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v3.22.2

Financial instruments (Tables) | 6 Months Ended
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Jun. 30, 2022
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block] | Assets and liabilities measured at fair value on a recurring basis
end of 2Q22 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Assets measured at net asset value per share | 2 | Total |
Assets (CHF million)
Cash and due from banks |  | 0 |  | 165 |  | 0 |  | – |  | – |  | 165 |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 35 |  | 82,357 |  | 0 |  | – |  | – |  | 82,392 |
Securities received as collateral |  | 6,132 |  | 1,254 |  | 0 |  | – |  | – |  | 7,386 |
Trading assets |  | 50,197 |  | 140,406 |  | 4,400 |  | (94,491) |  | 583 |  | 101,095 |
of which debt securities |  | 13,814 |  | 42,184 |  | 1,005 |  | – |  | 27 |  | 57,030 |
of which foreign governments |  | 13,504 |  | 10,598 |  | 91 |  | – |  | – |  | 24,193 |
of which corporates |  | 34 |  | 10,213 |  | 299 |  | – |  | 27 |  | 10,573 |
of which RMBS |  | 6 |  | 18,127 |  | 410 |  | – |  | – |  | 18,543 |
of which equity securities |  | 23,000 |  | 880 |  | 275 |  | – |  | 556 |  | 24,711 |
of which derivatives |  | 11,584 |  | 96,578 |  | 2,398 |  | (94,491) |  | – |  | 16,069 |
of which interest rate products |  | 3,979 |  | 38,590 |  | 925 |  | – |  | – |  | – |
of which foreign exchange products |  | 103 |  | 30,751 |  | 88 |  | – |  | – |  | – |
of which equity/index-related products |  | 7,469 |  | 23,247 |  | 464 |  | – |  | – |  | – |
of which other derivatives |  | 1 |  | 506 |  | 706 |  | – |  | – |  | – |
of which other trading assets |  | 1,799 |  | 764 |  | 722 |  | – |  | – |  | 3,285 |
Investment securities |  | 2 |  | 737 |  | 0 |  | – |  | – |  | 739 |
Other investments |  | 0 |  | 20 |  | 3,575 |  | – |  | 392 |  | 3,987 |
of which other equity investments |  | 0 |  | 20 |  | 2,876 |  | – |  | 321 |  | 3,217 |
of which life finance instruments |  | 0 |  | 0 |  | 685 |  | – |  | – |  | 685 |
Loans |  | 0 |  | 7,910 |  | 1,189 |  | – |  | – |  | 9,099 |
of which commercial and industrial loans |  | 0 |  | 3,266 |  | 368 |  | – |  | – |  | 3,634 |
of which financial institutions |  | 0 |  | 2,747 |  | 364 |  | – |  | – |  | 3,111 |
Other intangible assets (mortgage servicing rights) |  | 0 |  | 35 |  | 255 |  | – |  | – |  | 290 |
Other assets |  | 115 |  | 8,205 |  | 722 |  | (426) |  | – |  | 8,616 |
of which failed purchases |  | 97 |  | 874 |  | 11 |  | – |  | – |  | 982 |
of which loans held-for-sale |  | 0 |  | 6,551 |  | 566 |  | – |  | – |  | 7,117 |
Total assets at fair value |  | 56,481 |  | 241,089 |  | 10,141 |  | (94,917) |  | 975 |  | 213,769 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis (continued)
end of 2Q22 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Liabilities measured at net asset value per share | 2 | Total |
Liabilities (CHF million)
Due to banks |  | 0 |  | 355 |  | 0 |  | – |  | – |  | 355 |
Customer deposits |  | 0 |  | 3,008 |  | 299 |  | – |  | – |  | 3,307 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 0 |  | 14,145 |  | 0 |  | – |  | – |  | 14,145 |
Obligation to return securities received as collateral |  | 6,132 |  | 1,254 |  | 0 |  | – |  | – |  | 7,386 |
Trading liabilities |  | 22,375 |  | 102,907 |  | 2,456 |  | (97,772) |  | 1 |  | 29,967 |
of which short positions |  | 9,430 |  | 4,530 |  | 54 |  | – |  | 1 |  | 14,015 |
of which debt securities |  | 3,565 |  | 4,341 |  | 7 |  | – |  | – |  | 7,913 |
of which foreign governments |  | 2,914 |  | 787 |  | 0 |  | – |  | – |  | 3,701 |
of which corporates |  | 603 |  | 3,551 |  | 7 |  | – |  | – |  | 4,161 |
of which equity securities |  | 5,865 |  | 189 |  | 47 |  | – |  | 1 |  | 6,102 |
of which derivatives |  | 12,945 |  | 98,377 |  | 2,402 |  | (97,772) |  | – |  | 15,952 |
of which interest rate products |  | 4,031 |  | 37,410 |  | 55 |  | – |  | – |  | – |
of which foreign exchange products |  | 107 |  | 30,864 |  | 14 |  | – |  | – |  | – |
of which equity/index-related products |  | 8,765 |  | 25,670 |  | 1,447 |  | – |  | – |  | – |
of which other derivatives |  | 11 |  | 213 |  | 560 |  | – |  | – |  | 296 |
Short-term borrowings |  | 0 |  | 9,333 |  | 716 |  | – |  | – |  | 10,049 |
Long-term debt |  | 0 |  | 59,484 |  | 6,656 |  | – |  | – |  | 66,140 |
of which structured notes over one year and up to two years |  | 0 |  | 12,668 |  | 320 |  | – |  | – |  | 12,988 |
of which structured notes over two years |  | 0 |  | 24,431 |  | 4,383 |  | – |  | – |  | 28,814 |
of which other debt instruments over two years |  | 0 |  | 3,141 |  | 1,826 |  | – |  | – |  | 4,967 |
of which high-trigger instruments |  | 0 |  | 10,593 |  | 0 |  | – |  | – |  | 10,593 |
Other liabilities |  | 207 |  | 3,906 |  | 495 |  | (1,988) |  | – |  | 2,620 |
Total liabilities at fair value |  | 28,714 |  | 194,392 |  | 10,622 |  | (99,760) |  | 1 |  | 133,969 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis (continued)
end of 4Q21 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Assets measured at net asset value per share | 2 | Total |
Assets (CHF million)
Cash and due from banks |  | 0 |  | 308 |  | 0 |  | – |  | – |  | 308 |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 0 |  | 68,623 |  | 0 |  | – |  | – |  | 68,623 |
Securities received as collateral |  | 13,848 |  | 1,155 |  | 14 |  | – |  | – |  | 15,017 |
Trading assets |  | 54,085 |  | 146,521 |  | 4,503 |  | (94,633) |  | 665 |  | 111,141 |
of which debt securities |  | 12,191 |  | 40,700 |  | 1,225 |  | – |  | 82 |  | 54,198 |
of which foreign governments |  | 11,996 |  | 11,377 |  | 35 |  | – |  | – |  | 23,408 |
of which corporates |  | 72 |  | 8,958 |  | 478 |  | – |  | 82 |  | 9,590 |
of which RMBS |  | 0 |  | 17,033 |  | 424 |  | – |  | – |  | 17,457 |
of which equity securities |  | 34,282 |  | 1,486 |  | 195 |  | – |  | 583 |  | 36,546 |
of which derivatives |  | 6,224 |  | 103,781 |  | 2,187 |  | (94,633) |  | – |  | 17,559 |
of which interest rate products |  | 721 |  | 47,934 |  | 624 |  | – |  | – |  | – |
of which foreign exchange products |  | 123 |  | 20,686 |  | 53 |  | – |  | – |  | – |
of which equity/index-related products |  | 5,348 |  | 29,808 |  | 212 |  | – |  | – |  | – |
of which other derivatives |  | 0 |  | 196 |  | 1,034 |  | – |  | – |  | – |
of which other trading assets |  | 1,388 |  | 554 |  | 896 |  | – |  | – |  | 2,838 |
Investment securities |  | 2 |  | 1,003 |  | 0 |  | – |  | – |  | 1,005 |
Other investments |  | 0 |  | 23 |  | 3,666 |  | – |  | 405 |  | 4,094 |
of which other equity investments |  | 0 |  | 23 |  | 2,863 |  | – |  | 351 |  | 3,237 |
of which life finance instruments |  | 0 |  | 0 |  | 789 |  | – |  | – |  | 789 |
Loans |  | 0 |  | 8,709 |  | 1,534 |  | – |  | – |  | 10,243 |
of which commercial and industrial loans |  | 0 |  | 2,267 |  | 717 |  | – |  | – |  | 2,984 |
of which financial institutions |  | 0 |  | 3,840 |  | 465 |  | – |  | – |  | 4,305 |
Other intangible assets (mortgage servicing rights) |  | 0 |  | 57 |  | 167 |  | – |  | – |  | 224 |
Other assets |  | 121 |  | 8,750 |  | 694 |  | (381) |  | – |  | 9,184 |
of which failed purchases |  | 98 |  | 1,135 |  | 11 |  | – |  | – |  | 1,244 |
of which loans held-for-sale |  | 0 |  | 6,818 |  | 562 |  | – |  | – |  | 7,380 |
Total assets at fair value |  | 68,056 |  | 235,149 |  | 10,578 |  | (95,014) |  | 1,070 |  | 219,839 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis (continued)
end of 4Q21 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Liabilities measured at net asset value per share | 2 | Total |
Liabilities (CHF million)
Due to banks |  | 0 |  | 477 |  | 0 |  | – |  | – |  | 477 |
Customer deposits |  | 0 |  | 3,306 |  | 394 |  | – |  | – |  | 3,700 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 0 |  | 13,213 |  | 0 |  | – |  | – |  | 13,213 |
Obligation to return securities received as collateral |  | 13,848 |  | 1,155 |  | 14 |  | – |  | – |  | 15,017 |
Trading liabilities |  | 19,419 |  | 105,828 |  | 2,809 |  | (100,522) |  | 1 |  | 27,535 |
of which short positions |  | 11,689 |  | 4,974 |  | 25 |  | – |  | 1 |  | 16,689 |
of which debt securities |  | 2,809 |  | 4,865 |  | 3 |  | – |  | – |  | 7,677 |
