Key regulatory metrics

			a		b		c		d		e
in CHF million (unless stated otherwise)				31.12.2022		30.09.2022		30.06.2022		31.03.2022		31.12.2021
	Available capital (amounts)
1	Common Equity Tier 1 (CET1)		20,575		19,415		19,375		19,183		19,109
2	Tier 1		21,710		20,544		20,501		20,376		20,323
3	Total capital		22,877		21,295		21,227		21,125		21,142
	Risk-weighted assets (amounts)2
4	Total risk-weighted assets (RWA)		92,899		92,238		93,215		92,493		91,187
4a	Minimum capital requirement		7,432		7,379		7,457		7,399		7,295
	Risk-based capital ratios as a percentage of RWA
5	Common Equity Tier 1 ratio (%)		22.1%		21.0%		20.8%		20.7%		21.0%
6	Tier 1 ratio (%)		23.4%		22.3%		22.0%		22.0%		22.3%
7	Total capital ratio (%)		24.6%		23.1%		22.8%		22.8%		23.2%
	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 (%)		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) (%)3		10.8%		13.1%		12.8%		12.9%		13.7%
	Target capital ratios in accordance with note 8 of the CAO4
12b	Countercyclical buffer (Articles 44 and 44a CAO)		1.4%		1.4%		0.0%		0.0%		0.0%
	Basel III Leverage Ratio
13	Total exposure5		282,758		302,632		303,824		303,608		289,393
14	Basel III leverage ratio (%)		7.7%		6.8%		6.7%		6.7%		7.0%
	Liquidity Coverage Ratio
15	Total HQLA		55,270		55,356		61,586		61,369		60,763
16	Total net cash outflow		32,828		34,194		35,608		34,840		32,769
17	LCR ratio (%)		168.4%		161.9%		173.0%		176.1%		185.4%
	Net Stable Funding Ratio
18	Total available stable funding		227,260		226,680		225,902		224,565		223,094
19	Total required stable funding		161,313		160,307		158,805		156,113		153,975
20	NSFR ratio (%)		140.9%		141.4%		142.3%		143.8%		144.9%
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 30.09.2019 reduced the risk-weighted assets (RWAs). After the transitional provisions have expired, an IRB floor of 80% is taken into account as from 30.09.2022.
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.
4 Systemically important banks can refrain from publishing rows 12a, 12c, 12d, 12e (note 8 of the CAO not applicable).
5 The decrease in total exposure in the fourth quarter 2022 is due to the decrease in money market transactions.