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Derivatives and hedging activities - Credit protection sold/purchased (Details 4) - CHF (SFr) SFr in Billions | 3 Months Ended | 6 Months Ended
--- | --- | ---
Dec. 31, 2021 | Jun. 30, 2022
Credit protection sold/purchased |  |
Credit protection sold | SFr (230.3) | SFr (192.0)
Credit protection purchased | 213.7 | 175.0
Net credit protection (sold)/purchased | (16.6) | (17.0)
Other protection purchased | 50.8 | 47.1
Fair value of credit protection sold | 1.2 | (1.6)
Total return swaps |  |
Credit protection sold/purchased |  |
Credit protection sold | (12.0) | (12.0)
Maturity less than 1 year |  |
Credit protection sold/purchased |  |
Credit protection sold | (54.3) | (30.0)
Maturity between 1 to 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (161.9) | (149.1)
Maturity greater than 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (14.1) | (12.9)
Government debt securities |  |
Credit protection sold/purchased |  |
Credit protection sold | (13.5) | (14.0)
Credit protection purchased | 12.2 | 12.4
Net credit protection (sold)/purchased | (1.3) | (1.6)
Other protection purchased | 4.0 | 3.9
Fair value of credit protection sold | (0.1) | (0.1)
Non-sovereigns |  |
Credit protection sold/purchased |  |
Credit protection sold | (216.8) | (178.0)
Credit protection purchased | 201.5 | 162.6
Net credit protection (sold)/purchased | (15.3) | (15.4)
Other protection purchased | 46.8 | 43.2
Fair value of credit protection sold | 1.3 | (1.5)
Investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (163.1) | (133.1)
Credit protection purchased | 151.6 | 123.7
Net credit protection (sold)/purchased | (11.5) | (9.4)
Other protection purchased | 30.3 | 29.6
Fair value of credit protection sold | 1.3 | (0.1)
Non-investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (67.2) | (58.9)
Credit protection purchased | 62.1 | 51.3
Net credit protection (sold)/purchased | (5.1) | (7.6)
Other protection purchased | 20.5 | 17.5
Fair value of credit protection sold | (0.1) | (1.5)
Single-name instruments |  |
Credit protection sold/purchased |  |
Credit protection sold | (91.7) | (80.9)
Credit protection purchased | 84.5 | 73.0
Net credit protection (sold)/purchased | (7.2) | (7.9)
Other protection purchased | 18.0 | 16.8
Fair value of credit protection sold | 1.0 | (0.3)
Single-name instruments | Maturity less than 1 year |  |
Credit protection sold/purchased |  |
Credit protection sold | (14.4) | (11.8)
Single-name instruments | Maturity between 1 to 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (73.6) | (65.7)
Single-name instruments | Maturity greater than 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (3.7) | (3.4)
Single-name instruments | Government debt securities |  |
Credit protection sold/purchased |  |
Credit protection sold | (13.5) | (14.0)
Credit protection purchased | 12.2 | 12.4
Net credit protection (sold)/purchased | (1.3) | (1.6)
Other protection purchased | 4.0 | 3.9
Fair value of credit protection sold | (0.1) | (0.1)
Single-name instruments | Non-sovereigns |  |
Credit protection sold/purchased |  |
Credit protection sold | (78.2) | (66.9)
Credit protection purchased | 72.3 | 60.6
Net credit protection (sold)/purchased | (5.9) | (6.3)
Other protection purchased | 14.0 | 12.9
Fair value of credit protection sold | 1.1 | (0.2)
Single-name instruments | Investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (60.2) | (55.7)
Credit protection purchased | 55.6 | 50.7
Net credit protection (sold)/purchased | (4.6) | (5.0)
Other protection purchased | 10.1 | 9.7
Fair value of credit protection sold | 0.6 | 0.1
Single-name instruments | Non-investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (31.5) | (25.2)
Credit protection purchased | 28.9 | 22.3
Net credit protection (sold)/purchased | (2.6) | (2.9)
Other protection purchased | 7.9 | 7.1
Fair value of credit protection sold | 0.4 | (0.4)
Multi-name instruments |  |
Credit protection sold/purchased |  |
Credit protection sold | (138.6) | (111.1)