of which foreign governments |  | 2,667 |  | 968 |  | 0 |  | – |  | – |  | 3,635 |
of which corporates |  | 113 |  | 3,839 |  | 3 |  | – |  | – |  | 3,955 |
of which equity securities |  | 8,880 |  | 109 |  | 22 |  | – |  | 1 |  | 9,012 |
of which derivatives |  | 7,730 |  | 100,854 |  | 2,784 |  | (100,522) |  | – |  | 10,846 |
of which interest rate products |  | 776 |  | 44,003 |  | 26 |  | – |  | – |  | – |
of which foreign exchange products |  | 133 |  | 22,646 |  | 57 |  | – |  | – |  | – |
of which equity/index-related products |  | 6,812 |  | 27,919 |  | 1,787 |  | – |  | – |  | – |
Short-term borrowings |  | 0 |  | 9,658 |  | 1,032 |  | – |  | – |  | 10,690 |
Long-term debt |  | 0 |  | 59,046 |  | 9,676 |  | – |  | – |  | 68,722 |
of which structured notes over one year and up to two years |  | 0 |  | 11,036 |  | 1,464 |  | – |  | – |  | 12,500 |
of which structured notes over two years |  | 0 |  | 24,168 |  | 6,318 |  | – |  | – |  | 30,486 |
of which other debt instruments over two years |  | 0 |  | 3,223 |  | 1,854 |  | – |  | – |  | 5,077 |
of which high-trigger instruments |  | 0 |  | 10,702 |  | 0 |  | – |  | – |  | 10,702 |
Other liabilities |  | 348 |  | 2,031 |  | 518 |  | (305) |  | – |  | 2,592 |
Total liabilities at fair value |  | 33,615 |  | 194,714 |  | 14,443 |  | (100,827) |  | 1 |  | 141,946 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis for level 3
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Trading revenues |  | Other revenues |  | Accumulated other comprehensive income |  |  |  |  |  |  |
6M22 |  | Balance at beginning of period |  | Transfers in |  | Transfers out |  | Purchases |  | Sales |  | Issuances |  | Settlements |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | Foreign currency translation impact |  | Balance at end of period |  | Changes in unrealized gains/losses | 1
Assets (CHF million)
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3 |  | (3) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |
Securities received as collateral |  | 14 |  | 0 |  | 0 |  | 0 |  | (14) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |
Trading assets |  | 4,503 |  | 907 |  | (1,174) |  | 3,539 |  | (3,324) |  | 580 |  | (548) |  | 36 |  | (338) |  | 0 |  | (8) |  | 0 |  | 0 |  | 227 |  | 4,400 |  | 477 |
of which debt securities |  | 1,225 |  | 515 |  | (733) |  | 2,899 |  | (2,571) |  | 0 |  | 0 |  | (106) |  | (313) |  | 0 |  | (8) |  | 0 |  | 0 |  | 97 |  | 1,005 |  | 562 |
of which corporates |  | 478 |  | 161 |  | (385) |  | 2,412 |  | (2,048) |  | 0 |  | 0 |  | (106) |  | (276) |  | 0 |  | 0 |  | 0 |  | 0 |  | 63 |  | 299 |  | 662 |
of which RMBS |  | 424 |  | 77 |  | (131) |  | 243 |  | (326) |  | 0 |  | 0 |  | 4 |  | 100 |  | 0 |  | 0 |  | 0 |  | 0 |  | 19 |  | 410 |  | 28 |
of which derivatives |  | 2,187 |  | 216 |  | (326) |  | 0 |  | 0 |  | 580 |  | (409) |  | 98 |  | (31) |  | 0 |  | 0 |  | 0 |  | 0 |  | 83 |  | 2,398 |  | 17 |
of which interest rate products |  | 624 |  | 4 |  | (6) |  | 0 |  | 0 |  | 60 |  | (28) |  | (1) |  | 252 |  | 0 |  | 0 |  | 0 |  | 0 |  | 20 |  | 925 |  | 141 |
of which other derivatives |  | 1,034 |  | 10 |  | (5) |  | 0 |  | 0 |  | 158 |  | (154) |  | 3 |  | (381) |  | 0 |  | 0 |  | 0 |  | 0 |  | 41 |  | 706 |  | (373) |
of which other trading assets |  | 896 |  | 57 |  | (45) |  | 555 |  | (727) |  | 0 |  | (139) |  | 6 |  | 82 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37 |  | 722 |  | (112) |
Other investments |  | 3,666 |  | 71 |  | 0 |  | 51 |  | (119) |  | 0 |  | 0 |  | 0 |  | (162) |  | 0 |  | (52) |  | 0 |  | 0 |  | 120 |  | 3,575 |  | (99) |
of which other equity investments |  | 2,863 |  | 71 |  | 0 |  | 37 |  | (6) |  | 0 |  | 0 |  | 0 |  | (115) |  | 0 |  | (60) |  | 0 |  | 0 |  | 86 |  | 2,876 |  | (77) |
of which life finance instruments |  | 789 |  | 0 |  | 0 |  | 14 |  | (105) |  | 0 |  | 0 |  | 0 |  | (47) |  | 0 |  | 0 |  | 0 |  | 0 |  | 34 |  | 685 |  | (22) |
Loans |  | 1,534 |  | 313 |  | (317) |  | 0 |  | (20) |  | 3 |  | (369) |  | 21 |  | (64) |  | 0 |  | 0 |  | 0 |  | 0 |  | 88 |  | 1,189 |  | (97) |
of which commercial and industrial loans |  | 717 |  | 74 |  | (300) |  | 0 |  | (8) |  | 3 |  | (123) |  | 12 |  | (46) |  | 0 |  | 0 |  | 0 |  | 0 |  | 39 |  | 368 |  | (54) |
of which financial institutions |  | 465 |  | 75 |  | 0 |  | 0 |  | 0 |  | 0 |  | (219) |  | 0 |  | 10 |  | 0 |  | 0 |  | 0 |  | 0 |  | 33 |  | 364 |  | (17) |
Other intangible assets (mortgage servicing rights) |  | 167 |  | 102 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (21) |  | 0 |  | 0 |  | 0 |  | 0 |  | 7 |  | 255 |  | (21) |
Other assets |  | 694 |  | 170 |  | (114) |  | 510 |  | (512) |  | 114 |  | (199) |  | 6 |  | 3 |  | 0 |  | 4 |  | 0 |  | 0 |  | 46 |  | 722 |  | 0 |
of which loans held-for-sale |  | 562 |  | 153 |  | (109) |  | 493 |  | (509) |  | 113 |  | (199) |  | 14 |  | 9 |  | 0 |  | 0 |  | 0 |  | 0 |  | 39 |  | 566 |  | 2 |
Total assets at fair value |  | 10,578 |  | 1,563 |  | (1,605) |  | 4,100 |  | (3,989) |  | 700 |  | (1,119) |  | 63 |  | (582) |  | 0 |  | (56) |  | 0 |  | 0 |  | 488 |  | 10,141 |  | 260 |
Liabilities (CHF million)
Customer deposits |  | 394 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (15) |  | 0 |  | (26) |  | 0 |  | 0 |  | 0 |  | (41) |  | (13) |  | 299 |  | (70) |
Obligation to return securities received as collateral |  | 14 |  | 0 |  | 0 |  | 0 |  | (14) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |
Trading liabilities |  | 2,809 |  | 856 |  | (882) |  | 18 |  | (83) |  | 502 |  | (629) |  | 37 |  | (290) |  | 0 |  | 0 |  | 0 |  | 0 |  | 118 |  | 2,456 |  | (188) |
of which derivatives |  | 2,784 |  | 746 |  | (870) |  | 0 |  | (61) |  | 502 |  | (629) |  | 38 |  | (228) |  | 0 |  | 0 |  | 0 |  | 0 |  | 120 |  | 2,402 |  | (180) |
of which equity/index-related derivatives |  | 1,787 |  | 611 |  | (596) |  | 0 |  | 0 |  | 279 |  | (232) |  | (9) |  | (468) |  | 0 |  | 0 |  | 0 |  | 0 |  | 75 |  | 1,447 |  | (348) |
of which other derivatives |  | 540 |  | 7 |  | (4) |  | 0 |  | (61) |  | 89 |  | (113) |  | 3 |  | 73 |  | 0 |  | 0 |  | 0 |  | 0 |  | 26 |  | 560 |  | (15) |
Short-term borrowings |  | 1,032 |  | 124 |  | (522) |  | 0 |  | 0 |  | 639 |  | (500) |  | (43) |  | (58) |  | 0 |  | 0 |  | 0 |  | 0 |  | 44 |  | 716 |  | 18 |
Long-term debt |  | 9,676 |  | 1,259 |  | (4,863) |  | 0 |  | 0 |  | 4,531 |  | (2,960) |  | (499) |  | (746) |  | 0 |  | 0 |  | (35) |  | (202) |  | 495 |  | 6,656 |  | (756) |
of which structured notes over one year and up to two years |  | 1,464 |  | 142 |  | (1,392) |  | 0 |  | 0 |  | 559 |  | (338) |  | (102) |  | (76) |  | 0 |  | 0 |  | (1) |  | (1) |  | 65 |  | 320 |  | (34) |
of which structured notes over two years |  | 6,318 |  | 1,106 |  | (3,441) |  | 0 |  | 0 |  | 3,888 |  | (2,595) |  | (416) |  | (586) |  | 0 |  | 0 |  | (34) |  | (201) |  | 344 |  | 4,383 |  | (740) |
of which other debt instruments over two years |  | 1,854 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (26) |  | 0 |  | (84) |  | 0 |  | 0 |  | 0 |  | 0 |  | 82 |  | 1,826 |  | 0 |
Other liabilities |  | 518 |  | 41 |  | (2) |  | 8 |  | (21) |  | 58 |  | (71) |  | (2) |  | (22) |  | 1 |  | (35) |  | 0 |  | 0 |  | 22 |  | 495 |  | 16 |
Total liabilities at fair value |  | 14,443 |  | 2,280 |  | (6,269) |  | 26 |  | (118) |  | 5,730 |  | (4,175) |  | (507) |  | (1,142) |  | 1 |  | (35) |  | (35) |  | (243) |  | 666 |  | 10,622 |  | (980) |
Net assets/(liabilities) at fair value |  | (3,865) |  | (717) |  | 4,664 |  | 4,074 |  | (3,871) |  | (5,030) |  | 3,056 |  | 570 |  | 560 |  | (1) |  | (21) |  | 35 |  | 243 |  | (178) |  | (481) |  | 1,240 |
1 Changes in unrealized gains/(losses) on total assets at fair value and changes in unrealized (gains)/losses on total liabilities at fair value relating to assets and liabilities held at period end are included in net revenues or accumulated other comprehensive income. As of 6M22, changes in net unrealized gains/(losses) of CHF 1,044 million and CHF (77) million were recorded in trading revenues and other revenues, respectively, and changes in unrealized (gains)/losses of CHF 273 million were recorded in gains/(losses) on liabilities relating to credit risk in accumulated other comprehensive income/(loss).
