Credit Suisse Results Presentation Deck
Substantial progress on deleveraging and de-risking
Securitized Products and Non-Core Unit
8
Securitized Products assets in USD bn
Sep 30th, 2022
Non-Core Unit RWAS
Illustrative in USD bn
~5
~74
4Q22
De-risking
activity
~2
Target
run rate
per quarter
~(35)
Asset reduction ¹
~15
~39
Non-Core Unit leverage exposure
Illustrative in USD bn
4Q22
De-risking
activity³
Feb YTD 2023
8~
Target
run rate
per quarter
2/3rd of targeted reduction in Securitized Products
▪ Achieved USD ~35 bn SPG asset reduction since 3Q22,
or ~2/3rd of targeted reduction
▪ First closing of the Apollo deal completed: recognition of full
pre-tax gain of USD ~0.8 bn representing CET1 ratio benefit
of ~30 bps to be booked in 1Q23; full deal completion
expected in 1H23²
▪ Transactions to reduce liquidity requirements, RWA, leverage
exposure and other risk metrics
▪ Accelerated de-risking activity and run down resulted in
RWA reduction of USD ~5 bn and leverage exposure
reduction of USD ~15 bn in Non-Core Unit in 4Q22
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. Historical information presented according to the new divisional structure is a preliminary estimate based
on management accounts and subject to change 1 Driven by the first tranche of Apollo deal, together with recently completed sales of other portfolio assets to Apollo and other third parties and certain
business reductions 2 Subject to regulatory approvals 3 Excluding the impact from reductions in HQLA allocations
CREDIT SUISSEView entire presentation