Regulatory disclosure

Composition of regulatory capital

Presentation of regulatory eligible available capital1
in CHF million (unless stated otherwise)30.06.202131.12.2021
Common equity Tier 1 capital (CET1)
1Issued and paid-in capital, eligible in full2,6282,692
2Statutory reserves / retained earnings reserves / retained earnings (losses) / profit (loss) for the period15,41916,421
of which retained earnings reserves15,41915,419
of which capital reserves and reserves for foreign currencies--
of which profit (loss) for the period2-1,002
5Minority interests, eligible as CET1--
6= Common Equity Tier 1, prior to regulatory adjustments18,04619,113
Regulatory adjustments of CET1
7Prudential value adjustments-5-4
8Goodwill-6-
9Other intangibles--
12“IRB shortfalls” (difference between the expected losses and value adjustments)-17-
28= Total , CET1 adjustments-28-4
29= Common Equity Tier 1 capital (net CET1)18,01819,109
Additional Tier 1 capital (AT1)
30Issued and paid in instruments, eligible in full1,2251,225
31of which: regulatory-capital instruments according to financial statements--
32of which: debt instruments according to financial statements1,2251,225
36= Total, Additional Tier 1 capital, prior to regulatory adjustments1,2251,225
37Net long positions in own AT1 instruments-46-11
43= Total of AT1 regulatory adjustments-46-11
44= Additional Tier 1 capital (net AT1)1,1791,214
45= Tier 1 capital (net Tier 1 = net CET1 + net AT1)19,19720,323
Tier 2 capital (T2)
46Issued and paid in instruments, eligible in full643819
47Issued and paid in instruments, recognized as accruals (phase-out)--
51= Tier 2 capital before regulatory adjustments643819
57= Total T2 adjustments --
58= Tier 2 capital (net T2)643819
59= Regulatory capital (net T1 & net T2)19,84021,142
60Sum of risk-weighted positions96,38791,187
Capital ratios
61CET1 ratio (no. 29 in % of risk-weighted positions)18.7%21.0%
62T1 ratio (no. 45 in % of risk-weighted positions)19.9%22.3%
63Ratio regarding the regulatory capital (line no. 59 in % of risk-weighted positions)20.6%23.2%
64CET1 buffer capital requirements specific to the institution according to Basel Minimum Standards (capital buffer + countercyclical 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, countercyclical 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)311.2%13.7%
Amounts below the thresholds for deduction (before risk-weighting)
72Non-qualifying equity interests in the financial sector and other TLAC investments8891
73Other qualifying interests in companies active in the financial sector (CET1)589637
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.