Transformation to CS First Boston
Currency mix & Group capital metrics
Adjusted Credit Suisse Group results
Net revenues
Group
Total expenses¹
4Q22 LTM
Contribution
in CHF mn
CHF
USD
EUR
GBP Other
15,164
36%
35%
13%
4%
12%
16,413
32%
34%
5%
10%
19%
Sensitivity analysis on Group results²
Applying a +/- 10% movement on the average FX rates
for 4Q22 LTM, the sensitivities are:
■ USD/CHF impact on 4Q22 LTM pre-tax income by
CHF (16) 16 mn
EUR/CHF impact on 4Q22 LTM pre-tax income by
CHF +110 (110) mn
Currency mix capital metric³
Net revenues
5,412
14%
50%
17%
4%
15%
Wealth Management
Total expenses¹
5,163
35%
20%
7%
7%
31%
12%
Net revenues
4,537
8%
50%
16%
8%
18%
6%
Investment Bank
7%
Total expenses¹
7,236
11%
8%
53%
5%
15%
19%
7%
7%
Net revenues
3,956
92%
1%
5%
1%
1%
Swiss Bank
Total expenses¹
2,527
92%
3%
2%
1%
2%
Asset Management
Net revenues
Total expenses¹
1,302
49%
38%
9%
1%
3%
1,131
39%
40%
6%
10%
5%
CHF
65% 66%
21%
43%
21%
35%
USD
CET1 capital 4
Basel III Risk-weighted assets
Swiss leverage exposure
USD
CHF
EUR
Other
A 10% strengthening / weakening of the USD (vs. CHF)
would have a (1.5) bps / 1.7 bps impact on the
BIS CET1 ratio
40
1 Total expenses include provisions for credit losses 2 Sensitivity analysis based on adjusted numbers and on weighted average exchange rates of USD/CHF of 0.95 and EUR/CHF of 1.00 for 4Q22
LTM results 3 Data based on Dec 2022 month-end currency mix 4 Reflects actual capital positions in consolidated Group legal entities (net assets) including net asset hedges less applicable Basel III
regulatory adjustments (e.g., goodwill)
CREDIT SUISSEView entire presentation