Credit protection purchased | 129.2 | 102.0
Net credit protection (sold)/purchased | (9.4) | (9.1)
Other protection purchased | 32.8 | 30.3
Fair value of credit protection sold | 0.2 | (1.3)
Multi-name instruments | Maturity less than 1 year |  |
Credit protection sold/purchased |  |
Credit protection sold | (39.9) | (18.2)
Multi-name instruments | Maturity between 1 to 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (88.3) | (83.4)
Multi-name instruments | Maturity greater than 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (10.4) | (9.5)
Multi-name instruments | Non-sovereigns |  |
Credit protection sold/purchased |  |
Credit protection sold | (138.6) | (111.1)
Credit protection purchased | 129.2 | 102.0
Net credit protection (sold)/purchased | (9.4) | (9.1)
Other protection purchased | 32.8 | 30.3
Fair value of credit protection sold | 0.2 | (1.3)
Multi-name instruments | Investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (102.9) | (77.4)
Credit protection purchased | 96.0 | 73.0
Net credit protection (sold)/purchased | (6.9) | (4.4)
Other protection purchased | 20.2 | 19.9
Fair value of credit protection sold | 0.7 | (0.2)
Multi-name instruments | Non-investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (35.7) | (33.7)
Credit protection purchased | 33.2 | 29.0
Net credit protection (sold)/purchased | (2.5) | (4.7)
Other protection purchased | 12.6 | 10.4
Fair value of credit protection sold | (0.5) | (1.1)
Bank |  |
Credit protection sold/purchased |  |
Credit protection sold | (230.3) | (192.0)
Credit protection purchased | 213.7 | 175.0
Net credit protection (sold)/purchased | (16.6) | (17.0)
Other protection purchased | 50.8 | 47.1
Fair value of credit protection sold | 1.2 | (1.6)
Bank | Total return swaps |  |
Credit protection sold/purchased |  |
Credit protection sold | (12.0) | (12.0)
Bank | Maturity less than 1 year |  |
Credit protection sold/purchased |  |
Credit protection sold | (54.3) | (30.0)
Bank | Maturity between 1 to 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (161.9) | (149.1)
Bank | Maturity greater than 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (14.1) | (12.9)
Bank | Government debt securities |  |
Credit protection sold/purchased |  |
Credit protection sold | (13.5) | (14.0)
Credit protection purchased | 12.2 | 12.4
Net credit protection (sold)/purchased | (1.3) | (1.6)
Other protection purchased | 4.0 | 3.9
Fair value of credit protection sold | (0.1) | (0.1)
Bank | Non-sovereigns |  |
Credit protection sold/purchased |  |
Credit protection sold | (216.8) | (178.0)
Credit protection purchased | 201.5 | 162.6
Net credit protection (sold)/purchased | (15.3) | (15.4)
Other protection purchased | 46.8 | 43.2
Fair value of credit protection sold | 1.3 | (1.5)
Bank | Investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (163.1) | (133.1)
Credit protection purchased | 151.6 | 123.7
Net credit protection (sold)/purchased | (11.5) | (9.4)
Other protection purchased | 30.3 | 29.6
Fair value of credit protection sold | 1.3 | (0.1)
Bank | Non-investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (67.2) | (58.9)
Credit protection purchased | 62.1 | 51.3
Net credit protection (sold)/purchased | (5.1) | (7.6)
Other protection purchased | 20.5 | 17.5
Fair value of credit protection sold | (0.1) | (1.5)
Bank | Single-name instruments |  |
Credit protection sold/purchased |  |
Credit protection sold | (91.7) | (80.9)
Credit protection purchased | 84.5 | 73.0
Net credit protection (sold)/purchased | (7.2) | (7.9)
Other protection purchased | 18.0 | 16.8
Fair value of credit protection sold | 1.0 | (0.3)
Bank | Single-name instruments | Maturity less than 1 year |  |
Credit protection sold/purchased |  |
Credit protection sold | (14.4) | (11.8)
Bank | Single-name instruments | Maturity between 1 to 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (73.6) | (65.7)
Bank | Single-name instruments | Maturity greater than 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (3.7) | (3.4)