Assets and liabilities measured at fair value on a recurring basis for level 3 (continued)
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Trading revenues |  | Other revenues |  | Accumulated other comprehensive income |  |  |  |  |  |  |
6M21 |  | Balance at beginning of period |  | Transfers in |  | Transfers out |  | Purchases |  | Sales |  | Issuances |  | Settlements |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | Foreign currency translation impact |  | Balance at end of period |  | Changes in unrealized gains/losses | 1
Assets (CHF million)
Securities received as collateral |  | 101 |  | 0 |  | 0 |  | 64 |  | (86) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 5 |  | 84 |  | 0 |
Trading assets |  | 7,535 |  | 594 |  | (1,635) |  | 2,472 |  | (2,976) |  | 508 |  | (1,119) |  | 39 |  | 140 |  | 0 |  | 0 |  | 0 |  | 0 |  | 380 |  | 5,938 |  | 128 |
of which debt securities |  | 2,253 |  | 296 |  | (736) |  | 1,859 |  | (2,285) |  | 0 |  | 0 |  | (7) |  | 138 |  | 0 |  | 0 |  | 0 |  | 0 |  | 137 |  | 1,655 |  | 103 |
of which corporates |  | 1,270 |  | 137 |  | (176) |  | 1,403 |  | (1,913) |  | 0 |  | 0 |  | (5) |  | 95 |  | 0 |  | 0 |  | 0 |  | 0 |  | 78 |  | 889 |  | 99 |
of which derivatives |  | 3,911 |  | 179 |  | (856) |  | 0 |  | 0 |  | 508 |  | (1,033) |  | 29 |  | (30) |  | 0 |  | 0 |  | 0 |  | 0 |  | 175 |  | 2,883 |  | 72 |
of which interest rate products |  | 733 |  | 59 |  | (81) |  | 0 |  | 0 |  | 114 |  | (59) |  | 0 |  | 18 |  | 0 |  | 0 |  | 0 |  | 0 |  | 21 |  | 805 |  | 54 |
of which other derivatives |  | 1,079 |  | 0 |  | 0 |  | 0 |  | 0 |  | 153 |  | (157) |  | 0 |  | (55) |  | 0 |  | 0 |  | 0 |  | 0 |  | 53 |  | 1,073 |  | (60) |
of which other trading assets |  | 1,247 |  | 22 |  | (32) |  | 493 |  | (617) |  | 0 |  | (86) |  | 10 |  | 21 |  | 0 |  | 0 |  | 0 |  | 0 |  | 60 |  | 1,118 |  | (47) |
Other investments |  | 3,054 |  | 3 |  | (753) |  | 20 |  | (473) |  | 0 |  | 0 |  | 0 |  | (17) |  | 0 |  | 318 |  | 0 |  | 0 |  | 79 |  | 2,231 |  | 43 |
of which other equity investments |  | 2,132 |  | 0 |  | (753) |  | 3 |  | (375) |  | 0 |  | 0 |  | 0 |  | (6) |  | 0 |  | 318 |  | 0 |  | 0 |  | 34 |  | 1,353 |  | 52 |
of which life finance instruments |  | 920 |  | 0 |  | 0 |  | 17 |  | (94) |  | 0 |  | 0 |  | 0 |  | (11) |  | 0 |  | 0 |  | 0 |  | 0 |  | 45 |  | 877 |  | 18 |
Loans |  | 3,669 |  | 22 |  | (533) |  | 357 |  | (73) |  | 162 |  | (946) |  | 8 |  | 85 |  | 0 |  | 1 |  | 0 |  | 0 |  | 176 |  | 2,928 |  | 25 |
of which commercial and industrial loans |  | 1,347 |  | 22 |  | (12) |  | 10 |  | (31) |  | 119 |  | (184) |  | 14 |  | 57 |  | 0 |  | 1 |  | 0 |  | 0 |  | 68 |  | 1,411 |  | 36 |
of which financial institutions |  | 1,082 |  | 0 |  | (222) |  | 0 |  | (42) |  | 32 |  | (296) |  | 3 |  | 40 |  | 0 |  | 0 |  | 0 |  | 0 |  | 46 |  | 643 |  | 4 |
Other intangible assets (mortgage servicing rights) |  | 180 |  | 0 |  | 0 |  | 22 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (22) |  | 0 |  | 0 |  | 9 |  | 189 |  | (22) |
Other assets |  | 1,825 |  | 164 |  | (451) |  | 2,500 |  | (2,176) |  | 77 |  | (573) |  | 13 |  | (42) |  | 0 |  | 0 |  | 0 |  | 0 |  | 99 |  | 1,436 |  | (76) |
of which loans held-for-sale |  | 1,576 |  | 164 |  | (409) |  | 2,469 |  | (2,137) |  | 77 |  | (571) |  | 11 |  | 19 |  | 0 |  | 0 |  | 0 |  | 0 |  | 88 |  | 1,287 |  | (41) |
Total assets at fair value |  | 16,364 |  | 783 |  | (3,372) |  | 5,435 |  | (5,784) |  | 747 |  | (2,638) |  | 60 |  | 166 |  | 0 |  | 297 |  | 0 |  | 0 |  | 748 |  | 12,806 |  | 98 |
Liabilities (CHF million)
Customer deposits |  | 448 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (8) |  | 0 |  | 0 |  | 0 |  | (13) |  | 5 |  | 432 |  | 10 |
Obligation to return securities received as collateral |  | 101 |  | 0 |  | 0 |  | 64 |  | (86) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 5 |  | 84 |  | 0 |
Trading liabilities |  | 4,246 |  | 584 |  | (1,961) |  | 80 |  | (24) |  | 710 |  | (1,138) |  | 152 |  | 169 |  | 0 |  | 0 |  | 0 |  | 0 |  | 217 |  | 3,035 |  | 779 |
of which derivatives |  | 4,191 |  | 566 |  | (1,961) |  | 69 |  | (4) |  | 710 |  | (1,138) |  | 152 |  | 193 |  | 0 |  | 0 |  | 0 |  | 0 |  | 216 |  | 2,994 |  | 781 |
of which equity/index-related derivatives |  | 2,010 |  | 427 |  | (1,049) |  | 0 |  | 0 |  | 350 |  | (527) |  | 151 |  | 265 |  | 0 |  | 0 |  | 0 |  | 0 |  | 111 |  | 1,738 |  | 529 |
Short-term borrowings |  | 701 |  | 155 |  | (207) |  | 0 |  | 0 |  | 930 |  | (608) |  | (1) |  | 95 |  | 0 |  | 0 |  | 0 |  | 0 |  | 41 |  | 1,106 |  | 67 |
Long-term debt |  | 7,268 |  | 2,715 |  | (2,046) |  | 0 |  | 0 |  | 4,401 |  | (3,119) |  | 62 |  | (4) |  | 0 |  | 4 |  | (3) |  | (30) |  | 425 |  | 9,673 |  | 210 |
of which structured notes over one year and up to two years |  | 1,133 |  | 1,165 |  | (732) |  | 0 |  | 0 |  | 1,127 |  | (771) |  | 39 |  | 97 |  | 0 |  | 0 |  | 0 |  | (1) |  | 67 |  | 2,124 |  | 39 |
of which structured notes over two years |  | 5,526 |  | 1,532 |  | (1,287) |  | 0 |  | 0 |  | 3,020 |  | (2,227) |  | 24 |  | (109) |  | 0 |  | 0 |  | (2) |  | (29) |  | 329 |  | 6,777 |  | (59) |
Other liabilities |  | 1,271 |  | 7 |  | (552) |  | 24 |  | (46) |  | 59 |  | (424) |  | 8 |  | (8) |  | 107 |  | 38 |  | 0 |  | 0 |  | 51 |  | 535 |  | 2 |
Total liabilities at fair value |  | 14,035 |  | 3,461 |  | (4,766) |  | 168 |  | (156) |  | 6,100 |  | (5,289) |  | 221 |  | 244 |  | 107 |  | 42 |  | (3) |  | (43) |  | 744 |  | 14,865 |  | 1,068 |
Net assets/(liabilities) at fair value |  | 2,329 |  | (2,678) |  | 1,394 |  | 5,267 |  | (5,628) |  | (5,353) |  | 2,651 |  | (161) |  | (78) |  | (107) |  | 255 |  | 3 |  | 43 |  | 4 |  | (2,059) |  | (970) |
1 Changes in unrealized gains/(losses) on total assets at fair value and changes in unrealized (gains)/losses on total liabilities at fair value relating to assets and liabilities held at period end are included in net revenues or accumulated other comprehensive income. As of 6M21, changes in net unrealized gains/(losses) of CHF (1,011) million and CHF 25 million were recorded in trading revenues and other revenues, respectively, and changes in unrealized (gains)/losses of CHF 16 million were recorded in gains/(losses) on liabilities relating to credit risk in accumulated other comprehensive income/(loss).
Quantitative information about level 3 assets and liabilities at fair value | Quantitative information about level 3 assets measured at fair value on a recurring basis
end of 2Q22 |  | Fair value |  | Valuation technique |  | Unobservable input |  | Minimum value |  | Maximum value |  | Weighted average | 1
CHF million, except where indicated
Trading assets |  | 4,400 |  |  |  |  |  |  |  |  |  |  |
of which debt securities |  | 1,005 |  |  |  |  |  |  |  |  |  |  |
of which corporates |  | 299 |  |  |  |  |  |  |  |  |  |  |
of which |  | 164 |  | Discounted cash flow |  | Credit spread, in bp |  | 100 |  | 2,048 |  | 633 |
|  |  |  |  |  | Price, in % |  | 0 |  | 102 |  | 46 |
|  |  |  |  |  | Recovery rate, in % |  | 73 |  | 73 |  | 3 |
of which |  | 62 |  | Market comparable |  | Price, in % |  | 0 |  | 102 |  | 41 |
of which |  | 70 |  | Price |  | Price, in % |  | 30 |  | 100 |  | 94 |
|  |  |  |  |  | Price, in actuals |  | 0 |  | 11,250 |  | 3,534 |
of which RMBS |  | 410 |  | Discounted cash flow |  | Discount rate, in % |  | 4 |  | 28 |  | 12 |
of which derivatives |  | 2,398 |  |  |  |  |  |  |  |  |  |  |
of which interest rate products |  | 925 |  |  |  |  |  |  |  |  |  |  |
of which |  | 2 |  | Discounted cash flow |  | Volatility, in % |  | 93 |  | 100 |  | 97 |
of which |  | 907 |  | Option model |  | Correlation, in % |  | (11) |  | 100 |  | 35 |
|  |  |  |  |  | Mean reversion, in % | 3 | 15 |  | 15 |  | 0 |
|  |  |  |  |  | Prepayment rate, in % |  | 15 |  | 21 |  | 18 |
|  |  |  |  |  | Volatility, in % |  | (3) |  | 0 |  | 0 |
of which other derivatives |  | 706 |  | Discounted cash flow |  | Market implied life expectancy, in years |  | 2 |  | 14 |  | 6 |
|  |  |  |  |  | Mortality rate, in % |  | 73 |  | 138 |  | 99 |
of which other trading assets |  | 722 |  |  |  |  |  |  |  |  |  |  |
of which |  | 478 |  | Discounted cash flow |  | Market implied life expectancy, in years |  | 3 |  | 13 |  | 7 |
|  |  |  |  |  | Tax swap rate, in % |  | 30 |  | 30 |  | 30 |
of which |  | 195 |  | Market comparable |  | Price, in % |  | 0 |  | 113 |  | 48 |
of which |  | 48 |  | Option model |  | Mortality rate, in % |  | 0 |  | 70 |  | 6 |
Other investments |  | 3,575 |  |  |  |  |  |  |  |  |  |  |
of which other equity investments |  | 2,876 |  |  |  |  |  |  |  |  |  |  |
of which |  | 941 |  | Adjusted NAV |  | Price, in actuals |  | 281 |  | 281 |  | 281 |
of which |  | 36 |  | Market comparable |  | Price, in actuals |  | 0 |  | 85 |  | 19 |
of which |  | 1,820 |  | Price |  | Price, in actuals |  | 1 |  | 771 |  | 26 |
of which life finance instruments |  | 685 |  | Discounted cash flow |  | Market implied life expectancy, in years |  | 2 |  | 16 |  | 6 |
Loans |  | 1,189 |  |  |  |  |  |  |  |  |  |  |
of which commercial and industrial loans |  | 368 |  |  |  |  |  |  |  |  |  |  |
of which |  | 199 |  | Discounted cash flow |  | Credit spread, in bp |  | 451 |  | 8,199 |  | 1,344 |
of which |  | 165 |  | Price |  | Price, in % |  | 10 |  | 100 |  | 51 |
of which financial institutions |  | 364 |  |  |  |  |  |  |  |  |  |  |
of which |  | 250 |  | Discounted cash flow |  | Credit spread, in bp |  | 314 |  | 8,086 |  | 1,283 |
of which |  | 113 |  | Price |  | Price, in % |  | 13 |  | 68 |  | 58 |
Other assets |  | 722 |  |  |  |  |  |  |  |  |  |  |
of which loans held-for-sale |  | 566 |  |  |  |  |  |  |  |  |  |  |
of which |  | 301 |  | Discounted cash flow |  | Credit spread, in bp |  | 355 |  | 1,032 |  | 375 |
|  |  |  |  |  | Recovery rate, in % |  | 54 |  | 54 |  | 8 |
of which |  | 234 |  | Market comparable |  | Price, in % |  | 0 |  | 145 |  | 70 |
