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Derivatives and hedging activities - Contingent credit risk (Details 3) - CHF (SFr) SFr in Billions	Jun. 30, 2022	Dec. 31, 2021
Contingent credit risk
Current net exposure	SFr 1.8	SFr 2.6
Collateral posted	1.3	1.9
Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.1
Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.6	0.2
Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.8	0.8
Bilateral counterparties
Contingent credit risk
Current net exposure	1.6	2.3
Collateral posted	1.3	1.9
Bilateral counterparties | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.1
Bilateral counterparties | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.5	0.2
Bilateral counterparties | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.6	0.7
Special purpose entities
Contingent credit risk
Current net exposure	0.0	0.0
Collateral posted	0.0	0.0
Special purpose entities | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.0	0.0
Special purpose entities | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.0	0.0
Special purpose entities | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.0
Accelerated terminations
Contingent credit risk
Current net exposure	0.2	0.3
Accelerated terminations | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.0	0.0
Accelerated terminations | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.0
Accelerated terminations | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.1
Bank
Contingent credit risk
Current net exposure	1.8	2.6
Collateral posted	1.3	1.9
Bank | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.1
Bank | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.6	0.2
Bank | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.8	0.8
Bank | Bilateral counterparties
Contingent credit risk
Current net exposure	1.6	2.3
Collateral posted	1.3	1.9
Bank | Bilateral counterparties | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.1
Bank | Bilateral counterparties | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.5	0.2
Bank | Bilateral counterparties | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.6	0.7
Bank | Special purpose entities
Contingent credit risk
Current net exposure	0.0	0.0
Collateral posted	0.0	0.0
Bank | Special purpose entities | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.0	0.0
Bank | Special purpose entities | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.0	0.0
Bank | Special purpose entities | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.0
Bank | Accelerated terminations
Contingent credit risk
Current net exposure	0.2	0.3
Bank | Accelerated terminations | Scenario, Impact of a one-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.0	0.0
Bank | Accelerated terminations | Scenario, Impact of a two-notch downgrade event [Member]
Contingent credit risk
Collateral posted	0.1	0.0
Bank | Accelerated terminations | Scenario, Impact of a three-notch downgrade event [Member]
Contingent credit risk
Collateral posted	SFr 0.1	SFr 0.1

X

- Definition

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624258-113959

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X

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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X

- Definition

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624258-113959

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