XML 180 R88.htm IDEA: XBRL DOCUMENT

Capital adequacy (Tables)

12 Months Ended

Dec. 31, 2022

BIS statistics

Swiss metrics

end of		2022		2021
Swiss capital (CHF million)
Swiss CET1 capital		35,290		38,529
Going concern capital		50,026		54,372
Gone concern capital		49,117		46,648	¹
Total loss-absorbing capacity (TLAC)		99,143		101,020
Swiss risk-weighted assets and leverage exposure (CHF million)
Swiss risk-weighted assets		250,963		268,418
Leverage exposure		650,551		889,137
Swiss capital ratios (%)
Swiss CET1 ratio		14.1		14.4
Going concern capital ratio		19.9		20.3
Gone concern capital ratio		19.6		17.4
TLAC ratio		39.5		37.6
Swiss leverage ratios (%)
Swiss CET1 leverage ratio		5.4		4.3
Going concern leverage ratio		7.7		6.1
Gone concern leverage ratio		7.6		5.2
TLAC leverage ratio		15.2		11.4
Swiss capital ratio requirements (%)
Swiss CET1 ratio requirement		9.28		10.0
Going concern capital ratio requirement		13.58	²	14.3
Gone concern capital ratio requirement		13.58		14.3
TLAC ratio requirement		27.16		28.6
Swiss leverage ratio requirements (%)
Swiss CET1 leverage ratio requirement		3.25		3.5
Going concern leverage ratio requirement		4.75	²	5.0
Gone concern leverage ratio requirement		4.75		5.0
TLAC leverage ratio requirement		9.5		10.0
1 Amounts are shown on a look-through basis. Certain tier 2 instruments and their related tier 2 amortization components were subject to phase out and are no longer eligible as of January 1, 2022. As of 2021, gone concern capital was CHF 46,897 million, including CHF 249 million of such instruments.
2 The total requirement excluded the FINMA Pillar 2 capital add-on of CHF 1,850 million relating to the supply chain finance funds matter. This Pillar 2 capital add-on equated to an additional Swiss CET1 capital ratio requirement of 74 basis points and an additional Swiss CET1 leverage ratio requirement of 28 basis points.

Bank

BIS statistics

Swiss metrics

end of		2022		2021
Swiss capital (CHF million)
Swiss CET1 capital		40,987		44,185
Going concern capital		54,843		59,110
Gone concern capital		42,930		41,316	¹
Total loss-absorbing capacity (TLAC)		97,773		100,426
Swiss risk-weighted assets and leverage exposure (CHF million)
Swiss risk-weighted assets		249,953		267,558
Leverage exposure		653,551		895,810
Swiss capital ratios (%)
Swiss CET1 ratio		16.4		16.5
Going concern capital ratio		21.9		22.1
Gone concern capital ratio		17.2		15.4
TLAC ratio		39.1		37.5
Swiss leverage ratios (%)
Swiss CET1 leverage ratio		6.3		4.9
Going concern leverage ratio		8.4		6.6
Gone concern leverage ratio		6.6		4.6
TLAC leverage ratio		15.0		11.2
Swiss capital ratio requirements (%)
Swiss CET1 ratio requirement		9.28		10.0
Going concern capital ratio requirement		13.58	²	14.3
Gone concern capital ratio requirement		13.58		14.3
TLAC ratio requirement		27.16		28.6
Swiss leverage ratio requirements (%)
Swiss CET1 leverage ratio requirement		3.25		3.5
Going concern leverage ratio requirement		4.75	²	5.0
Gone concern leverage ratio requirement		4.75		5.0
TLAC leverage ratio requirement		9.5		10.0
1 Amounts are shown on a look-through basis. Certain tier 2 instruments and their related tier 2 amortization components were subject to phase out and are no longer eligible as of January 1, 2022. As of 2021, gone concern capital was CHF 41,565 million, including CHF 249 million of such instruments.
2 The total requirement excluded the FINMA Pillar 2 capital add-on of CHF 1,850 million relating to the supply chain finance funds matter. This Pillar 2 capital add-on equated to an additional Swiss CET1 capital ratio requirement of 74 basis points and an additional Swiss CET1 leverage ratio requirement of 28 basis points.