of which |  | 20 |  | Price |  | Price, in % |  | 0 |  | 80 |  | 57 |
1 Weighted average is calculated based on the fair value of the instruments.
2 Risk of unexpected large declines in the underlying values occurring between collateral settlement dates.
3 Management's best estimate of the speed at which interest rates will revert to the long-term average.
Quantitative information about level 3 assets measured at fair value on a recurring basis (continued)
end of 4Q21 |  | Fair value |  | Valuation technique |  | Unobservable input |  | Minimum value |  | Maximum value |  | Weighted average | 1
CHF million, except where indicated
Trading assets |  | 4,503 |  |  |  |  |  |  |  |  |  |  |
of which debt securities |  | 1,225 |  |  |  |  |  |  |  |  |  |  |
of which corporates |  | 478 |  |  |  |  |  |  |  |  |  |  |
of which |  | 124 |  | Discounted cash flow |  | Credit spread, in bp |  | 50 |  | 1,290 |  | 701 |
|  |  |  |  |  | Price, in % |  | 0 |  | 100 |  | 47 |
|  |  |  |  |  | Recovery rate, in % |  | 39 |  | 39 |  | 1 |
of which |  | 107 |  | Market comparable |  | Price, in % |  | 0 |  | 110 |  | 63 |
of which |  | 55 |  | Option model |  | Correlation, in % |  | (50) |  | 100 |  | 68 |
|  |  |  |  |  | Fund gap risk, in % | 2 | 0 |  | 3 |  | 1 |
|  |  |  |  |  | Volatility, in % |  | 0 |  | 163 |  | 17 |
of which |  | 69 |  | Price |  | Price, in % |  | 35 |  | 120 |  | 92 |
of which |  | 145 |  | Vendor price |  | Price, in actuals |  | 0 |  | 123 |  | 79 |
of which RMBS |  | 424 |  | Discounted cash flow |  | Discount rate, in % |  | 1 |  | 29 |  | 13 |
of which derivatives |  | 2,187 |  |  |  |  |  |  |  |  |  |  |
of which interest rate products |  | 624 |  |  |  |  |  |  |  |  |  |  |
of which |  | 6 |  | Discounted cash flow |  | Funding spread, in bp |  | 109 |  | 166 |  | 127 |
|  |  |  |  |  | Volatility, in % |  | 0 |  | 100 |  | 97 |
of which |  | 612 |  | Option model |  | Correlation, in % |  | (4) |  | 100 |  | 9 |
|  |  |  |  |  | Mean reversion, in % |  | (55) |  | (8) |  | 0 |
|  |  |  |  |  | Prepayment rate, in % |  | 0 |  | 21 |  | 17 |
|  |  |  |  |  | Volatility, in % |  | (3) |  | 1 |  | 0 |
of which other derivatives |  | 1,034 |  | Discounted cash flow |  | Market implied life expectancy, in years |  | 2 |  | 14 |  | 6 |
|  |  |  |  |  | Mortality rate, in % |  | 73 |  | 138 |  | 99 |
of which other trading assets |  | 896 |  |  |  |  |  |  |  |  |  |  |
of which |  | 611 |  | Discounted cash flow |  | Market implied life expectancy, in years |  | 3 |  | 14 |  | 7 |
|  |  |  |  |  | Tax swap rate, in % |  | 30 |  | 30 |  | 30 |
of which |  | 189 |  | Market comparable |  | Price, in % |  | 0 |  | 130 |  | 34 |
of which |  | 93 |  | Option model |  | Mortality rate, in % |  | 0 |  | 70 |  | 6 |
Other investments |  | 3,666 |  |  |  |  |  |  |  |  |  |  |
of which other equity investments |  | 2,863 |  |  |  |  |  |  |  |  |  |  |
of which |  | 929 |  | Adjusted NAV |  | Price, in actuals |  | 287 |  | 287 |  | 287 |
of which |  | 1,919 |  | Price |  | Price, in actuals |  | 1 |  | 1,292 |  | 54 |
of which life finance instruments |  | 789 |  | Discounted cash flow |  | Market implied life expectancy, in years |  | 2 |  | 16 |  | 6 |
Loans |  | 1,534 |  |  |  |  |  |  |  |  |  |  |
of which commercial and industrial loans |  | 717 |  |  |  |  |  |  |  |  |  |  |
of which |  | 474 |  | Discounted cash flow |  | Credit spread, in bp |  | 184 |  | 3,325 |  | 809 |
of which |  | 6 |  | Market comparable |  | Price, in % |  | 19 |  | 19 |  | 19 |
of which |  | 209 |  | Price |  | Price, in % |  | 0 |  | 100 |  | 50 |
of which financial institutions |  | 465 |  |  |  |  |  |  |  |  |  |  |
of which |  | 327 |  | Discounted cash flow |  | Credit spread, in bp |  | 0 |  | 3,212 |  | 921 |
of which |  | 158 |  | Price |  | Price, in % |  | 14 |  | 76 |  | 31 |
Other assets |  | 694 |  |  |  |  |  |  |  |  |  |  |
of which loans held-for-sale |  | 562 |  |  |  |  |  |  |  |  |  |  |
of which |  | 281 |  | Discounted cash flow |  | Credit spread, in bp |  | 0 |  | 563 |  | 314 |
of which |  | 254 |  | Market comparable |  | Price, in % |  | 0 |  | 139 |  | 67 |
of which |  | 16 |  | Price |  | Price, in % |  | 0 |  | 75 |  | 54 |
1 Weighted average is calculated based on the fair value of the instruments.
2 Risk of unexpected large declines in the underlying values occurring between collateral settlement dates.
Quantitative information about level 3 liabilities measured at fair value on a recurring basis
end of 2Q22 |  | Fair value |  | Valuation technique |  | Unobservable input |  | Minimum value |  | Maximum value |  | Weighted average | 1
CHF million, except where indicated
Trading liabilities |  | 2,456 |  |  |  |  |  |  |  |  |  |  |
of which derivatives |  | 2,402 |  |  |  |  |  |  |  |  |  |  |
of which equity/index-related derivatives |  | 1,447 |  |  |  |  |  |  |  |  |  |  |
of which |  | 1,393 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | (50) |  | 100 |  | 68 |
|  |  |  |  |  | Dividend yield, in % |  | 0 |  | 15 |  | 4 |
|  |  |  |  |  | Unadjusted NAV, in actuals |  | 89 |  | 416 |  | 328 |
|  |  |  |  |  | Volatility, in % |  | (1) |  | 185 |  | 32 |
Short-term borrowings |  | 716 |  |  |  |  |  |  |  |  |  |  |
of which |  | 142 |  | Discounted cash flow |  | Credit spread, in bp |  | 4 |  | 284 |  | 3 |
of which |  | 475 |  | Option model |  | Correlation, in % |  | (50) |  | 100 |  | 71 |
|  |  |  |  |  | Credit spread, in bp |  | (13) |  | 237 |  | 216 |
|  |  |  |  |  | Fund gap risk, in % | 3 | 0 |  | 2 |  | 1 |
|  |  |  |  |  | Gap risk, in % | 3 | 0 |  | 4 |  | 1 |
|  |  |  |  |  | Volatility, in % |  | 6 |  | 185 |  | 35 |
of which |  | 7 |  | Price |  | Price, in % |  | 19 |  | 120 |  | 52 |
Long-term debt |  | 6,656 |  |  |  |  |  |  |  |  |  |  |
of which structured notes over two years |  | 4,383 |  |  |  |  |  |  |  |  |  |  |
of which |  | 421 |  | Discounted cash flow |  | Credit spread, in bp |  | 9 |  | 1,677 |  | 99 |
of which |  | 3,901 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | (50) |  | 100 |  | 71 |
|  |  |  |  |  | Credit spread, in bp |  | (13) |  | 237 |  | 216 |
|  |  |  |  |  | Fund gap risk, in % | 3 | 0 |  | 2 |  | 1 |
|  |  |  |  |  | Mean reversion, in % | 4 | 15 |  | 15 |  | 7 |
|  |  |  |  |  | Unadjusted NAV, in actuals |  | 89 |  | 416 |  | 328 |
|  |  |  |  |  | Volatility, in % |  | 0 |  | 185 |  | 26 |
of which |  | 9 |  | Price |  | Price, in % |  | 25 |  | 25 |  | 25 |
of which other debt instruments over two years |  | 1,826 |  |  |  |  |  |  |  |  |  |  |
of which |  | 364 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | 16 |  | 30 |  | 24 |
|  |  |  |  |  | Price, in actuals |  | 9 |  | 9 |  | 9 |
of which |  | 1,461 |  | Price |  | Price, in actuals |  | 9 |  | 9 |  | 9 |
1 Weighted average is calculated based on the fair value of the instruments.
2 Estimate of probability of structured notes being put back to the Group at the option of the investor over the remaining life of the financial instruments.
3 Risk of unexpected large declines in the underlying values occurring between collateral settlement dates.
4 Management's best estimate of the speed at which interest rates will revert to the long-term average.
Quantitative information about level 3 liabilities measured at fair value on a recurring basis (continued)
end of 4Q21 |  | Fair value |  | Valuation technique |  | Unobservable input |  | Minimum value |  | Maximum value |  | Weighted average | 1
CHF million, except where indicated
Trading liabilities |  | 2,809 |  |  |  |  |  |  |  |  |  |  |
of which derivatives |  | 2,784 |  |  |  |  |  |  |  |  |  |  |
of which equity/index-related derivatives |  | 1,787 |  |  |  |  |  |  |  |  |  |  |
of which |  | 1,696 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | (50) |  | 100 |  | 67 |
|  |  |  |  |  | Dividend yield, in % |  | 0 |  | 7 |  | 4 |
|  |  |  |  |  | Unadjusted NAV, in actuals |  | 101 |  | 440 |  | 358 |
|  |  |  |  |  | Volatility, in % |  | (1) |  | 163 |  | 17 |
of which |  | 63 |  | Price |  | Price, in actuals |  | 0 |  | 849 |  | 2 |
Short-term borrowings |  | 1,032 |  |  |  |  |  |  |  |  |  |  |
of which |  | 24 |  | Discounted cash flow |  | Credit spread, in bp |  | 0 |  | 181 |  | 51 |
of which |  | 905 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | (50) |  | 100 |  | 70 |
|  |  |  |  |  | Fund gap risk, in % | 3 | 0 |  | 3 |  | 1 |
|  |  |  |  |  | Gap risk, in % | 3 | 0 |  | 3 |  | 1 |
|  |  |  |  |  | Unadjusted NAV, in actuals |  | 101 |  | 440 |  | 358 |
|  |  |  |  |  | Volatility, in % |  | 0 |  | 163 |  | 16 |
of which |  | 73 |  | Price |  | Price, in % |  | 34 |  | 120 |  | 94 |
Long-term debt |  | 9,676 |  |  |  |  |  |  |  |  |  |  |
of which structured notes over one year and up to two years |  | 1,464 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | (50) |  | 100 |  | 69 |
|  |  |  |  |  | Fund gap risk, in % | 3 | 0 |  | 3 |  | 1 |
|  |  |  |  |  | Gap risk, in % | 3 | 0 |  | 3 |  | 1 |
|  |  |  |  |  | Unadjusted NAV, in actuals |  | 101 |  | 440 |  | 358 |
|  |  |  |  |  | Volatility, in % |  | 0 |  | 163 |  | 16 |
of which structured notes over two years |  | 6,318 |  |  |  |  |  |  |  |  |  |  |
of which |  | 474 |  | Discounted cash flow |  | Credit spread, in bp |  | 8 |  | 702 |  | 72 |
of which |  | 5,813 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | (50) |  | 100 |  | 75 |
|  |  |  |  |  | Credit spread, in bp |  | 3 |  | 92 |  | 75 |
|  |  |  |  |  | Fund gap risk, in % | 3 | 0 |  | 3 |  | 1 |
|  |  |  |  |  | Unadjusted NAV, in actuals |  | 101 |  | 440 |  | 358 |
|  |  |  |  |  | Volatility, in % |  | 0 |  | 163 |  | 19 |
of which |  | 9 |  | Price |  | Price, in % |  | 26 |  | 26 |  | 26 |
of which other debt instruments over two years |  | 1,854 |  |  |  |  |  |  |  |  |  |  |
of which |  | 382 |  | Option model |  | Buyback probability, in % | 2 | 50 |  | 100 |  | 72 |
