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Derivatives and hedging activities - Fair value - balance sheet related (Details) - CHF (SFr) SFr in Billions | 6 Months Ended |
--- | --- | ---
Jun. 30, 2023 | Dec. 31, 2022
Fair value of derivative instruments |  |
Notional amount | SFr 12,110.1 | SFr 14,539.1
Positive replacement value (PRV) | 68.1 | 89.1
Negative replacement value (NRV) | SFr 71.0 | 90.9
Cash flow hedges |  |
Maximum Length of Time Hedged in Cash Flow Hedge | 12 months |
Not designated for hedge accounting |  |
Fair value of derivative instruments |  |
Notional amount | SFr 11,952.8 | 14,391.3
Positive replacement value (PRV) | 67.9 | 88.9
Negative replacement value (NRV) | 69.3 | 88.9
Not designated for hedge accounting | Interest rate derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 10,299.6 | 12,053.7
Positive replacement value (PRV) | 26.4 | 34.2
Negative replacement value (NRV) | 25.6 | 32.0
Not designated for hedge accounting | Interest rate derivatives | Forwards and forward rate agreements |  |
Fair value of derivative instruments |  |
Notional amount | 2,196.6 | 2,088.2
Positive replacement value (PRV) | 0.1 | 1.7
Negative replacement value (NRV) | 0.1 | 1.7
Not designated for hedge accounting | Interest rate derivatives | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 7,405.9 | 9,140.3
Positive replacement value (PRV) | 19.9 | 24.3
Negative replacement value (NRV) | 18.8 | 21.7
Not designated for hedge accounting | Interest rate derivatives | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 554.2 | 644.4
Positive replacement value (PRV) | 6.4 | 8.2
Negative replacement value (NRV) | 6.7 | 8.6
Not designated for hedge accounting | Interest rate derivatives | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 142.1 | 144.9
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Interest rate derivatives | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 0.8 | 35.9
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Foreign exchange derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 817.3 | 1,229.3
Positive replacement value (PRV) | 15.9 | 25.5
Negative replacement value (NRV) | 16.8 | 26.2
Not designated for hedge accounting | Foreign exchange derivatives | Forwards |  |
Fair value of derivative instruments |  |
Notional amount | 389.3 | 701.4
Positive replacement value (PRV) | 3.9 | 8.7
Negative replacement value (NRV) | 4.0 | 10.0
Not designated for hedge accounting | Foreign exchange derivatives | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 318.3 | 353.5
Positive replacement value (PRV) | 10.0 | 14.3
Negative replacement value (NRV) | 10.8 | 13.5
Not designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 105.0 | 167.5
Positive replacement value (PRV) | 2.0 | 2.5
Negative replacement value (NRV) | 2.0 | 2.7
Not designated for hedge accounting | Foreign exchange derivatives | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 3.0 | 4.1
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 1.7 | 2.8
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Credit derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 260.7 | 352.0
Positive replacement value (PRV) | 2.1 | 3.2
Negative replacement value (NRV) | 2.7 | 3.4
Not designated for hedge accounting | Equity/index-related derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 550.5 | 715.8
Positive replacement value (PRV) | 22.6 | 25.0
Negative replacement value (NRV) | 23.7 | 26.7
Not designated for hedge accounting | Equity/index-related derivatives | Forwards |  |
Fair value of derivative instruments |  |
Notional amount | 0.1 | 0.3
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Equity/index-related derivatives | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 17.6 | 22.8
Positive replacement value (PRV) | 0.9 | 0.9
Negative replacement value (NRV) | 0.4 | 0.7
Not designated for hedge accounting | Equity/index-related derivatives | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 145.5 | 181.4
Positive replacement value (PRV) | 5.4 | 5.2
Negative replacement value (NRV) | 7.9 | 7.5
Not designated for hedge accounting | Equity/index-related derivatives | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 13.6 | 42.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Equity/index-related derivatives | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 373.7 | 469.3
Positive replacement value (PRV) | 16.3 | 18.9
Negative replacement value (NRV) | 15.4 | 18.5
Not designated for hedge accounting | Other products |  |
Fair value of derivative instruments |  |
Notional amount | 24.7 | 40.5
Positive replacement value (PRV) | 0.9 | 1.0
Negative replacement value (NRV) | 0.5 | 0.6
Not designated for hedge accounting | Other products | Forwards |  |
Fair value of derivative instruments |  |
Notional amount | 5.0 | 6.9
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 0.1 | 0.1
Not designated for hedge accounting | Other products | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 6.7 | 9.5
Positive replacement value (PRV) | 0.6 | 0.7
Negative replacement value (NRV) | 0.3 | 0.4
Not designated for hedge accounting | Other products | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 7.0 | 8.8
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 0.1 | 0.1
Not designated for hedge accounting | Other products | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 3.1 | 12.6
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Not designated for hedge accounting | Other products | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 2.9 | 2.7
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting |  |
Fair value of derivative instruments |  |
Notional amount | 157.3 | 147.8
Positive replacement value (PRV) | 0.2 | 0.2
Negative replacement value (NRV) | 1.7 | 2.0
Designated for hedge accounting | Interest rate derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 129.8 | 130.1
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 1.7 | 1.8
Designated for hedge accounting | Interest rate derivatives | Forwards and forward rate agreements |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Interest rate derivatives | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 129.8 | 130.1
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 1.7 | 1.8
Designated for hedge accounting | Interest rate derivatives | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Interest rate derivatives | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Interest rate derivatives | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Foreign exchange derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 27.5 | 17.7
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 0.0 | 0.2
Designated for hedge accounting | Foreign exchange derivatives | Forwards |  |
Fair value of derivative instruments |  |
Notional amount | 27.5 | 17.7
Positive replacement value (PRV) | 0.1 | 0.1
Negative replacement value (NRV) | 0.0 | 0.2
Designated for hedge accounting | Foreign exchange derivatives | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Foreign exchange derivatives | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Credit derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Equity/index-related derivatives |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Equity/index-related derivatives | Forwards |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Equity/index-related derivatives | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Equity/index-related derivatives | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Equity/index-related derivatives | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Equity/index-related derivatives | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Other products |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Other products | Forwards |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Other products | Swaps |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Other products | Options bought and sold (OTC) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Other products | Futures |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | 0.0 | 0.0
Designated for hedge accounting | Other products | Options bought and sold (exchange traded) |  |
Fair value of derivative instruments |  |
Notional amount | 0.0 | 0.0
Positive replacement value (PRV) | 0.0 | 0.0
Negative replacement value (NRV) | SFr 0.0 | SFr 0.0

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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Includes assets not subject to a master netting arrangement. + References No definition available. + Details
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