Credit Suisse Results Presentation Deck
Exceeding both Going and Gone concern requirements
Total loss-absorbing capacity
as of end-3Q22, in CHF bn
21
Gone
concern
capital
Going
concern
capital
AT1
Swiss
CET1
97.4
47.3
15.7
34.4
Credit
Suisse
Pillar 2 add-on²
Other going capital³
Capital ratio
25.0%
10.5%
4.3%
9.3%¹
Swiss
capital
requirements
35.5%
17.2%
5.7%
12.6%
14.0%
pro forma
post
capital
raises
Credit
Suisse
5
2025 target
>13.5%
pre-B3R
Throughout
strategic
transformation
at least 13.0%
Pillar 2 add-on²
Leverage ratio
8.7%
3.8%
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 effects of the Swiss sectorial countercyclical capital buffer (effective from
September 30, 2022) and extended countercyclical buffer, totaling 25 bps 3 Includes the FINMA Pillar 2 capital add-on of CHF 1.96 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 23 bps, respectively 4 Includes rebates for resolvability in gone concern capital of 311
bps and in gone concern leverage ratio of 100 bps 5 Subject to approval at a forthcoming Extraordinary General Meeting on November 23, 2022 6 BIS CET1 capital ratio 2025 aspiration
11.6%
5.7%
1.9%
4.1%
Credit
Suisse
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