Regulatory disclosure

Key metrics

Key metrics

abcde
in CHF million (unless stated otherwise)31.12.202130.09.202130.06.202131.03.202131.12.2020
Available capital (amounts)
1Common Equity Tier 1 (CET1)19,10918,05318,01817,96117,883
2Tier 120,32319,26319,19719,04518,776
3Total capital21,14220,05319,84019,71019,151
Risk-weighted assets (amounts)
4Total risk-weighted assets (RWA)91,18791,03496,38731.12.216093,545
4aMinimum capital requirement7,2957,2837,7117,6267,484
Risk-based capital ratios as a percentage of RWA
5Common Equity Tier 1 ratio (%)21.0%19.8%18.7%18.8%19.1%
6Tier 1 ratio (%)22.3%21.2%19.9%20.0%20.1%
7Total capital ratio (%)23.2%22.0%20.6%20.7%20.5%
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%0.0%
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%2.5%
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) (%)13.7%12.5%11.2%11.3%11.6%
Target capital ratios in accordance with Appendix 8 of the CAO4
12bCountercyclical buffer (Articles 44 and 44a CAO)0.0%0.0%0.0%0.0%0.0%
Basel III Leverage Ratio
13Total exposure (CHF)289,393290,655286,399278,207263,303
14Basel III leverage ratio (%)7.0%6.6%6.7%6.8%7.1%
Liquidity Coverage Ratio
15Total HQLA60,76358,92952,97446,92147,789
16Total net cash outflow32,76931,45330,56027,89329,983
17LCR ratio (%)185.4%187.4%173.3%168.2%159.4%
Net Stable Funding Ratio5
18Total available stable funding223,094222,971n/an/an/a
19Total required stable funding153,975152,237n/an/an/a
20NSFR ratio144.9%146.5%n/an/an/a
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 85% was used in the third year in accordance with the transitional
provisions.
3 Since 31 March 2020 the presentation is in accordance with Basel minimum standards.
4 Systemically important banks can refrain from publishing rows 12a, 12c, 12d, 12e (Appendix 8 of the CAO not applicable).
5 These figures were disclosed for the first time as of 30 September 2021.