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TFA - Key economic assumptions at balance sheet date (Details 4) - CHF (SFr) SFr in Millions | 6 Months Ended | 12 Months Ended
--- | --- | ---
Dec. 31, 2022 | Dec. 31, 2023
CMBS |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Fair value of beneficial interests held in SPEs | SFr 517.0 | SFr 69.0
Weighted-average life, in years | 2 years 9 months 18 days | 7 months 6 days
Impact on fair value from 10% adverse change in cash flow discount rate | SFr (8.2) | SFr (0.4)
Impact on fair value from 20% adverse change in cash flow discount rate | (16.1) | (0.8)
Impact on fair value from 10% adverse change in expected credit losses | (4.6) | (0.4)
Impact on fair value from 20% adverse change in expected credit losses | SFr (9.1) | SFr (0.7)
CMBS | Minimum |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Cash flow discount rate per annum, in % (as a percent) | 5.40% | 27.80%
Expected credit losses rate (rate per annum), in % (as a percent) | 1.10% | 21.70%
CMBS | Maximum |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Cash flow discount rate per annum, in % (as a percent) | 42.10% | 40.80%
Expected credit losses rate (rate per annum), in % (as a percent) | 29.20% | 35.30%
CMBS | Non-investment grade |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Fair value of beneficial interests held in SPEs | SFr 111.0 | SFr 27.0
RMBS |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Fair value of beneficial interests held in SPEs | SFr 1,050.0 | SFr 273.0
Weighted-average life, in years | 9 years | 8 years 1 month 6 days
Impact on fair value from 10% adverse change in prepayment speed | SFr (16.5) | SFr (2.2)
Impact on fair value from 20% adverse change in prepayment speed | (32.7) | (4.6)
Impact on fair value from 10% adverse change in cash flow discount rate | (41.6) | (10.4)
Impact on fair value from 20% adverse change in cash flow discount rate | (79.6) | (20.1)
Impact on fair value from 10% adverse change in expected credit losses | (19.7) | (5.3)
Impact on fair value from 20% adverse change in expected credit losses | SFr (38.2) | SFr (10.3)
RMBS | Minimum |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Prepayment speed assumption (rate per annum), in % (as a percent) | 2.40% | 4.10%
Cash flow discount rate per annum, in % (as a percent) | 4.40% | 6.50%
Expected credit losses rate (rate per annum), in % (as a percent) | 1.50% | 2.60%
RMBS | Maximum |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Prepayment speed assumption (rate per annum), in % (as a percent) | 21.40% | 20.40%
Cash flow discount rate per annum, in % (as a percent) | 29.60% | 28.10%
Expected credit losses rate (rate per annum), in % (as a percent) | 25.50% | 24.20%
RMBS | Non-investment grade |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Fair value of beneficial interests held in SPEs | SFr 137.0 | SFr 91.0
Other asset-backed financings |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Fair value of beneficial interests held in SPEs | SFr 519.0 | SFr 359.0
Weighted-average life, in years | 5 years 1 month 6 days | 4 years 6 months
Impact on fair value from 10% adverse change in cash flow discount rate | SFr (10.5) | SFr (7.5)
Impact on fair value from 20% adverse change in cash flow discount rate | (20.5) | (14.6)
Impact on fair value from 10% adverse change in expected credit losses | (5.7) | (4.3)
Impact on fair value from 20% adverse change in expected credit losses | SFr (11.1) | SFr (8.3)
Other asset-backed financings | Minimum |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Cash flow discount rate per annum, in % (as a percent) | 4.10% | 3.20%
Expected credit losses rate (rate per annum), in % (as a percent) | 0.50% | 0.70%
Other asset-backed financings | Maximum |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Cash flow discount rate per annum, in % (as a percent) | 41.90% | 39.60%
Expected credit losses rate (rate per annum), in % (as a percent) | 37.90% | 35.80%
Other asset-backed financings | Non-investment grade |  |
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items] |  |
Fair value of beneficial interests held in SPEs | SFr 34.0 | SFr 15.0

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- 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 Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition Weighted average life of securitized assets regardless of when the transfer occurred, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (b)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition Discount rate which is used to value residual cash flows generated by financial assets of a securitization, asset-backed financing arrangement, or similar transfer regardless of when the transfer occurred. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (b)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition Rate at which principal will not be repaid on securitized financial assets regardless of when the transfer occurred. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (b)(3) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition Estimated rate of prepayment of principal on financial assets regardless of when the transfer occurred. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (b)(2) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition The carrying amount (fair value) as of the balance sheet date of the transferor's interests in transferred financial assets (typically securitized receivables, generally not involved in the collection of principal) following transfer of significant portions of such financial instruments to other parties. Such interests could be ancillary cash flows and interest-only strips. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (a)(3) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition The hypothetical financial impact of a 10 percent adverse change of the discount rate on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition The hypothetical financial impact of a 10 percent adverse change of the expected credit losses, including expected static pool losses, on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition The hypothetical financial impact of a 10 percent adverse change of prepayment speed on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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- Definition The hypothetical financial impact of a 20 percent adverse change of the expected credit, including expected static pool losses, on the fair value of transferor's interests in transferred financial assets (including any servicing assets or servicing liabilities) as of the balance sheet date. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 860 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 4 -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4 + Details
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