|  |  |  |  |  | Correlation, in % |  | 16 |  | 30 |  | 24 |
|  |  |  |  |  | Price, in actuals |  | 9 |  | 9 |  | 9 |
of which |  | 1,472 |  | Price |  | Price, in actuals |  | 9 |  | 35 |  | 9 |
1 Weighted average is calculated based on the fair value of the instruments.
2 Estimate of probability of structured notes being put back to the Group at the option of the investor over the remaining life of the financial instruments.
3 Risk of unexpected large declines in the underlying values occurring between collateral settlement dates.
Own credit gains/(losses) on fair value option elected instruments recorded in AOCI | Gains/(losses) attributable to changes in instrument-specific credit risk
|  | Gains/(losses) recorded into AOCI | 1 | Gains/(losses) recorded in AOCI transferred to net income | 1
in |  | 2Q22 |  | Cumulative |  | 2Q21 |  | 2Q22 |  | 2Q21 |
Financial instruments (CHF million)
Customer deposits |  | 27 |  | (18) |  | (1) |  | 0 |  | 0 |
Short-term borrowings |  | (1) |  | (46) |  | 3 |  | 0 |  | 0 |
Long-term debt |  | 2,934 |  | 1,935 |  | (518) |  | 6 |  | 31 |
of which treasury debt over two years |  | 1,601 |  | 1,201 |  | (523) |  | 0 |  | 0 |
of which structured notes over two years |  | 1,080 |  | 397 |  | (9) |  | 6 |  | 31 |
Total |  | 2,960 |  | 1,871 |  | (516) |  | 6 |  | 31 |
1 Amounts are reflected gross of tax.
Fair Value, Option, Quantitative Disclosures [Table Text Block] | Difference between the aggregate fair value and unpaid principal balances of fair value option-elected financial instruments
|  | 2Q22 |  | 4Q21 |
end of |  | Aggregate fair value |  | Aggregate unpaid principal |  | Difference |  | Aggregate fair value |  | Aggregate unpaid principal |  | Difference |
Financial instruments (CHF million)
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 82,392 |  | 82,250 |  | 142 |  | 68,623 |  | 68,565 |  | 58 |
Loans |  | 9,099 |  | 10,065 |  | (966) |  | 10,243 |  | 11,035 |  | (792) |
Other assets 1 |  | 8,099 |  | 10,456 |  | (2,357) |  | 8,624 |  | 10,777 |  | (2,153) |
Due to banks and customer deposits |  | (344) |  | (424) |  | 80 |  | (493) |  | (442) |  | (51) |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | (14,145) |  | (14,153) |  | 8 |  | (13,213) |  | (13,212) |  | (1) |
Short-term borrowings |  | (10,049) |  | (10,199) |  | 150 |  | (10,690) |  | (10,996) |  | 306 |
Long-term debt 2 |  | (66,140) |  | (77,962) |  | 11,822 |  | (68,722) |  | (71,833) |  | 3,111 |
Other liabilities |  | (1,253) |  | (1,498) |  | 245 |  | (1,170) |  | (1,403) |  | 233 |
Non-performing and non-interest-earning loans 3 |  | 749 |  | 2,885 |  | (2,136) |  | 843 |  | 2,657 |  | (1,814) |
1 Primarily loans held-for-sale.
2 Long-term debt includes both principal-protected and non-principal protected instruments. For non-principal-protected instruments, the original notional amount has been reported in the aggregate unpaid principal.
3 Included in loans or other assets.
Gains and losses on financial instruments
|  | 6M22 |  | 6M21 |
in |  | Net gains/ (losses) |  | Net gains/ (losses) |
Financial instruments (CHF million)
Interest-bearing deposits with banks |  | 5 | 1 | 18 | 1
of which related to credit risk |  | (6) |  | 8 |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 412 | 1 | 306 | 1
Other investments |  | (11) | 2 | 293 | 3
of which related to credit risk |  | (3) |  | 0 |
Loans |  | (24) | 2 | 277 | 1
of which related to credit risk |  | (224) |  | 59 |
Other assets |  | 183 | 1 | 405 | 1
of which related to credit risk |  | (85) |  | 173 |
Due to banks and customer deposits |  | (43) | 2 | (37) | 2
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | (32) | 1 | (29) | 1
Short-term borrowings |  | 1,069 | 2 | (406) | 2
of which related to credit risk |  | 1 |  | (1) |
Long-term debt |  | 6,115 | 2 | (3,802) | 2
of which related to credit risk |  | 1 |  | 0 |
Other liabilities |  | (66) | 2 | 120 | 3
of which related to credit risk |  | (158) |  | 67 |
1 Primarily recognized in net interest income.
2 Primarily recognized in trading revenues.
3 Primarily recognized in other revenues.
Fair Value, by Balance Sheet Grouping [Table Text Block] | Carrying value and fair value of financial instruments not carried at fair value
|  | Carrying value |  | Fair value |
end of |  |  |  | Level 1 |  | Level 2 |  | Level 3 |  | Total |
2Q22 (CHF million)
Financial assets |  |  |  |  |  |  |  |  |  |  |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 21,764 |  | 0 |  | 21,764 |  | 0 |  | 21,764 |
Loans |  | 272,679 |  | 0 |  | 259,081 |  | 13,490 |  | 272,571 |
Other financial assets 1 |  | 176,550 |  | 158,919 |  | 17,298 |  | 352 |  | 176,569 |
Financial liabilities |  |  |  |  |  |  |  |  |  |  |
Due to banks and customer deposits |  | 409,439 |  | 231,966 |  | 177,404 |  | 0 |  | 409,370 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 7,423 |  | 0 |  | 7,423 |  | 0 |  | 7,423 |
Short-term borrowings |  | 10,096 |  | 0 |  | 10,089 |  | 0 |  | 10,089 |
Long-term debt |  | 91,870 |  | 0 |  | 87,000 |  | 1,697 |  | 88,697 |
Other financial liabilities 2 |  | 12,096 |  | 0 |  | 11,716 |  | 384 |  | 12,100 |
4Q21 (CHF million)
Financial assets |  |  |  |  |  |  |  |  |  |  |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 35,283 |  | 0 |  | 35,283 |  | 0 |  | 35,283 |
Loans |  | 277,766 |  | 0 |  | 272,527 |  | 13,722 |  | 286,249 |
Other financial assets 1 |  | 180,024 |  | 164,097 |  | 15,469 |  | 503 |  | 180,069 |
Financial liabilities |  |  |  |  |  |  |  |  |  |  |
Due to banks and customer deposits |  | 407,607 |  | 243,324 |  | 164,289 |  | 0 |  | 407,613 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 22,061 |  | 0 |  | 22,061 |  | 0 |  | 22,061 |
Short-term borrowings |  | 8,703 |  | 0 |  | 8,702 |  | 0 |  | 8,702 |
Long-term debt |  | 98,174 |  | 0 |  | 98,841 |  | 1,716 |  | 100,557 |
Other financial liabilities 2 |  | 12,460 |  | 1 |  | 12,021 |  | 443 |  | 12,465 |
1 Primarily includes cash and due from banks, interest-bearing deposits with banks, loans held-for-sale, cash collateral on derivative instruments, interest and fee receivables and non-marketable equity securities.
