Credit Suisse Capital Metrics and Core Results 9M16
Currency mix & Group capital metrics
Appendix -3016
Credit Suisse Core results¹
9M16
Contribution
Core results
in CHF mn
CHF
USD
EUR
GBP
Other
Net revenues
16,211
29%
41%
13%
2%
15%
Total expenses²
13,410
32%
34%
5%
12%
17%
Swiss Universal Bank
Net revenues
4,360
79%
12%
7%
1%
1%
Total expenses2
2,717
86%
3%
3%
3%
5%
Sensitivity analysis on Core results³
Applying a +/- 10% movement on the average FX rates for
9M16, the sensitivities are:
USD/CHF impact on 9M16 pre-tax income by
CHF 212/(212) mn
EUR/CHF impact on 9M16 pre-tax income by
CHF149 (149) mn
Currency mix capital metric4
International Wealth Management
Net revenues
3,399
27%
38%
23%
2%
10%
14%
Total expenses²
2,609
42%
23%
13%
10%
12%
7%
6%
Asia Pacific
7%
13%
8%
Net revenues
2,735
2%
44%
1%
1%
52%
46% 45% 47%
-
USD
Total expenses²
2,113
5%
22%
-%
2%
71%
39%
CET1 capital 5
Basel 3 Risk-weighted assets
Swiss leverage exposure
42%
Global Markets
26%
Net revenues
4,232
1%
59%
23%
2%
15%
CHF
Total expenses²
4,189
3%
61%
4%
25%
7%
USD
CHF
EUR
Other
Investment Bank & Capital Markets
Net revenues
1,398
-%
90%
4%
4%
2%
Total expenses²
1,286
19%
57%
5%
14%
5%
A 10% strengthening of the USD (vs. CHF) would
have a (0.3) bps impact on the "look-through"
BIS CET1 ratio
1 As reported
2 Total expenses include provisions for credit losses
3 Sensitivity analysis based on weighted average exchange rates of USD/CHF of 0.98 and EUR/CHF of 1.09 for the 9M16 results
4 Data based on September 2016 month-end currency mix and on a look-through basis
5 Reflects actual capital positions in consolidated Group legal entities (net assets) including net asset hedges less applicable Basel 3 regulatory adjustments (e.g. goodwill)
CREDIT SUISSE
November 2016
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