Regulatory disclosure

Overview of risk-weighted assets

OV1: Overview of risk-weighted assets1
a b c
RWARWAMinimum Capital Requirement2
in CHF million31.12.202231.12.202131.12.2022
1Credit risk (excluding counterparty credit risk) (CCR)82,35576,3716,588
2of which: standardised approach (SA)12,3959,874992
3of which: foundation internal ratings-based (F-IRB) approach 27,04125,7452,163
4of which: supervisory slotting approach---
5of which: advanced internal ratings-based (A-IRB) approach342,91940,7523,434
6Counterparty credit risk (CCR)44031,47032
7of which: standardised approach for counterparty credit risk35629728
8of which: Internal Model Method (IMM)---
9of which: other CCR471,1734
10Credit valuation adjustment (CVA)1101229
11Equity positions under the simple risk weight approach36437129
12Equity investments in funds – look-through approach---
13Equity investments in funds – mandate-based approach---
14Equity investments in funds – fall-back approach38473
15Settlement risk1--
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 risk51,6502,414132
21of which: standardised approach (SA)1,6502,414132
22of which: internal model approaches (IMA)---
23Capital charge for switch between trading book and banking book---
24Operational risk6,1735,839494
25Amounts below the thresholds for deduction (subject to 250% risk weight)1,8061,592144
26Floor adjustment6-2,961-
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.