2 Primarily includes cash collateral on derivative instruments and interest and fee payables.
Bank |
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block] | Assets and liabilities measured at fair value on a recurring basis
end of 6M22 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Assets measured at net asset value per share | 2 | Total |
Assets (CHF million)
Cash and due from banks |  | 0 |  | 165 |  | 0 |  | – |  | – |  | 165 |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 35 |  | 82,357 |  | 0 |  | – |  | – |  | 82,392 |
Securities received as collateral |  | 6,132 |  | 1,254 |  | 0 |  | – |  | – |  | 7,386 |
Trading assets |  | 50,235 |  | 141,085 |  | 4,400 |  | (95,071) |  | 583 |  | 101,232 |
of which debt securities |  | 13,814 |  | 42,284 |  | 1,005 |  | – |  | 27 |  | 57,130 |
of which foreign government |  | 13,504 |  | 10,598 |  | 91 |  | – |  | – |  | 24,193 |
of which corporates |  | 34 |  | 10,312 |  | 299 |  | – |  | 27 |  | 10,672 |
of which RMBS |  | 6 |  | 18,127 |  | 410 |  | – |  | – |  | 18,543 |
of which equity securities |  | 23,037 |  | 880 |  | 275 |  | – |  | 556 |  | 24,748 |
of which derivatives |  | 11,584 |  | 97,158 |  | 2,398 |  | (95,071) |  | – |  | 16,069 |
of which interest rate products |  | 3,979 |  | 39,170 |  | 925 |  | – |  | – |  | – |
of which foreign exchange products |  | 103 |  | 30,751 |  | 88 |  | – |  | – |  | – |
of which equity/index-related products |  | 7,469 |  | 23,247 |  | 464 |  | – |  | – |  | – |
of which other derivatives |  | 1 |  | 506 |  | 706 |  | – |  | – |  | – |
of which other trading assets |  | 1,800 |  | 763 |  | 722 |  | – |  | – |  | 3,285 |
Investment securities |  | 0 |  | 737 |  | 0 |  | – |  | – |  | 737 |
Other investments |  | 0 |  | 20 |  | 3,574 |  | – |  | 391 |  | 3,985 |
of which other equity investments |  | 0 |  | 20 |  | 2,875 |  | – |  | 321 |  | 3,216 |
of which life finance instruments |  | 0 |  | 0 |  | 685 |  | – |  | – |  | 685 |
Loans |  | 0 |  | 7,910 |  | 1,189 |  | – |  | – |  | 9,099 |
of which commercial and industrial loans |  | 0 |  | 3,266 |  | 368 |  | – |  | – |  | 3,634 |
of which financial institutions |  | 0 |  | 2,747 |  | 364 |  | – |  | – |  | 3,111 |
Other intangible assets (mortgage servicing rights) |  | 0 |  | 35 |  | 255 |  | – |  | – |  | 290 |
Other assets |  | 115 |  | 8,205 |  | 722 |  | (426) |  | – |  | 8,616 |
of which failed purchases |  | 97 |  | 874 |  | 11 |  | – |  | – |  | 982 |
of which loans held-for-sale |  | 0 |  | 6,551 |  | 566 |  | – |  | – |  | 7,117 |
Total assets at fair value |  | 56,517 |  | 241,768 |  | 10,140 |  | (95,497) |  | 974 |  | 213,902 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis (continued)
end of 6M22 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Liabilities measured at net asset value per share | 2 | Total |
Liabilities (CHF million)
Due to banks |  | 0 |  | 355 |  | 0 |  | – |  | – |  | 355 |
Customer deposits |  | 0 |  | 3,008 |  | 299 |  | – |  | – |  | 3,307 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 0 |  | 14,239 |  | 0 |  | – |  | – |  | 14,239 |
Obligation to return securities received as collateral |  | 6,132 |  | 1,254 |  | 0 |  | – |  | – |  | 7,386 |
Trading liabilities |  | 22,375 |  | 102,907 |  | 2,456 |  | (97,772) |  | 1 |  | 29,967 |
of which short positions |  | 9,430 |  | 4,530 |  | 54 |  | – |  | 1 |  | 14,015 |
of which debt securities |  | 3,565 |  | 4,341 |  | 7 |  | – |  | – |  | 7,913 |
of which foreign government |  | 2,914 |  | 787 |  | 0 |  | – |  | – |  | 3,701 |
of which corporates |  | 603 |  | 3,551 |  | 7 |  | – |  | – |  | 4,161 |
of which equity securities |  | 5,865 |  | 189 |  | 47 |  | – |  | 1 |  | 6,102 |
of which derivatives |  | 12,945 |  | 98,377 |  | 2,402 |  | (97,772) |  | – |  | 15,952 |
of which interest rate products |  | 4,031 |  | 37,410 |  | 55 |  | – |  | – |  | – |
of which foreign exchange products |  | 107 |  | 30,864 |  | 14 |  | – |  | – |  | – |
of which equity/index-related products |  | 8,765 |  | 25,670 |  | 1,447 |  | – |  | – |  | – |
of which other derivatives |  | 11 |  | 213 |  | 560 |  | – |  | – |  | 296 |
Short-term borrowings |  | 0 |  | 9,333 |  | 716 |  | – |  | – |  | 10,049 |
Long-term debt |  | 0 |  | 58,620 |  | 6,656 |  | – |  | – |  | 65,276 |
of which structured notes over one year and up to two years |  | 0 |  | 12,668 |  | 320 |  | – |  | – |  | 12,988 |
of which structured notes over two years |  | 0 |  | 24,431 |  | 4,383 |  | – |  | – |  | 28,814 |
of which other debt instruments over two years |  | 0 |  | 3,141 |  | 1,826 |  | – |  | – |  | 4,967 |
of which high-trigger instruments |  | 0 |  | 10,621 |  | 0 |  | – |  | – |  | 10,621 |
Other liabilities |  | 207 |  | 3,890 |  | 495 |  | (1,988) |  | – |  | 2,604 |
Total liabilities at fair value |  | 28,714 |  | 193,606 |  | 10,622 |  | (99,760) |  | 1 |  | 133,183 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis (continued)
end of 2021 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Assets measured at net asset value per share | 2 | Total |
Assets (CHF million)
Cash and due from banks |  | 0 |  | 308 |  | 0 |  | – |  | – |  | 308 |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 0 |  | 68,623 |  | 0 |  | – |  | – |  | 68,623 |
Securities received as collateral |  | 13,848 |  | 1,155 |  | 14 |  | – |  | – |  | 15,017 |
Trading assets |  | 54,145 |  | 146,768 |  | 4,503 |  | (94,782) |  | 665 |  | 111,299 |
of which debt securities |  | 12,191 |  | 40,799 |  | 1,225 |  | – |  | 82 |  | 54,297 |
of which foreign government |  | 11,996 |  | 11,377 |  | 35 |  | – |  | – |  | 23,408 |
of which corporates |  | 72 |  | 9,057 |  | 478 |  | – |  | 82 |  | 9,689 |
of which RMBS |  | 0 |  | 17,033 |  | 424 |  | – |  | – |  | 17,457 |
of which equity securities |  | 34,342 |  | 1,486 |  | 195 |  | – |  | 583 |  | 36,606 |
of which derivatives |  | 6,224 |  | 103,930 |  | 2,187 |  | (94,782) |  | – |  | 17,559 |
of which interest rate products |  | 721 |  | 48,083 |  | 624 |  | – |  | – |  | – |
of which foreign exchange products |  | 123 |  | 20,686 |  | 53 |  | – |  | – |  | – |
of which equity/index-related products |  | 5,348 |  | 29,808 |  | 212 |  | – |  | – |  | – |
of which other derivatives |  | 0 |  | 196 |  | 1,034 |  | – |  | – |  | – |
of which other trading assets |  | 1,388 |  | 553 |  | 896 |  | – |  | – |  | 2,837 |
Investment securities |  | 0 |  | 1,003 |  | 0 |  | – |  | – |  | 1,003 |
Other investments |  | 0 |  | 23 |  | 3,666 |  | – |  | 404 |  | 4,093 |
of which other equity investments |  | 0 |  | 23 |  | 2,863 |  | – |  | 351 |  | 3,237 |
of which life finance instruments |  | 0 |  | 0 |  | 789 |  | – |  | – |  | 789 |
Loans |  | 0 |  | 8,709 |  | 1,534 |  | – |  | – |  | 10,243 |
of which commercial and industrial loans |  | 0 |  | 2,267 |  | 717 |  | – |  | – |  | 2,984 |
of which financial institutions |  | 0 |  | 3,840 |  | 465 |  | – |  | – |  | 4,305 |
Other intangible assets (mortgage servicing rights) |  | 0 |  | 57 |  | 167 |  | – |  | – |  | 224 |
Other assets |  | 121 |  | 8,750 |  | 694 |  | (381) |  | – |  | 9,184 |
of which failed purchases |  | 98 |  | 1,135 |  | 11 |  | – |  | – |  | 1,244 |
of which loans held-for-sale |  | 0 |  | 6,818 |  | 562 |  | – |  | – |  | 7,380 |
Total assets at fair value |  | 68,114 |  | 235,396 |  | 10,578 |  | (95,163) |  | 1,069 |  | 219,994 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis (continued)
end of 2021 |  | Level 1 |  | Level 2 |  | Level 3 |  | Netting impact | 1 | Liabilities measured at net asset value per share | 2 | Total |
Liabilities (CHF million)
Due to banks |  | 0 |  | 477 |  | 0 |  | – |  | – |  | 477 |
Customer deposits |  | 0 |  | 3,306 |  | 394 |  | – |  | – |  | 3,700 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 0 |  | 13,307 |  | 0 |  | – |  | – |  | 13,307 |
Obligation to return securities received as collateral |  | 13,848 |  | 1,155 |  | 14 |  | – |  | – |  | 15,017 |
Trading liabilities |  | 19,423 |  | 105,865 |  | 2,809 |  | (100,559) |  | 1 |  | 27,539 |
of which short positions |  | 11,693 |  | 4,974 |  | 25 |  | – |  | 1 |  | 16,693 |
of which debt securities |  | 2,809 |  | 4,865 |  | 3 |  | – |  | – |  | 7,677 |
of which foreign government |  | 2,667 |  | 968 |  | 0 |  | – |  | – |  | 3,635 |
of which corporates |  | 113 |  | 3,839 |  | 3 |  | – |  | – |  | 3,955 |
of which equity securities |  | 8,884 |  | 109 |  | 22 |  | – |  | 1 |  | 9,016 |
of which derivatives |  | 7,730 |  | 100,891 |  | 2,784 |  | (100,559) |  | – |  | 10,846 |
of which interest rate products |  | 776 |  | 44,039 |  | 26 |  | – |  | – |  | – |
of which foreign exchange products |  | 133 |  | 22,646 |  | 57 |  | – |  | – |  | – |
of which equity/index-related products |  | 6,812 |  | 27,919 |  | 1,787 |  | – |  | – |  | – |
Short-term borrowings |  | 0 |  | 9,658 |  | 1,032 |  | – |  | – |  | 10,690 |
Long-term debt |  | 0 |  | 58,112 |  | 9,676 |  | – |  | – |  | 67,788 |
of which structured notes over one year and up to two years |  | 0 |  | 11,036 |  | 1,464 |  | – |  | – |  | 12,500 |
of which structured notes over two years |  | 0 |  | 24,168 |  | 6,318 |  | – |  | – |  | 30,486 |
of which other debt instruments over two years |  | 0 |  | 3,223 |  | 1,854 |  | – |  | – |  | 5,077 |
of which high-trigger instruments |  | 0 |  | 10,708 |  | 0 |  | – |  | – |  | 10,708 |
of which other subordinated bonds |  | 0 |  | 7,133 |  | 0 |  | – |  | – |  | 7,133 |
Other liabilities |  | 348 |  | 2,008 |  | 517 |  | (305) |  | – |  | 2,568 |
Total liabilities at fair value |  | 33,619 |  | 193,888 |  | 14,442 |  | (100,864) |  | 1 |  | 141,086 |
1 Derivative contracts are reported on a gross basis by level. The impact of netting represents legally enforceable master netting agreements.
2 In accordance with US GAAP, certain investments that are measured at fair value using the net asset value per share practical expedient have not been classified in the fair value hierarchy. The fair value amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the consolidated balance sheet.
