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
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