Regulatory disclosure
Key metrics
Key metrics
| a | b | c | d | e | ||||||||||||||||||
| in CHF million (unless stated otherwise) | 31.12.2021 | 30.09.2021 | 30.06.2021 | 31.03.2021 | 31.12.2020 | |||||||||||||||||
| Available capital (amounts) | ||||||||||||||||||||||
| 1 | Common Equity Tier 1 (CET1) | 19,109 | 18,053 | 18,018 | 17,961 | 17,883 | ||||||||||||||||
| 2 | Tier 1 | 20,323 | 19,263 | 19,197 | 19,045 | 18,776 | ||||||||||||||||
| 3 | Total capital | 21,142 | 20,053 | 19,840 | 19,710 | 19,151 | ||||||||||||||||
| Risk-weighted assets (amounts) | ||||||||||||||||||||||
| 4 | Total risk-weighted assets (RWA) | 91,187 | 91,034 | 96,387 | 31.12.2160 | 93,545 | ||||||||||||||||
| 4a | Minimum capital requirement | 7,295 | 7,283 | 7,711 | 7,626 | 7,484 | ||||||||||||||||
| Risk-based capital ratios as a percentage of RWA | ||||||||||||||||||||||
| 5 | Common Equity Tier 1 ratio (%) | 21.0% | 19.8% | 18.7% | 18.8% | 19.1% | ||||||||||||||||
| 6 | Tier 1 ratio (%) | 22.3% | 21.2% | 19.9% | 20.0% | 20.1% | ||||||||||||||||
| 7 | Total capital ratio (%) | 23.2% | 22.0% | 20.6% | 20.7% | 20.5% | ||||||||||||||||
| Additional CET1 buffer requirements as a percentage of RWA | ||||||||||||||||||||||
| 8 | Capital buffer in accordance with Basel Minimum Standards (as of 2019 2.5%) (%) | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | ||||||||||||||||
| 9 | Countercyclical buffer (Article 44a CAO) in accordance with the Basel Minimum Standards (%) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | ||||||||||||||||
| 10 | Additional capital buffer due to national or international systemic importance (%) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | ||||||||||||||||
| 11 | Overall buffer requirements in accordance with the Basel Minimum Standards in CET1 quality (%)3 | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | ||||||||||||||||
| 12 | Available 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 | ||||||||||||||||||||||
| 12b | Countercyclical buffer (Articles 44 and 44a CAO) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | ||||||||||||||||
| Basel III Leverage Ratio | ||||||||||||||||||||||
| 13 | Total exposure (CHF) | 289,393 | 290,655 | 286,399 | 278,207 | 263,303 | ||||||||||||||||
| 14 | Basel III leverage ratio (%) | 7.0% | 6.6% | 6.7% | 6.8% | 7.1% | ||||||||||||||||
| Liquidity Coverage Ratio | ||||||||||||||||||||||
| 15 | Total HQLA | 60,763 | 58,929 | 52,974 | 46,921 | 47,789 | ||||||||||||||||
| 16 | Total net cash outflow | 32,769 | 31,453 | 30,560 | 27,893 | 29,983 | ||||||||||||||||
| 17 | LCR ratio (%) | 185.4% | 187.4% | 173.3% | 168.2% | 159.4% | ||||||||||||||||
| Net Stable Funding Ratio5 | ||||||||||||||||||||||
| 18 | Total available stable funding | 223,094 | 222,971 | n/a | n/a | n/a | ||||||||||||||||
| 19 | Total required stable funding | 153,975 | 152,237 | n/a | n/a | n/a | ||||||||||||||||
| 20 | NSFR ratio | 144.9% | 146.5% | n/a | n/a | n/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. | ||||||||||||||||||||||