Credit Suisse Results Presentation Deck slide image

Credit Suisse Results Presentation Deck

Exceeding both Going and Gone concern requirements Total loss-absorbing capacity as of end of 2022 in CHF bn. 30 Going concern capital Gone concern capital AT1 Swiss CET1 96.9 44.2 15.7 37.0 Credit Suisse Capital ratio³ 27.9%² 2 13.9%² 4.3% 9.6% Swiss capital requirements¹ 35.2% 16.1% 5.7% 13.5% Credit Suisse → 2024 aspiration >14%5 pre-Basel 3 reform Near-term aspiration 13-14% Leverage ratio 9.8%² 4.9% 1.5% 3.4% 2 Swiss leverage requirements¹ 11.2% 5.1% 1.8% 4.3% Credit Suisse 1 Does not include the FINMA Pillar 2 capital add-on of CHF 1.9 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 70 bps and 22 bps, respectively. Does not include the effects of the countercyclical buffers and any rebates for resolvability and for certain tier 2 low-trigger instruments recognized in gone concern capital. Reflects the decrease in surcharge due to lower market share, effective 2022 2 As of the end of 2022, the rebates for resolvability and for certain tier 2 low-trigger instruments for the capital ratios were 2.937% and 0.438%, respectively. The rebates for resolvability and for certain tier 2 low-trigger instruments for leverage ratios were 1.031% and 0.140%, respectively. Net of these rebates, the gone concern ratio for capital and leverage were 10.565% and 3.704%, respectively. 3 Based on end 2022 Swiss risk-weighted assets of CHF 275 bn 4 Based on end 2022 leverage exposure of CHF 863 bn 5 BIS CET1 capital ratio and BIS CET1 leverage ratio 2024 aspirations → 2024 aspiration ~4.5%5 CREDIT SUISSE
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