Assets and liabilities measured at fair value on a recurring basis for level 3 | Assets and liabilities measured at fair value on a recurring basis for level 3
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Trading revenues |  | Other revenues |  | Accumulated other comprehensive income |  |  |  |  |  |  |
6M22 |  | Balance at beginning of period |  | Transfers in |  | Transfers out |  | Purchases |  | Sales |  | Issuances |  | Settlements |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | Foreign currency translation impact |  | Balance at end of period |  | Changes in unrealized gains/losses | 1
Assets (CHF million)
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3 |  | (3) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |
Securities received as collateral |  | 14 |  | 0 |  | 0 |  | 0 |  | (14) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |
Trading assets |  | 4,503 |  | 907 |  | (1,174) |  | 3,539 |  | (3,324) |  | 580 |  | (548) |  | 36 |  | (338) |  | 0 |  | (8) |  | 0 |  | 0 |  | 227 |  | 4,400 |  | 477 |
of which debt securities |  | 1,225 |  | 515 |  | (733) |  | 2,899 |  | (2,571) |  | 0 |  | 0 |  | (106) |  | (313) |  | 0 |  | (8) |  | 0 |  | 0 |  | 97 |  | 1,005 |  | 562 |
of which corporates |  | 478 |  | 161 |  | (385) |  | 2,412 |  | (2,048) |  | 0 |  | 0 |  | (106) |  | (276) |  | 0 |  | 0 |  | 0 |  | 0 |  | 63 |  | 299 |  | 662 |
of which RMBS |  | 424 |  | 77 |  | (131) |  | 243 |  | (326) |  | 0 |  | 0 |  | 4 |  | 100 |  | 0 |  | 0 |  | 0 |  | 0 |  | 19 |  | 410 |  | 28 |
of which derivatives |  | 2,187 |  | 216 |  | (326) |  | 0 |  | 0 |  | 580 |  | (409) |  | 98 |  | (31) |  | 0 |  | 0 |  | 0 |  | 0 |  | 83 |  | 2,398 |  | 17 |
of which interest rate products |  | 624 |  | 4 |  | (6) |  | 0 |  | 0 |  | 60 |  | (28) |  | (1) |  | 252 |  | 0 |  | 0 |  | 0 |  | 0 |  | 20 |  | 925 |  | 141 |
of which other derivatives |  | 1,034 |  | 10 |  | (5) |  | 0 |  | 0 |  | 158 |  | (154) |  | 3 |  | (381) |  | 0 |  | 0 |  | 0 |  | 0 |  | 41 |  | 706 |  | (373) |
of which other trading assets |  | 896 |  | 57 |  | (45) |  | 555 |  | (727) |  | 0 |  | (139) |  | 6 |  | 82 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37 |  | 722 |  | (112) |
Other investments |  | 3,666 |  | 71 |  | 0 |  | 51 |  | (118) |  | 0 |  | 0 |  | 0 |  | (162) |  | 0 |  | (52) |  | 0 |  | 0 |  | 118 |  | 3,574 |  | (99) |
of which other equity investments |  | 2,863 |  | 71 |  | 0 |  | 37 |  | (5) |  | 0 |  | 0 |  | 0 |  | (115) |  | 0 |  | (60) |  | 0 |  | 0 |  | 84 |  | 2,875 |  | (77) |
of which life finance instruments |  | 789 |  | 0 |  | 0 |  | 14 |  | (105) |  | 0 |  | 0 |  | 0 |  | (47) |  | 0 |  | 0 |  | 0 |  | 0 |  | 34 |  | 685 |  | (22) |
Loans |  | 1,534 |  | 313 |  | (317) |  | 0 |  | (20) |  | 3 |  | (369) |  | 21 |  | (64) |  | 0 |  | 0 |  | 0 |  | 0 |  | 88 |  | 1,189 |  | (97) |
of which commercial and industrial loans |  | 717 |  | 74 |  | (300) |  | 0 |  | (8) |  | 3 |  | (123) |  | 12 |  | (46) |  | 0 |  | 0 |  | 0 |  | 0 |  | 39 |  | 368 |  | (54) |
of which financial institutions |  | 465 |  | 75 |  | 0 |  | 0 |  | 0 |  | 0 |  | (219) |  | 0 |  | 10 |  | 0 |  | 0 |  | 0 |  | 0 |  | 33 |  | 364 |  | (17) |
Other intangible assets (mortgage servicing rights) |  | 167 |  | 102 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (21) |  | 0 |  | 0 |  | 0 |  | 0 |  | 7 |  | 255 |  | (21) |
Other assets |  | 694 |  | 170 |  | (114) |  | 510 |  | (512) |  | 114 |  | (199) |  | 6 |  | 3 |  | 0 |  | 4 |  | 0 |  | 0 |  | 46 |  | 722 |  | 0 |
of which loans held-for-sale |  | 562 |  | 153 |  | (109) |  | 493 |  | (509) |  | 113 |  | (199) |  | 14 |  | 9 |  | 0 |  | 0 |  | 0 |  | 0 |  | 39 |  | 566 |  | 2 |
Total assets at fair value |  | 10,578 |  | 1,563 |  | (1,605) |  | 4,100 |  | (3,988) |  | 700 |  | (1,119) |  | 63 |  | (582) |  | 0 |  | (56) |  | 0 |  | 0 |  | 486 |  | 10,140 |  | 260 |
Liabilities (CHF million)
Customer deposits |  | 394 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (15) |  | 0 |  | (26) |  | 0 |  | 0 |  | 0 |  | (41) |  | (13) |  | 299 |  | (70) |
Obligation to return securities received as collateral |  | 14 |  | 0 |  | 0 |  | 0 |  | (14) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |
Trading liabilities |  | 2,809 |  | 856 |  | (882) |  | 18 |  | (83) |  | 502 |  | (629) |  | 37 |  | (290) |  | 0 |  | 0 |  | 0 |  | 0 |  | 118 |  | 2,456 |  | (188) |
of which derivatives |  | 2,784 |  | 746 |  | (870) |  | 0 |  | (61) |  | 502 |  | (629) |  | 38 |  | (228) |  | 0 |  | 0 |  | 0 |  | 0 |  | 120 |  | 2,402 |  | (180) |
of which equity/index-related derivatives |  | 1,787 |  | 611 |  | (596) |  | 0 |  | 0 |  | 279 |  | (232) |  | (9) |  | (468) |  | 0 |  | 0 |  | 0 |  | 0 |  | 75 |  | 1,447 |  | (348) |
of which other derivatives |  | 540 |  | 7 |  | (4) |  | 0 |  | (61) |  | 89 |  | (113) |  | 3 |  | 73 |  | 0 |  | 0 |  | 0 |  | 0 |  | 26 |  | 560 |  | (15) |
Short-term borrowings |  | 1,032 |  | 124 |  | (522) |  | 0 |  | 0 |  | 639 |  | (500) |  | (43) |  | (58) |  | 0 |  | 0 |  | 0 |  | 0 |  | 44 |  | 716 |  | 18 |
Long-term debt |  | 9,676 |  | 1,259 |  | (4,863) |  | 0 |  | 0 |  | 4,531 |  | (2,960) |  | (499) |  | (746) |  | 0 |  | 0 |  | (35) |  | (202) |  | 495 |  | 6,656 |  | (756) |
of which structured notes over two years |  | 6,318 |  | 1,106 |  | (3,441) |  | 0 |  | 0 |  | 3,888 |  | (2,595) |  | (416) |  | (586) |  | 0 |  | 0 |  | (34) |  | (201) |  | 344 |  | 4,383 |  | (740) |
of which other debt instruments over two years |  | 1,854 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (26) |  | 0 |  | (84) |  | 0 |  | 0 |  | 0 |  | 0 |  | 82 |  | 1,826 |  | 0 |
Other liabilities |  | 517 |  | 41 |  | (2) |  | 8 |  | (21) |  | 58 |  | (71) |  | (2) |  | (22) |  | 1 |  | (35) |  | 0 |  | 0 |  | 23 |  | 495 |  | 16 |
Total liabilities at fair value |  | 14,442 |  | 2,280 |  | (6,269) |  | 26 |  | (118) |  | 5,730 |  | (4,175) |  | (507) |  | (1,142) |  | 1 |  | (35) |  | (35) |  | (243) |  | 667 |  | 10,622 |  | (980) |
Net assets/(liabilities) at fair value |  | (3,864) |  | (717) |  | 4,664 |  | 4,074 |  | (3,870) |  | (5,030) |  | 3,056 |  | 570 |  | 560 |  | (1) |  | (21) |  | 35 |  | 243 |  | (181) |  | (482) |  | 1,240 |
1 Changes in unrealized gains/(losses) on total assets at fair value and changes in unrealized (gains)/losses on total liabilities at fair value relating to assets and liabilities held at period end are included in net revenues or accumulated other comprehensive income. As of 6M22, changes in net unrealized gains/(losses) of CHF 1,044 million and CHF (77) million were recorded in trading revenues and other revenues, respectively, and changes in unrealized (gains)/losses of CHF 273 million were recorded in gains/(losses) on liabilities relating to credit risk in accumulated other comprehensive income/(loss).
Assets and liabilities measured at fair value on a recurring basis for level 3 (continued)
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Trading revenues |  | Other revenues |  | Accumulated other comprehensive income |  |  |  |  |  |  |
6M21 |  | Balance at beginning of period |  | Transfers in |  | Transfers out |  | Purchases |  | Sales |  | Issuances |  | Settlements |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | On transfers out |  | On all other |  | Foreign currency translation impact |  | Balance at end of period |  | Changes in unrealized gains/losses | 1
Assets (CHF million)
Securities received as collateral |  | 101 |  | 0 |  | 0 |  | 64 |  | (86) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 5 |  | 84 |  | 0 |
Trading assets |  | 7,535 |  | 594 |  | (1,635) |  | 2,472 |  | (2,976) |  | 508 |  | (1,119) |  | 39 |  | 140 |  | 0 |  | 0 |  | 0 |  | 0 |  | 380 |  | 5,938 |  | 128 |
of which debt securities |  | 2,253 |  | 296 |  | (736) |  | 1,859 |  | (2,285) |  | 0 |  | 0 |  | (7) |  | 138 |  | 0 |  | 0 |  | 0 |  | 0 |  | 137 |  | 1,655 |  | 103 |
of which corporates |  | 1,270 |  | 137 |  | (176) |  | 1,403 |  | (1,913) |  | 0 |  | 0 |  | (5) |  | 95 |  | 0 |  | 0 |  | 0 |  | 0 |  | 78 |  | 889 |  | 99 |
of which derivatives |  | 3,911 |  | 179 |  | (856) |  | 0 |  | 0 |  | 508 |  | (1,033) |  | 29 |  | (30) |  | 0 |  | 0 |  | 0 |  | 0 |  | 175 |  | 2,883 |  | 72 |
of which interest rate products |  | 733 |  | 59 |  | (81) |  | 0 |  | 0 |  | 114 |  | (59) |  | 0 |  | 18 |  | 0 |  | 0 |  | 0 |  | 0 |  | 21 |  | 805 |  | 54 |
of which other derivatives |  | 1,079 |  | 0 |  | 0 |  | 0 |  | 0 |  | 153 |  | (157) |  | 0 |  | (55) |  | 0 |  | 0 |  | 0 |  | 0 |  | 53 |  | 1,073 |  | (60) |
of which other trading assets |  | 1,247 |  | 22 |  | (32) |  | 493 |  | (617) |  | 0 |  | (86) |  | 10 |  | 21 |  | 0 |  | 0 |  | 0 |  | 0 |  | 60 |  | 1,118 |  | (47) |
Other investments |  | 3,054 |  | 3 |  | (753) |  | 20 |  | (473) |  | 0 |  | 0 |  | 0 |  | (17) |  | 0 |  | 318 |  | 0 |  | 0 |  | 79 |  | 2,231 |  | 46 |
of which other equity investments |  | 2,132 |  | 0 |  | (753) |  | 3 |  | (375) |  | 0 |  | 0 |  | 0 |  | (6) |  | 0 |  | 318 |  | 0 |  | 0 |  | 34 |  | 1,353 |  | 55 |
of which life finance instruments |  | 920 |  | 0 |  | 0 |  | 17 |  | (94) |  | 0 |  | 0 |  | 0 |  | (11) |  | 0 |  | 0 |  | 0 |  | 0 |  | 45 |  | 877 |  | 18 |
Loans |  | 3,669 |  | 22 |  | (533) |  | 357 |  | (73) |  | 162 |  | (946) |  | 8 |  | 85 |  | 0 |  | 1 |  | 0 |  | 0 |  | 176 |  | 2,928 |  | 25 |