Bank | Single-name instruments | Government debt securities |  |
Credit protection sold/purchased |  |
Credit protection sold | (13.5) | (14.0)
Credit protection purchased | 12.2 | 12.4
Net credit protection (sold)/purchased | (1.3) | (1.6)
Other protection purchased | 4.0 | 3.9
Fair value of credit protection sold | (0.1) | (0.1)
Bank | Single-name instruments | Non-sovereigns |  |
Credit protection sold/purchased |  |
Credit protection sold | (78.2) | (66.9)
Credit protection purchased | 72.3 | 60.6
Net credit protection (sold)/purchased | (5.9) | (6.3)
Other protection purchased | 14.0 | 12.9
Fair value of credit protection sold | 1.1 | (0.2)
Bank | Single-name instruments | Investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (60.2) | (55.7)
Credit protection purchased | 55.6 | 50.7
Net credit protection (sold)/purchased | (4.6) | (5.0)
Other protection purchased | 10.1 | 9.7
Fair value of credit protection sold | 0.6 | 0.1
Bank | Single-name instruments | Non-investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (31.5) | (25.2)
Credit protection purchased | 28.9 | 22.3
Net credit protection (sold)/purchased | (2.6) | (2.9)
Other protection purchased | 7.9 | 7.1
Fair value of credit protection sold | 0.4 | (0.4)
Bank | Multi-name instruments |  |
Credit protection sold/purchased |  |
Credit protection sold | (138.6) | (111.1)
Credit protection purchased | 129.2 | 102.0
Net credit protection (sold)/purchased | (9.4) | (9.1)
Other protection purchased | 32.8 | 30.3
Fair value of credit protection sold | 0.2 | (1.3)
Bank | Multi-name instruments | Maturity less than 1 year |  |
Credit protection sold/purchased |  |
Credit protection sold | (39.9) | (18.2)
Bank | Multi-name instruments | Maturity between 1 to 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (88.3) | (83.4)
Bank | Multi-name instruments | Maturity greater than 5 years |  |
Credit protection sold/purchased |  |
Credit protection sold | (10.4) | (9.5)
Bank | Multi-name instruments | Non-sovereigns |  |
Credit protection sold/purchased |  |
Credit protection sold | (138.6) | (111.1)
Credit protection purchased | 129.2 | 102.0
Net credit protection (sold)/purchased | (9.4) | (9.1)
Other protection purchased | 32.8 | 30.3
Fair value of credit protection sold | 0.2 | (1.3)
Bank | Multi-name instruments | Investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (102.9) | (77.4)
Credit protection purchased | 96.0 | 73.0
Net credit protection (sold)/purchased | (6.9) | (4.4)
Other protection purchased | 20.2 | 19.9
Fair value of credit protection sold | 0.7 | (0.2)
Bank | Multi-name instruments | Non-investment grade |  |
Credit protection sold/purchased |  |
Credit protection sold | (35.7) | (33.7)
Credit protection purchased | 33.2 | 29.0
Net credit protection (sold)/purchased | (2.5) | (4.7)
Other protection purchased | 12.6 | 10.4
Fair value of credit protection sold | SFr (0.5) | SFr (1.1)

X
- Definition The net of credit protection sold and credit protection purchased with identical underlyings. + References No definition available. + Details
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- Definition The amount of credit protection purchased with similar, but not identical underlyings. + References No definition available. + Details
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- Definition Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5708775-113959 + Details
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- Definition Amount of purchased credit protection expected to cover future payments under the credit risk derivative. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -Subparagraph (f) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5708775-113959 + Details
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- Definition Fair value of credit risk derivative asset after deduction of credit risk derivative liability. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5708775-113959 + Details
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