Credit Suisse Results Presentation Deck
Currency mix & Group capital metrics
22
Group
Wealth Management
Swiss Bank
Asset Management
Investment Bank
Adjusted Credit Suisse Group results
Net revenues
Total expenses¹
Net revenues
Total expenses1¹
Net revenues
Total expenses¹
Net revenues
Total expenses¹
Net revenues
Total expenses¹
3Q22 LTM
in CHF mn
16,584
16,490
5,650
5,108
4,064
2,456
1,415
1,136
5,749
7,409
CHF
33%
32%
15%
35%
91%
91%
49%
41%
6%
7%
USD
41%
34%
50%
21%
2%
3%
39%
38%
61%
53%
Contribution
EUR GBP
11%
5%
18%
7%
4%
2%
9%
6%
11%
5%
4%
10%
4%
7%
1%
1%
1%
9%
7%
15%
Other
11%
19%
14%
30%
2%
3%
2%
6%
15%
20%
Sensitivity analysis on Group results²
Applying a +/- 10% movement on the average FX rates
for 3Q22 LTM, the sensitivities are:
▪ USD/CHF impact on 3Q22 LTM pre-tax income by
CHF +118/ (118) mn
▪ EUR/CHF impact on 3Q22 LTM pre-tax income by
CHF +93 / (93) mn
Currency mix capital metric³
CHF
11%
34%
12%
18%
7%
7% 6%
6%
19%
67% 69% 42%
USD
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.
2 Sensitivity analysis based on adjusted
numbers and on weighted average exchange rates of USD/CHF of 0.93 and EUR/CHF of 1.02 for 3022 LTM results 3 Data based on September 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)
1 Total expenses include provisions for credit losses
Basel III Risk-weighted assets
CET1 capital 4
Swiss leverage exposure
USD
CHF
EUR
Other
A 10% strengthening / weakening of the USD (vs. CHF)
would have a (1.9) bps / 2.2 bps impact on the
BIS CET1 ratio
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