XML 119 R108.htm IDEA: XBRL DOCUMENT
v3.23.3

Derivatives and hedging activities - Contingent credit risk (Details 3) - CHF (SFr) SFr in Billions | Jun. 30, 2023 | Dec. 31, 2022
--- | --- | ---
Contingent credit risk |  |
Current net exposure | SFr 1.2 | SFr 1.4
Collateral posted | 1.0 | 1.1
Scenario, Impact of a one-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.3 | 0.5
Scenario, Impact of a two-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.4 | 0.8
Scenario, Impact of a three-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.6 | 0.8
Bilateral counterparties |  |
Contingent credit risk |  |
Current net exposure | 1.1 | 1.2
Collateral posted | 0.9 | 1.0
Bilateral counterparties | Scenario, Impact of a one-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.3 | 0.4
Bilateral counterparties | Scenario, Impact of a two-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.4 | 0.5
Bilateral counterparties | Scenario, Impact of a three-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.5 | 0.5
Special purpose entities |  |
Contingent credit risk |  |
Current net exposure | 0.1 | 0.1
Collateral posted | 0.1 | 0.1
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 | 0.1
Special purpose entities | Scenario, Impact of a three-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.1 | 0.1
Accelerated terminations |  |
Contingent credit risk |  |
Current net exposure | 0.0 | 0.1
Accelerated terminations | Scenario, Impact of a one-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.0 | 0.1
Accelerated terminations | Scenario, Impact of a two-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | 0.0 | 0.2
Accelerated terminations | Scenario, Impact of a three-notch downgrade event [Member] |  |
Contingent credit risk |  |
Collateral posted | SFr 0.0 | SFr 0.2

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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5624258-113959 + Details
Name: | us-gaap_CollateralAlreadyPostedAggregateFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

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. + Details
Name: | us-gaap_CreditDerivativesLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5624258-113959 + Details
Name: | us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Details
Name: | srt_StatementScenarioAxis=cs_ScenarioImpactOfAOnenotchDowngradeEventMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_StatementScenarioAxis=cs_ScenarioImpactOfATwonotchDowngradeEventMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_StatementScenarioAxis=cs_ScenarioImpactOfAThreenotchDowngradeEventMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | cs_ContingentCreditRiskAxis=cs_BilateralCounterpartiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | cs_ContingentCreditRiskAxis=cs_SpecialPurposeEntitiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | cs_ContingentCreditRiskAxis=cs_AcceleratedTerminationsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |