Regulatory disclosure

Key regulatory metrics

Key metrics1

in CHF million (unless stated otherwise)31.12.202230.09.202230.06.202231.03.202231.12.2021
Available capital (amounts)
1Common Equity Tier 1 (CET1)20,57519,41519,37519,18319,109
2Tier 121,71020,54420,50120,37620,323
3Total capital22,87721,29521,22721,12521,142
Risk-weighted assets (amounts)2
4Total risk-weighted assets (RWA)92,89992,23893,21592,49391,187
4aMinimum capital requirement7,4327,3797,4577,3997,295
Risk-based capital ratios as a percentage of RWA
5Common Equity Tier 1 ratio (%)22.1%21.0%20.8%20.7%21.0%
6Tier 1 ratio (%)23.4%22.3%22.0%22.0%22.3%
7Total capital ratio (%)24.6%23.1%22.8%22.8%23.2%
Additional CET1 buffer requirements as a percentage
of RWA
8Capital buffer in accordance with Basel Minimum Standards
(as of 2019 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 (%)2.5%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) (%)310.8%13.1%12.8%12.9%13.7%
Target capital ratios in accordance with note 8 of the CAO4
12bCountercyclical buffer (Articles 44 and 44a CAO)1.4%1.4%0.0%0.0%0.0%
Basel III Leverage Ratio
13Total exposure5 282,758302,632303,824303,608289,393
14Basel III leverage ratio (%)7.7%6.8%6.7%6.7%7.0%
Liquidity Coverage Ratio
15Total HQLA55,27055,35661,58661,36960,763
16Total net cash outflow32,82834,19435,60834,84032,769
17LCR ratio (%)168.4%161.9%173.0%176.1%185.4%
Net Stable Funding Ratio
18Total available stable funding227,260226,680225,902224,565223,094
19Total required stable funding161,313160,307158,805156,113153,975
20NSFR 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.