Regulatory disclosure

Overview of risk-weighted assets

Overview of risk-weighted assets1
a b c
RWARWAMinimum Capital Requirement2
in CHF million31.12.202131.12.202031.12.2021
1Credit risk (excluding counterparty credit risk) (CCR)76,37176,0976,110
2of which: standardised approach (SA)9,8749,578790
3of which: foundation internal ratings-based (F-IRB) approach 25,74525,4172,060
4of which: supervisory slotting approach---
5of which: advanced internal ratings-based (A-IRB) approach340,75241,1023,260
6Counterparty credit risk (CCR)1,470991118
7of which: standardised approach for counterparty credit risk29731824
8of which: Internal Model Method (IMM)---
9of which: other CCR1,17367394
10Credit valuation adjustment (CVA)12220210
11Equity positions under the simple risk weight approach37133430
12Equity investments in funds – look-through approach---
13Equity investments in funds – mandate-based approach---
14Equity investments in funds – fall-back approach47574
15Settlement risk---
16Securitisation exposures in banking book---
17of which: securitisation internal ratings-based approach (SEC-RBA)---
18of which: securitisation external ratings-based approach (SEC-ERBA, including internal assessment approach (IAA)---
19of which: securitisation standardised approach (SEC-SA)---
20Market risk2,4142,590193
21of which: standardised approach (SA)2,4142,590193
22of which: internal model approaches (IMA)---
23Capital charge for switch between trading book and banking book---
24Operational risk5,8395,697467
25Amounts below the thresholds for deduction (subject to 250% risk weight)1,5921,480127
26Floor adjustment42,9616,098237
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 required capital for all items amounts to 8% of the risk-weighted assets (RWA).
3 Raiffeisen uses the foundation IRB approach (F-IRB). As for the IRB segment retail only the advanced IRB approach (A-IRB) exists, the RWA and minimum capital requirements for the IRB segment retails are disclosed here.
4 Under the IRB transitional provisions an IRB floor of 90% is used for the second year (reporting date 31 December 2020) and 85% for the third year (31 December 2021).