Credit Suisse Risk Organization Strategic Goals and Performance
Aggregate risk profile has been recalibrated, enabling
reinvestment into strategic areas
Bank-wide market & credit risk RWA
in CHF bn
10
239
203
Wealth Management
21%
22%
34%
Investment Bank
39%
31%
Swiss Bank
27%
Asset Management
[3%
3%
Corporate Center
9%
10%
1Q21
1Q22
Recalibrated risk profile, 1Q22 vs. 1Q21
"
Reduced CHF 30 bn total RWA and CHF 90 bn leverage exposure in line with risk
appetite recalibration
Managed reductions in line with business strategy primarily in IB: ongoing exit of
Prime Services and non-core GTS markets without Wealth Management nexus, and
optimization of Corporate Bank exposure
Credit portfolio is stable in size, but increased quality; <1% drop in credit exposure,
but 21% reduction in Emerging Markets driven by single name client review
Reduced Fair Value Level 3 assets to CHF 10 bn (1.4% of total assets) from CHF 15 bn
Conservative management of short-term and long-term liquidity
Maintained Liquidity Coverage Ratio >190%
Increased Net Stable Funding Ratio from 115% to over 120%
Go-forward plans to execute the strategy in target areas (WM, SB, select IB focus
businesses) while maintaining a risk-aware focus
Footnotes are an integral part of this presentation. See slides 62-67 in the appendix of this presentation for detailed information, including
important presentation and other information relating to non-GAAP financial measures, and defined terms.
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