Credit Suisse Results Presentation Deck

Capital exceeding regulatory requirements Total loss-absorbing capacity as of end-4Q22, in CHF bn 31 Gone concern capital Going concern capital AT1 99.1 49.1 14.7 Swiss 35.3 CET1 Credit Suisse Pillar 2 add-on² Other going capital³ Capital ratio 25.1% 10.5%** 4.3% 9.3% Swiss capital requirements 39.5% 19.6% 5.8% 14.1% Credit Suisse 2025 target5 >13.5% pre-B3R Throughout strategic transformation at least 13.0% Pillar 2 add-on² Leverage ratio 8.8% 3.8%A 1.5% 3.3% Swiss leverage requirements 1 Effective from September 30, 2022, Pillar 1 CET1 requirements for capital and leverage ratios have been reduced by 0.36% and 0.125%, respectively, following FINMA's reassessment of surcharges based on leverage exposure. Also reflects the decrease in surcharge due to lower market share, effective 2022 2 Includes the FINMA Pillar 2 capital add-on of CHF 1.85 bn (USD 2.0 bn) relating to the supply chain finance funds matter, which equates to an additional Swiss CET1 capital ratio and Swiss CET1 leverage ratio requirement of 74 bps and 28 bps, respectively 3 Includes the effects of the Swiss sectorial countercyclical capital buffer (effective from September 30, 2022) and extended countercyclical buffer, totaling 32 bps 4 Includes rebates for resolvability in gone concern capital of 311 bps and in gone concern leverage ratio of 100 bps 5 BIS CET1 capital ratio 2025 aspiration 15.2% 7.6% 2.2% 5.4% Credit Suisse CREDIT SUISSE

View entire presentation