Credit Suisse Risk Organization Strategic Goals and Performance
Deep dive on selected portfolios
12
Swiss Bank
Share-Backed Lending
IB Leveraged Finance
1Q22 portfolio
Forward looking
risk management
measures
■ Swiss Bank portfolio (CHF 163 bn)
of high quality; 93%¹ investment
grade rated
■ 73% relates to real estate lending
(~45% average LTV)
Commodity Trade Finance (CTF)
portfolio concentrated on large/mid-
size players focus on energy
(43%) and metals (45%)
■ Conservative lending standards
aligned to Swiss Banking
Association
■ Resilient to interest rate changes
■ CTF with 75% of exposures
transactionally secured with
maturities under 180 days
■ 75% investment grade rated -
focused on liquid listed collateral
■ Diversified portfolio of transactions
with core UHNW clients
■ Global book; largest region APAC,
supporting Entrepreneur strategy
■ De-risked portfolio; with de-risking
focus on concentration risks
Emphasis on conservative LTV
terms, collateral support and
structural mitigants
■
■ Remains a core product for WM
client growth
■
1Q22 NIG underwriting exposure of
USD 7.4 bn, ~25% lower vs. 1Q21
Underwriting exposure further
reduced as deals syndicate
■ 2Q22 shift toward higher quality and
defensive names with de-risking
underway
■ Track record of managing and
distributing risk in adverse markets
■ Maintain robust and improved
underwriting terms
■ New commitments well structured
and reflect current investor appetite
Disciplined approval of higher
quality new underwriting
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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