XML 55 R23.htm IDEA: XBRL DOCUMENT
v3.22.2

Investment securities | 6 Months Ended
--- | ---
Jun. 30, 2022
Investment securities | 16 Investment securities
end of |  | 2Q22 |  | 1Q22 |  | 4Q21 |
Investment securities (CHF million)
Debt securities available-for-sale |  | 739 |  | 809 |  | 1,005 |
Total investment securities |  | 739 |  | 809 |  | 1,005 |
Investment securities by type
|  | 2Q22 |  | 4Q21 |
end of |  | Amortized cost |  | Gross unrealized gains |  | Gross unrealized losses |  | Fair value |  | Amortized cost |  | Gross unrealized gains |  | Gross unrealized losses |  | Fair value |
Investment securities by type (CHF million)
Swiss federal, cantonal or local government entities |  | 2 |  | 0 |  | 0 |  | 2 |  | 2 |  | 0 |  | 0 |  | 2 |
Corporate debt securities |  | 849 |  | 0 |  | 112 |  | 737 |  | 1,011 |  | 0 |  | 8 |  | 1,003 |
Debt securities available-for-sale |  | 851 |  | 0 |  | 112 |  | 739 |  | 1,013 |  | 0 |  | 8 |  | 1,005 |
Gross unrealized losses on debt securities and related fair value
|  | Less than 12 months |  | 12 months or more |  | Total |
end of |  | Fair value |  | Gross unrealized losses |  | Fair value |  | Gross unrealized losses |  | Fair value |  | Gross unrealized losses |
2Q22 (CHF million)
Corporate debt securities |  | 625 |  | 100 |  | 89 |  | 12 |  | 714 |  | 112 |
Debt securities available-for-sale |  | 625 |  | 100 |  | 89 |  | 12 |  | 714 |  | 112 |
4Q21 (CHF million)
Corporate debt securities |  | 683 |  | 8 |  | 0 |  | 0 |  | 683 |  | 8 |
Debt securities available-for-sale |  | 683 |  | 8 |  | 0 |  | 0 |  | 683 |  | 8 |
Unrealized losses on debt securities as of the end of 2Q22 relate to ten high-quality debt security positions held for liquidity purposes. Management determined that the unrealized losses on these debt securities were attributable to changes in market valuation driven by interest rate movements and not to credit-related factors. No impairment charges were recorded as the Group does not intend to sell these investments nor is it more likely than not that the Group will be required to sell these securities before the recovery of their amortized cost basis, which may be at maturity. Proceeds from sales, realized gains and realized losses from debt securities available-for-sale
in |  | 6M22 |  | 6M21 |
Sales of debt securities available-for-sale (CHF million)
Proceeds from sales |  | 45 |  | 0 |
Realized losses |  | (6) |  | 0 |
Amortized cost, fair value and average yield of debt securities
end of |  | Amortized cost |  | Fair value |  | Average yield (in %) |
2Q22 (CHF million, except where indicated)
Due within 1 year |  | 25 |  | 25 |  | 0.67 |
Due from 1 to 5 years |  | 90 |  | 83 |  | (0.02) |
Due from 5 to 10 years |  | 736 |  | 631 |  | 0.05 |
Debt securities available-for-sale |  | 851 |  | 739 |  | 0.06 |
Allowance for credit losses on debt securities available-for-sale A credit loss exists if there is a decline in fair value of the security below the amortized cost as a result of the non-collectability of the amounts due in accordance with the contractual terms. An allowance for expected credit losses is recorded in the consolidated statement of operations in provision for credit losses and the non-credit-related losses are recorded in accumulated other comprehensive income (AOCI). Subsequent improvements in the estimated credit losses are immediately recorded in the consolidated statement of operations as a reduction in allowance and credit loss expense. A security is written-off if it is considered certain that there is no possibility of recovering the outstanding principal. As of the end of 2Q22 and 4Q21, the Group had no allowance for credit losses on debt securities available-for-sale.
Bank |
Investment securities (old to delete) | 15 Investment securities
end of |  | 6M22 |  | 2021 |
Investment securities (CHF million)
Debt securities available-for-sale |  | 737 |  | 1,003 |
Total investment securities |  | 737 |  | 1,003 |
Investment securities by type
|  | 6M22 |  | 2021 |
end of |  | Amortized cost |  | Gross unrealized gains |  | Gross unrealized losses |  | Fair value |  | Amortized cost |  | Gross unrealized gains |  | Gross unrealized losses |  | Fair value |
Investment securities by type (CHF million)
Corporate debt securities |  | 849 |  | 0 |  | 112 |  | 737 |  | 1,011 |  | 0 |  | 8 |  | 1,003 |
Debt securities available-for-sale |  | 849 |  | 0 |  | 112 |  | 737 |  | 1,011 |  | 0 |  | 8 |  | 1,003 |
Gross unrealized losses on debt securities and related fair value
|  | Less than 12 months |  | 12 months or more |  | Total |
end of |  | Fair value |  | Gross unrealized losses |  | Fair value |  | Gross unrealized losses |  | Fair value |  | Gross unrealized losses |
6M22 (CHF million)
Corporate debt securities |  | 625 |  | 100 |  | 89 |  | 12 |  | 714 |  | 112 |
Debt securities available-for-sale |  | 625 |  | 100 |  | 89 |  | 12 |  | 714 |  | 112 |
2021 (CHF million)
Corporate debt securities |  | 683 |  | 8 |  | 0 |  | 0 |  | 683 |  | 8 |
Debt securities available-for-sale |  | 683 |  | 8 |  | 0 |  | 0 |  | 683 |  | 8 |
Proceeds from sales, realized gains and realized losses from debt securities available-for-sale
in |  | 6M22 |  | 6M21 |
Sales of debt securities available-for-sale (CHF million)
Proceeds from sales |  | 45 |  | 0 |
Realized losses |  | (6) |  | 0 |
Amortized cost, fair value and average yield of debt securities
end of 6M22 |  | Amortized cost |  | Fair value |  | Average yield (in %) |
Due within 1 year |  | 23 |  | 23 |  | 0.43 |
Due from 1 to 5 years |  | 90 |  | 83 |  | (0.02) |
Due from 5 to 10 years |  | 736 |  | 631 |  | 0.05 |
Debt securities available-for-sale |  | 849 |  | 737 |  | 0.05 |
Allowance for credit losses on debt securities available-for-sale > Refer to “Note 16 – Investment securities” in III – Condensed consolidated financial statements – unaudited in the Credit Suisse Financial Report 2Q22 for further information on allowance for credit losses on debt securities available for sale. As of the end of 6M22 and 6M21, the Bank had no allowance for credit losses on debt securities available-for-sale.

X
- References No definition available. + Details
Name: | cs_AvailableForSaleSecuritiesAndHeldToMaturitySecuritiesTextBlock
Namespace Prefix: | cs_
Data Type: | nonnum:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition The entire disclosure for investments in certain debt and equity securities. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 320 -URI http://asc.fasb.org/subtopic&trid=2209399 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 946 -SubTopic 320 -URI http://asc.fasb.org/subtopic&trid=2324412 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -URI http://asc.fasb.org/topic&trid=2196928 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -URI http://asc.fasb.org/subtopic&trid=2176304 Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Publisher SEC -Name Regulation S-K (SK) -Number 229 -Section 1403 -Paragraph (b) + Details
Name: | us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | dei_LegalEntityAxis=cs_ConsolidatedBankMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |