulatory minimum (incl. buffers). Ranks are among banks reporting the quarter.

CAR

14.9%

31st of 37

Buffer over minimum

2.9pp

CAR − 12%

CET1

9.2%

29th of 36

AT1 / Tier-2 reliance

5.7pp

CAR − CET1