Credit Suisse Capital Metrics and Core Results 9M16
Global Markets - increased connectivity with the Group
Credit Suisse in a nutshell
Key
Priorities
Investing in
Core
Businesses
Reduced risk
profile and
resized
capital
footprint
Reconfigured product portfolio focused on core Institutional clients and enhancing
connectivity across IBCM, IWM, APAC and SUB
Investing to defend core Equities franchise; reinvesting leverage exposure with key
clients in Prime Services
Extending low-cost, multi-asset class electronic offering
Focus resources in Credit to defend profitability and drive IBCM strategic objectives
Capitalizing on opportunities to provide Emerging Markets access to the key GM
and IWM clients
Substantially reduced risk exposure through portfolio sales, strategic hedges and
inventory reductions; achieved target of reducing expected quarterly pre-tax loss
by 50% in adverse stressed scenario
Operating within 2016-2018 RWA and leverage exposure ceilings
Improving the risk-adjusted performance of
the portfolio to generate more stable
structural returns and higher quality of
earnings
Target average1.
1,2
15.0%
10.0%
Rescaled
footprint
Downside
Normalized
Markets
Key Metrics
2015 year-end vs. target cost reductions in USD bn
Risk-weighted assets as reported in USD bn
Leverage exposure as reported in USD bn
(20)%
(21)%
(21)%
6.6
67
6.0
5.4
61
64
53
not
available
377
280
296
2015
2016
2018
2013
2014
2015
3Q16
2013
2014
2015
3Q16
Pre-Q2 restatements
Post-Q2 restatements
1 Return on regulatory capital is calculated using income after tax, reflects 'worst of' return on RWA or leverage exposure 2 Scenarios based on varying macro-economic assumptions
CREDIT SUISSE
November 2016
12View entire presentation