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Capital adequacy (Tables)

12 Months Ended

Dec. 31, 2023

BIS statistics

Swiss metrics

end of		2023		2022
Swiss capital (CHF million)
Swiss CET1 capital		38,187		40,987
Going concern capital		38,646		54,843
Gone concern capital		38,284		42,930
Total loss-absorbing capacity (TLAC)		76,930		97,773
Swiss risk-weighted assets and leverage exposure (CHF million)
Swiss risk-weighted assets		181,690		249,953
Leverage exposure		524,968		653,551
Swiss capital ratios (%)
Swiss CET1 ratio		21.0		16.4
Going concern capital ratio		21.3		21.9
Gone concern capital ratio		21.1		17.2
TLAC ratio		42.3		39.1
Swiss leverage ratios (%)
Swiss CET1 leverage ratio		7.3		6.3
Going concern leverage ratio		7.4		8.4
Gone concern leverage ratio		7.3		6.6
TLAC leverage ratio		14.7		15.0
Swiss capital ratio requirements (%)
Swiss CET1 ratio requirement		10.0		9.28
Going concern capital ratio requirement¹		14.3		13.58
Gone concern capital ratio requirement		10.725		13.58
TLAC ratio requirement		25.025		27.16
Swiss leverage ratio requirements (%)
Swiss CET1 leverage ratio requirement		3.5		3.25
Going concern leverage ratio requirement¹		5.0		4.75
Gone concern leverage ratio requirement		3.75		4.75
TLAC leverage ratio requirement		8.75		9.5
1 The total requirements excluded the FINMA Pillar 2 capital add-on of CHF 1,445 million and CHF 1,850 million as of December 31, 2023 and 2022, respectively, relating to the supply chain finance funds matter and the effects of countercyclical buffers.