of which commercial and industrial loans |  | 1,347 |  | 22 |  | (12) |  | 10 |  | (31) |  | 119 |  | (184) |  | 14 |  | 57 |  | 0 |  | 1 |  | 0 |  | 0 |  | 68 |  | 1,411 |  | 36 |
of which financial institutions |  | 1,082 |  | 0 |  | (222) |  | 0 |  | (42) |  | 32 |  | (296) |  | 3 |  | 40 |  | 0 |  | 0 |  | 0 |  | 0 |  | 46 |  | 643 |  | 4 |
Other intangible assets (mortgage servicing rights) |  | 180 |  | 0 |  | 0 |  | 22 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (22) |  | 0 |  | 0 |  | 9 |  | 189 |  | (22) |
Other assets |  | 1,825 |  | 164 |  | (451) |  | 2,500 |  | (2,176) |  | 77 |  | (573) |  | 13 |  | (42) |  | 0 |  | 0 |  | 0 |  | 0 |  | 99 |  | 1,436 |  | (76) |
of which loans held-for-sale |  | 1,576 |  | 164 |  | (409) |  | 2,469 |  | (2,137) |  | 77 |  | (571) |  | 11 |  | 19 |  | 0 |  | 0 |  | 0 |  | 0 |  | 88 |  | 1,287 |  | (41) |
Total assets at fair value |  | 16,364 |  | 783 |  | (3,372) |  | 5,435 |  | (5,784) |  | 747 |  | (2,638) |  | 60 |  | 166 |  | 0 |  | 297 |  | 0 |  | 0 |  | 748 |  | 12,806 |  | 101 |
Liabilities (CHF million)
Customer deposits |  | 448 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | (8) |  | 0 |  | 0 |  | 0 |  | (13) |  | 5 |  | 432 |  | 10 |
Obligation to return securities received as collateral |  | 101 |  | 0 |  | 0 |  | 64 |  | (86) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 5 |  | 84 |  | 0 |
Trading liabilities |  | 4,246 |  | 584 |  | (1,961) |  | 80 |  | (24) |  | 710 |  | (1,138) |  | 152 |  | 169 |  | 0 |  | 0 |  | 0 |  | 0 |  | 217 |  | 3,035 |  | 779 |
of which derivatives |  | 4,191 |  | 566 |  | (1,961) |  | 69 |  | (4) |  | 710 |  | (1,138) |  | 152 |  | 193 |  | 0 |  | 0 |  | 0 |  | 0 |  | 216 |  | 2,994 |  | 781 |
of which equity/index-related derivatives |  | 2,010 |  | 427 |  | (1,049) |  | 0 |  | 0 |  | 350 |  | (527) |  | 151 |  | 265 |  | 0 |  | 0 |  | 0 |  | 0 |  | 111 |  | 1,738 |  | 529 |
Short-term borrowings |  | 701 |  | 155 |  | (207) |  | 0 |  | 0 |  | 930 |  | (608) |  | (1) |  | 95 |  | 0 |  | 0 |  | 0 |  | 0 |  | 41 |  | 1,106 |  | 67 |
Long-term debt |  | 7,286 |  | 2,697 |  | (2,046) |  | 0 |  | 0 |  | 4,401 |  | (3,119) |  | 62 |  | (8) |  | 0 |  | 0 |  | (3) |  | (30) |  | 433 |  | 9,673 |  | 203 |
of which structured notes over one year and up to two years |  | 1,133 |  | 1,165 |  | (732) |  | 0 |  | 0 |  | 1,127 |  | (771) |  | 39 |  | 97 |  | 0 |  | 0 |  | 0 |  | (1) |  | 67 |  | 2,124 |  | 39 |
of which structured notes over two years |  | 5,526 |  | 1,532 |  | (1,287) |  | 0 |  | 0 |  | 3,020 |  | (2,227) |  | 24 |  | (109) |  | 0 |  | 0 |  | (2) |  | (29) |  | 329 |  | 6,777 |  | (59) |
Other liabilities |  | 1,250 |  | 7 |  | (533) |  | 24 |  | (46) |  | 59 |  | (416) |  | 8 |  | (8) |  | 102 |  | 38 |  | 0 |  | 0 |  | 50 |  | 535 |  | 2 |
Total liabilities at fair value |  | 14,032 |  | 3,443 |  | (4,747) |  | 168 |  | (156) |  | 6,100 |  | (5,281) |  | 221 |  | 240 |  | 102 |  | 38 |  | (3) |  | (43) |  | 751 |  | 14,865 |  | 1,061 |
Net assets/(liabilities) at fair value |  | 2,332 |  | (2,660) |  | 1,375 |  | 5,267 |  | (5,628) |  | (5,353) |  | 2,643 |  | (161) |  | (74) |  | (102) |  | 259 |  | 3 |  | 43 |  | (3) |  | (2,059) |  | (960) |
1 Changes in unrealized gains/(losses) on total assets at fair value and changes in unrealized (gains)/losses on total liabilities at fair value relating to assets and liabilities held at period end are included in net revenues or accumulated other comprehensive income. As of 6M21, changes in net unrealized gains/(losses) of CHF (1,003) million and CHF 28 million were recorded in trading revenues and other revenues, respectively, and changes in unrealized (gains)/losses of CHF 15 million were recorded in gains/(losses) on liabilities relating to credit risk in accumulated other comprehensive income/(loss).
Own credit gains/(losses) on fair value option elected instruments recorded in AOCI | Gains/(losses) attributable to changes in investment-specific credit risk
|  | Gains/(losses) recorded into AOCI | 1 | Gains/(losses) recorded in AOCI transferred to net income | 1
in |  | 6M22 |  | Cumulative |  | 6M21 |  | 6M22 |  | 6M21 |
Financial instruments (CHF million)
Customer deposits |  | 41 |  | (18) |  | 13 |  | 0 |  | 0 |
Short-term borrowings |  | 0 |  | (46) |  | 13 |  | 0 |  | 0 |
Long-term debt |  | 3,944 |  | 1,865 |  | (21) |  | 17 |  | 77 |
of which treasury debt over two years |  | 2,041 |  | 1,177 |  | (321) |  | 0 |  | 0 |
of which structured notes over two years |  | 1,476 |  | 351 |  | 269 |  | 17 |  | 77 |
Total |  | 3,985 |  | 1,801 |  | 5 |  | 17 |  | 77 |
1 Amounts are reflected gross of tax.
Fair Value, Option, Quantitative Disclosures [Table Text Block] | Difference between the fair value and the unpaid principal balances of fair value option-elected financial instruments
|  | 6M22 |  | 2021 |
end of |  | Aggregate fair value |  | Aggregate unpaid principal |  | Difference |  | Aggregate fair value |  | Aggregate unpaid principal |  | Difference |
Financial instruments (CHF million)
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 82,392 |  | 82,250 |  | 142 |  | 68,623 |  | 68,565 |  | 58 |
Loans |  | 9,099 |  | 10,065 |  | (966) |  | 10,243 |  | 11,035 |  | (792) |
Other assets 1 |  | 8,099 |  | 10,456 |  | (2,357) |  | 8,624 |  | 10,777 |  | (2,153) |
Due to banks and customer deposits |  | (344) |  | (424) |  | 80 |  | (493) |  | (442) |  | (51) |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | (14,239) |  | (14,247) |  | 8 |  | (13,307) |  | (13,306) |  | (1) |
Short-term borrowings |  | (10,049) |  | (10,199) |  | 150 |  | (10,690) |  | (10,996) |  | 306 |
Long-term debt 2 |  | (65,276) |  | (77,037) |  | 11,761 |  | (67,788) |  | (70,946) |  | 3,158 |
Other liabilities |  | (1,253) |  | (1,498) |  | 245 |  | (1,170) |  | (1,403) |  | 233 |
Non-performing and non-interest-earning loans 3 |  | 749 |  | 2,885 |  | (2,136) |  | 843 |  | 2,657 |  | (1,814) |
1 Primarily loans held-for-sale.
2 Long-term debt includes both principal-protected and non-principal protected instruments. For non-principal-protected instruments, the original notional amount has been reported in the aggregate unpaid principal.
3 Included in loans or other assets.
Gains and losses on financial instruments
|  | 6M22 |  | 6M21 |
in |  | Net gains/ (losses) |  | Net gains/ (losses) |
Financial instruments (CHF million)
Interest-bearing deposits with banks |  | 5 | 1 | 18 | 1
of which related to credit risk |  | (6) |  | 8 |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 412 | 1 | 306 | 1
Other investments |  | (11) | 2 | 293 | 3
Loans |  | (24) | 1 | 277 | 1
of which related to credit risk |  | (224) |  | 59 |
Other assets |  | 183 | 1 | 405 | 1
of which related to credit risk |  | (85) |  | 173 |
Due to banks and customer deposits |  | (43) | 2 | (37) | 2
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | (32) | 1 | (29) | 1
Short-term borrowings |  | 1,069 | 2 | (406) | 2
of which related to credit risk |  | 1 |  | (1) |
Long-term debt |  | 6,098 | 2 | (3,347) | 2
Other liabilities |  | (66) | 2 | 120 | 3
of which related to credit risk |  | (158) |  | 67 |
1 Primarily recognized in net interest income.
2 Primarily recognized in trading revenues.
3 Primarily recognized in other revenues.
Fair Value, by Balance Sheet Grouping [Table Text Block] | Carrying value and fair value of financial instruments not carried at fair value
|  | Carrying value |  | Fair value |
end of |  |  |  | Level 1 |  | Level 2 |  | Level 3 |  | Total |
6M22 (CHF million)
Financial assets |  |  |  |  |  |  |  |  |  |  |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 21,764 |  | 0 |  | 21,764 |  | 0 |  | 21,764 |
Loans |  | 281,111 |  | 0 |  | 267,506 |  | 13,490 |  | 280,996 |
Other financial assets 1 |  | 175,796 |  | 158,147 |  | 17,310 |  | 351 |  | 175,808 |
Financial liabilities |  |  |  |  |  |  |  |  |  |  |
Due to banks and customer deposits |  | 410,715 |  | 233,049 |  | 177,571 |  | 0 |  | 410,620 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 7,423 |  | 0 |  | 7,423 |  | 0 |  | 7,423 |
Short-term borrowings |  | 15,518 |  | 0 |  | 15,512 |  | 0 |  | 15,512 |
Long-term debt |  | 87,072 |  | 0 |  | 82,734 |  | 1,684 |  | 84,418 |
Other financial liabilities 2 |  | 12,302 |  | 0 |  | 11,920 |  | 384 |  | 12,304 |
2021 (CHF million)
Financial assets |  |  |  |  |  |  |  |  |  |  |
Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |  | 35,283 |  | 0 |  | 35,283 |  | 0 |  | 35,283 |
Loans |  | 286,438 |  | 0 |  | 281,195 |  | 13,722 |  | 294,917 |
Other financial assets 1 |  | 179,217 |  | 163,307 |  | 15,457 |  | 494 |  | 179,258 |
Financial liabilities |  |  |  |  |  |  |  |  |  |  |
Due to banks and customer deposits |  | 408,624 |  | 244,155 |  | 164,475 |  | 0 |  | 408,630 |
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |  | 22,061 |  | 0 |  | 22,061 |  | 0 |  | 22,061 |
Short-term borrowings |  | 14,646 |  | 0 |  | 14,646 |  | 0 |  | 14,646 |
Long-term debt |  | 92,908 |  | 0 |  | 93,597 |  | 1,702 |  | 95,299 |
Other financial liabilities 2 |  | 12,542 |  | 0 |  | 12,105 |  | 441 |  | 12,546 |
1 Primarily includes cash and due from banks, interest-bearing deposits with banks, loans held-for-sale, cash collateral on derivative instruments, interest and fee receivables and non-marketable equity securities.
2 Primarily includes cash collateral on derivative instruments and interest and fee payables.

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