Fourth Quarter and Full Year 2016 Results Presentation slide image

Fourth Quarter and Full Year 2016 Results Presentation

Global Markets Global Markets delivers profitability in a restructuring year Adjusted key financials in USD mn Key messages 4Q16 3Q16 4Q15 2016 2015 Equities o/w SMG 441 330 531 1,861 2,388 20 15 84 183 423 Credit Solutions 608 740 366 2,501 3,131 259 359 316 1,384 1,759 Other (52) (33) (45) (171) (154) Net revenues 1,256 1,396 1,168 5,575 7,124 Provision for credit losses (3) (6) (4) (4) 11 Total operating expenses 1,236 1,251 1,679 5,295 5,977 Pre-tax income 23 151 (507) 284 1,136 Cost/income ratio 98% 90% 144% 95% 84% Return on regulatory capital+ 1% 4% n/m 2% 7% Key metrics in USD bn 4Q16 3Q16 4Q15 2016 2015 Risk-weighted assets 51 53 64 51 64 Leverage exposure 278 296 280 278 280 Execution Profitable growth Legacy Capital Detailed Financials Substantial rebound in profitability vs. 4Q15 driven by an 8% increase in revenues on a 20% reduction in RWA and 26% reduction in costs, highlighting strength of resized franchise Strong results and leading market positions in credit products, securitized products and emerging markets vs. 4Q15 with outperformance in the Americas Higher equities revenues in a seasonally slower quarter, up 34% vs. 3Q16, reflecting an increase in trading volumes YoY revenue decline in equity derivatives on lower volatility, albeit significant sequential improvement as client activity increased; further collaboration with IWM clients core management focus for 2017 Operating expenses declined 26% vs. 4Q15 reflecting lower compensation and benefits and other expenses 4Q16 annualized 1 cost base exit rate below USD 5.2 bn²; on track to achieve 2018 ambition of < USD 4.8 bn in costs Expenses declined USD 682 mn vs. 2015 driven by substantial progress on accelerated cost initiatives Increased capital efficiency and reduced risk profile; operating below year-end 2016 RWA ceiling of USD 60 bn and leverage exposure ceiling of USD 290 bn Note: All financial numbers presented and discussed are adjusted, unless otherwise stated. Adjusted results are non-GAAP financial measures. A reconciliation to reported results is included in the Appendix 1 Annualized numbers do not take account of variations in operating results, seasonality and other factors and may not be indicative of actual, full-year results 2 Estimated 4Q16 annualized exit rate shown at Investor Day 2016 CREDIT SUISSE February 14, 2017 32
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