Overview of risk-weighted assets

			a		b		c
			RWA		RWA		Minimum Capital Requirement2
in CHF million				31.12.2022		31.12.2021		31.12.2022
1	Credit risk (excluding counterparty credit risk) (CCR)		82,355		76,371		6,588
2	of which: standardised approach (SA)		12,395		9,874		992
3	of which: foundation internal ratings-based (F-IRB) approach		27,041		25,745		2,163
4	of which: supervisory slotting approach		-		-		-
5	of which: advanced internal ratings-based (A-IRB) approach3		42,919		40,752		3,434
6	Counterparty credit risk (CCR)4		403		1,470		32
7	of which: standardised approach for counterparty credit risk		356		297		28
8	of which: Internal Model Method (IMM)		-		-		-
9	of which: other CCR		47		1,173		4
10	Credit valuation adjustment (CVA)		110		122		9
11	Equity positions under the simple risk weight approach		364		371		29
12	Equity investments in funds – look-through approach		-		-		-
13	Equity investments in funds – mandate-based approach		-		-		-
14	Equity investments in funds – fall-back approach		38		47		3
15	Settlement risk		1		-		-
16	Securitisation exposures in banking book		-		-		-
17	of which: securitisation internal ratings-based approach (SEC-RBA)		-		-		-
18	of which: securitisation external ratings-based approach (SEC-ERBA, including internal assessment approach (IAA)		-		-		-
19	of which: securitisation standardised approach (SEC-SA)		-		-		-
20	Market risk5		1,650		2,414		132
21	of which: standardised approach (SA)		1,650		2,414		132
22	of which: internal model approaches (IMA)		-		-		-
23	Capital charge for switch between trading book and banking book		-		-		-
24	Operational risk		6,173		5,839		494
25	Amounts below the thresholds for deduction (subject to 250% risk weight)		1,806		1,592		144
26	Floor adjustment6		-		2,961		-
27	Total		92,899		91,187		7,432
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 Counterparty credit risk decreased sharply as a result of lower SFT transactions compared with the previous period.
5 The capital requirement for market risks decreased compared with the previous period, in particular due to lower foreign exchange and precious metal risks.
6 After the transitional provisions have expired, an IRB floor of 80% is taken into account as from 30.09.2022.