Fourth Quarter and Full Year 2016 Results Presentation
Currency mix & Group capital metrics
Credit Suisse Core results¹
2016
Contribution
Core results
in CHF mn
CHF
USD
EUR
GBP
Other
Net revenues
21,594
28%
43%
12%
2%
15%
Total expenses²
18,100
33%
34%
5%
12%
16%
Swiss Universal Bank
Sensitivity analysis on Core results³
Applying a +/- 10% movement on the average FX rates for
2016, the sensitivities are:
USD/CHF impact on 2016 pre-tax income by
CHF 303/(303) mn
EUR/CHF impact on 2016 pre-tax income by
CHF172(172) mn
Net revenues
5,758
79%
12%
7%
1%
1%
Total expenses2
3,734
89%
5%
3%
2%
2%
Currency mix capital metric4 "look-through"
International Wealth Management
Net revenues
4,697
25%
41%
20%
3%
11%
13%
Total expenses²
3,576
46%
25%
12%
9%
9%
7%
6%
Asia Pacific
12%
6%
8%
Net revenues
3,597
2%
45%
2%
1%
50%
46% 44% 48%
USD
Total expenses²
2,872
7%
21%
1%
4%
68%
40%
CET1 capital 5
Basel III Risk-weighted assets
Swiss leverage exposure
43%
Global Markets
27%
Net revenues
5,497
-%
61%
20%
4%
14%
CHF
Total expenses²
5,449
2%
60%
4%
26%
9%
USD
CHF
EUR
Other
Investment Bank & Capital Markets
Net revenues
1,972
-%
91%
4%
Total expenses²
1,710
2%
72%
5%
1 As reported 2 Total expenses include provisions for credit losses
A 10% strengthening / weakening of the USD (vs. CHF)
would have a +0.7 bps (3.5) bps impact on the
"look-through" BIS CET1 ratio
3 Sensitivity analysis based on weighted average exchange rates of USD/CHF of 0.99 and EUR/CHF of 1.09 for the 2016 results
4 Data based on December 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 III regulatory adjustments (e.g. goodwill)
CREDIT SUISSE
February 14, 2017
43
3%
3%
16%
5%View entire presentation