Transformation to CS First Boston
Tier 1 leverage ratio of 7.7%
Tier 1 leverage ratio development in bps
59 bps
7.7%
102 bps
47 bps
(21) bps
6.0%
(17) bps
3Q22
Capital raises¹
Net loss
HQLA
Business
impact
Other
movements²
4Q22
50.1
Leverage exposure in CHF bn
837
Tier 1 capital in CHF bn
651
(118)
(54)
(14)
3Q22
HQLA
Business impact
FX impact³
4Q22
50.0
Tier 1 leverage ratio up to 7.7%
■ Tier 1 leverage ratio improved by 47 bps from the capital
raises of CHF ~4.0 bn
■ HQLA impact from deposit outflows and business
deleveraging increased the Tier 1 leverage ratio by 102 bps
and 59 bps respectively, offset by (17) bps impact from our
net loss of CHF 1.4 bn
Leverage exposure down CHF 186 bn
■ Driven by HQLA impact from deposit outflows and business
reductions notably in the Investment Bank
Deleveraging focused on Securitized Products and
Non-Core Unit
•
21
Note: Results excluding certain items in our reported results are non-GAAP financial measures. See the appendix of this presentation for detailed information and defined terms as well as important
presentation and other information relating to non-GAAP financial measures, including reconciliations. 1 Bps impact calculated based on the net proceeds 2 Includes FX impact from Sep 22 to Dec 22
FX rates and FX hedging costs, other CET1 and AT1 regulatory adjustments, quarterly dividend accrual, pension and share-based compensation 3 FX impact from Sep 22 to Dec 22 FX rates
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