Credit Suisse Results Presentation Deck
CHF ~0.9 bn additional group revenues by 2025 from higher
forward rate expectations
25
Sensitivity of Group revenues to interest rates¹
Revenue impact from realization of forward rates2 pre-funding cost
CHF
USD
2023 vs. 2022
5%
4%
3%
CHF -0.2 bn
2%
1%
CHF yield curve has shifted higher since end-3Q22
EUR
1Y
~(5) bps
CHF ~0.6 bn
~60 bps
2024 vs. 2022
~5 bps
CHF -0.9 bn
~40 bps
2025 vs. 2022
USD (Dec-22)
USD (Sep-22)
CHF (Dec-22)
CHF (Sep-22)
Key messages
▪ Cumulative group revenues sensitivity of CHF -0.9 bn by
2025 vs. 2022 benefitting from forward rate expectations
▪ This incorporates impact of deposit outflows in 4Q22;
~85% of group deposit outflows in the quarter concentrated
in October and November
▪ We expect higher funding costs³ in 2023 vs. 2022 of
CHF -0.5 bn
Funding costs expected to reduce from 2025
2Y 3Y 5Y
7Y 1ΟΥ 20Y 30Y
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. 1 Based on static balance sheet as of end-December
forward rates; as of December 31, 2022 3 Includes Treasury-related cost of capital instruments, long-term funding and HQLA; at average 2022 USD/CHF FX rate of 0.9541
2 From realization of CHF, USD and EUR CREDIT SUISSEView entire presentation