Precise theoretical predictions of the hadronic parameters related to exclusive semileptonic $b$-hadron decays allow for accurate determinations of the CKM matrix elements $|V_\mathrm{cb}|$ and $|V_\mathrm{ub}|$. The large production of $B^0_s$ mesons at the LHC allows LHCb to provide complementary information with respect to those from $B$-factories. In these proceedings, the latest LHCb results on the determination of $|V_\mathrm{cb}|$ with $B^0_s \to D^{(*)-}_s \mu^+ \nu_\mu$ decays and on the measurement of the shape of the $B^0_s \to D^{*-}_s \mu^+ \nu_\mu$ differential decay rate are presented.