Regulatory disclosure

Composition of regulatory capital

Presentation of regulatory eligible available capital 1
in CHF million (unless stated otherwise)30.06.202231.12.2022
Common equity Tier 1 capital (CET1)
1Issued and paid-in capital, eligible in full2,9703,070
2Statutory reserves / retained earnings reserves / retained earnings (losses) / profit (loss) for the period16,42117,524
of which retained earnings reserves16,42116,421
of which capital reserves and reserves for foreign currencies--
of which profit (loss) for the period2-1,103
5Minority interests, eligible as CET1--
6= Common Equity Tier 1, prior to regulatory adjustments19,39120,594
Regulatory adjustments of CET1
7Prudential value adjustments-6-5
9Other intangibles-7-7
12“IRB shortfalls” (difference between the expected losses and value adjustments)-2-8
28= Total , CET1 adjustments-16-19
29= Common Equity Tier 1 capital (net CET1)19,37520,575
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-99-90
43= Total of AT1 regulatory adjustments-99-90
44= Additional Tier 1 capital (net AT1)1,1261,135
45= Tier 1 capital (net Tier 1 = net CET1 + net AT1)20,50121,710
Tier 2 capital (T2)
46Issued and paid in instruments, eligible in full7261,167
47Issued and paid in instruments, recognized as accruals (phase-out)--
51= Tier 2 capital before regulatory adjustments7261,167
57= Total T2 adjustments --
58= Tier 2 capital (net T2)7261,167
59= Regulatory capital (net T1 & net T2)21,22722,877
60Sum of risk-weighted positions93,21592,899
Capital ratios
61CET1 ratio (no. 29 in % of risk-weighted positions)20.8%22.1%
62T1 ratio (no. 45 in % of risk-weighted positions)22.0%23.4%
63Ratio regarding the regulatory capital (no. 59 in % of risk-weighted positions)22.8%24.6%
64CET1 buffer capital requirements specific to the institution according to Basel Minimum Standards (capital buffer + counter-cyclical buffer according to Article 44a CAO + capital buffer for systemically important banks) (in % of the risk-weighted positions)2.5%2.5%
65of which, capital buffers according to Basel minimum standards (in % of risk-weighted positions)2.5%2.5%
66of which, counter-cyclical 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)312.8%10.8%
Amounts below the thresholds for deduction (before risk-weighting)
72Non-qualifying equity interests in the financial sector and other TLAC investments8990
73Other qualifying interests in companies active in the financial sector (CET1)643722
1 The figures in this statement are calculated according to the provisions of the Capital Adequacy Ordinance (CAO) for non-systemically important banks.
2 Net profit minus interest on the cooperative capital.
3 Due to the early fulfillment of the full 2026 TLAC requirements as of 31.12.2022 and the resulting higher reclassification of excess CET1 capital, this figure is reduced as of 31.12.2022. In return, the aggregate requirements for additional loss-absorbing funds (gone-concern funds) applicable as of 2026 have already been fully built up as of 31.12.2022.