Composition of regulatory capital

Presentation of regulatory eligible available capital1
in CHF million (unless stated otherwise)30.06.202031.12.2020
Common equity Tier 1 capital (CET1)
1Issued and paid-in capital, eligible in full2,4242,519
2Statutory reserves / retained earnings reserves / retained earnings (losses) / profit (loss) for the period15,06415,859
of which retained earnings reserves15,06415,064
of which capital reserves and reserves for foreign currencies--
of which profit (loss) for the period2-795
5Minority interests, eligible as CET1--
6= Common Equity Tier 1, prior to regulatory adjustments17,48818,379
Regulatory adjustments of CET1
7Prudential value adjustments-5-4
9Other intangibles-1-
12“IRB shortfalls” (difference between the expected losses and value adjustments)-516-484
28= Total , CET1 adjustments-529-495
29= Common Equity Tier 1 capital (net CET1)16,95917,883
Additional Tier 1 capital (AT1)
30Issued and paid in instruments, eligible in full975925
31of which: regulatory-capital instruments according to financial statements--
32of which: debt instruments according to financial statements975925
36= Total, Additional Tier 1 capital, prior to regulatory adjustments975925
37Net long positions in own AT1 instruments--33
43= Total of AT1 regulatory adjustments--33
44= Additional Tier 1 capital (net AT1)975892
45= Tier 1 capital (net Tier 1 = net CET1 + net AT1)17,93418,776
Tier 2 capital (T2)
46Issued and paid in instruments, eligible in full76375
47Issued and paid in instruments, recognized as accruals (phase-out)64-
51= Tier 2 capital before regulatory adjustments140375
57= Total T2 adjustments --
58= Tier 2 capital (net T2)140375
59= Regulatory capital (net T1 & net T2)18,07319,151
60Sum of risk-weighted positions99,92893,545
Capital ratios
61CET1 ratio (no. 29 in % of risk-weighted positions)17.0%19.1%
62T1 ratio (no. 45 in % of risk-weighted positions)17.9%20.1%
63Ratio regarding the regulatory capital (line no. 59 in % of risk-weighted positions)18.1%20.5%
64CET1 buffer capital requirements specific to the institution according to Basel Minimum Standards (capital buffer + counter-cyclical buffer according to Article 44a CAO + capital buffer for systemically important banks) (in % of the risk-weighted positions)32.5%2.5%
65of which, capital buffers according to Basel minimum standards (in % of risk-weighted positions)2.5%2.5%
66of which, counter-cyclical buffer according to Basel minimum standards (Article 44a CAO in % of the risk-weighted positions)0.0%0.0%
67of which, capital buffers for systemically important banks according to Basel minimum standards (in % of risk-weighted positions)0.0%0.0%
68Available CET1 to cover buffer requirements according to Basel Minimum Standards (after deducting CET1 to cover the minimum requirements and possibly to cover the TLAC requirements) (in % of risk-weighted positions)39.3%11.6%
Amounts below the thresholds for deduction (before risk-weighting)
72Non-qualifying equity interests in the financial sector and other TLAC investments8787
73Other qualifying interests in companies active in the financial sector (CET1)610592
1 The figures in this statement are calculated according to the provisions of the Capital Adequacy Ordinance (CAO) for non-systemically important banks.
2 Excluding interest on cooperative capital
3 The presentation is in accordance with Basel minimum standards.