Credit Suisse Credit Presentation Deck
Decisive actions have rebuilt liquidity coverage ratio from lower
levels in the quarter
8
Liquidity coverage ratio ¹
average in %
192
3Q22
Lower spot rates
Earlier part of 4Q22
144
4Q22
1 Calculated using a three-month average, which is calculated on a daily basis 2 Reflects long-term and short-term funding during 4Q22
Average LCR at 144% at the end of 4Q22
Improved from lower levels in the quarter following the idiosyncratic
events of October 2022
Supported by deleveraging, CHF ~4 bn capital raises, capital
market and other funding of CHF ~7 bn2, client outreach program
and other liquidity generating measures
▪ LCR compares favorably to our peer group
Strategic transformation
▪ Further substantial liquidity release is expected from the strategic
transformation through 2023 as announced in October 2022,
including from the Non-Core Unit and Securitized Products
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