Disclosure

Key metrics

Key metrics1
abcde
in CHF million (unless stated otherwise)31.12.202030.09.202030.06.202031.03.202031.12.2019
Available capital (amounts)
1Common Equity Tier 1 (CET1)17,88317,08516,95916,92016,868
2Tier 118,77617,48517,93417,89517,836
3Total capital19,15117,48518,07318,03717,983
Risk-weighted assets (amounts)
4Total risk-weighted assets (RWA)93,54595,03399,92898,65198,295
4aMinimum capital requirement7,4847,6037,9947,8927,864
Risk-based capital ratios as a percentage of RWA
5Common Equity Tier 1 ratio (%)19.1%18.0%17.0%17.2%17.2%
6Tier 1 ratio (%)20.1%18.4%17.8%18.1%18.1%
7Total capital ratio (%)20.5%18.4%18.1%18.3%18.3%
Additional CET1 buffer requirements as a percentage of RWA
8Capital buffer in accordance with Basel Minimum Standards (as of 2019 2.5%) (%)2.5%2.5%2.5%2.5%2.5%
9Countercyclical buffer (Article 44a CAO) in accordance with the Basel Minimum Standards (%)0.0%0.0%0.0%0.0%1.1%
10Additional capital buffer due to national or international systemic importance (%)0.0%0.0%0.0%0.0%0.0%
11Overall buffer requirements in accordance with the Basel Minimum Standards in CET1 quality (%)32.5%2.5%2.5%2.5%8.1%
12Available CET1 to cover buffer requirements in accordance with Basel Minimum Standards (after deducting CET1 from the cover of the minimum requirements and possibly to cover the TLAC requirements) (%)11.6%9.5%9.3%9.5%10.0%
Target capital ratios in accordance with note 8 of the CAO4
12bCountercyclical buffer (Articles 44 and 44a CAO)0.0%0.0%0.0%0.0%1.1%
Basel III Leverage Ratio5
13Total exposure (CHF)263,303278,652270,279256,711252,263
14Basel III leverage ratio (%)7.1%6.3%6.6%7.0%7.1%
Liquidity Coverage Ratio
15Total HQLA47,78942,47335,38031,61327,805
16Total net cash outflow29,98329,10526,07122,20620,367
17LCR ratio (%)159.4%145.9%135.7%142.4%136.5%
1 The figures in this statement are calculated according to the provisions of the Capital Adequacy Ordinance (CAO) for non-systemically important banks.
2 The adoption of the IRB approach as of 30 September 2019 reduced the risk-weighted assets (RWAs). An IRB floor of 90% was used in the second year in accordance with the transitional
provisions.
3 Since 31st March 2020 the presentation is in accordance with Basel minimum standards.
4 Systemically important banks can refrain from publishing rows 12a, 12c, 12d, 12e (note 8 of the CAO not applicable).
5 The leverage ratio shown here relates to the calculation taking into account central bank deposits, i.e. without relief. This illustration was selected against the background of the loss of this relief as of 01.01.2021. Excluding central bank deposits, i.e. with relief according to FINMA communication 02/2020 of 31.03.2020, the Basel III leverage ratio would have been 8.2% as of 31.12.2020.